# EDGAR Filing Document

**Accession Number:** 0001398078
**File Stem:** 0002071691-25-009453
**Filing Date:** 2025-12
**Character Count:** 1858429
**Document Hash:** 7d877b3344a08afa8358e714f998f34c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-009453.hdr.sgml**: 20251223

**ACCESSION NUMBER**: 0002071691-25-009453

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251223

**DATE AS OF CHANGE**: 20251223

**PERIOD START**: 20260731

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22061
- **FILM NUMBER:** 251595398

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

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

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

## Series and Classes Contracts Data

### BLACKROCK MULTI-ASSET INCOME PORTFOLIO (Series ID: S000020792)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000058060 | INVESTOR C SHARES    |  |
| C000058061 | INSTITUTIONAL SHARES |  |
| C000058062 | INVESTOR A SHARES    |  |
| C000182622 | CLASS K SHARES       |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

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

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

- **a. Name of Series:** BlackRock Multi-Asset Income Portfolio

- **b. EDGAR series identifier (if any):** S000020792

- **c. LEI of Series:** IBB3EVPMDEHKHDPXA468

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

- **a. Date of fiscal year-end:** 2026-07-31

- **b. Date as of which information is reported:** 2025-10-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $11433518439.76

**Total Liabilities:** $896892327.96

**Net Assets:** $10536626111.80

**Cash Not Reported:** $301759124.05

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 308164.04000000 | **1-Year:** 45392.84000000 | **5-Year:** 457858.34000000 | **10-Year:** 162616.74000000 | **30-Year:** 26427.69000000

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

- **3-Month:** 500741.74000000 | **1-Year:** 49770.27000000 | **5-Year:** 338831.50000000 | **10-Year:** 30631.82000000 | **30-Year:** 40875.21000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000058060 | 1.73%                | 1.15%                | 0.11%                |
| Class ID C000182622 | 1.82%                | 1.23%                | 0.20%                |
| Class ID C000058061 | 1.91%                | 1.13%                | 0.29%                |
| Class ID C000058062 | 1.89%                | 1.11%                | 0.27%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $37126655.58             | $96738603.48                               |
| Month 2  | $55889263.88             | $17025253.21                               |
| Month 3  | $114049648.48            | $-140996279.76                             |

**Designated Index Information**

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

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                      | Title                                                                                       | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Battalion CLO X Ltd.                                                      | Battalion CLO X Ltd., Series 2016-10A, Class BR2                                            | CUSIP: 07132JBG8<br>LEI: 549300RRK5G3IT4Y7N27 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2003117.20   | 0.02%             | 2035-01-25      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                   | Veolia Environnement SA                                                                     | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $579973.14    | 0.01%             | 2032-10-24      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                          | Bombardier, Inc.                                                                            | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     111000 | PA      | $117817.62    | 0.00%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                 | Toyota Motor Credit Corp.                                                                   | CUSIP: 89236TGY5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     180000 | PA      | $174643.58    | 0.00%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fortive Corp.                                                             | Fortive Corp.                                                                               | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      39400 | NS      | $1977255.91   | 0.02%             | 2025-11-28      | Fixed         | 16.88%                | No            |                  2 | On Loan: No      |
| Mexican Peso                                                              | Mexican Peso                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | MX        |          1 | OU      | $0.08         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp.                                                            | McKesson Corp.                                                                              | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |       2707 | NS      | $1883630.84   | 0.02%             | 2025-11-06      | Fixed         | 10.80%                | No            |                  2 | On Loan: No      |
| Republic of Benin                                                         | Benin Government Bond                                                                       | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     649000 | PA      | $674960.00    | 0.01%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| Atos SE                                                                   | Atos SE                                                                                     | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | SN               | CORP              | FR        |    2176605 | PA      | $2867767.43   | 0.03%             | 2029-12-18      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2023-XL3, Class A                                      | CUSIP: 12434GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2949956 | PA      | $2952721.89   | 0.03%             | 2040-12-09      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 6 Ltd.                                                 | OHA Credit Funding 6 Ltd., Series 2020-6A, Class B1R2                                       | CUSIP: 67098UBA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5006875.50   | 0.05%             | 2037-10-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| BCP V Modular Services Finance II plc                                     | BCP V Modular Services Finance II plc                                                       | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |     135000 | PA      | $142987.58    | 0.00%             | 2031-07-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SKF AB                                                                    | SKF AB, Class B                                                                             | CUSIP: N/A<br>LEI: 549300B6HWYEE57O8J84       | Long             | EC               | CORP              | SE        |      37706 | NS      | $966481.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                           | Intercontinental Exchange, Inc.                                                             | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     101647 | NS      | $14869939.63  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                              | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    2071000 | PA      | $2060494.44   | 0.02%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Kronos International, Inc.                                                | Kronos International, Inc.                                                                  | CUSIP: N/A<br>LEI: 529900NTVDLUSYY9F493       | Long             | DBT              | CORP              | US        |     771000 | PA      | $881714.80    | 0.01%             | 2029-03-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Alrosa PJSC                                                               | Alrosa PJSC                                                                                 | CUSIP: N/A<br>LEI: 894500DKUWVBYZLLE651       | Long             | EC               | CORP              | RU        |     607124 | NS      | $75.14        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                     | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     265000 | PA      | $1445101.19   | 0.01%             | 2030-02-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Stena International SA                                                    | Stena International SA                                                                      | CUSIP: 85858EAD5<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |     868000 | PA      | $886129.05    | 0.01%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-PALM, Class A                                     | CUSIP: 05612UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3253846 | PA      | $3255868.74   | 0.03%             | 2037-06-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                | Garda World Security Corp.                                                                  | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     302000 | PA      | $299634.49    | 0.00%             | 2027-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                  | Bayer AG                                                                                    | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |    1500000 | PA      | $1748254.20   | 0.02%             | 2082-03-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Ares XLIII CLO Ltd.                                                       | Ares XLIII CLO Ltd., Series 2017-43A, Class A1R2                                            | CUSIP: 04016PAS7<br>LEI: 549300ECLIGB6OZRBA51 | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $4010176.40   | 0.04%             | 2038-01-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                       | Buckeye Partners LP                                                                         | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      22000 | PA      | $22783.99     | 0.00%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                       | Iron Mountain, Inc.                                                                         | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    1104000 | PA      | $1103607.31   | 0.01%             | 2032-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Agree Realty Corp.                                                        | Agree Realty Corp.                                                                          | CUSIP: 008492100<br>LEI: 98450090H010B37OEB68 | Long             | EC               | CORP              | US        |      82449 | NS      | $6019601.49   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus, Inc.                                                             | Maximus, Inc.                                                                               | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |      23800 | NS      | $1976381.11   | 0.02%             | 2025-12-15      | Fixed         | 18.77%                | 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        |    1992940 | PA      | $1992940.00   | 0.02%             | 2031-11-26      | Variable      | 5.97%                 | No            |                  3 | On Loan: No      |
| Tesla, Inc.                                                               | Tesla, Inc., Series 00Hc                                                                    | CUSIP: 61778P346<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |      19861 | NS      | $9063149.97   | 0.09%             | 2025-12-05      | Fixed         | 35.33%                | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                    | Velocity Commercial Capital Loan Trust, Series 2022-1, Class M4                             | CUSIP: 92258XAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4747797 | PA      | $4070238.79   | 0.04%             | 2052-02-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                            | Olympus Water US Holding Corp., 1st Lien Term Loan B6                                       | CUSIP: 68163YAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4107908 | PA      | $4063419.08   | 0.04%             | 2031-06-23      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                               | Prologis LP                                                                                 | CUSIP: 74340XCN9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     826000 | PA      | $836407.69    | 0.01%             | 2035-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                     | Clydesdale Acquisition Holdings, Inc.                                                       | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     460000 | PA      | $461837.70    | 0.00%             | 2029-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| First Franklin Mortgage Loan Trust                                        | First Franklin Mortgage Loan Trust, Series 2006-FF13, Class A2C                             | CUSIP: 30247DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1637853 | PA      | $1085220.86   | 0.01%             | 2036-10-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Swatch Group AG (The)                                                     | Swatch Group AG (The)                                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      15900 | NS      | $3127313.66   | 0.03%             | 2025-11-24      | Fixed         | 26.54%                | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                              | Nutrien Ltd.                                                                                | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |      56350 | NS      | $3069107.34   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arini European CLO V DAC                                                  | Arini European CLO V DAC, Series 5X, Class D                                                | CUSIP: N/A<br>LEI: 635400HVHHJPCXB66K47       | Long             | ABS-CBDO         | CORP              | IE        |     770000 | PA      | $884352.36    | 0.01%             | 2039-01-15      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                     | Clydesdale Acquisition Holdings, Inc.                                                       | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      83000 | PA      | $83169.74     | 0.00%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| HP, Inc.                                                                  | HP, Inc.                                                                                    | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |     158900 | NS      | $4433274.25   | 0.04%             | 2025-12-04      | Fixed         | 23.50%                | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                         | Corp. Nacional del Cobre de Chile                                                           | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | NUSS              | CL        |     500000 | PA      | $494095.00    | 0.00%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Legence Holdings LLC                                                      | Legence Holdings LLC, 1st Lien Term Loan B                                                  | CUSIP: 75865HAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     291496 | PA      | $291787.32    | 0.00%             | 2031-12-18      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| CP Iris Holdco I, Inc.                                                    | CP Iris Holdco I, Inc., 1st Lien Term Loan                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    2251933 | PA      | $2232228.20   | 0.02%             | 2032-10-17      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                                | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      36771 | NS      | $9656432.31   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2025-INV1, Class B2                                      | CUSIP: 924929AH5<br>LEI: 213800YO7QOQOFRSRN78 | Long             | ABS-MBS          | CORP              | US        |    2093751 | PA      | $2075398.23   | 0.02%             | 2070-02-25      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                                   | Brown Group Holding LLC, 1st Lien Term Loan                                                 | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    2080000 | PA      | $2085075.20   | 0.02%             | 2031-07-01      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Co. (The)                                                     | Kraft Heinz Co. (The)                                                                       | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     144407 | NS      | $3571185.11   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | TRSIBOXX                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   28000000 | PA      | $214551.07    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                      | Ally Financial, Inc.                                                                        | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    4418000 | PA      | $4494405.02   | 0.04%             | 2031-01-17      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                              | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    6185000 | PA      | $6300014.78   | 0.06%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                             | Walmart, Inc.                                                                               | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     117672 | NS      | $11906023.72  | 0.11%             | 2025-11-20      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2025-NQM2, Class SA                                    | CUSIP: 066930AH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        275 | PA      | $272.79       | 0.00%             | 2065-05-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Eaton Corp. plc                                                           | Eaton Corp. plc                                                                             | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |       2945 | NS      | $1123694.20   | 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        |     638400 | PA      | $638802.19    | 0.01%             | 2032-02-26      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Inversion Escrow Issuer LLC                                               | Inversion Escrow Issuer LLC                                                                 | CUSIP: 46150DAA0<br>LEI: 254900P6GHORGRVLKI95 | Long             | DBT              | CORP              | US        |    2212000 | PA      | $2159816.71   | 0.02%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                 | Standard Industries, Inc.                                                                   | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     269000 | PA      | $259438.81    | 0.00%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Tidewater, Inc.                                                           | Tidewater, Inc.                                                                             | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |     320000 | PA      | $341546.56    | 0.00%             | 2030-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| INEOS Quattro Finance 2 plc                                               | INEOS Quattro Finance 2 plc                                                                 | CUSIP: N/A<br>LEI: 213800V48W4Y5MT5Q131       | Long             | DBT              | CORP              | GB        |    1142000 | PA      | $1218338.36   | 0.01%             | 2029-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                             | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3151000 | PA      | $2936661.26   | 0.03%             | 2031-01-29      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| Bakrie Telecom Pte. Ltd.                                                  | Bakrie Telecom Pte. Ltd.                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | SG        |    1000000 | PA      | $3889.23      | 0.00%             | 2015-05-07      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                 | Duke Energy Carolinas LLC                                                                   | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     834000 | PA      | $859437.22    | 0.01%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                                       | Carlyle US CLO Ltd., Series 2021-6A, Class A1R                                              | CUSIP: 143133AN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5009861.50   | 0.05%             | 2038-01-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Setanta Aircraft Leasing DAC                                              | Setanta Aircraft Leasing DAC, 1st Lien Term Loan B                                          | CUSIP: G8057JAC0<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     416500 | PA      | $417907.77    | 0.00%             | 2028-11-06      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                | AerCap Ireland Capital DAC                                                                  | CUSIP: 00774MBS3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    1910000 | PA      | $1888949.24   | 0.02%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2006-7CB, Class 1A6                                          | CUSIP: 12668BXX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     742041 | PA      | $380216.21    | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pachelbel Bidco SpA                                                       | Pachelbel Bidco SpA                                                                         | CUSIP: N/A<br>LEI: 8156005DA07CDD50CC46       | Long             | DBT              | CORP              | IT        |     819000 | PA      | $1011481.95   | 0.01%             | 2031-05-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                               | Beach Acquisition Bidco LLC                                                                 | CUSIP: 07337JAE7<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |     686000 | PA      | $812702.31    | 0.01%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BWX Technologies, Inc.                                                    | BWX Technologies, Inc.                                                                      | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |     130000 | PA      | $126990.20    | 0.00%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                      | Consumers Energy Co.                                                                        | CUSIP: 210518DX1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     258000 | PA      | $263666.72    | 0.00%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                                   | Williams Scotsman, Inc.                                                                     | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     735000 | PA      | $760070.12    | 0.01%             | 2030-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                                 | Zayo Group Holdings, Inc., 1st Lien Term Loan                                               | CUSIP: 98919XAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    6326495 | PA      | $6039841.17   | 0.06%             | 2030-03-11      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| MVM Energetika Zrt.                                                       | MVM Energetika Zrt.                                                                         | CUSIP: N/A<br>LEI: 529900ELI5AQ9F74PF85       | Long             | DBT              | NUSS              | HU        |     935000 | PA      | $991100.00    | 0.01%             | 2031-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                                             | Nomura Bank International plc                                                               | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      86851 | NS      | $4931959.85   | 0.05%             | 2025-12-16      | Fixed         | 16.16%                | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                  | Morgan Stanley & Co. LLC                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | SN               | CORP              | US        |     111368 | NS      | $8352904.22   | 0.08%             | 2025-12-17      | Fixed         | 23.24%                | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                            | Community Health Systems, Inc.                                                              | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     576000 | PA      | $620945.28    | 0.01%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-504.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                         | Genesis Energy LP                                                                           | CUSIP: 37185LAQ5<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |     331000 | PA      | $340925.92    | 0.00%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     711000 | PA      | $812158.34    | 0.01%             | 2045-10-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COAST Commercial Mortgage Trust                                           | COAST Commercial Mortgage Trust, Series 2023-2HTL, Class D                                  | CUSIP: 19033EAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8900000 | PA      | $8894457.08   | 0.08%             | 2036-08-15      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                            | Carnival Corp.                                                                              | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     354000 | PA      | $365080.25    | 0.00%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2021-ARIA, Class A                                                         | CUSIP: 05608RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1890000 | PA      | $1887046.88   | 0.02%             | 2036-10-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                | DCP Midstream Operating LP                                                                  | CUSIP: 26439XAC7<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     635000 | PA      | $730936.73    | 0.01%             | 2030-08-16      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                       | Expand Energy Corp.                                                                         | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     672000 | PA      | $677487.47    | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TeamSystem SpA                                                            | TeamSystem SpA                                                                              | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |     918000 | PA      | $1061653.57   | 0.01%             | 2031-07-31      | Floating      | 5.53%                 | 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        |     248718 | PA      | $248484.36    | 0.00%             | 2030-10-04      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                     | Republic of Indonesia                                                                       | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |     550000 | PA      | $644855.23    | 0.01%             | 2033-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                                       | Bausch + Lomb Corp.                                                                         | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    2448000 | PA      | $2558160.00   | 0.02%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                           | Intercontinental Exchange, Inc.                                                             | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      25300 | NS      | $3751576.61   | 0.04%             | 2025-11-24      | Fixed         | 19.39%                | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                | Warnermedia Holdings, Inc.                                                                  | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2247644.00   | 0.02%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                | Pacific Gas & Electric Co.                                                                  | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1544158.37   | 0.01%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Cummins, Inc.                                                             | Cummins, Inc.                                                                               | CUSIP: 83371T202<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |       8842 | NS      | $3784061.77   | 0.04%             | 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        |    4055000 | PA      | $3887790.05   | 0.04%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Cablevision Lightpath LLC                                                 | Cablevision Lightpath LLC                                                                   | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |     693000 | PA      | $678900.36    | 0.01%             | 2027-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                             | Transocean International Ltd.                                                               | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     329000 | PA      | $326635.90    | 0.00%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Norwegian Krone                                                           | Norwegian Krone                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NO        |      87384 | OU      | $8626.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Leumi Le-Israel BM                                                   | Bank Leumi Le-Israel BM                                                                     | CUSIP: 06326BAA7<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |    1018000 | PA      | $1010874.00   | 0.01%             | 2031-01-29      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                  | Duke Energy Progress LLC                                                                    | CUSIP: 26442UAN4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     934000 | PA      | $881346.25    | 0.01%             | 2032-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Cedacri SpA                                                               | Cedacri SpA                                                                                 | CUSIP: N/A<br>LEI: 815600E85FCD78B3EE61       | Long             | DBT              | CORP              | IT        |    1876000 | PA      | $2179735.27   | 0.02%             | 2028-05-15      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                                  | CenterPoint Energy, Inc.                                                                    | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     284000 | PA      | $293449.25    | 0.00%             | 2055-05-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                                     | Matador Resources Co.                                                                       | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     359000 | PA      | $365840.03    | 0.00%             | 2028-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                         | Clarios Global LP                                                                           | CUSIP: 18060TAC9<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |     546000 | PA      | $559255.24    | 0.01%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                            | Alphabet, Inc., Class A                                                                     | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     135771 | NS      | $38177447.49  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands, Inc.                                                         | Hanesbrands, Inc.                                                                           | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |      43000 | PA      | $45336.88     | 0.00%             | 2031-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                            | Teva Pharmaceutical Finance Netherlands III BV                                              | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     329000 | PA      | $342571.25    | 0.00%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                          | CSC Holdings LLC                                                                            | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     389000 | PA      | $307294.63    | 0.00%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                          | Amazon.com, Inc.                                                                            | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      43400 | NS      | $9680815.98   | 0.09%             | 2025-10-30      | Fixed         | 21.54%                | No            |                  2 | On Loan: No      |
| Gestamp Automocion SA                                                     | Gestamp Automocion SA                                                                       | CUSIP: N/A<br>LEI: 95980020140005484363       | Long             | DBT              | CORP              | ES        |     173000 | PA      | $202986.46    | 0.00%             | 2030-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC                                                        | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     496000 | PA      | $523619.26    | 0.00%             | 2031-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp.                                                    | Blue Owl Capital Corp.                                                                      | CUSIP: 69121KAJ3<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    1852000 | PA      | $1892977.19   | 0.02%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                         | Philip Morris International, Inc.                                                           | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1030000 | PA      | $1080706.90   | 0.01%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Great Canadian Gaming Corp.                                               | Great Canadian Gaming Corp., 1st Lien Term Loan B                                           | CUSIP: C4111RAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    1307995 | PA      | $1298184.92   | 0.01%             | 2029-11-01      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC                                                        | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     567000 | PA      | $593142.67    | 0.01%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                             | Walmart, Inc.                                                                               | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     157430 | NS      | $15928767.40  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                                   | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    3279000 | PA      | $2974743.10   | 0.03%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Cintas Corp.                                                              | Cintas Corp., Series NINv                                                                   | CUSIP: 61778P239<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |      17943 | NS      | $3323040.85   | 0.03%             | 2025-12-19      | Fixed         | 10.37%                | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXIX Ltd.                                     | Benefit Street Partners CLO XXIX Ltd., Series 2022-29A, Class AR                            | CUSIP: 08186EAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   20250000 | PA      | $20250000.00  | 0.19%             | 2038-01-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Virgin Media O2 Vendor Financing Notes V DAC                              | Virgin Media O2 Vendor Financing Notes V DAC                                                | CUSIP: N/A<br>LEI: 635400ASSEVCXAPVGC36       | Long             | DBT              | CORP              | IE        |     752000 | PA      | $1004077.41   | 0.01%             | 2032-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                                             | ION Platform Finance US, Inc.                                                               | CUSIP: 46206AAF9<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |     200000 | PA      | $202465.85    | 0.00%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| New Turkish Lira                                                          | New Turkish Lira                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | TR        |          1 | OU      | $0.02         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KBC Group NV                                                              | KBC Group NV                                                                                | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |     800000 | PA      | $974238.22    | 0.01%             | 2031-09-17      | Variable      | 6.25%                 | 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        |     236000 | PA      | $235804.12    | 0.00%             | 2031-10-16      | Variable      | 7.46%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                           | AES Corp. (The)                                                                             | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1200593.11   | 0.01%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Republic of Serbia                                                        | Republic of Serbia                                                                          | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |     555000 | PA      | $603940.12    | 0.01%             | 2033-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Beazer Homes USA, Inc.                                                    | Beazer Homes USA, Inc.                                                                      | CUSIP: 07556QBR5<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |      63000 | PA      | $62905.84     | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | TRSIBOXX                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    7000000 | PA      | $183247.55    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | J.P. Morgan Structured Products BV, Series DM8A                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      22608 | NS      | $4535644.71   | 0.04%             | 2025-12-16      | Fixed         | 13.20%                | No            |                  2 | On Loan: No      |
| Evonik Industries AG                                                      | Evonik Industries AG                                                                        | CUSIP: N/A<br>LEI: 41GUOJQTALQHLF39XJ34       | Long             | EC               | CORP              | DE        |      39412 | NS      | $660468.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                 | Invitation Homes Operating Partnership LP                                                   | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     561000 | PA      | $542770.93    | 0.01%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                                         | Gen Digital, Inc., 1st Lien Term Loan B                                                     | CUSIP: 66877AAF5<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |    5163209 | PA      | $5159388.08   | 0.05%             | 2029-09-12      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| APi Group DE, Inc.                                                        | APi Group DE, Inc.                                                                          | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |     141000 | PA      | $138162.02    | 0.00%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    7319000 | PA      | $1501.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                                | Sensata Technologies, Inc.                                                                  | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    1511000 | PA      | $1572976.69   | 0.01%             | 2032-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                           | CHL Mortgage Pass-Through Trust, Series 2007-J2, Class 2A6                                  | CUSIP: 12545EAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     607247 | PA      | $200843.95    | 0.00%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Clean Harbors, Inc.                                                       | Clean Harbors, Inc.                                                                         | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |      64000 | PA      | $65569.15     | 0.00%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                             | Cencora, Inc., Series 00HZ                                                                  | CUSIP: 61778P304<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |      28892 | NS      | $9595820.09   | 0.09%             | 2025-12-05      | Fixed         | 17.67%                | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                                       | Republic of Ecuador                                                                         | CUSIP: 27927IAE3<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     421000 | PA      | $383025.29    | 0.00%             | 2030-07-31      | Variable      | 6.90%                 | 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        |     840842 | PA      | $837427.83    | 0.01%             | 2030-08-30      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     513453 | PA      | $76482.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regatta XI Funding Ltd.                                                   | Regatta XI Funding Ltd., Series 2018-1A, Class AR                                           | CUSIP: 75887XAN7<br>LEI: 254900TUAAER6MTE4E64 | Long             | ABS-CBDO         | CORP              | KY        |   12500000 | PA      | $12527500.00  | 0.12%             | 2037-07-17      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Gates Corp.                                                               | Gates Corp., 1st Lien Term Loan B5                                                          | CUSIP: 36740UAY8<br>LEI: 984500F43C791F4C7894 | Long             | LON              | CORP              | US        |    3742345 | PA      | $3738378.56   | 0.04%             | 2031-06-04      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                    | Merrill Lynch Mortgage Investors Trust, Series 2005-A9, Class 2A1E                          | CUSIP: 59020U2H7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     194532 | PA      | $186926.95    | 0.00%             | 2035-12-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Mobico Group plc                                                          | Mobico Group plc                                                                            | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |    1031000 | PA      | $709321.52    | 0.01%             | 2025-11-26      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                                       | Altice Financing SA                                                                         | CUSIP: N/A<br>LEI: 549300DIYGW8HVDF7Q17       | Long             | DBT              | CORP              | LU        |    2008000 | PA      | $1729105.47   | 0.02%             | 2028-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kosmos Energy Ltd.                                                        | Kosmos Energy Ltd.                                                                          | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |    3112390 | NS      | $4886452.30   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Steel Dynamics, Inc.                                                      | Steel Dynamics, Inc.                                                                        | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    3914000 | PA      | $4063939.94   | 0.04%             | 2034-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Aeroports de Paris SA                                                     | Aeroports de Paris SA                                                                       | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | EC               | CORP              | FR        |      25291 | NS      | $3469443.86   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                                              | ING Groep NV                                                                                | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |    2072000 | PA      | $2240989.21   | 0.02%             | 2030-05-16      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Hunter Douglas, Inc.                                                      | Hunter Douglas, Inc., 1st Lien Term Loan B1                                                 | CUSIP: N8137FAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3409953 | PA      | $3413601.64   | 0.03%             | 2032-01-16      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd.                                                       | Whitebox CLO I Ltd., Series 2019-1A, Class BRR                                              | CUSIP: 96467FAY6<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |   10265000 | PA      | $10273348.52  | 0.10%             | 2036-07-24      | Floating      | 5.62%                 | 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        |    3107457 | PA      | $3104878.11   | 0.03%             | 2029-02-01      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding 2021-IV Ltd., Series 2021-4A, Class AR                                         | CUSIP: 12547DAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    9000000 | PA      | $9021366.00   | 0.09%             | 2037-07-23      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                        | GS Mortgage Securities Corp. Trust, Series 2023-FUN, Class A                                | CUSIP: 36267CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8480000 | PA      | $8506500.00   | 0.08%             | 2028-03-15      | Floating      | 6.12%                 | 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        |    5088738 | PA      | $5095760.86   | 0.05%             | 2031-02-24      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                       | Hilcorp Energy I LP                                                                         | CUSIP: 431318AZ7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |      44000 | PA      | $41773.46     | 0.00%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4522.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DBC Mortgage Trust                                                        | DBC Mortgage Trust, Series 2025-DBC, Class A                                                | CUSIP: 23306HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4792000 | PA      | $4797990.00   | 0.05%             | 2038-06-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co.                                              | Wisconsin Electric Power Co.                                                                | CUSIP: 976656CS5<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    2305000 | PA      | $2296803.74   | 0.02%             | 2034-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Garfunkelux Holdco 4 SA                                                   | Garfunkelux Holdco 4 SA                                                                     | CUSIP: N/A<br>LEI: 984500A488473C1E8792       | Long             | DBT              | CORP              | LU        |     183477 | PA      | $2114.85      | 0.00%             | 2030-05-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Bertrand Franchise Finance SAS                                            | Bertrand Franchise Finance SAS                                                              | CUSIP: N/A<br>LEI: 969500HGPPEHSTNJFW57       | Long             | DBT              | CORP              | FR        |    1057000 | PA      | $1180462.73   | 0.01%             | 2030-07-18      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $137249.42    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regatta VI Funding Ltd.                                                   | Regatta VI Funding Ltd., Series 2016-1A, Class CR3                                          | CUSIP: 75887NBS7<br>LEI: 2549001NU08X5ZRD6A39 | Long             | ABS-CBDO         | CORP              | KY        |    1250000 | PA      | $1250603.00   | 0.01%             | 2038-10-20      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| K. Hovnanian Enterprises, Inc.                                            | K. Hovnanian Enterprises, Inc.                                                              | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |     543000 | PA      | $554786.90    | 0.01%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                           | Permian Resources Operating LLC                                                             | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     629000 | PA      | $639964.10    | 0.01%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Atlas CC Acquisition Corp.                                                | Atlas CC Acquisition Corp., 1st Lien Term Loan C                                            | CUSIP: 04921TAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     612598 | PA      | $348991.12    | 0.00%             | 2029-05-25      | Variable      | 8.37%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                            | Amphenol Corp., Class A                                                                     | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      13674 | NS      | $1905335.16   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Mortgage Trust                                                 | Commercial Mortgage Trust, Series 2024-WCL1, Class A                                        | CUSIP: 20047DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4380000 | PA      | $4363575.00   | 0.04%             | 2041-06-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| ORL Trust                                                                 | ORL Trust, Series 2024-GLKS, Class A                                                        | CUSIP: 67120DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8630000 | PA      | $8638090.63   | 0.08%             | 2039-12-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Evolution AB                                                              | Evolution AB                                                                                | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |      18222 | NS      | $1214087.72   | 0.01%             |  |  |  | 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        |    1292000 | PA      | $1283524.48   | 0.01%             | 2032-08-19      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Nassau Cos. of New York (The)                                             | Nassau Cos. of New York (The)                                                               | CUSIP: 63155AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     117000 | PA      | $119324.91    | 0.00%             | 2030-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OI European Group BV                                                      | OI European Group BV                                                                        | CUSIP: N/A<br>LEI: 72450053F5WRDY8CDZ66       | Long             | DBT              | CORP              | NL        |     928000 | PA      | $1103280.87   | 0.01%             | 2028-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bread Financial Holdings, Inc.                                            | Bread Financial Holdings, Inc.                                                              | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |      46000 | PA      | $47066.56     | 0.00%             | 2035-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXXIII Ltd.                                          | Madison Park Funding XXXIII Ltd., Series 2019-33A, Class BR                                 | CUSIP: 55819JAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6000000 | PA      | $6001538.40   | 0.06%             | 2032-10-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2025-SPOT, Class B                                     | CUSIP: 12433FAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1996663 | PA      | $1999158.44   | 0.02%             | 2040-04-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Titulos de Tesoreria                                                                        | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        | 3334500000 | PA      | $862621.63    | 0.01%             | 2029-08-22      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                            | AutoZone, Inc.                                                                              | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       2140 | NS      | $7951803.54   | 0.08%             | 2025-11-26      | Fixed         | 16.69%                | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                           | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1907000 | PA      | $1973791.40   | 0.02%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                        | Banco Santander SA                                                                          | CUSIP: 05971KAP4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    1000000 | PA      | $1116723.00   | 0.01%             | 2028-11-21      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| Ithaca Energy North Sea plc                                               | Ithaca Energy North Sea plc                                                                 | CUSIP: N/A<br>LEI: 213800BMMUN3AKWBIO91       | Long             | DBT              | CORP              | GB        |     794000 | PA      | $929138.09    | 0.01%             | 2031-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | J.P. Morgan Structured Products BV, Series DM89                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      18341 | NS      | $6288069.43   | 0.06%             | 2025-12-16      | Fixed         | 13.09%                | No            |                  2 | On Loan: No      |
| Insight Enterprises, Inc.                                                 | Insight Enterprises, Inc.                                                                   | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |     162000 | PA      | $165800.84    | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                                          | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    1844000 | PA      | $1824955.76   | 0.02%             | 2027-09-01      | Fixed         | 3.65%                 | 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        |    1576895 | PA      | $1567039.41   | 0.01%             | 2032-06-04      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Citycon OYJ                                                               | Citycon OYJ                                                                                 | CUSIP: N/A<br>LEI: 549300P8N0P6KDGTJ206       | Long             | DBT              | CORP              | FI        |     658000 | PA      | $691429.30    | 0.01%             | 2026-06-10      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                               | Apple, Inc.                                                                                 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      83807 | NS      | $21715995.38  | 0.21%             | 2025-11-26      | Fixed         | 20.62%                | No            |                  2 | On Loan: No      |
| Clearwater Analytics LLC                                                  | Clearwater Analytics LLC, 1st Lien Term Loan                                                | CUSIP: 18512EAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1522000 | PA      | $1522958.86   | 0.01%             | 2032-04-21      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial, Inc.                                         | Fidelity National Financial, Inc.                                                           | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      26400 | NS      | $1474320.58   | 0.01%             | 2025-11-20      | Fixed         | 19.31%                | No            |                  2 | On Loan: No      |
| Element Solutions, Inc.                                                   | Element Solutions, Inc., 1st Lien Term Loan B                                               | CUSIP: 72766TAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2354486 | PA      | $2366917.43   | 0.02%             | 2030-12-18      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund XI Ltd.                                            | Atlas Senior Loan Fund XI Ltd., Series 2018-11A, Class A1L                                  | CUSIP: 04941YAC3<br>LEI: 635400RPGP64VI1SZW03 | Long             | ABS-CBDO         | CORP              | KY        |      48774 | PA      | $48796.66     | 0.00%             | 2031-07-26      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Rivian Holdings LLC                                                       | Rivian Holdings LLC                                                                         | CUSIP: 76954LAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     360000 | PA      | $320640.23    | 0.00%             | 2031-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1435.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAY Mortgage Trust                                                        | BAY Mortgage Trust, Series 2025-LIVN, Class A                                               | CUSIP: 072925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1900000 | PA      | $1903309.80   | 0.02%             | 2035-05-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2021-NWM, Class A                                      | CUSIP: 12434AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12383447 | PA      | $12344956.33  | 0.12%             | 2033-02-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Hertz Corp.                                                               | Hertz Corp. (The), 1st Lien Term Loan                                                       | CUSIP: 42804VBC4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |     337955 | PA      | $279627.25    | 0.00%             | 2028-06-30      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                                       | Ascent Resources Utica Holdings LLC                                                         | CUSIP: 04364VAU7<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |     435000 | PA      | $433725.10    | 0.00%             | 2029-06-30      | Fixed         | 5.88%                 | 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        |    1671000 | PA      | $1644681.75   | 0.02%             | 2030-07-08      | Variable      | 9.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-18.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $36689.91     | 0.00%             |  |  |  | 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        |     679585 | PA      | $678735.52    | 0.01%             | 2032-01-27      | Variable      | 6.71%                 | 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        |    5230662 | PA      | $5235735.43   | 0.05%             | 2031-10-01      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| GMACM Mortgage Loan Trust                                                 | GMACM Mortgage Loan Trust, Series 2005-AR2, Class 4A                                        | CUSIP: 36185N6Q8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      14350 | PA      | $12837.63     | 0.00%             | 2035-05-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP                                                      | Boots Group Finco LP                                                                        | CUSIP: N/A<br>LEI: 254900YVLYOVF1PF1N93       | Long             | DBT              | CORP              | US        |     565000 | PA      | $674298.84    | 0.01%             | 2032-08-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                | Baxter International, Inc.                                                                  | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     445674 | NS      | $8231598.78   | 0.08%             |  |  |  | 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        |     603839 | PA      | $605500.04    | 0.01%             | 2027-12-14      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| AB BSL CLO 2 Ltd.                                                         | AB BSL CLO 2 Ltd., Series 2021-2A, Class A                                                  | CUSIP: 00037LAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   15000000 | PA      | $15007500.00  | 0.14%             | 2034-04-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                              | Unibail-Rodamco-Westfield SE                                                                | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |    1300000 | PA      | $1536595.16   | 0.01%             | 2031-06-11      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Belimo Holding AG                                                         | Belimo Holding AG (Registered)                                                              | CUSIP: N/A<br>LEI: 506700339DLX749VEM23       | Long             | EC               | CORP              | CH        |        845 | NS      | $911708.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                 | Florida Power & Light Co.                                                                   | CUSIP: 341081ET0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     140000 | PA      | $143045.41    | 0.00%             | 2035-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                    | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     888000 | PA      | $946634.64    | 0.01%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc.                                                                     | CUSIP: 527298CH4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      95382 | PA      | $85128.44     | 0.00%             | 2031-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     120000 | PA      | $667.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lyft, Inc.                                                                | Lyft, Inc.                                                                                  | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     304876 | NS      | $6247858.82   | 0.06%             | 2025-11-06      | Fixed         | 43.57%                | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                              | NVIDIA Corp.                                                                                | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      10191 | NS      | $2063575.59   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     544000 | PA      | $566144.65    | 0.01%             | 2036-01-28      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                   | American Airlines, Inc., 1st Lien Term Loan                                                 | CUSIP: 02376CBM6<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |    1622610 | PA      | $1617028.22   | 0.02%             | 2029-06-04      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                            | Opal Bidco SAS                                                                              | CUSIP: N/A<br>LEI: 969500R96XT7XY2UJ564       | Long             | DBT              | CORP              | FR        |    1333000 | PA      | $1594395.38   | 0.02%             | 2032-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lottomatica Group SpA                                                     | Lottomatica Group SpA                                                                       | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | DBT              | CORP              | IT        |     862000 | PA      | $1025132.80   | 0.01%             | 2031-01-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2005-63, Class 5A1                                           | CUSIP: 12668AXL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      22050 | PA      | $22020.07     | 0.00%             | 2035-12-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand, Inc.                                                      | Ingersoll Rand, Inc.                                                                        | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     586000 | PA      | $623441.23    | 0.01%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Equifax, Inc.                                                             | Equifax, Inc.                                                                               | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |      36984 | NS      | $7807322.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp.                                                                | PG&E Corp.                                                                                  | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     627692 | NS      | $10017964.32  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                                          | Amazon.com, Inc.                                                                            | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      63948 | NS      | $15617380.56  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                                    | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    1677000 | PA      | $1791290.90   | 0.02%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                                                       | Minejesa Capital BV                                                                         | CUSIP: 602736AB6<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |     511000 | PA      | $509211.50    | 0.00%             | 2037-08-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc                                              | Ardagh Packaging Finance plc                                                                | CUSIP: N/A<br>LEI: 6354001JXMLKNZDZR978       | Long             | DBT              | CORP              | IE        |     642000 | PA      | $717788.03    | 0.01%             | 2026-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                         | BAT Capital Corp.                                                                           | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     605000 | PA      | $639975.26    | 0.01%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                          | Altice France SA                                                                            | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |     986845 | PA      | $1097987.25   | 0.01%             | 2032-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sobha Sukuk I Holding Ltd.                                                | Sobha Sukuk I Holding Ltd.                                                                  | CUSIP: N/A<br>LEI: 254900VZENPT8NAXW686       | Long             | DBT              | CORP              | AE        |     634000 | PA      | $635134.86    | 0.01%             | 2030-09-11      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                                      | Coterra Energy, Inc.                                                                        | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     326000 | PA      | $324431.07    | 0.00%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2687.75     | -0.00%            |  |  |  | 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        |    2448709 | PA      | $2433428.58   | 0.02%             | 2030-04-15      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                               | Crescent Energy Finance LLC                                                                 | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     350000 | PA      | $342324.50    | 0.00%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Husky Injection Molding Systems Ltd.                                      | Husky Injection Molding Systems Ltd., 1st Lien Term Loan                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |    5322682 | PA      | $5335136.74   | 0.05%             | 2029-02-15      | Variable      | 8.29%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                             | Freedom Mortgage Holdings LLC                                                               | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     559000 | PA      | $582821.30    | 0.01%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Nidda Healthcare Holding GmbH                                             | Nidda Healthcare Holding GmbH                                                               | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |    2001000 | PA      | $2321155.82   | 0.02%             | 2032-10-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                                            | Wyndham Hotels & Resorts, Inc., 1st Lien Term Loan                                          | CUSIP: 98310CAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1721802 | PA      | $1724814.82   | 0.02%             | 2030-05-24      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                                                  | Group 1 Automotive, Inc.                                                                    | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     144000 | PA      | $146881.30    | 0.00%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Novatek PJSC                                                              | Novatek PJSC                                                                                | CUSIP: N/A<br>LEI: 2138008R6GCRVBDFA581       | Long             | EC               | CORP              | RU        |        690 | NS      | $0.09         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Dominion Energy, Inc.                                                     | Dominion Energy, Inc.                                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      46900 | NS      | $2767230.18   | 0.03%             | 2025-11-20      | Fixed         | 14.71%                | No            |                  2 | On Loan: No      |
| Sona Fios CLO V DAC                                                       | Sona Fios CLO V DAC, Series 5X, Class D                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |     590000 | PA      | $681378.95    | 0.01%             | 2038-08-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| ICG US CLO I Ltd.                                                         | ICG US CLO I Ltd., Series 2023-1A, Class AR                                                 | CUSIP: 449278AJ9<br>LEI: 213800Z9YRS87E5MLP40 | Long             | ABS-CBDO         | CORP              | JE        |    2000000 | PA      | $2004543.20   | 0.02%             | 2038-07-18      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                                    | Ardagh Metal Packaging Finance USA LLC                                                      | CUSIP: 03969YAC2<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | US        |    1489000 | PA      | $1492838.64   | 0.01%             | 2027-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                            | Carnival Corp., Series DLzh                                                                 | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     104559 | NS      | $3023553.86   | 0.03%             | 2025-11-06      | Fixed         | 39.88%                | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                            | Olympus Water US Holding Corp.                                                              | CUSIP: N/A<br>LEI: 549300YU2GGVCBN3MY89       | Long             | DBT              | CORP              | US        |    1072000 | PA      | $1165873.95   | 0.01%             | 2029-10-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $5034.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Symphony CLO 38 Ltd.                                                      | Symphony CLO 38 Ltd., Series 2023-38A, Class BR                                             | CUSIP: 87169NAZ6<br>LEI: 254900T60KIPND298026 | Long             | ABS-CBDO         | CORP              | BM        |    1500000 | PA      | $1509105.00   | 0.01%             | 2038-07-24      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Hilton Garden Inn                                                         | Hilton Garden Inn, 1st Lien Term Loan                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    8500000 | PA      | $8402679.25   | 0.08%             | 2038-01-01      | Variable      | 7.64%                 | No            |                  3 | On Loan: No      |
| Proofpoint, Inc.                                                          | Proofpoint, Inc., 1st Lien Term Loan                                                        | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    4965557 | PA      | $4983482.70   | 0.05%             | 2028-08-31      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                               | Block, Inc.                                                                                 | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    2214000 | PA      | $2297144.56   | 0.02%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                | Baxter International, Inc.                                                                  | CUSIP: 60701B135<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |     242600 | NS      | $4577451.92   | 0.04%             | 2025-11-28      | Fixed         | 24.52%                | No            |                  2 | On Loan: No      |
| Equity LifeStyle Properties, Inc.                                         | Equity LifeStyle Properties, Inc.                                                           | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |     119530 | NS      | $7297306.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco plc                                              | British American Tobacco plc, Series 0001                                                   | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      62400 | NS      | $3211577.77   | 0.03%             | 2025-11-06      | Fixed         | 25.51%                | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd.                                                    | Sycamore Tree CLO Ltd., Series 2023-3A, Class CR                                            | CUSIP: 87122FAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1005527.30   | 0.01%             | 2037-04-20      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 43B Ltd.                                       | Golub Capital Partners CLO 43B Ltd., Series 2019-43A, Class A1R                             | CUSIP: 38180PAA4<br>LEI: 2549006E2S3MDN9M6Q69 | Long             | ABS-CBDO         | CORP              | KY        |   12000000 | PA      | $12027864.00  | 0.11%             | 2037-10-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                            | EPR Properties                                                                              | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |      51191 | NS      | $2509382.82   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arsenal AIC Parent LLC                                                    | Arsenal AIC Parent LLC                                                                      | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1091000 | PA      | $1159022.76   | 0.01%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 37 Ltd.                                                       | Elmwood CLO 37 Ltd., Series 2024-13A, Class C                                               | CUSIP: 29004UAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1000613.90   | 0.01%             | 2038-01-17      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Gartner, Inc.                                                             | Gartner, Inc.                                                                               | CUSIP: 06370D449<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |      14723 | NS      | $3649433.49   | 0.03%             | 2025-11-05      | Fixed         | 19.80%                | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                        | Southern Co. (The)                                                                          | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     588000 | PA      | $620592.19    | 0.01%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| First Franklin Mortgage Loan Trust                                        | First Franklin Mortgage Loan Trust, Series 2006-FF13, Class A1                              | CUSIP: 30247DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2793144 | PA      | $1816189.93   | 0.02%             | 2036-10-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                 | XPLR Infrastructure Operating Partners LP                                                   | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $1088128.08   | 0.01%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                        | Atmos Energy Corp.                                                                          | CUSIP: 049560AT2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     184000 | PA      | $160368.68    | 0.00%             | 2031-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                             | Centene Corp.                                                                               | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    1761000 | PA      | $1510761.90   | 0.01%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     431000 | PA      | $384075.15    | 0.00%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Wrangler Holdco Corp.                                                     | Wrangler Holdco Corp.                                                                       | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1366000 | PA      | $1426064.39   | 0.01%             | 2032-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Calpine Corp.,                                                            | Calpine Corp., Facility 1st Lien Term Loan                                                  | CUSIP: 13134MBW2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1040585 | PA      | $1039606.85   | 0.01%             | 2031-01-31      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2005-16, Class A1                                            | CUSIP: 12667GMC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     316024 | PA      | $305190.82    | 0.00%             | 2035-06-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Intuit, Inc.                                                              | Intuit, Inc., Series 000S                                                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      14458 | NS      | $9602273.30   | 0.09%             | 2025-11-24      | Fixed         | 9.89%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd.                                                  | Bryant Park Funding Ltd., Series 2024-23A, Class A1A                                        | CUSIP: 11765CAA3<br>LEI: 391200W7QGMU3U2OCV81 | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $3008723.10   | 0.03%             | 2037-05-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Lavender Dutch Borrower Co. BV                                            | Lavender Dutch Borrower Co. BV, 1st Lien Term Loan B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |    1383000 | PA      | $1383000.00   | 0.01%             | 2032-09-27      | Variable      | 7.01%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                               | Bank Gospodarstwa Krajowego                                                                 | CUSIP: 06237MAB9<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     466000 | PA      | $495241.50    | 0.00%             | 2028-10-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials Inc.                                          | Solstice Advanced Materials, Inc., 1st Lien Term Loan B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    2072000 | PA      | $2074154.88   | 0.02%             | 2032-09-17      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| US Foods Holding Corp.                                                    | US Foods Holding Corp.                                                                      | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      38416 | NS      | $2794007.40   | 0.03%             | 2025-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Central Garden & Pet Co.                                                  | Central Garden & Pet Co.                                                                    | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |     137000 | PA      | $130148.12    | 0.00%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                             | Empresa Nacional del Petroleo                                                               | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | NUSS              | CL        |     430000 | PA      | $452403.00    | 0.00%             | 2034-07-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                         | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    2408000 | PA      | $2405592.00   | 0.02%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| New Gold, Inc.                                                            | New Gold, Inc.                                                                              | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |     926000 | PA      | $968363.57    | 0.01%             | 2032-04-01      | Fixed         | 6.88%                 | 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        |     289000 | PA      | $289339.41    | 0.00%             | 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        |    6075960 | PA      | $6072192.55   | 0.06%             | 2030-05-06      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                                                 | Forvia SE                                                                                   | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |     130000 | PA      | $149301.48    | 0.00%             | 2027-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                             | Sutter Health                                                                               | CUSIP: 86944BAK9<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     485000 | PA      | $499426.74    | 0.00%             | 2033-08-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                                             | ION Platform Finance US, Inc.                                                               | CUSIP: 46206AAD4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |     200000 | PA      | $203514.60    | 0.00%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Xylem, Inc.                                                               | Xylem, Inc.                                                                                 | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |       5940 | NS      | $896049.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc, Series E0UG                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      55733 | NS      | $15546252.64  | 0.15%             | 2025-12-09      | Fixed         | 23.06%                | No            |                  2 | On Loan: No      |
| Hologic, Inc.                                                             | Hologic, Inc.                                                                               | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |      26000 | PA      | $25664.60     | 0.00%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2024-NQM4, Class A1                                    | CUSIP: 06745KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12175581 | PA      | $12129864.29  | 0.12%             | 2064-12-26      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Dufry One BV                                                              | Dufry One BV                                                                                | CUSIP: N/A<br>LEI: 7245003K5MN9U7XW0808       | Long             | DBT              | CORP              | NL        |     440000 | PA      | $521281.78    | 0.00%             | 2032-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| nVent Electric plc                                                        | nVent Electric plc                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |       4137 | NS      | $473065.95    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI Aviation Investors LLC                                               | FTAI Aviation Investors LLC                                                                 | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    1139000 | PA      | $1192952.15   | 0.01%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | 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        |    1763284 | PA      | $1769896.43   | 0.02%             | 2031-07-01      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| Sotheby's                                                                 | Sotheby's                                                                                   | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |     794000 | PA      | $790940.16    | 0.01%             | 2027-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                                       | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     195000 | PA      | $998154.18    | 0.01%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                             | Centene Corp.                                                                               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |      20300 | NS      | $735453.01    | 0.01%             | 2025-11-24      | Fixed         | 42.46%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   27609325 | PA      | $-19452.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                  | Morgan Stanley & Co. LLC                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | SN               | CORP              | US        |      56258 | NS      | $15813324.32  | 0.15%             | 2025-12-17      | Fixed         | 22.86%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    1124000 | PA      | $6253.96      | 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        |       4300 | NS      | $7661218.24   | 0.07%             | 2025-12-18      | Fixed         | 19.62%                | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2006-OA16, Class A2                                          | CUSIP: 23242GAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     230289 | PA      | $217918.14    | 0.00%             | 2046-10-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Indutrade AB                                                              | Indutrade AB                                                                                | CUSIP: N/A<br>LEI: 549300FISLQ6CEFP1867       | Long             | EC               | CORP              | SE        |      30672 | NS      | $819932.42    | 0.01%             |  |  |  | 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        |    3276302 | PA      | $3154620.02   | 0.03%             | 2030-08-02      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                   | Citigroup Global Markets Holdings, Inc., Series D17F                                        | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |      44123 | NS      | $9704376.32   | 0.09%             | 2025-12-10      | Fixed         | 22.63%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     128000 | PA      | $-1460.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Elmwood CLO II Ltd.                                                       | Elmwood CLO II Ltd., Series 2019-2A, Class BRR                                              | CUSIP: 29001LBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2004168.00   | 0.02%             | 2037-10-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Essendi SA                                                                | Essendi SA                                                                                  | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |     372000 | PA      | $444177.84    | 0.00%             | 2031-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Rand                                                                      | Rand                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | ZA        |      12979 | OU      | $748.63       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Luna 2 5 SARL                                                             | Luna 2 5SARL                                                                                | CUSIP: N/A<br>LEI: 894500N8J2QVEYP0UI86       | Long             | DBT              | CORP              | LU        |     438000 | PA      | $511148.75    | 0.00%             | 2032-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Turkiye Varlik Fonu Yonetimi A/S                                          | Turkiye Varlik Fonu Yonetimi A/S                                                            | CUSIP: N/A<br>LEI: 789000MAPAG7J8DI3112       | Long             | DBT              | NUSS              | TR        |     429000 | PA      | $456241.50    | 0.00%             | 2029-02-14      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                                | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |    1766000 | PA      | $2444670.69   | 0.02%             | 2027-09-15      | Variable      | 8.88%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                             | Asbury Automotive Group, Inc.                                                               | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      89000 | PA      | $86990.35     | 0.00%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Magna International, Inc.                                                 | Magna International, Inc.                                                                   | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |      30513 | NS      | $1441511.09   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nouryon Finance BV                                                        | Nouryon Finance BV, 1st Lien Term Loan B1                                                   | CUSIP: N8232NAL1<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |    1915930 | PA      | $1911139.74   | 0.02%             | 2028-04-03      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| Caturus Energy LLC                                                        | Caturus Energy LLC                                                                          | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |    1338000 | PA      | $1363879.60   | 0.01%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp.                                                    | Pembina Pipeline Corp.                                                                      | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |      98808 | NS      | $3738014.67   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services, Inc.                                         | PennyMac Financial Services, Inc.                                                           | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      81000 | PA      | $84805.22     | 0.00%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Aretec Group, Inc.                                                        | Aretec Group, Inc., 1st Lien Term Loan B3                                                   | CUSIP: 04009DAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     968970 | PA      | $972138.52    | 0.01%             | 2030-08-09      | Variable      | 7.46%                 | No            |                  2 | On Loan: No      |
| Dryden 49 Senior Loan Fund                                                | Dryden 49 Senior Loan Fund, Series 2017-49A, Class CR                                       | CUSIP: 26244QAS2<br>LEI: 549300VCB8LYR1RGV869 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2005127.20   | 0.02%             | 2030-07-18      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities Mortgage Loan Trust                             | Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-OA4, Class 3A1                   | CUSIP: 25151XAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9390344 | PA      | $8244716.60   | 0.08%             | 2047-08-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                    | Mauser Packaging Solutions Holding Co.                                                      | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    7203000 | PA      | $7221922.28   | 0.07%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PCF GmbH                                                                  | PCF GmbH                                                                                    | CUSIP: N/A<br>LEI: 5299001ZMR76CCHGY076       | Long             | DBT              | CORP              | DE        |     414058 | PA      | $307605.09    | 0.00%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Achmea BV                                                                 | Achmea BV                                                                                   | CUSIP: N/A<br>LEI: 7245007QUMI1FHIQV531       | Long             | DBT              | CORP              | NL        |     300000 | PA      | $359912.82    | 0.00%             | 2035-01-28      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Mahle GmbH                                                                | Mahle GmbH                                                                                  | CUSIP: N/A<br>LEI: 52990098TR1QJBWIYG58       | Long             | DBT              | CORP              | DE        |     300000 | PA      | $332999.76    | 0.00%             | 2028-05-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Keppel DC REIT                                                            | Keppel DC REIT                                                                              | CUSIP: N/A<br>LEI: 254900L7YDIFLO15BD60       | Long             | EC               | CORP              | SG        |    1730960 | NS      | $3176199.37   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                            | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     764000 | PA      | $766890.49    | 0.01%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Northland Power, Inc.                                                     | Northland Power, Inc.                                                                       | CUSIP: 666511100<br>LEI: 8945002IJ77NEBK48M81 | Long             | EC               | CORP              | CA        |     109366 | NS      | $1998538.79   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurobank SA                                                               | Eurobank SA                                                                                 | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |    2112000 | PA      | $2461338.27   | 0.02%             | 2036-02-07      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     144000 | PA      | $2652.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                                   | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    3749000 | PA      | $3752441.99   | 0.04%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                                         | Yum! Brands, Inc.                                                                           | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      24510 | NS      | $3391853.61   | 0.03%             | 2025-11-05      | Fixed         | 10.40%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     226070 | PA      | $34690.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                                      | Icahn Enterprises LP                                                                        | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     344000 | PA      | $345260.07    | 0.00%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Learning Care Group US No. 2, Inc.                                        | Learning Care Group US No. 2, Inc., 1st Lien Term Loan B                                    | CUSIP: 52200MAL4<br>LEI: 5493000VMN44LK8QID23 | Long             | LON              | CORP              | US        |     235218 | PA      | $230513.64    | 0.00%             | 2028-08-11      | Variable      | 7.93%                 | No            |                  2 | On Loan: No      |
| PENN Commercial Mortgage Trust                                            | PENN Commercial Mortgage Trust, Series 2025-P11, Class A                                    | CUSIP: 69382VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4662000 | PA      | $4739368.69   | 0.04%             | 2042-08-10      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                                        | Vale Overseas Ltd.                                                                          | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     575000 | PA      | $598862.50    | 0.01%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                      | Cheniere Corpus Christi Holdings LLC                                                        | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    1862000 | PA      | $1881059.30   | 0.02%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Co.                                              | Baltimore Gas & Electric Co.                                                                | CUSIP: 059165ET3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     600000 | PA      | $624927.31    | 0.01%             | 2035-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                    | Morgan Stanley Bank NA                                                                      | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |     472000 | PA      | $478566.93    | 0.00%             | 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        |     138715 | NS      | $3463668.74   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Malaysian Ringgit                                                         | Malaysian Ringgit                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | MY        |     193092 | OU      | $46105.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Minera Mexico SA de CV                                                    | Minera Mexico SA de CV                                                                      | CUSIP: N/A<br>LEI: 2549005BMA2EK49I0T98       | Long             | DBT              | CORP              | MX        |     617000 | PA      | $640754.50    | 0.01%             | 2032-02-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                           | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    7406000 | PA      | $7637831.43   | 0.07%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Wienerberger AG                                                           | Wienerberger AG                                                                             | CUSIP: N/A<br>LEI: 529900VXIFBHO0SW2I31       | Long             | EC               | CORP              | AT        |      13463 | NS      | $399644.46    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                      | Otis Worldwide Corp.                                                                        | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     337000 | PA      | $314644.63    | 0.00%             | 2030-02-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                         | GGAM Finance Ltd.                                                                           | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     818000 | PA      | $848621.83    | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2024-NQM4, Class B3                                    | CUSIP: 06745KAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1006200 | PA      | $964598.16    | 0.01%             | 2064-12-26      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                    | Northrop Grumman Corp.                                                                      | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       4691 | NS      | $2736963.95   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CNT Holdings I Corp.                                                      | CNT Holdings I Corp., 1st Lien Term Loan                                                    | CUSIP: 12656AAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2412751 | PA      | $2415912.18   | 0.02%             | 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        |    3453205 | PA      | $3454896.58   | 0.03%             | 2031-06-17      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| Tokyu Fudosan Holdings Corp.                                              | Tokyu Fudosan Holdings Corp.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     191000 | NS      | $1539210.34   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd.                                                    | Sycamore Tree CLO Ltd., Series 2023-3A, Class A1R                                           | CUSIP: 87122FAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    9000000 | PA      | $9031500.00   | 0.09%             | 2037-04-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                                  | Virgin Media Bristol LLC, Facility 1st Lien Term Loan Q                                     | CUSIP: G9368PBE3<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |     795000 | PA      | $793179.45    | 0.01%             | 2029-01-31      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| RR 14 Ltd.                                                                | RR 14 Ltd., Series 2021-14A, Class A1                                                       | CUSIP: 74980PAA1<br>LEI: 54930006FTQV76P0VH16 | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1500627.75   | 0.01%             | 2036-04-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Citigroup Capital XIII                                                    | Citigroup Capital XIII                                                                      | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      88575 | NS      | $8864107.47   | 0.08%             | 2025-12-03      | Fixed         | 23.40%                | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                               | Toronto-Dominion Bank (The)                                                                 | CUSIP: 89116CKP1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     436000 | PA      | $460588.53    | 0.00%             | 2084-07-31      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| ITT Holdings LLC                                                          | ITT Holdings LLC                                                                            | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    1125000 | PA      | $1089644.18   | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty, Inc.                                           | Rexford Industrial Realty, Inc.                                                             | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      70100 | NS      | $2906531.55   | 0.03%             | 2025-11-20      | Fixed         | 19.70%                | No            |                  2 | On Loan: No      |
| KLA Corp.                                                                 | KLA Corp.                                                                                   | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       1578 | NS      | $1907391.72   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kleopatra Finco SARL                                                      | Kleopatra Finco SARL                                                                        | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | DBT              | CORP              | LU        |    1042414 | PA      | $60349.77     | 0.00%             | 2029-09-01      | Variable      | 9.00%                 | No            |                  2 | 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        |     160294 | PA      | $160226.58    | 0.00%             | 2032-04-01      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| New Immo Holding SA                                                       | New Immo Holding SA                                                                         | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $358503.45    | 0.00%             | 2028-04-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Regatta XXIII Funding Ltd.                                                | Regatta XXIII Funding Ltd., Series 2021-4A, Class C                                         | CUSIP: 75889FAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $3004707.30   | 0.03%             | 2035-01-20      | Floating      | 6.20%                 | 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        |   18059206 | PA      | $18081779.69  | 0.17%             | 2039-08-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                           | Microsoft Corp., Series 00HY                                                                | CUSIP: 61778P312<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |      41582 | NS      | $21620251.46  | 0.21%             | 2025-12-05      | Fixed         | 16.58%                | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                                          | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     201000 | PA      | $208840.08    | 0.00%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Loxam SAS                                                                 | Loxam SAS                                                                                   | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |     495900 | PA      | $591402.39    | 0.01%             | 2029-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                                | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1330000 | PA      | $1347012.03   | 0.01%             | 2030-02-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     130000 | PA      | $2803.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc.                                                                     | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    1211135 | PA      | $1118785.96   | 0.01%             | 2030-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Analog Devices, Inc.                                                      | Analog Devices, Inc.                                                                        | CUSIP: 83371T756<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      37567 | NS      | $8852464.54   | 0.08%             | 2025-11-26      | Fixed         | 15.74%                | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                                   | VZ Secured Financing BV                                                                     | CUSIP: N/A<br>LEI: 549300MG611MYCOWY949       | Long             | DBT              | CORP              | NL        |    1725000 | PA      | $1991545.79   | 0.02%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LCPR Senior Secured Financing DAC                                         | LCPR Senior Secured Financing DAC                                                           | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |     670000 | PA      | $419078.30    | 0.00%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                                          | Oaktree CLO Ltd., Series 2019-3A, Class A1R2                                                | CUSIP: 67400EBE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6000000 | PA      | $6015213.60   | 0.06%             | 2038-01-20      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                       | Cisco Systems, Inc.                                                                         | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      44953 | NS      | $3211207.04   | 0.03%             | 2025-11-26      | Fixed         | 19.13%                | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2021-LBA, Class GV                                                         | CUSIP: 05609BBM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5638474 | PA      | $5638651.77   | 0.05%             | 2036-02-15      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                         | Clarios Global LP                                                                           | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | DBT              | CORP              | CA        |     300000 | PA      | $352710.10    | 0.00%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Big River Steel LLC                                                       | Big River Steel LLC                                                                         | CUSIP: 08949LAB6<br>LEI: 549300FDOTXSG1N4RG27 | Long             | DBT              | CORP              | US        |    1671000 | PA      | $1673808.95   | 0.02%             | 2029-01-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                 | Sanofi SA                                                                                   | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      55600 | NS      | $5618786.52   | 0.05%             | 2025-12-11      | Fixed         | 17.96%                | No            |                  2 | On Loan: No      |
| TransMontaigne Partners LLC                                               | TransMontaigne Partners LLC                                                                 | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      64000 | PA      | $66953.60     | 0.00%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                  | Bristol-Myers Squibb Co.                                                                    | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      68478 | NS      | $3154781.46   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                                        | Morgan Stanley Mortgage Loan Trust, Series 2007-1XS, Class 2A3                              | CUSIP: 61752JAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     566690 | PA      | $116106.80    | 0.00%             | 2046-09-25      | Variable      | 6.42%                 | 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        |    3153871 | PA      | $3148130.99   | 0.03%             | 2031-06-24      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| BAHA Trust                                                                | BAHA Trust, Series 2024-MAR, Class A                                                        | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15300000 | PA      | $15825229.11  | 0.15%             | 2041-12-10      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                      | Otis Worldwide Corp.                                                                        | CUSIP: 68902VAR8<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     153000 | PA      | $158564.76    | 0.00%             | 2031-11-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2025-7, Class B1                                         | CUSIP: 924931AJ7<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $997013.30    | 0.01%             | 2070-08-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                            | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    1831000 | PA      | $1919362.54   | 0.02%             | 2029-01-18      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $13255.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                  | Argentine Republic (The)                                                                    | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     480000 | PA      | $392880.00    | 0.00%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Siemens Funding BV                                                        | Siemens Funding BV                                                                          | CUSIP: 82622RAC0<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    3245000 | PA      | $3303092.90   | 0.03%             | 2030-05-28      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                            | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2543000 | PA      | $2581246.72   | 0.02%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                           | Eli Lilly & Co.                                                                             | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      16057 | NS      | $13854943.02  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                                                       | Post Holdings, Inc.                                                                         | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     531000 | PA      | $537793.61    | 0.01%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDIT                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |    2140000 | PA      | $97518.41     | 0.00%             |  |  |  | No            |                  2 | 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        |    1146128 | PA      | $1152213.44   | 0.01%             | 2031-12-02      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                     | NextEra Energy Capital Holdings, Inc.                                                       | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $1109763.29   | 0.01%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Danaher Corp.                                                             | Danaher Corp.                                                                               | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      16338 | NS      | $3518878.44   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                                | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     200000 | PA      | $217939.00    | 0.00%             | 2028-11-13      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                                            | Atlas Copco AB, Class A                                                                     | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |     145614 | NS      | $2439917.70   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Acquisition Trust                                    | J.P. Morgan Mortgage Acquisition Trust, Series 2006-CH1, Class M7                           | CUSIP: 46629TAM2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2975000 | PA      | $2723646.12   | 0.03%             | 2036-07-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                                               | Keysight Technologies, Inc.                                                                 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       3727 | NS      | $639352.50    | 0.01%             | 2025-12-03      | Fixed         | 19.95%                | No            |                  2 | On Loan: No      |
| MHP                                                                       | MHP Commercial Mortgage Trust, Series 2021-STOR, Class J                                    | CUSIP: 55293BAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1277000 | PA      | $1268060.87   | 0.01%             | 2038-07-15      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                             | Stryker Corp.                                                                               | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       5794 | NS      | $2064054.56   | 0.02%             |  |  |  | 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        |    1236985 | PA      | $1227707.76   | 0.01%             | 2026-12-15      | Variable      | 10.31%                | No            |                  3 | On Loan: No      |
| Williams Scotsman, Inc.                                                   | Williams Scotsman, Inc.                                                                     | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     812000 | PA      | $836011.65    | 0.01%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                  | WESCO Distribution, Inc.                                                                    | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      70000 | PA      | $73164.00     | 0.00%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2025-NQM2, Class A1                                    | CUSIP: 066930AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13222540 | PA      | $13396080.50  | 0.13%             | 2065-05-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-BRBK, Class C                                     | CUSIP: 05613NAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1424000 | PA      | $1424759.70   | 0.01%             | 2041-10-15      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| Link REIT                                                                 | Link REIT                                                                                   | CUSIP: N/A<br>LEI: 529900XUE70U36QX5M62       | Long             | EC               | CORP              | HK        |     562700 | NS      | $2930325.08   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AmeriTex HoldCo Intermediate LLC                                          | AmeriTex HoldCo Intermediate LLC                                                            | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     341000 | PA      | $356712.13    | 0.00%             | 2033-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                              | OCP CLO Ltd., Series 2017-14A, Class A1R                                                    | CUSIP: 67097QAN5<br>LEI: 25490025Q5WQX513IQ05 | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5012667.00   | 0.05%             | 2037-07-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Prime Healthcare Services, Inc.                                           | Prime Healthcare Services, Inc.                                                             | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     125000 | PA      | $131505.00    | 0.00%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Fidelity Grand Harbour CLO DAC                                            | Fidelity Grand Harbour CLO DAC, Series 2023-2X, Class D                                     | CUSIP: N/A<br>LEI: 635400COQCCT8USC2N26       | Long             | ABS-CBDO         | CORP              | IE        |     300000 | PA      | $345851.23    | 0.00%             | 2038-04-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     206000 | PA      | $2034.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arcano Euro CLO II DAC                                                    | Arcano Euro CLO II DAC, Series 2X, Class D                                                  | CUSIP: N/A<br>LEI: 635400HGPOTPFZDKOF20       | Long             | ABS-CBDO         | CORP              | IE        |     530000 | PA      | $611908.59    | 0.01%             | 2039-07-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Summer BC Holdco B SARL                                                   | Summer BC Holdco B SARL                                                                     | CUSIP: N/A<br>LEI: 984500NRF59D5DB9B654       | Long             | DBT              | CORP              | LU        |     974000 | PA      | $1075002.14   | 0.01%             | 2030-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PRPM Trust                                                                | PRPM Trust, Series 2025-NQM3, Class B1                                                      | CUSIP: 69382NAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3011881 | PA      | $3013776.38   | 0.03%             | 2070-05-25      | Variable      | 6.94%                 | 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        |     635000 | PA      | $653742.47    | 0.01%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2021-6A, Class A                                                  | CUSIP: 12553SAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     600000 | PA      | $600372.60    | 0.01%             | 2034-10-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                 | Sunoco LP                                                                                   | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     203000 | PA      | $207286.55    | 0.00%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                           | BRAVO Residential Funding Trust, Series 2025-NQM2, Class B2                                 | CUSIP: 10569NAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $993177.20    | 0.01%             | 2064-11-25      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                               | Allied Universal Holdco LLC                                                                 | CUSIP: N/A<br>LEI: 98450038B4549046D794       | Long             | DBT              | CORP              | GB        |    1433000 | PA      | $1830445.79   | 0.02%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                               | Apple, Inc., Series DMSy                                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      78646 | NS      | $21097807.79  | 0.20%             | 2025-12-03      | Fixed         | 15.81%                | No            |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                                                    | Howmet Aerospace, Inc.                                                                      | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |       1523 | NS      | $313661.85    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch InBev Finance, Inc.                                        | Anheuser-Busch InBev Finance, Inc.                                                          | CUSIP: 035242AM8<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |     156000 | PA      | $154456.05    | 0.00%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.                          | American Builders & Contractors Supply Co., Inc., 1st Lien Term Loan B                      | CUSIP: 02474RAJ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2987235 | PA      | $2997302.36   | 0.03%             | 2031-01-31      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Global Aircraft Leasing Co. Ltd.                                          | Global Aircraft Leasing Co. Ltd.                                                            | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     418000 | PA      | $429979.88    | 0.00%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3192.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                       | Suzano Austria GmbH, Series DM3N                                                            | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     879000 | PA      | $787540.05    | 0.01%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Crocs, Inc.                                                               | Crocs, Inc.                                                                                 | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |     415000 | PA      | $399542.83    | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Utz Quality Foods LLC                                                     | Utz Quality Foods LLC, 1st Lien Term Loan B                                                 | CUSIP: 91809EAG6<br>LEI: 549300K2HU2ISL0R2Q75 | Long             | LON              | CORP              | US        |    2089616 | PA      | $2086753.61   | 0.02%             | 2032-01-29      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                            | Alphabet, Inc., Class C                                                                     | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      29097 | NS      | $8200116.54   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                                                       | Post Holdings, Inc.                                                                         | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      13000 | PA      | $13362.58     | 0.00%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                       | GS Mortgage-Backed Securities Trust, Series 2025-NQM3, Class B2                             | CUSIP: 36274TAF6<br>LEI: 2549007JKCA9H9HUGZ71 | Long             | ABS-MBS          | CORP              | US        |     895840 | PA      | $880443.74    | 0.01%             | 2065-11-25      | Variable      | 7.49%                 | No            |                  2 | On Loan: No      |
| Silgan Holdings, Inc.                                                     | Silgan Holdings, Inc.                                                                       | CUSIP: N/A<br>LEI: KAF673KJXD92C8KSLU49       | Long             | DBT              | CORP              | US        |     560000 | PA      | $649699.10    | 0.01%             | 2031-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc.                                                                  | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    4561000 | PA      | $4595426.43   | 0.04%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sotera Health Holdings LLC                                                | Sotera Health Holdings LLC                                                                  | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |     216000 | PA      | $226994.83    | 0.00%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Goodman Group                                                             | Goodman Group                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     223975 | NS      | $4830734.22   | 0.05%             |  |  |  | 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        |    1038079 | PA      | $1035484.06   | 0.01%             | 2032-02-13      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                       | GS Mortgage-Backed Securities Trust, Series 2025-NQM3, Class B1                             | CUSIP: 36274TAE9<br>LEI: 2549007JKCA9H9HUGZ71 | Long             | ABS-MBS          | CORP              | US        |     842880 | PA      | $842111.71    | 0.01%             | 2065-11-25      | Fixed         | 6.87%                 | No            |                  2 | On Loan: No      |
| Smurfit WestRock plc                                                      | Smurfit WestRock plc                                                                        | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      26300 | NS      | $1490894.86   | 0.01%             | 2025-12-11      | Fixed         | 18.81%                | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                                    | Aramark Services, Inc.                                                                      | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |     248000 | PA      | $247656.97    | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                                        | Ryan Specialty LLC                                                                          | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     392000 | PA      | $383211.09    | 0.00%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Apidos CLO XL Ltd.                                                        | Apidos CLO XL Ltd., Series 2022-40A, Class AR                                               | CUSIP: 03769RAN5<br>LEI: 549300CRPUKFOJKGAT02 | Long             | ABS-CBDO         | CORP              | JE        |   10000000 | PA      | $10023151.00  | 0.10%             | 2037-07-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                    | Sempra                                                                                      | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     137000 | PA      | $134474.17    | 0.00%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad AB                                                      | Heimstaden Bostad AB                                                                        | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | DBT              | CORP              | SE        |    1725000 | PA      | $1929812.85   | 0.02%             | 2027-02-01      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                               | Marsh & McLennan Cos., Inc.                                                                 | CUSIP: 571748AK8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     370000 | PA      | $400481.14    | 0.00%             | 2033-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd.                                                        | Trimaran CAVU Ltd., Series 2021-2A, Class B1                                                | CUSIP: 89624UAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1498149.90   | 0.01%             | 2034-10-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Shell plc                                                                 | Shell plc                                                                                   | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     161500 | NS      | $5887242.51   | 0.06%             | 2025-11-24      | Fixed         | 19.06%                | No            |                  2 | On Loan: No      |
| Lake Tahoe Resort Hotel                                                   | Lake Tahoe Resort Hotel, 1st Lien Term Loan                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    7532000 | PA      | $7315433.91   | 0.07%             | 2025-12-09      | Variable      | 7.34%                 | No            |                  3 | On Loan: No      |
| US Foods, Inc.                                                            | US Foods, Inc., 1st Lien Term Loan B                                                        | CUSIP: 90351HAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     825817 | PA      | $830061.98    | 0.01%             | 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        |     770000 | PA      | $829790.88    | 0.01%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Resideo Funding, Inc.                                                     | Resideo Funding, Inc., 1st Lien Term Loan                                                   | CUSIP: 76090LAM6<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |    1642000 | PA      | $1637895.00   | 0.02%             | 2032-08-13      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| New Home Co., Inc. (The)                                                  | New Home Co., Inc. (The)                                                                    | CUSIP: 645370AF4<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |     245000 | PA      | $256947.67    | 0.00%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Shell plc                                                                 | Shell plc                                                                                   | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |     248141 | NS      | $9316613.24   | 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        |     845889 | PA      | $825587.91    | 0.01%             | 2031-07-01      | Variable      | 8.09%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2022-VAMF, Class A                                                         | CUSIP: 05609TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2180000 | PA      | $2177275.00   | 0.02%             | 2039-01-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                             | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     483000 | PA      | $499180.02    | 0.00%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corp. Mortgage Loan Trust                     | Structured Asset Securities Corp. Mortgage Loan Trust, Series 2007-MN1A, Class A1           | CUSIP: 863613AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1252575 | PA      | $722859.90    | 0.01%             | 2037-01-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                                            | DISH DBS Corp.                                                                              | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1473000 | PA      | $1449305.76   | 0.01%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cummins, Inc.                                                             | Cummins, Inc.                                                                               | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       7081 | NS      | $3099212.08   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                | Warnermedia Holdings, Inc.                                                                  | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    2127000 | PA      | $2105602.38   | 0.02%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                             | Smyrna Ready Mix Concrete LLC                                                               | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |      57000 | PA      | $56815.59     | 0.00%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                            | US Foods, Inc.                                                                              | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     135000 | PA      | $133506.54    | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                          | Bonos de la Tesoreria                                                                       | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |    1910000 | PA      | $618487.67    | 0.01%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                                   | RHP Hotel Properties LP                                                                     | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1837000 | PA      | $1889764.15   | 0.02%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp.                                                   | Boston Scientific Corp.                                                                     | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      21452 | NS      | $2160645.44   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WULF Compute LLC                                                          | WULF Compute LLC                                                                            | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1446000 | PA      | $1502213.16   | 0.01%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Boyne USA, Inc.                                                           | Boyne USA, Inc.                                                                             | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     313000 | PA      | $306932.37    | 0.00%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SGL Group ApS                                                             | SGL Group ApS                                                                               | CUSIP: N/A<br>LEI: 636700YQKGLXCPPUYE74       | Long             | DBT              | CORP              | DK        |    2373000 | PA      | $2692652.70   | 0.03%             | 2030-04-22      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Intuit, Inc.                                                              | Intuit, Inc.                                                                                | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       3509 | NS      | $2342432.95   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                                          | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    1301000 | PA      | $1399706.87   | 0.01%             | 2031-02-03      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                             | JDE Peet's NV                                                                               | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | EC               | CORP              | NL        |      19024 | NS      | $692361.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RFMSI Trust                                                               | RFMSI Trust, Series 2007-S7, Class A20                                                      | CUSIP: 76200RAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      28812 | PA      | $23537.20     | 0.00%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                     | Elevance Health, Inc.                                                                       | CUSIP: 036752BJ1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    3260000 | PA      | $3249519.78   | 0.03%             | 2032-09-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Construction Partners, Inc.                                               | Construction Partners, Inc., 1st Lien Term Loan                                             | CUSIP: 21043XAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     598478 | PA      | $599225.60    | 0.01%             | 2031-11-03      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                  | Morgan Stanley & Co. LLC                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | SN               | CORP              | US        |    1267680 | NS      | $9925741.95   | 0.09%             | 2025-12-16      | Fixed         | 30.40%                | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                            | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     936000 | PA      | $890009.73    | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XIX Ltd.                                                 | Sixth Street CLO XIX Ltd., Series 2021-19A, Class CR                                        | CUSIP: 83012KAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1002317.20   | 0.01%             | 2038-07-17      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                                  | Bausch Health Cos., Inc.                                                                    | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    1724000 | PA      | $1807165.76   | 0.02%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                       | Hilton Domestic Operating Co., Inc., 1st Lien Term Loan B4                                  | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |    3162935 | PA      | $3169419.02   | 0.03%             | 2030-11-08      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                            | Long Beach Mortgage Loan Trust, Series 2006-WL3, Class 2A4                                  | CUSIP: 542514SW5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1141331 | PA      | $1039343.56   | 0.01%             | 2036-01-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                  | Bayer AG, Series NC5                                                                        | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $246809.08    | 0.00%             | 2083-09-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Plains GP Holdings LP                                                     | Plains GP Holdings LP, Class A                                                              | CUSIP: 72651A207<br>LEI: 549300O56BSKRD8FAM12 | Long             |  |  | US        |      28113 | NS      | $485511.51    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Operating LLC                                          | Magnolia Oil & Gas Operating LLC                                                            | CUSIP: 559665AB0<br>LEI: 984500CG376B0B99F016 | Long             | DBT              | CORP              | US        |     155000 | PA      | $157155.28    | 0.00%             | 2032-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XV Ltd.                                       | Benefit Street Partners CLO XV Ltd., Series 2018-15A, Class A1R                             | CUSIP: 08179MAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2200000 | PA      | $2204411.22   | 0.02%             | 2037-07-15      | Floating      | 5.29%                 | 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        |    2449454 | PA      | $2440268.77   | 0.02%             | 2031-06-12      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                        | Regency Centers LP                                                                          | CUSIP: 75884RBC6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     873000 | PA      | $884151.96    | 0.01%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $11050.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Galaxy Xxiv CLO Ltd.                                                      | Galaxy XXIV CLO Ltd., Series 2017-24A, Class CR                                             | CUSIP: 36321BAL5<br>LEI: 6354006LLTU5DRVJLQ86 | Long             | ABS-CBDO         | CORP              | KY        |     750000 | PA      | $754216.43    | 0.01%             | 2037-04-15      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| SCG Mortgage Trust                                                        | SCG Mortgage Trust, Series 2024-MSP, Class A                                                | CUSIP: 78436EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1830000 | PA      | $1828859.36   | 0.02%             | 2041-04-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Chobani Holdco II LLC                                                     | Chobani Holdco II LLC                                                                       | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3862578 | PA      | $4091652.05   | 0.04%             | 2029-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Prysmian SpA                                                              | Prysmian SpA                                                                                | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | EC               | CORP              | IT        |      21663 | NS      | $2258665.02   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                                                     | STMicroelectronics NV, NYRS                                                                 | CUSIP: 861012102<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |      46726 | NS      | $1143385.22   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     190000 | PA      | $-2245.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WOM Chile Holdco SpA                                                      | WOM Chile Holdco SpA                                                                        | CUSIP: 97810KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |     849387 | PA      | $755954.43    | 0.01%             | 2032-04-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust          | Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2006-AR5, Class 1A       | CUSIP: 93935AAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2635096 | PA      | $2160316.67   | 0.02%             | 2046-06-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                               | Phillips 66                                                                                 | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      30744 | NS      | $4185488.16   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NTT Finance Corp.                                                         | NTT Finance Corp.                                                                           | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    1210000 | PA      | $1232894.30   | 0.01%             | 2030-07-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Banco Espirito Santo SA                                                   | Banco Espirito Santo SA                                                                     | CUSIP: N/A<br>LEI: 635400JV7IJL16OWIT96       | Long             | DBT              | CORP              | PT        |    1500000 | PA      | $380374.50    | 0.00%             | 2018-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Belron UK Finance plc                                                     | Belron UK Finance plc                                                                       | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |     963000 | PA      | $975680.78    | 0.01%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                              | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    5644000 | PA      | $5770163.55   | 0.05%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                    | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2016-NINE, Class B           | CUSIP: 46646GAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4787000 | PA      | $4696433.79   | 0.04%             | 2038-09-06      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                              | Trivium Packaging Finance BV                                                                | CUSIP: N/A<br>LEI: 724500GMZWW3PVYET548       | Long             | DBT              | CORP              | NL        |     283000 | PA      | $340903.26    | 0.00%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| iliad SA                                                                  | iliad SA                                                                                    | CUSIP: N/A<br>LEI: 969500FZ9BTRZS3JNB97       | Long             | DBT              | CORP              | FR        |    1100000 | PA      | $1280724.52   | 0.01%             | 2032-01-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial, Inc.                                         | Fidelity National Financial, Inc., Class A                                                  | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |      64319 | NS      | $3552981.56   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource, Inc.                                                            | NiSource, Inc.                                                                              | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     500000 | PA      | $512530.78    | 0.00%             | 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        |    1791137 | PA      | $1796062.41   | 0.02%             | 2028-09-29      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                            | Constellium SE                                                                              | CUSIP: 21039CAD6<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    1320000 | PA      | $1357664.88   | 0.01%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                 | Florida Power & Light Co.                                                                   | CUSIP: 341081GQ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     144000 | PA      | $146893.78    | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | J.P. Morgan Structured Products BV, Series DMUI                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     168676 | NS      | $8955660.32   | 0.08%             | 2025-12-10      | Fixed         | 20.72%                | 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        |     410000 | PA      | $410065.60    | 0.00%             | 2032-06-16      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Chicago US MidCo III LP                                                   | Chicago US MidCo III LP, Delayed Draw 1st Lien Term Loan                                    | CUSIP: 16825PAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     402520 | PA      | $402016.82    | 0.00%             | 2032-10-08      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                        | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |     613000 | PA      | $731998.32    | 0.01%             | 2029-10-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Entain Holdings (Gibraltar) Ltd.                                          | Entain Holdings (Gibraltar) Ltd., 1st Lien Term Loan B5                                     | CUSIP: G3168QAB3<br>LEI: N/A                  | Long             | LON              | CORP              | GI        |     548976 | PA      | $546401.06    | 0.01%             | 2032-07-30      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                 | Sanofi SA                                                                                   | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |     268104 | NS      | $27122163.70  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     402000 | PA      | $364824.90    | 0.00%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp. Ltd.                                        | Oversea-Chinese Banking Corp. Ltd.                                                          | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | EC               | CORP              | SG        |     395500 | NS      | $5173694.35   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Intrum Investments And Financing AB                                       | Intrum Investments And Financing AB                                                         | CUSIP: N/A<br>LEI: 984500D7B1EFD7460452       | Long             | DBT              | CORP              | SE        |     389718 | PA      | $417052.46    | 0.00%             | 2027-09-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                                     | Navoi Mining & Metallurgical Combinat                                                       | CUSIP: 63890CAA2<br>LEI: 213800YLNAGERZ4C3M60 | Long             | DBT              | CORP              | UZ        |     411000 | PA      | $427029.00    | 0.00%             | 2028-10-17      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Apidos Loan Fund Ltd.                                                     | Apidos Loan Fund Ltd., Series 2024-1A, Class BR                                             | CUSIP: 037986AS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1808715 | PA      | $1811481.79   | 0.02%             | 2038-10-25      | Floating      | 5.73%                 | 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        |    1090758 | PA      | $1094029.77   | 0.01%             | 2031-03-26      | Variable      | 6.71%                 | 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        |     499118 | PA      | $501927.91    | 0.00%             | 2028-08-31      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| Central Parent LLC                                                        | Central Parent LLC                                                                          | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     195000 | PA      | $163231.79    | 0.00%             | 2029-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GE Vernova, Inc.                                                          | GE Vernova, Inc.                                                                            | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |       5524 | NS      | $3232313.36   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Adjustable Rate Mortgage Trust                                            | Adjustable Rate Mortgage Trust, Series 2005-8, Class 7A2                                    | CUSIP: 007036QT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     111009 | PA      | $110511.43    | 0.00%             | 2035-11-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                                    | Palmer Square CLO Ltd., Series 2024-3A, Class A                                             | CUSIP: 69688GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7500000 | PA      | $7516954.50   | 0.07%             | 2037-07-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                                       | Ardonagh Finco Ltd.                                                                         | CUSIP: N/A<br>LEI: 254900D2T84O1K03BA28       | Long             | DBT              | CORP              | JE        |     611000 | PA      | $730975.44    | 0.01%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Republic of Armenia                                                       | Republic of Armenia                                                                         | CUSIP: 042207AE0<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |     519000 | PA      | $540019.50    | 0.01%             | 2035-03-12      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $209.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medical Solutions Holdings, Inc.                                          | Medical Solutions Holdings, Inc., 1st Lien Term Loan                                        | CUSIP: 58462QAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     981343 | PA      | $296856.28    | 0.00%             | 2028-11-01      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| EQT Trust                                                                 | EQT Trust, Series 2024-EXTR, Class A                                                        | CUSIP: 29439DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9400000 | PA      | $9615510.98   | 0.09%             | 2041-07-05      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Holdings, Inc.                                          | SS&C Technologies Holdings, Inc.                                                            | CUSIP: 83371T798<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      18700 | NS      | $1598048.54   | 0.02%             | 2025-11-17      | Fixed         | 16.67%                | No            |                  2 | On Loan: No      |
| GSK plc                                                                   | GSK plc                                                                                     | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |     161545 | NS      | $3782326.43   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                   | Republic Services, Inc.                                                                     | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      32527 | NS      | $6773422.48   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Diameter Capital CLO 8 Ltd.                                               | Diameter Capital CLO 8 Ltd., Series 2024-8A, Class A1A                                      | CUSIP: 25256JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4810000 | PA      | $4819631.06   | 0.05%             | 2037-10-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Brambles Ltd.                                                             | Brambles Ltd.                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     155908 | NS      | $2533438.51   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                                          | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     404000 | PA      | $384256.45    | 0.00%             | 2029-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Dycom Industries, Inc.                                                    | Dycom Industries, Inc.                                                                      | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |     318000 | PA      | $311572.66    | 0.00%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ciena Corp.                                                               | Ciena Corp., 1st Lien Term Loan                                                             | CUSIP: 17178HAR3<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | LON              | CORP              | US        |    2103907 | PA      | $2106158.01   | 0.02%             | 2030-10-24      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Taurus Law 130 Securities SRL                                             | Taurus Law 130 Securities SRL                                                               | CUSIP: N/A<br>LEI: 81560076C5625D0D0238       | Long             | DBT              | CORP              | IT        |    4644259 | PA      | $5318940.69   | 0.05%             | 2027-08-22      | Variable      | 5.77%                 | Yes           |                  3 | On Loan: No      |
| Omnicom Group, Inc.                                                       | Omnicom Group, Inc.                                                                         | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     112710 | NS      | $8549733.60   | 0.08%             | 2025-12-01      | Fixed         | 16.01%                | No            |                  2 | On Loan: No      |
| HalseyPoint CLO 5 Ltd.                                                    | HalseyPoint CLO 5 Ltd., Series 2021-5A, Class B                                             | CUSIP: 406371AC8<br>LEI: 549300VBED2CGY7JQG51 | Long             | ABS-CBDO         | CORP              | KY        |    3500000 | PA      | $3502794.40   | 0.03%             | 2035-01-30      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                               | Capital One Financial Corp.                                                                 | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    1117000 | PA      | $1164094.06   | 0.01%             | 2036-01-30      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Republic of Latvia                                                        | Latvia Government Bond                                                                      | CUSIP: 518417AD2<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |    1209000 | PA      | $1249803.75   | 0.01%             | 2034-07-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp.                                      | Cognizant Technology Solutions Corp., Series EMtB                                           | CUSIP: 61778P189<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |      35600 | NS      | $2554007.75   | 0.02%             | 2025-11-10      | Fixed         | 19.85%                | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                           | Santander UK Group Holdings plc                                                             | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    1740000 | PA      | $1591843.84   | 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        |     123300 | NS      | $3586913.63   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                    | Cleveland-Cliffs, Inc.                                                                      | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     442000 | PA      | $453891.57    | 0.00%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     650000 | PA      | $5610.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DuPont de Nemours, Inc.                                                   | DuPont de Nemours, Inc.                                                                     | CUSIP: 83371T400<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      39619 | NS      | $3171537.76   | 0.03%             | 2025-11-05      | Fixed         | 16.09%                | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                           | AES Corp. (The)                                                                             | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     308000 | PA      | $314394.39    | 0.00%             | 2055-01-15      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 3 Ltd.                                                 | OHA Credit Funding 3 Ltd., Series 2019-3A, Class AR2                                        | CUSIP: 67112RBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2004288.00   | 0.02%             | 2038-01-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                               | Apple, Inc.                                                                                 | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      54483 | NS      | $14730568.71  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TK Elevator US Newco, Inc.                                                | TK Elevator US Newco, Inc.                                                                  | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    2512000 | PA      | $2509104.42   | 0.02%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ResMed, Inc.                                                              | ResMed, Inc.                                                                                | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |       7192 | NS      | $1775560.96   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment, Inc.                                           | Live Nation Entertainment, Inc.                                                             | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      32000 | PA      | $31897.24     | 0.00%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 1 Ltd.                                  | GoldenTree Loan Management US CLO 1 Ltd., Series 2017-1A, Class CR3                         | CUSIP: 38136FBY8<br>LEI: 549300BE2068MP2P8N06 | Long             | ABS-CBDO         | CORP              | KY        |    9500000 | PA      | $9476250.00   | 0.09%             | 2034-04-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                                    | Koninklijke Philips NV                                                                      | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | EC               | CORP              | NL        |      91090 | NS      | $2495428.42   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                       | Iron Mountain, Inc.                                                                         | CUSIP: N/A<br>LEI: SQL3F6CKNNBM3SQGHX24       | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1532988.48   | 0.01%             | 2034-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Global Partners LP                                                        | Global Partners LP                                                                          | CUSIP: 37954FAL8<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |     194000 | PA      | $196747.23    | 0.00%             | 2033-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Brenntag SE                                                               | Brenntag SE                                                                                 | CUSIP: N/A<br>LEI: NNROIXVWJ7CPSR27SV97       | Long             | EC               | CORP              | DE        |      13736 | NS      | $762880.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Medtronic plc                                                             | Medtronic plc                                                                               | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      68600 | NS      | $6300106.64   | 0.06%             | 2025-12-08      | Fixed         | 16.18%                | No            |                  2 | On Loan: No      |
| Cinemark USA, Inc.                                                        | Cinemark USA, Inc.                                                                          | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |      83000 | PA      | $86014.23     | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                                          | Clarivate Science Holdings Corp.                                                            | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1753000 | PA      | $1688236.12   | 0.02%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                | Charles Schwab Corp. (The)                                                                  | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |      24600 | NS      | $2324308.63   | 0.02%             | 2025-11-13      | Fixed         | 24.35%                | No            |                  2 | On Loan: No      |
| Columbus McKinnon Corp.                                                   | Columbus McKinnon Corp., 1st Lien Term Loan                                                 | CUSIP: 19933MAQ6<br>LEI: 549300W3HQB0HO1F3G69 | Long             | LON              | CORP              | US        |     683436 | PA      | $682581.27    | 0.01%             | 2028-05-15      | Variable      | 6.50%                 | No            |                  3 | On Loan: No      |
| Voyager Parent LLC                                                        | Voyager Parent LLC                                                                          | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |     472000 | PA      | $494836.78    | 0.00%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems Dutch Holding B BV                                 | Axalta Coating Systems Dutch Holding B BV                                                   | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |     622000 | PA      | $652142.74    | 0.01%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury Ultra Bond                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       1470 | NC      | $6436897.74   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                              | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    6313000 | PA      | $6388136.69   | 0.06%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Moody's Corp.                                                             | Moody's Corp.                                                                               | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      18640 | NS      | $8952792.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco plc                                              | British American Tobacco plc                                                                | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |     245106 | NS      | $12553238.35  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA                                       | Banca Monte dei Paschi di Siena SpA                                                         | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | DBT              | CORP              | IT        |    1373000 | PA      | $1616690.06   | 0.02%             | 2035-10-02      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                           | Permian Resources Operating LLC                                                             | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     927000 | PA      | $939767.87    | 0.01%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                             | RCI Banque SA                                                                               | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |     800000 | PA      | $964165.55    | 0.01%             | 2034-10-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                 | Commercial Mortgage Trust, Series 2016-667M, Class D                                        | CUSIP: 12636GAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1321000 | PA      | $982380.80    | 0.01%             | 2036-10-10      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| Republic of Serbia                                                        | Republic of Serbia                                                                          | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     712000 | PA      | $747600.00    | 0.01%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     147000 | PA      | $1882.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA, Inc.                                                     | DENTSPLY SIRONA, Inc.                                                                       | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |     445000 | PA      | $458228.20    | 0.00%             | 2055-09-12      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                               | Crescent Energy Finance LLC                                                                 | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    1055000 | PA      | $996430.26    | 0.01%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing, Inc.                                           | Automatic Data Processing, Inc.                                                             | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      18084 | NS      | $4707265.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corp.                                                       | Expand Energy Corp.                                                                         | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      20758 | NS      | $2144508.98   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Quikrete Holdings, Inc.                                                   | Quikrete Holdings, Inc.                                                                     | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    2593000 | PA      | $2689490.72   | 0.03%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                             | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     375000 | PA      | $356647.82    | 0.00%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                      | IHO Verwaltungs GmbH                                                                        | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |    1164000 | PA      | $1408690.08   | 0.01%             | 2028-05-15      | Variable      | 8.75%                 | 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        |    1201685 | PA      | $1202646.30   | 0.01%             | 2028-04-20      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                           | Naked Juice LLC, 1st Lien Term Loan                                                         | CUSIP: 62984CAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2553617 | PA      | $2567457.12   | 0.02%             | 2029-01-24      | Variable      | 9.50%                 | No            |                  2 | On Loan: No      |
| Eutelsat SA                                                               | Eutelsat SA                                                                                 | CUSIP: N/A<br>LEI: 549300MCOOY1V7P2PG30       | Long             | DBT              | CORP              | FR        |    1226000 | PA      | $1513415.56   | 0.01%             | 2029-04-13      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The), Series U                                                   | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     357000 | PA      | $349926.05    | 0.00%             | 2026-08-10      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund XII Ltd.                                           | Atlas Senior Loan Fund XII Ltd., Series 2018-12A, Class A1                                  | CUSIP: 04942UAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      84804 | PA      | $84926.50     | 0.00%             | 2031-10-24      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                  | Cox Communications, Inc.                                                                    | CUSIP: 224044CU9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    3310000 | PA      | $3273775.79   | 0.03%             | 2034-09-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                            | Structured Adjustable Rate Mortgage Loan Trust, Series 2007-3, Class 3A1                    | CUSIP: 86363GAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     180361 | PA      | $67337.36     | 0.00%             | 2047-04-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                                    | TK Elevator Midco GmbH, 1st Lien Term Loan B1                                               | CUSIP: D9000BAJ1<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | DE        |    5395077 | PA      | $5425451.55   | 0.05%             | 2030-04-30      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Battalion CLO XIX Ltd.                                                    | Battalion CLO XIX Ltd., Series 2021-19A, Class C                                            | CUSIP: 07133VAE6<br>LEI: 549300RYHI0ZPOOD3O84 | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $3004527.60   | 0.03%             | 2034-04-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                             | Cencora, Inc.                                                                               | CUSIP: 83371T681<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      29219 | NS      | $9578337.32   | 0.09%             | 2025-11-26      | Fixed         | 19.86%                | No            |                  2 | On Loan: No      |
| Minerals Technologies, Inc.                                               | Minerals Technologies, Inc.                                                                 | CUSIP: 603158AA4<br>LEI: 549300D3I1QU67GP6403 | Long             | DBT              | CORP              | US        |     720000 | PA      | $711590.40    | 0.01%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                          | GE HealthCare Technologies, Inc.                                                            | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |      18815 | NS      | $1410184.25   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                                   | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1710000 | PA      | $1829091.99   | 0.02%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                              | Scotts Miracle-Gro Co. (The)                                                                | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     355000 | PA      | $328641.85    | 0.00%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Progroup AG                                                               | ProGroup AG                                                                                 | CUSIP: N/A<br>LEI: 529900YI5W5TQ8F2FP82       | Long             | DBT              | CORP              | DE        |     704000 | PA      | $820312.89    | 0.01%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NextEra Energy, Inc.                                                      | NextEra Energy, Inc.                                                                        | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |     206923 | NS      | $16843532.20  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2025-OMG, Class A                                                          | CUSIP: 05619HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1779000 | PA      | $1780113.30   | 0.02%             | 2027-10-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| La Quinta Resort                                                          | La Quinta Resort, Delayed Draw 1st Lien Term Loan                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   10600000 | PA      | $10600000.00  | 0.10%             | 2025-12-09      | Variable      | 7.16%                 | No            |                  3 | On Loan: No      |
| Dow Chemical Co. (The)                                                    | Dow Chemical Co. (The)                                                                      | CUSIP: 260543DN0<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     985000 | PA      | $981671.55    | 0.01%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Cloudera, Inc.                                                            | Cloudera, Inc., 1st Lien Term Loan                                                          | CUSIP: 74339VAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     921217 | PA      | $882065.68    | 0.01%             | 2028-10-09      | Variable      | 8.01%                 | No            |                  2 | On Loan: No      |
| AES Andes SA                                                              | AES Andes SA                                                                                | CUSIP: 00111VAA5<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |     483000 | PA      | $499156.35    | 0.00%             | 2029-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                              | OCP CLO Ltd., Series 2015-10A, Class CR3                                                    | CUSIP: 67092DBK4<br>LEI: 254900FZYL5HDKV64882 | Long             | ABS-CBDO         | CORP              | KY        |    3700000 | PA      | $3710162.79   | 0.04%             | 2038-01-26      | Floating      | 5.76%                 | 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        |     410000 | PA      | $411025.00    | 0.00%             | 2032-09-17      | Variable      | 7.23%                 | No            |                  3 | On Loan: No      |
| Cablevision Lightpath LLC                                                 | Cablevision Lightpath LLC                                                                   | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |     311000 | PA      | $307823.07    | 0.00%             | 2028-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                         | Alliant Holdings Intermediate LLC, 1st Lien Term Loan                                       | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |   11154813 | PA      | $11140199.80  | 0.11%             | 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        |     102700 | NS      | $3435415.09   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Advancion Sciences, Inc.                                                  | Advancion Sciences, Inc.                                                                    | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     561469 | PA      | $496900.07    | 0.00%             | 2026-11-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                         | Public Service Electric & Gas Co.                                                           | CUSIP: 74456QCJ3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     179000 | PA      | $165924.95    | 0.00%             | 2032-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                          | Bank of Montreal, Series 6                                                                  | CUSIP: 06368L8V1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    1200000 | PA      | $1237489.02   | 0.01%             | 2085-11-26      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc., Series GG                                                                  | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    4620000 | PA      | $4760327.88   | 0.05%             | 2030-08-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| EG Global Finance plc                                                     | EG Global Finance plc                                                                       | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |     612000 | PA      | $670330.94    | 0.01%             | 2028-11-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2007-12T1, Class A22                                         | CUSIP: 02150LBG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1705811 | PA      | $720398.87    | 0.01%             | 2037-06-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Klabin Austria GmbH                                                       | Klabin Austria GmbH                                                                         | CUSIP: 49836AAC8<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |     665000 | PA      | $598154.20    | 0.01%             | 2031-01-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                          | Boeing Co. (The)                                                                            | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      21734 | NS      | $4368968.68   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     704000 | PA      | $-1056.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                             | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    6259000 | PA      | $6193175.10   | 0.06%             | 2030-03-20      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Trans-Allegheny Interstate Line Co.                                       | Trans-Allegheny Interstate Line Co.                                                         | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2884000 | PA      | $2961247.97   | 0.03%             | 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        |    3000000 | PA      | $3005894.70   | 0.03%             | 2038-07-17      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                                | BFLD Trust, Series 2020-EYP, Class E                                                        | CUSIP: 05493AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2433000 | PA      | $30390.60     | 0.00%             | 2035-10-15      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| Republic of Serbia                                                        | Republic of Serbia                                                                          | CUSIP: 817477AF9<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    1099000 | PA      | $961826.45    | 0.01%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                               | Match Group Holdings II LLC                                                                 | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     216000 | PA      | $195795.53    | 0.00%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     182671 | PA      | $27210.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sika AG                                                                   | Sika AG (Registered)                                                                        | CUSIP: N/A<br>LEI: 549300R3N69ECGYPU434       | Long             | EC               | CORP              | CH        |       8380 | NS      | $1642378.24   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                       | Kinetik Holdings LP                                                                         | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     116000 | PA      | $119140.47    | 0.00%             | 2028-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                                  | Wynn Resorts Finance LLC                                                                    | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     112000 | PA      | $111968.63    | 0.00%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Generate CLO 5 Ltd.                                                       | Generate CLO 5 Ltd., Series 5A, Class BR                                                    | CUSIP: 37148XAE2<br>LEI: 635400TYXCFIHMPETY18 | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1506092.10   | 0.01%             | 2037-07-22      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Arcline FM Holdings LLC                                                   | Arcline FM Holdings LLC, 1st Lien Term Loan                                                 | CUSIP: 03960DAJ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1501238 | PA      | $1505365.90   | 0.01%             | 2030-06-24      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                            | CUSIP: 251526CW7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    4204000 | PA      | $4369194.16   | 0.04%             | 2029-05-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Garrett Motion Holdings, Inc.                                             | Garrett Motion Holdings, Inc., 1st Lien Term Loan                                           | CUSIP: 36649XAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     932871 | PA      | $932292.41    | 0.01%             | 2032-01-30      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Somnigroup International, Inc.                                            | Somnigroup International, Inc.                                                              | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     108000 | PA      | $99788.68     | 0.00%             | 2031-10-15      | Fixed         | 3.88%                 | 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        |     168585 | PA      | $168585.16    | 0.00%             | 2028-11-30      | Variable      | 6.28%                 | 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        |    2875000 | PA      | $2886241.25   | 0.03%             | 2032-04-23      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| 1988 CLO 2 Ltd.                                                           | 1988 CLO 2 Ltd., Series 2023-2A, Class A1R                                                  | CUSIP: 653947AJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6000000 | PA      | $6006768.00   | 0.06%             | 2038-04-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                           | Solventum Corp.                                                                             | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     782000 | PA      | $814391.72    | 0.01%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                | Alibaba Group Holding Ltd.                                                                  | CUSIP: 01609WBM3<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $207242.00    | 0.00%             | 2030-05-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Whitbread plc                                                             | Whitbread plc                                                                               | CUSIP: N/A<br>LEI: 21380099VMZKRMN3EX36       | Long             | EC               | CORP              | GB        |      21374 | NS      | $813712.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                             | Teva Pharmaceutical Finance Netherlands II BV                                               | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |     541000 | PA      | $636055.32    | 0.01%             | 2031-06-01      | Fixed         | 4.12%                 | 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        |    1467466 | PA      | $1466335.96   | 0.01%             | 2027-08-02      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                             | Teva Pharmaceutical Finance Netherlands II BV                                               | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |     928000 | PA      | $1283591.04   | 0.01%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FDJ United                                                                | FDJ United                                                                                  | CUSIP: N/A<br>LEI: 969500R4CLSQFTYYI535       | Long             | EC               | CORP              | FR        |      12649 | NS      | $368555.34    | 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        |      30484 | NS      | $6688542.82   | 0.06%             | 2025-12-23      | Fixed         | 17.38%                | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                                    | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     178000 | PA      | $201566.83    | 0.00%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp.                                                        | DISH Network Corp.                                                                          | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    3571000 | PA      | $3759488.09   | 0.04%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $5937.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 26 Ltd.                                       | Octagon Investment Partners 26 Ltd., Series 2016-1A, Class CR                               | CUSIP: 67590YAS9<br>LEI: 549300ZYOSZSIH0Y3392 | Long             | ABS-CBDO         | CORP              | KY        |    2250000 | PA      | $2255576.40   | 0.02%             | 2030-07-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| TUI Cruises GmbH                                                          | TUI Cruises GmbH                                                                            | CUSIP: N/A<br>LEI: 529900SVD83QUUIZYY18       | Long             | DBT              | CORP              | DE        |     714000 | PA      | $841426.69    | 0.01%             | 2030-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sonic Healthcare Ltd.                                                     | Sonic Healthcare Ltd.                                                                       | CUSIP: N/A<br>LEI: 549300NQQ5L2NONWR862       | Long             | EC               | CORP              | AU        |      51750 | NS      | $716251.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2025-NQM2, Class XS2                                   | CUSIP: 066930AK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18641720 | PA      | $500189.04    | 0.00%             | 2065-05-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                              | Exelon Corp.                                                                                | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     135000 | PA      | $133754.75    | 0.00%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Tele Columbus AG                                                          | Tele Columbus AG                                                                            | CUSIP: N/A<br>LEI: 3912004GMFDLY04RUQ19       | Long             | DBT              | CORP              | DE        |    1391923 | PA      | $1094562.13   | 0.01%             | 2029-01-01      | Variable      | 10.00%                | No            |                  2 | On Loan: No      |
| Wintershall Dea Finance 2 BV                                              | Wintershall Dea Finance 2 BV                                                                | CUSIP: N/A<br>LEI: 529900DV88FUQZSVVL48       | Long             | DBT              | CORP              | NL        |    1321000 | PA      | $1577176.77   | 0.01%             | 2030-05-08      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                 | CSX Corp., Series MTPJ                                                                      | CUSIP: 61778P205<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |      26600 | NS      | $926689.01    | 0.01%             | 2025-11-14      | Fixed         | 24.14%                | No            |                  2 | On Loan: No      |
| Interpump Group SpA                                                       | Interpump Group SpA                                                                         | CUSIP: N/A<br>LEI: 815600C79D0F31F4D395       | Long             | EC               | CORP              | IT        |      28071 | NS      | $1448754.12   | 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        |     265000 | PA      | $265620.10    | 0.00%             | 2029-10-26      | Variable      | 9.50%                 | No            |                  2 | On Loan: No      |
| DBGS                                                                      | DBGS, Series 2024-SBL, Class A                                                              | CUSIP: 23306QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12500000 | PA      | $12500000.00  | 0.12%             | 2034-08-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO 4 Ltd.                                                   | Silver Point CLO 4 Ltd., Series 2024-4A, Class A1                                           | CUSIP: 82809EAA8<br>LEI: 254900DVAEEJOXQ8PL85 | Long             | ABS-CBDO         | CORP              | JE        |    5000000 | PA      | $5019200.00   | 0.05%             | 2037-04-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                                    | GSAA Home Equity Trust, Series 2005-14, Class 1A2                                           | CUSIP: 362341B32<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1024874 | PA      | $460911.31    | 0.00%             | 2035-12-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Danish Krone                                                              | Danish Krone                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | DK        |     188959 | OU      | $29165.05     | 0.00%             |  |  |  | No            |                  1 | 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        |     957029 | PA      | $946262.87    | 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        |    1074000 | NS      | $3056841.13   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bryant Park CLO Ltd.                                                      | Bryant Park CLO Ltd., Series 2025-27A, Class A1                                             | CUSIP: 11765EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   10000000 | PA      | $10024270.00  | 0.10%             | 2038-07-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                            | Bayview Commercial Asset Trust, Series 2005-2A, Class A1                                    | CUSIP: 07324SBN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1680113 | PA      | $1636296.89   | 0.02%             | 2035-08-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                             | Centene Corp.                                                                               | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    5915000 | PA      | $5829787.33   | 0.06%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2025-NQM1, Class A2                                    | CUSIP: 06744WAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1093189 | PA      | $1101838.89   | 0.01%             | 2065-01-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities Trust                              | Natixis Commercial Mortgage Securities Trust, Series 2017-75B, Class XB                     | CUSIP: 63874EAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   27000000 | PA      | $19539.90     | 0.00%             | 2037-04-10      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                               | L3Harris Technologies, Inc.                                                                 | CUSIP: 502431AT6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     371000 | PA      | $386112.76    | 0.00%             | 2031-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pinnacle Buyer, LLC                                                       | Pinnacle Buyer, LLC, 1st Lien Term Loan B                                                   | CUSIP: 72349UAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1413077 | PA      | $1418375.62   | 0.01%             | 2032-09-13      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                   | American Airlines, Inc., 1st Lien Term Loan                                                 | CUSIP: 02376CBR5<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |    2097017 | PA      | $2091564.38   | 0.02%             | 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        |    2800000 | PA      | $2903942.92   | 0.03%             | 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        |     895000 | PA      | $904664.45    | 0.01%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Grant Thornton Advisors LLC                                               | Grant Thornton Advisors LLC, 1st Lien Term Loan                                             | CUSIP: 38821UAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1794853 | PA      | $1788140.11   | 0.02%             | 2031-06-02      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Transcanada Trust                                                         | Transcanada Trust, Series 16-A                                                              | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    2437000 | PA      | $2437129.16   | 0.02%             | 2076-08-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| CA Magnum Holdings                                                        | CA Magnum Holdings                                                                          | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |    1366000 | PA      | $1359170.00   | 0.01%             | 2026-10-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                  | Motorola Solutions, Inc.                                                                    | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     739000 | PA      | $747174.20    | 0.01%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                          | Goodyear Tire & Rubber Co. (The)                                                            | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     352000 | PA      | $335039.83    | 0.00%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3690.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                                        | Chemours Co. (The)                                                                          | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     178000 | PA      | $172044.19    | 0.00%             | 2033-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc, Series MU0R                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      31417 | NS      | $6836201.43   | 0.06%             | 2025-12-16      | Fixed         | 19.20%                | No            |                  2 | On Loan: No      |
| New Zealand Dollar                                                        | New Zealand Dollar                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NZ        |        902 | OU      | $516.45       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of America Funding Trust                                             | Banc of America Funding Trust, Series 2006-7, Class T2A3                                    | CUSIP: 05951KAZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     224939 | PA      | $204782.91    | 0.00%             | 2036-10-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                          | Sabre GLBL, Inc.                                                                            | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     605000 | PA      | $571725.00    | 0.01%             | 2030-07-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                      | Consumers Energy Co.                                                                        | CUSIP: 210518DW3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     751000 | PA      | $763401.44    | 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        |  327712756 | NS      | $327876612.04 | 3.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ballyrock CLO 14 Ltd.                                                     | Ballyrock CLO 14 Ltd., Series 2020-14A, Class A2R                                           | CUSIP: 05874XAQ2<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1001345.40   | 0.01%             | 2037-07-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                 | RTX Corp.                                                                                   | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     808000 | PA      | $837901.45    | 0.01%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                          | Sealed Air Corp.                                                                            | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     300000 | PA      | $310440.00    | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                               | Sysco Corp.                                                                                 | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      19700 | NS      | $1481990.41   | 0.01%             | 2025-12-08      | Fixed         | 13.36%                | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                                    | LifePoint Health, Inc.                                                                      | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     188000 | PA      | $202967.24    | 0.00%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                  | WESCO Distribution, Inc.                                                                    | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     466000 | PA      | $486796.65    | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                                                      | Allstate Corp. (The)                                                                        | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |      33402 | NS      | $6403384.16   | 0.06%             | 2025-11-05      | Fixed         | 9.18%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                                     | Cheniere Energy, Inc.                                                                       | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      32255 | NS      | $6838060.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies, Inc.                                               | L3Harris Technologies, Inc.                                                                 | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      95000 | PA      | $98563.93     | 0.00%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                            | M&T Bank Corp.                                                                              | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    1546000 | PA      | $1565967.90   | 0.01%             | 2036-01-16      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Egyptian Pound                                                            | Egyptian Pound                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | EG        |     397913 | OU      | $8423.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications, Inc.                                              | Charter Communications, Inc., Series E137                                                   | CUSIP: 61778P262<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |       9474 | NS      | $2232903.05   | 0.02%             | 2025-12-03      | Fixed         | 39.22%                | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2007-OA4, Class A1                                           | CUSIP: 02150DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2499016 | PA      | $2282070.74   | 0.02%             | 2047-05-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                                              | Atrium Hotel Portfolio Trust, Series 2025-ATRM, Class A                                     | CUSIP: 049917AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2377000 | PA      | $2382111.03   | 0.02%             | 2042-08-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 6 Ltd.                                               | Diameter Capital CLO 6 Ltd., Series 2024-6A, Class A1                                       | CUSIP: 25255UAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5017288.00   | 0.05%             | 2037-04-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Windstream Services LLC                                                   | Windstream Services LLC                                                                     | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     643000 | PA      | $641836.17    | 0.01%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Aurubis AG                                                                | Aurubis AG                                                                                  | CUSIP: N/A<br>LEI: 5299005SHIN9ZK7GW242       | Long             | EC               | CORP              | DE        |       6140 | NS      | $800575.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                                         | Lamar Media Corp.                                                                           | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     383000 | PA      | $379173.56    | 0.00%             | 2033-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                                      | Coterra Energy, Inc.                                                                        | CUSIP: 127097AL7<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     239000 | PA      | $244738.37    | 0.00%             | 2034-03-15      | Fixed         | 5.60%                 | 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        |    1034342 | PA      | $953053.35    | 0.01%             | 2028-10-02      | Variable      | 7.37%                 | 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        |     817519 | PA      | $736282.25    | 0.01%             | 2030-07-31      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                                         | Iliad Holding SAS                                                                           | CUSIP: N/A<br>LEI: 9695009BGMXB527HV965       | Long             | DBT              | CORP              | FR        |    2322000 | PA      | $2866785.77   | 0.03%             | 2031-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                              | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     127000 | PA      | $133301.50    | 0.00%             | 2039-02-07      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Elisa OYJ                                                                 | Elisa OYJ                                                                                   | CUSIP: N/A<br>LEI: 743700TU2S3DXWGU7H32       | Long             | EC               | CORP              | FI        |      15821 | NS      | $697140.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Genesee & Wyoming, Inc.                                                   | Genesee & Wyoming, Inc.                                                                     | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |     475000 | PA      | $484588.83    | 0.00%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                         | GGAM Finance Ltd.                                                                           | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      45000 | PA      | $45686.31     | 0.00%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OEG Finance plc                                                           | OEG Finance plc                                                                             | CUSIP: N/A<br>LEI: 254900KMBHWF9UK63G44       | Long             | DBT              | CORP              | GB        |    2141000 | PA      | $2582264.16   | 0.02%             | 2029-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Encore Issuances SA                                                       | Encore Issuances SA, Series 155                                                             | CUSIP: N/A<br>LEI: 529900AZGF6OODGSBY09       | Long             | DBT              | CORP              | LU        |     301509 | PA      | $311573.58    | 0.00%             | 2025-11-06      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| McAfee Corp.                                                              | McAfee Corp.                                                                                | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |     458000 | PA      | $419271.75    | 0.00%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Carpenter Technology Corp.                                                | Carpenter Technology Corp.                                                                  | CUSIP: 144285AM5<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |     335000 | PA      | $345125.55    | 0.00%             | 2030-03-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                               | Nationwide Building Society                                                                 | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |    2541000 | PA      | $3333939.06   | 0.03%             | 2027-06-20      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Snap-on, Inc.                                                             | Snap-on, Inc.                                                                               | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |       2580 | NS      | $865719.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ams-OSRAM AG                                                              | ams-OSRAM AG                                                                                | CUSIP: N/A<br>LEI: 5299001JPPT2QFTV5D76       | Long             | DBT              | CORP              | AT        |     595000 | PA      | $731785.53    | 0.01%             | 2029-03-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Hudson Yards Mortgage Trust                                               | Hudson Yards Mortgage Trust, Series 2025-SPRL, Class A                                      | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8310000 | PA      | $8603253.25   | 0.08%             | 2040-01-13      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                       | Buckeye Partners LP                                                                         | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     249000 | PA      | $233631.02    | 0.00%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                      | American Express Co.                                                                        | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |       8650 | NS      | $3120314.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Property REIT, Inc.                                            | Brookfield Property REIT, Inc.                                                              | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     709000 | PA      | $698404.14    | 0.01%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| USI, Inc.                                                                 | USI, Inc., 1st Lien Term Loan                                                               | CUSIP: 90351NAQ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3591993 | PA      | $3593501.90   | 0.03%             | 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        |    2827000 | PA      | $2923306.42   | 0.03%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2006-45T1, Class 2A2                                         | CUSIP: 02149JAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1726392 | PA      | $932784.02    | 0.01%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                                | CUSIP: 902613BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     200000 | PA      | $200043.80    | 0.00%             | 2030-08-05      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| Amynta Agency Borrower, Inc. and Amynta Warranty Borrower, Inc.           | Amynta Agency Borrower, Inc. and Amynta Warranty Borrower, Inc.                             | CUSIP: 03238AAA3<br>LEI: 5493000GP6HBRVTWBO85 | Long             | DBT              | CORP              | US        |     516000 | PA      | $531635.32    | 0.01%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $174521.81    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ziggo BV                                                                  | Ziggo BV                                                                                    | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $188769.90    | 0.00%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp.                                                            | AppLovin Corp.                                                                              | CUSIP: 83371T509<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |       7732 | NS      | $4871522.87   | 0.05%             | 2025-11-06      | Fixed         | 36.33%                | No            |                  2 | On Loan: No      |
| Achmea BV                                                                 | Achmea BV                                                                                   | CUSIP: N/A<br>LEI: 7245007QUMI1FHIQV531       | Long             | DBT              | CORP              | NL        |     400000 | PA      | $460525.68    | 0.00%             | 2029-03-24      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                              | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     570000 | PA      | $497518.94    | 0.00%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                                       | Rocket Mortgage LLC                                                                         | CUSIP: 77313LAA1<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |     733000 | PA      | $719517.07    | 0.01%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bright Horizons Family Solutions LLC                                      | Bright Horizons Family Solutions LLC, 1st Lien Term Loan B                                  | CUSIP: 10919RAR0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2127320 | PA      | $2133170.09   | 0.02%             | 2032-08-23      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                         | NatWest Group plc                                                                           | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     289000 | PA      | $325487.98    | 0.00%             | 2033-11-10      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                                           | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $211739.02    | 0.00%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP                                                      | Boots Group Finco LP                                                                        | CUSIP: N/A<br>LEI: 254900YVLYOVF1PF1N93       | Long             | DBT              | CORP              | US        |     566000 | PA      | $675492.30    | 0.01%             | 2032-08-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                               | Nationwide Building Society                                                                 | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |     225000 | PA      | $310013.73    | 0.00%             | 2031-12-20      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                             | CUSIP: 172967BU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1705000 | PA      | $1816356.04   | 0.02%             | 2033-02-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DigiCo Infrastructure REIT                                                | DigiCo Infrastructure REIT                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     611781 | NS      | $1039776.01   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                         | BAT Capital Corp.                                                                           | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     388000 | PA      | $395700.08    | 0.00%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                            | Blackstone Private Credit Fund                                                              | CUSIP: 09261HBW6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     613000 | PA      | $621696.04    | 0.01%             | 2034-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Corp. Financiera de Desarrollo SA                                         | Corp. Financiera de Desarrollo SA                                                           | CUSIP: 21987DAH7<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |     595000 | PA      | $610648.50    | 0.01%             | 2030-05-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                          | Kroger Co. (The)                                                                            | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      33090 | NS      | $2105516.70   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Mercantil del Norte SA                                              | Banco Mercantil del Norte SA                                                                | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     708000 | PA      | $741984.00    | 0.01%             | 2031-05-20      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                     | NextEra Energy Capital Holdings, Inc.                                                       | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     571000 | PA      | $505368.12    | 0.00%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| European TopSoho SARL                                                     | European TopSoho SARL, Series SMCP                                                          | CUSIP: N/A<br>LEI: 222100WPZ89Z7MJRFX19       | Long             | DBT              | CORP              | LU        |    1300000 | PA      | $1195609.58   | 0.01%             | 2024-10-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2024-PAT, Class C                                                          | CUSIP: 05612FAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2615000 | PA      | $2624668.41   | 0.02%             | 2041-03-15      | Floating      | 8.47%                 | 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        |     897233 | PA      | $522359.96    | 0.00%             | 2028-11-30      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     240000 | PA      | $-4261.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                                                      | Allstate Corp. (The)                                                                        | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |       7147 | NS      | $1368793.44   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     311795 | PA      | $47925.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merlin Properties Socimi SA                                               | Merlin Properties Socimi SA                                                                 | CUSIP: N/A<br>LEI: 959800L8KD863DP30X04       | Long             | EC               | CORP              | ES        |     269996 | NS      | $4206070.27   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Realty Trust, Inc.                                                | Digital Realty Trust, Inc.                                                                  | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |      40461 | NS      | $6894959.01   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Windstream Services LLC                                                   | Windstream Services LLC                                                                     | CUSIP: 97381AAA0<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    3702000 | PA      | $3780282.20   | 0.04%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                          | Sealed Air Corp.                                                                            | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      83000 | PA      | $81792.93     | 0.00%             | 2027-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                                    | Ardagh Metal Packaging Finance USA LLC                                                      | CUSIP: N/A<br>LEI: 635400YUJMWFYRBL5293       | Long             | DBT              | CORP              | US        |     782000 | PA      | $841529.88    | 0.01%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CD&R Firefly Bidco plc                                                    | CD&R Firefly Bidco plc                                                                      | CUSIP: N/A<br>LEI: 213800OAU5VX61DYZ558       | Long             | DBT              | CORP              | GB        |    1759000 | PA      | $2415123.84   | 0.02%             | 2029-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Primo Brands Corp.                                                        | Primo Brands Corp., 1st Lien Term Loan                                                      | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |    1596900 | PA      | $1600812.78   | 0.02%             | 2028-03-31      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                                      | Icahn Enterprises LP                                                                        | CUSIP: 451102CF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     173000 | PA      | $173614.15    | 0.00%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Coloplast A/S                                                             | Coloplast A/S, Class B                                                                      | CUSIP: N/A<br>LEI: 529900NN7SOJ5QG82X67       | Long             | EC               | CORP              | DK        |      14319 | NS      | $1295073.87   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                                          | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     390000 | PA      | $394986.86    | 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        |     208000 | PA      | $196557.48    | 0.00%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Middleby Corp. (The)                                                      | Middleby Corp. (The)                                                                        | CUSIP: 83371T764<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      14100 | NS      | $1770048.34   | 0.02%             | 2025-11-17      | Fixed         | 28.34%                | No            |                  2 | On Loan: No      |
| BCP V Modular Services Finance II plc                                     | BCP V Modular Services Finance II plc                                                       | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |     581000 | PA      | $631652.68    | 0.01%             | 2028-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     206000 | PA      | $2520.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.                                             | Surgery Center Holdings, Inc.                                                               | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    1996000 | PA      | $2053708.35   | 0.02%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO 14 Ltd.                                                   | Signal Peak CLO 14 Ltd., Series 2024-14A, Class A                                           | CUSIP: 82667FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $3005967.30   | 0.03%             | 2038-01-22      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                   | Kodiak Gas Services LLC                                                                     | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     855000 | PA      | $887859.36    | 0.01%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                                    | Palmer Square CLO Ltd., Series 2024-4A, Class C                                             | CUSIP: 69703WAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1001080.60   | 0.01%             | 2038-01-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                      | Glencore Funding LLC                                                                        | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    1787000 | PA      | $1973830.40   | 0.02%             | 2033-10-06      | Fixed         | 6.50%                 | 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        |    1585337 | PA      | $1410157.55   | 0.01%             | 2031-04-08      | Variable      | 8.29%                 | No            |                  2 | On Loan: No      |
| Tokyo Gas Co. Ltd.                                                        | Tokyo Gas Co. Ltd.                                                                          | CUSIP: N/A<br>LEI: 353800678EIJLOQSWZ83       | Long             | EC               | CORP              | JP        |      95900 | NS      | $3365533.55   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                         | Merck & Co., Inc.                                                                           | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     122304 | NS      | $10515697.92  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Digicel International Finance Ltd.                                        | Digicel International Finance Ltd.                                                          | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2021000 | PA      | $2015947.50   | 0.02%             | 2032-08-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                          | Mastercard, Inc., Class A                                                                   | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      10473 | NS      | $5780991.27   | 0.05%             |  |  |  | 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        |    1303521 | PA      | $1282039.12   | 0.01%             | 2029-09-28      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                         | Genesis Energy LP                                                                           | CUSIP: 37185LAL6<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |     239000 | PA      | $240488.49    | 0.00%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                  | Motorola Solutions, Inc.                                                                    | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    3869000 | PA      | $3982650.25   | 0.04%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                               | Nationwide Building Society                                                                 | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |     499000 | PA      | $679843.59    | 0.01%             | 2030-12-20      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2180000 | PA      | $2041902.54   | 0.02%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp. II                                                 | Blue Owl Capital Corp. II                                                                   | CUSIP: 69121DAD2<br>LEI: 549300MMNWZO5XKDDX47 | Long             | DBT              | CORP              | US        |     208000 | PA      | $214821.67    | 0.00%             | 2026-11-15      | Fixed         | 8.45%                 | 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        |    3752847 | PA      | $3752762.12   | 0.04%             | 2067-10-25      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp.                                                        | Hormel Foods Corp.                                                                          | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |      59131 | NS      | $1276638.29   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corp.                                                       | Expand Energy Corp.                                                                         | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     913000 | PA      | $939842.98    | 0.01%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                        | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1181000 | PA      | $1146759.93   | 0.01%             | 2028-06-01      | Variable      | 2.18%                 | 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        |      46278 | PA      | $46153.39     | 0.00%             | 2032-04-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                                 | Aptiv Swiss Holdings Ltd.                                                                   | CUSIP: 03835VAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     488000 | PA      | $490677.75    | 0.00%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Swedish Krona                                                             | Swedish Krona                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SE        |    6146142 | OU      | $646945.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp.                                                            | M&T Bank Corp.                                                                              | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    1709000 | PA      | $1746223.75   | 0.02%             | 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        |      30656 | NS      | $1062996.85   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JELD-WEN, Inc.                                                            | JELD-WEN, Inc.                                                                              | CUSIP: 47580PAA1<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |     316000 | PA      | $260699.34    | 0.00%             | 2032-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     800000 | PA      | $23087.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkshire Hathaway, Inc.                                                  | Berkshire Hathaway, Inc.                                                                    | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      23212 | NS      | $11165476.31  | 0.11%             | 2025-12-01      | Fixed         | 9.95%                 | No            |                  2 | On Loan: No      |
| Midcontinent Communications                                               | Midcontinent Communications                                                                 | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |     876000 | PA      | $892285.72    | 0.01%             | 2032-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                     | Republic of Guatemala                                                                       | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     618000 | PA      | $652181.58    | 0.01%             | 2036-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Textron, Inc.                                                             | Textron, Inc.                                                                               | CUSIP: 883203CF6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    1685000 | PA      | $1667861.21   | 0.02%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                             | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     210000 | PA      | $210255.05    | 0.00%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| New Immo Holding SA                                                       | New Immo Holding SA                                                                         | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |    1200000 | PA      | $1372046.87   | 0.01%             | 2027-07-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                                             | Akzo Nobel NV                                                                               | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | EC               | CORP              | NL        |      12905 | NS      | $852829.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| New Mountain CLO 3 Ltd.                                                   | New Mountain CLO 3 Ltd., Series CLO-3A, Class A1R                                           | CUSIP: 647550AQ5<br>LEI: 549300CEYMYPINCEX579 | Long             | ABS-CBDO         | CORP              | KY        |    6500000 | PA      | $6517306.25   | 0.06%             | 2038-10-20      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                                 | Panther Escrow Issuer LLC                                                                   | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5026000 | PA      | $5194255.40   | 0.05%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Kuwaiti Dinar                                                             | Kuwaiti Dinar                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | KW        |          0 | OU      | $0.07         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |      37598 | NS      | $2912266.32   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Calpine Corp.                                                             | Calpine Corp.                                                                               | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    4738000 | PA      | $4737479.29   | 0.04%             | 2028-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd.                                                   | Canyon Capital CLO Ltd., Series 2017-1A, Class CR                                           | CUSIP: 13876GAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5012460.50   | 0.05%             | 2030-07-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                              | ING Groep NV                                                                                | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |     699000 | PA      | $730313.58    | 0.01%             | 2028-05-16      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                   | Kingdom of Saudi Arabia                                                                     | CUSIP: 80413TBE8<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    1520000 | PA      | $1391917.81   | 0.01%             | 2053-01-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners XI Ltd.                                               | OHA Credit Partners XI Ltd., Series 2015-11A, Class B1R2                                    | CUSIP: 67109FAY1<br>LEI: 549300OYGEU6QQMCEG78 | Long             | ABS-CBDO         | CORP              | KY        |    1750000 | PA      | $1754451.65   | 0.02%             | 2037-04-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Mattamy Group Corp.                                                       | Mattamy Group Corp.                                                                         | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     502000 | PA      | $486964.20    | 0.00%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                                    | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     180000 | PA      | $194052.25    | 0.00%             | 2033-10-28      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| GreenPoint Mortgage Funding Trust                                         | GreenPoint Mortgage Funding Trust, Series 2006-AR2, Class 4A1                               | CUSIP: 39538WGJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     843801 | PA      | $776554.63    | 0.01%             | 2036-03-25      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd.                                                        | Elevation CLO Ltd., Series 2017-8A, Class C                                                 | CUSIP: 28622VAG5<br>LEI: 549300OBPZDY731NEI33 | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $3007445.40   | 0.03%             | 2030-10-25      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Albion Financing 1 SARL                                                   | Albion Financing 1 SARL                                                                     | CUSIP: N/A<br>LEI: 259400W9CABUZBRDLP97       | Long             | DBT              | CORP              | LU        |    1053000 | PA      | $1259497.59   | 0.01%             | 2030-05-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ELO SACA                                                                  | ELO SACA                                                                                    | CUSIP: N/A<br>LEI: 969500ASEC557H5A4F22       | Long             | DBT              | CORP              | FR        |    1600000 | PA      | $1836846.10   | 0.02%             | 2026-01-29      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     218000 | PA      | $2298.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                  | Service Properties Trust                                                                    | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    3632000 | PA      | $3831167.98   | 0.04%             | 2031-11-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| DIRECTV Financing LLC                                                     | DIRECTV Financing LLC, 1st Lien Term Loan                                                   | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      95397 | PA      | $95385.61     | 0.00%             | 2027-08-02      | Variable      | 9.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $818922.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                     | Nissan Motor Co. Ltd.                                                                       | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Long             | DBT              | CORP              | JP        |    1703000 | PA      | $2013759.82   | 0.02%             | 2029-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                         | Clarios Global LP                                                                           | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1244000 | PA      | $1272838.45   | 0.01%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.                               | Taiwan Semiconductor Manufacturing Co. Ltd.                                                 | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |     443000 | NS      | $21423340.79  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Paramount Global                                                          | Paramount Global                                                                            | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     386000 | PA      | $380225.75    | 0.00%             | 2062-03-30      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                        | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     253000 | PA      | $290950.00    | 0.00%             | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                                       | Ascent Resources Utica Holdings LLC                                                         | CUSIP: 04364VAK9<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |     179000 | PA      | $210938.97    | 0.00%             | 2027-11-01      | Fixed         | 9.00%                 | 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        |    1427422 | PA      | $1432775.33   | 0.01%             | 2032-05-27      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                             | Equinix, Inc.                                                                               | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     781000 | PA      | $748811.51    | 0.01%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb, Inc.                                                       | Bausch + Lomb Netherlands BV                                                                | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | DBT              | CORP              | CA        |     544000 | PA      | $634675.82    | 0.01%             | 2031-01-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Viavi Solutions, Inc.                                                     | Viavi Solutions, Inc.                                                                       | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |     174000 | PA      | $164052.19    | 0.00%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Aruba Investments Holdings LLC                                            | Aruba Investments Holdings LLC, 1st Lien Term Loan                                          | CUSIP: 04317JAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1749066 | PA      | $1631003.80   | 0.02%             | 2027-11-24      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| CPI Holdco B LLC                                                          | CPI Holdco B LLC, 1st Lien Term Loan                                                        | CUSIP: 1261MAAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1557000 | PA      | $1555754.40   | 0.01%             | 2031-05-19      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Worldline SA                                                              | Worldline SA                                                                                | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $91667.75     | 0.00%             | 2030-06-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                                    | Palmer Square CLO Ltd., Series 2019-1A, Class CR2                                           | CUSIP: 69700GBA9<br>LEI: 549300Y43K78UTRMTN21 | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1497756.75   | 0.01%             | 2038-08-14      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                   | Sasol Financing USA LLC                                                                     | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     366000 | PA      | $310093.50    | 0.00%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                    | Norfolk Southern Corp.                                                                      | CUSIP: 655844CQ9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    1482000 | PA      | $1477257.39   | 0.01%             | 2033-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp.                                                      | FS KKR Capital Corp.                                                                        | CUSIP: 302635AQ0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    2268000 | PA      | $2227364.20   | 0.02%             | 2031-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                  | Bayer AG, Series DLzu                                                                       | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      94400 | NS      | $2921412.09   | 0.03%             | 2025-11-06      | Fixed         | 27.40%                | No            |                  2 | On Loan: No      |
| QXO Building Products, Inc.                                               | QXO Building Products, Inc.                                                                 | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    1713000 | PA      | $1773388.39   | 0.02%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                          | DTE Electric Co., Series A                                                                  | CUSIP: 250847EB2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     115000 | PA      | $129841.02    | 0.00%             | 2036-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2019-5A, Class A1R2                                               | CUSIP: 12554XAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   16500000 | PA      | $16523920.05  | 0.16%             | 2038-10-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Avoca CLO XVIII DAC                                                       | Avoca CLO XVIII DAC, Series 18X, Class DR                                                   | CUSIP: N/A<br>LEI: 549300K6K5XESJRIKM24       | Long             | ABS-CBDO         | CORP              | IE        |     570000 | PA      | $655227.11    | 0.01%             | 2038-01-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Snap, Inc.                                                                | Snap, Inc.                                                                                  | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    1126000 | PA      | $1151498.27   | 0.01%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BE Semiconductor Industries NV                                            | BE Semiconductor Industries NV                                                              | CUSIP: N/A<br>LEI: 7245007A1YFLI2GNYX06       | Long             | EC               | CORP              | NL        |       9064 | NS      | $1545377.16   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PRPM LLC                                                                  | PRPM LLC, Series 2025-RCF4, Class M1A                                                       | CUSIP: 69382WAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     700000 | PA      | $665669.83    | 0.01%             | 2055-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                    | Waste Management, Inc.                                                                      | CUSIP: 94106LCB3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     568000 | PA      | $574491.04    | 0.01%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                            | Enbridge, Inc., Series 20-A                                                                 | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    2426000 | PA      | $2442438.58   | 0.02%             | 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        |      79598 | NS      | $6676570.66   | 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        |    2982462 | PA      | $2991051.99   | 0.03%             | 2031-10-31      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Yamaha Motor Co. Ltd.                                                     | Yamaha Motor Co. Ltd.                                                                       | CUSIP: N/A<br>LEI: 3538004LR5NXILJDHY88       | Long             | EC               | CORP              | JP        |     105300 | NS      | $758661.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EastGroup Properties, Inc.                                                | EastGroup Properties, Inc.                                                                  | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      35332 | NS      | $6166493.96   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrise FinCo. I BV                                                       | Sunrise FinCo. I BV                                                                         | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |    1192000 | PA      | $1135570.72   | 0.01%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                                | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2181829.63   | 0.02%             | 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        |     883000 | PA      | $781884.55    | 0.01%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Motion Finco SARL                                                         | Motion Finco SARL                                                                           | CUSIP: N/A<br>LEI: 2549002L1LBQZKA7UN30       | Long             | DBT              | CORP              | LU        |    1285000 | PA      | $1315265.24   | 0.01%             | 2030-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                | CSMC Trust, Series 2011-4R, Class 1A2                                                       | CUSIP: 12645KAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2379056 | PA      | $1993202.69   | 0.02%             | 2037-09-27      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                              | KazMunayGas National Co. JSC                                                                | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |     282000 | PA      | $266543.58    | 0.00%             | 2047-04-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Energean plc                                                              | Energean plc                                                                                | CUSIP: N/A<br>LEI: 549300RVMKU0CYUZBB05       | Long             | DBT              | CORP              | GB        |     550000 | PA      | $636594.76    | 0.01%             | 2031-05-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                                             | Industria de Diseno Textil SA                                                               | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |     273565 | NS      | $15106369.97  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $5397.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vertiv Group Corp.                                                        | Vertiv Group Corp.                                                                          | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |     289000 | PA      | $284709.65    | 0.00%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Lasertec Corp.                                                            | Lasertec Corp.                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       9000 | NS      | $1827291.55   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Paramount Global                                                          | Paramount Global                                                                            | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     441000 | PA      | $432436.46    | 0.00%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                     | Lockheed Martin Corp.                                                                       | CUSIP: 539830CA5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     263000 | PA      | $266295.38    | 0.00%             | 2034-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                                                  | Blue Racer Midstream LLC                                                                    | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     198000 | PA      | $207917.42    | 0.00%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| South Bow Corp.                                                           | South Bow Corp.                                                                             | CUSIP: 83671M105<br>LEI: 2549000XS5TAFA3YF943 | Long             | EC               | CORP              | CA        |      26046 | NS      | $675593.37    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                        | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |     620000 | PA      | $632400.00    | 0.01%             | 2031-01-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                                  | NGL Energy Operating LLC                                                                    | CUSIP: 62922LAD0<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |     843000 | PA      | $861977.62    | 0.01%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co. LLC                                                  | AEP Transmission Co. LLC                                                                    | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     310000 | PA      | $321093.86    | 0.00%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                | Vmed O2 UK Financing I plc                                                                  | CUSIP: 92858RAE0<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     463000 | PA      | $464137.53    | 0.00%             | 2033-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Middleby Corp. (The)                                                      | Middleby Corp. (The)                                                                        | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |      19300 | NS      | $2397639.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp.                                                      | Meritage Homes Corp.                                                                        | CUSIP: 59001ABF8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     634000 | PA      | $631519.14    | 0.01%             | 2028-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2021-NWM, Class C                                      | CUSIP: 12434AAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4794698 | PA      | $4790068.06   | 0.05%             | 2033-02-15      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                                               | Service Corp. International                                                                 | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    1881000 | PA      | $1908374.19   | 0.02%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PKHL Commercial Mortgage Trust                                            | PKHL Commercial Mortgage Trust, Series 2021-MF, Class G                                     | CUSIP: 69356GAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1400000 | PA      | $249867.94    | 0.00%             | 2038-07-15      | Floating      | 8.50%                 | 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        |      17923 | NS      | $1739643.40   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                       | Iron Mountain, Inc.                                                                         | CUSIP: N/A<br>LEI: SQL3F6CKNNBM3SQGHX24       | Long             | DBT              | CORP              | US        |     385000 | PA      | $445434.39    | 0.00%             | 2034-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                                    | LifePoint Health, Inc.                                                                      | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     776000 | PA      | $837917.04    | 0.01%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC                                                      | Ashton Woods USA LLC                                                                        | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     610000 | PA      | $610534.36    | 0.01%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                   | Citigroup Global Markets Holdings, Inc.                                                     | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |      40050 | NS      | $21044688.22  | 0.20%             | 2025-12-16      | Fixed         | 17.47%                | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                 | Sunoco LP                                                                                   | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    2766000 | PA      | $2808873.00   | 0.03%             | 2030-09-18      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                     | DirecTV Financing LLC                                                                       | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1214000 | PA      | $1209002.33   | 0.01%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                            | Community Health Systems, Inc.                                                              | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     399000 | PA      | $374013.58    | 0.00%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                                | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1000000 | PA      | $992986.51    | 0.01%             | 2029-01-12      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |     374000 | PA      | $9375.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                            | Raven Acquisition Holdings LLC, Delayed Draw 1st Lien Term Loan                             | CUSIP: 75419XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      71889 | PA      | $71882.48     | 0.00%             | 2031-11-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                       | Iron Mountain, Inc., 1st Lien Term Loan                                                     | CUSIP: 46284NAV1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | LON              | CORP              | US        |     520000 | PA      | $519890.80    | 0.00%             | 2031-01-31      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp.                                                                               | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     562000 | PA      | $526138.48    | 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        |    3643155 | PA      | $3638601.00   | 0.03%             | 2030-03-15      | Variable      | 8.71%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                  | Diamondback Energy, Inc.                                                                    | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2344728.49   | 0.02%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                                  | Vinci SA                                                                                    | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      45400 | NS      | $4515246.16   | 0.04%             | 2025-11-17      | Fixed         | 24.58%                | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                                    | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     200000 | PA      | $214611.38    | 0.00%             | 2034-08-18      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Generate CLO 4 Ltd.                                                       | Generate CLO 4 Ltd., Series 4A, Class BRR                                                   | CUSIP: 37148BAE0<br>LEI: 549300HNXZUJB12SQJ60 | Long             | ABS-CBDO         | CORP              | KY        |    2750000 | PA      | $2752681.80   | 0.03%             | 2037-07-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| CQP Holdco LP                                                             | CQP Holdco LP                                                                               | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1898000 | PA      | $1877834.32   | 0.02%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                       | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    6526000 | PA      | $6468564.61   | 0.06%             | 2028-07-21      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| SPX FLOW, Inc.                                                            | SPX FLOW, Inc., 1st Lien Term Loan                                                          | CUSIP: 78470DAW8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4546546 | PA      | $4569505.65   | 0.04%             | 2029-04-05      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Kleopatra Finco SARL                                                      | Kleopatra Finco SARL                                                                        | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | DBT              | CORP              | LU        |    2559000 | PA      | $1165104.38   | 0.01%             | 2026-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4193.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITE Group plc (The)                                                     | UNITE Group plc (The)                                                                       | CUSIP: N/A<br>LEI: 213800BBUUWVDH9YI827       | Long             | EC               | CORP              | GB        |     374975 | NS      | $2797022.28   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                            | Ford Motor Co.                                                                              | CUSIP: 345370CR9<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     700000 | PA      | $697435.50    | 0.01%             | 2026-12-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                                      | Howard Midstream Energy Partners LLC                                                        | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      87000 | PA      | $91164.08     | 0.00%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Auckland International Airport Ltd.                                       | Auckland International Airport Ltd.                                                         | CUSIP: N/A<br>LEI: 549300HFZIZDJWB7AK60       | Long             | EC               | CORP              | NZ        |    1177158 | NS      | $5478736.88   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                    | Republic of Paraguay                                                                        | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |     526000 | PA      | $465778.26    | 0.00%             | 2033-01-29      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Azule Energy Finance plc                                                  | Azule Energy Finance plc                                                                    | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |     521000 | PA      | $523605.00    | 0.00%             | 2030-01-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $5076.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                        | Atmos Energy Corp.                                                                          | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      13279 | NS      | $2280269.88   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                  | Spirit AeroSystems, Inc.                                                                    | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     446000 | PA      | $468377.62    | 0.00%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp.                                                   | Regions Financial Corp.                                                                     | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      46423 | NS      | $1123436.60   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp.                                                     | Range Resources Corp.                                                                       | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |      15645 | NS      | $556179.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc.                                                                     | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    3939202 | PA      | $4034873.40   | 0.04%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                   | Kingdom of Saudi Arabia                                                                     | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |    1818000 | PA      | $1242010.70   | 0.01%             | 2051-11-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                                            | 280 Park Avenue Mortgage Trust, Series 2017-280P, Class E                                   | CUSIP: 90205FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1564000 | PA      | $1524900.00   | 0.01%             | 2034-09-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                          | Ventas Realty LP                                                                            | CUSIP: 92277GAX5<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     569000 | PA      | $594517.13    | 0.01%             | 2034-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                              | Vistra Corp.                                                                                | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    2514000 | PA      | $2575698.59   | 0.02%             | 2026-10-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     344000 | PA      | $-18.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                 | O'Reilly Automotive, Inc., Series 00Ha                                                      | CUSIP: 61778P338<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |      87096 | NS      | $8335569.03   | 0.08%             | 2025-12-05      | Fixed         | 15.88%                | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                                       | Ardonagh Finco Ltd.                                                                         | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |    2804000 | PA      | $2932849.41   | 0.03%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                      | Cheniere Corpus Christi Holdings LLC                                                        | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     547000 | PA      | $532519.86    | 0.01%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trust                                           | Federal Realty Investment Trust                                                             | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               | CORP              | US        |      30529 | NS      | $2936584.51   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies, Inc.                                                  | Lumen Technologies, Inc.                                                                    | CUSIP: 550241AB9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     397320 | PA      | $392097.15    | 0.00%             | 2029-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial, Inc.                                         | Fidelity National Financial, Inc.                                                           | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      45100 | NS      | $2513799.58   | 0.02%             | 2025-11-24      | Fixed         | 22.26%                | No            |                  2 | On Loan: No      |
| Ipsen SA                                                                  | Ipsen SA                                                                                    | CUSIP: N/A<br>LEI: 549300M6SGDPB4Z94P11       | Long             | EC               | CORP              | FR        |       8340 | NS      | $1172030.66   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MVM Energetika Zrt.                                                       | MVM Energetika Zrt.                                                                         | CUSIP: N/A<br>LEI: 529900ELI5AQ9F74PF85       | Long             | DBT              | NUSS              | HU        |     529000 | PA      | $560576.01    | 0.01%             | 2028-06-09      | Fixed         | 7.50%                 | 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        |     837000 | PA      | $835777.98    | 0.01%             | 2032-04-09      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Motion Bondco DAC                                                         | Motion Bondco DAC                                                                           | CUSIP: 61978XAA5<br>LEI: 635400KFD3IETNQLA755 | Long             | DBT              | CORP              | IE        |     204000 | PA      | $197445.97    | 0.00%             | 2027-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Veon Midco BV                                                             | Veon Midco BV                                                                               | CUSIP: N/A<br>LEI: 213800GOFSH7EPKBRE50       | Long             | DBT              | CORP              | NL        |     662000 | PA      | $620686.37    | 0.01%             | 2027-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                       | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1166000 | PA      | $1186078.52   | 0.01%             | 2030-07-26      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                | Builders FirstSource, Inc.                                                                  | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     249000 | PA      | $257870.13    | 0.00%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                   | CenterPoint Energy Houston Electric LLC                                                     | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     535000 | PA      | $541518.12    | 0.01%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                           | CHL Mortgage Pass-Through Trust, Series 2005-11, Class 4A1                                  | CUSIP: 12669GUR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     558286 | PA      | $537023.91    | 0.01%             | 2035-04-25      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Athora Netherlands NV                                                     | Athora Netherlands NV                                                                       | CUSIP: N/A<br>LEI: 724500MKKXKEVWMN9E13       | Long             | DBT              | CORP              | NL        |     863000 | PA      | $1045111.88   | 0.01%             | 2031-05-18      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                                      | Flutter Financing BV, 1st Lien Term Loan B                                                  | CUSIP: N3313EAG5<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    4990741 | PA      | $4963292.32   | 0.05%             | 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        |      51718 | NS      | $9242523.78   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Filtration Group Corp.                                                    | Filtration Group Corp., 1st Lien Term Loan                                                  | CUSIP: 31732FAX4<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |    4979007 | PA      | $4996633.07   | 0.05%             | 2028-10-23      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO 28 Ltd.                                                      | Flatiron CLO 28 Ltd., Series 2024-1A, Class BR                                              | CUSIP: 33884EAU5<br>LEI: 254900U51J2X527SRJ56 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $1998905.20   | 0.02%             | 2036-07-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXIX Ltd.                                            | Madison Park Funding XXIX Ltd., Series 2018-29A, Class A1R2                                 | CUSIP: 55820CAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2000153.80   | 0.02%             | 2038-03-25      | Floating      | 5.06%                 | 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        |     272200 | PA      | $257683.63    | 0.00%             | 2027-12-17      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                                             | AIB Group plc                                                                               | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |    3041000 | PA      | $3588176.94   | 0.03%             | 2031-07-14      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                      | Glencore Funding LLC                                                                        | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    2248000 | PA      | $2344257.47   | 0.02%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                       | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   11179000 | PA      | $11107117.24  | 0.11%             | 2028-04-24      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Jones Deslauriers Insurance Management, Inc.                              | Jones Deslauriers Insurance Management, Inc.                                                | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |     644000 | PA      | $676346.83    | 0.01%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co. Ltd.                                                      | Honda Motor Co. Ltd.                                                                        | CUSIP: N/A<br>LEI: 549300P7ZYCQJ36CCS16       | Long             | EC               | CORP              | JP        |    1334000 | NS      | $13483067.75  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Estate Co. Ltd.                                                | Mitsubishi Estate Co. Ltd.                                                                  | CUSIP: N/A<br>LEI: 353800KOFMRGOXSJ5Z65       | Long             | EC               | CORP              | JP        |      99500 | NS      | $2108592.75   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 19 Ltd.                                             | Anchorage Capital CLO 19 Ltd., Series 2021-19A, Class A1R                                   | CUSIP: 03328JAL1<br>LEI: 549300ZNOS7Q8W8H3S38 | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $3007029.90   | 0.03%             | 2038-10-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                              | Trivium Packaging Finance BV                                                                | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     641000 | PA      | $664059.33    | 0.01%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp.                                                     | Reworld Holding Corp.                                                                       | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     313000 | PA      | $294108.48    | 0.00%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                    | Freeport-McMoRan, Inc.                                                                      | CUSIP: 35671DCC7<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     391000 | PA      | $390916.01    | 0.00%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                          | Boeing Co. (The), Series EMtA                                                               | CUSIP: 61778P163<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |      15900 | NS      | $3215151.35   | 0.03%             | 2025-11-10      | Fixed         | 23.43%                | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                       | Medline Borrower LP                                                                         | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     164000 | PA      | $159294.25    | 0.00%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Orion OYJ                                                                 | Orion OYJ, Class B                                                                          | CUSIP: N/A<br>LEI: 74370029VAHCXDR7B745       | Long             | EC               | CORP              | FI        |      31531 | NS      | $2201902.71   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico                   | CUSIP: N/A<br>LEI: 549300WIWQK5Q9MCUN92       | Long             | DBT              | CORP              | MX        |     295000 | PA      | $310753.00    | 0.00%             | 2035-02-11      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                            | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     396000 | PA      | $358426.93    | 0.00%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     861000 | PA      | $-441.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LABL, Inc.                                                                | LABL, Inc.                                                                                  | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |     430000 | PA      | $306534.70    | 0.00%             | 2028-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                     | Gilead Sciences, Inc.                                                                       | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     708000 | PA      | $743946.17    | 0.01%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                                         | Iliad Holding SAS                                                                           | CUSIP: 449691AC8<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |     369000 | PA      | $374498.47    | 0.00%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co., Inc.                                             | Dynasty Acquisition Co., Inc., 1st Lien Term Loan B2                                        | CUSIP: 26812CAP1<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |    1822195 | PA      | $1824564.10   | 0.02%             | 2031-10-31      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Archrock Partners LP                                                      | Archrock Partners LP                                                                        | CUSIP: 03959KAD2<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |    1536000 | PA      | $1578611.71   | 0.01%             | 2032-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                           | CHL Mortgage Pass-Through Trust, Series 2007-21, Class 1A1                                  | CUSIP: 17025WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     127094 | PA      | $55055.29     | 0.00%             | 2038-02-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Aroundtown Finance SARL                                                   | Aroundtown Finance Sarl                                                                     | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |    1862000 | PA      | $2107585.77   | 0.02%             | 2031-04-30      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Financial Co. LLC                                          | JPMorgan Chase Financial Co. LLC                                                            | CUSIP: 48133DL24<br>LEI: 549300NJFDJOFYVV6789 | Long             | DBT              | CORP              | US        |     400000 | PA      | $438800.00    | 0.00%             | 2027-06-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc.                                                                  | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    3117000 | PA      | $3275387.24   | 0.03%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                               | Petrobras Global Finance BV                                                                 | CUSIP: 71645WAS0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    1260000 | PA      | $1284318.00   | 0.01%             | 2041-01-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2020-4A, Class CR                                                 | CUSIP: 12562RAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2002937.80   | 0.02%             | 2040-01-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                    | AXA SA                                                                                      | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $479179.66    | 0.00%             | 2030-06-02      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                          | Bank of Montreal                                                                            | CUSIP: 06370D456<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |      54800 | NS      | $1796786.80   | 0.02%             | 2025-11-20      | Fixed         | 26.60%                | No            |                  2 | On Loan: No      |
| Prologis LP                                                               | Prologis LP                                                                                 | CUSIP: 74340XCJ8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     242000 | PA      | $246243.97    | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2314.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2019-6A, Class BR                                                 | CUSIP: 12555XAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   10000000 | PA      | $10014942.00  | 0.10%             | 2037-07-16      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                  | Lloyds Banking Group plc                                                                    | CUSIP: 53944YAJ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     362000 | PA      | $364539.43    | 0.00%             | 2026-06-27      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                   | Raizen Fuels Finance SA                                                                     | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     341000 | PA      | $263337.25    | 0.00%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp., Series E13B                                                          | CUSIP: 61778P296<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |     169527 | NS      | $8904277.64   | 0.08%             | 2025-12-03      | Fixed         | 13.40%                | No            |                  2 | On Loan: No      |
| Howard Hughes Corp. (The)                                                 | Howard Hughes Corp. (The)                                                                   | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |      16000 | PA      | $15084.90     | 0.00%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                        | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1192000 | PA      | $1256513.56   | 0.01%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                               | Penske Truck Leasing Co. LP                                                                 | CUSIP: 709599BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1035000 | PA      | $1046484.54   | 0.01%             | 2027-01-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                     | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     315000 | PA      | $1596532.95   | 0.02%             | 2036-02-21      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                                           | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |    3516000 | PA      | $4065005.24   | 0.04%             | 2029-07-04      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                         | GGAM Finance Ltd.                                                                           | CUSIP: 36170JAB2<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     101000 | PA      | $101174.32    | 0.00%             | 2026-05-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                | Progress Residential Trust, Series 2022-SFR3, Class F                                       | CUSIP: 74331UAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $501061.35    | 0.00%             | 2039-04-17      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Dayforce, Inc.                                                            | Dayforce, Inc., 1st Lien Term Loan B                                                        | CUSIP: 23958CAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3490344 | PA      | $3490343.58   | 0.03%             | 2031-03-01      | Variable      | 5.84%                 | No            |                  3 | On Loan: No      |
| Amcor Flexibles North America, Inc.                                       | Amcor Flexibles North America, Inc.                                                         | CUSIP: 02344AAH1<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    3042000 | PA      | $3145905.53   | 0.03%             | 2035-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Delta 2 (Lux) SARL                                                        | Delta 2 (Lux) SARL, 1st Lien Term Loan B                                                    | CUSIP: L2465BAW6<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |    5016505 | PA      | $5018060.44   | 0.05%             | 2031-09-30      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Coherent Corp.                                                            | Coherent Corp., 1st Lien Term Loan B3                                                       | CUSIP: 45173JAT1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1456372 | PA      | $1456823.33   | 0.01%             | 2029-07-02      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                              | Fibercop SpA                                                                                | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |    1181000 | PA      | $1389090.81   | 0.01%             | 2030-06-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                     | Elevance Health, Inc.                                                                       | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    2080000 | PA      | $2146373.76   | 0.02%             | 2034-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Simon Property Group, Inc.                                                | Simon Property Group, Inc.                                                                  | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      42314 | NS      | $7437108.64   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International, Inc.                                           | Papa John's International, Inc.                                                             | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      53877 | NS      | $2682376.47   | 0.03%             | 2025-11-07      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| Sound Point CLO XXIII                                                     | Sound Point CLO XXIII Ltd., Series 2019-2A, Class CR                                        | CUSIP: 83614BAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2250000 | PA      | $2253431.70   | 0.02%             | 2034-07-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp.                                                            | AppLovin Corp.                                                                              | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    4903000 | PA      | $5035973.53   | 0.05%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chariot Buyer LLC                                                         | Chariot Buyer LLC, 1st Lien Term Loan                                                       | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |    4823216 | PA      | $4835273.77   | 0.05%             | 2032-09-08      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Essential Properties Realty Trust, Inc.                                   | Essential Properties Realty Trust, Inc.                                                     | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |     144371 | NS      | $4313805.48   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Stena International SA                                                    | Stena International SA                                                                      | CUSIP: N/A<br>LEI: 213800A4LTGG4W55QP46       | Long             | DBT              | CORP              | LU        |    1138000 | PA      | $1161768.27   | 0.01%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                            | Hewlett Packard Enterprise Co.                                                              | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     220777 | NS      | $5391374.34   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BFLD Commercial Mortgage Trust                                            | BFLD Commercial Mortgage Trust, Series 2025-660F, Class A                                   | CUSIP: 05556QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6704000 | PA      | $6712380.00   | 0.06%             | 2042-11-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Five Point Operating Co. LP                                               | Five Point Operating Co. LP                                                                 | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     153000 | PA      | $156369.06    | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ZoomInfo Technologies LLC                                                 | ZoomInfo Technologies LLC                                                                   | CUSIP: 98981BAA0<br>LEI: 254900NOX7TLOJ3WS309 | Long             | DBT              | CORP              | US        |     706000 | PA      | $665923.35    | 0.01%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10-Year Note                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -1564 | NC      | $989041.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pike Corp.                                                                | Pike Corp., 1st Lien Term Loan                                                              | CUSIP: 72108PAR5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | LON              | CORP              | US        |    1963170 | PA      | $1975067.23   | 0.02%             | 2028-01-21      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                          | Salesforce, Inc.                                                                            | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      10771 | NS      | $2719871.91   | 0.03%             | 2025-12-01      | Fixed         | 22.79%                | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                                      | Steel Dynamics, Inc.                                                                        | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |       3938 | NS      | $617478.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Capital LLC                                                | Outfront Media Capital LLC                                                                  | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     145000 | PA      | $153172.90    | 0.00%             | 2031-02-15      | Fixed         | 7.38%                 | 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        |    6288810 | PA      | $6300633.18   | 0.06%             | 2029-10-19      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| AAR Corp.                                                                 | AAR Corp.                                                                                   | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      10600 | NS      | $2562234.18   | 0.02%             | 2025-11-24      | Fixed         | 16.57%                | No            |                  2 | On Loan: No      |
| Raymond James Financial, Inc.                                             | Raymond James Financial, Inc.                                                               | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |       3502 | NS      | $555662.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp.                                                                 | FNB Corp.                                                                                   | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |    2344000 | PA      | $2389787.95   | 0.02%             | 2030-12-11      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Digicel International Finance Ltd.                                        | Digicel International Finance Ltd., 1st Lien Term Loan                                      | CUSIP: G2761UAC5<br>LEI: N/A                  | Long             | LON              | CORP              | JM        |    1040000 | PA      | $1020760.00   | 0.01%             | 2032-08-09      | Variable      | 9.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $20.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Severn Trent plc                                                          | Severn Trent plc                                                                            | CUSIP: N/A<br>LEI: 213800RPBXRETY4A4C59       | Long             | EC               | CORP              | GB        |      90714 | NS      | $3316050.63   | 0.03%             |  |  |  | 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        |     804812 | PA      | $807492.53    | 0.01%             | 2031-06-12      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                                            | ARES Commercial Mortgage Trust, Series 2024-IND, Class A                                    | CUSIP: 03990DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1270000 | PA      | $1272381.25   | 0.01%             | 2041-07-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                            | Univision Communications, Inc.                                                              | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     737000 | PA      | $753807.29    | 0.01%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                                | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    5387000 | PA      | $5041777.44   | 0.05%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 58B-R Ltd.                                     | Golub Capital Partners CLO 58B-R Ltd., Series 2021-58A, Class A1R                           | CUSIP: 38181NAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2350000 | PA      | $2353103.88   | 0.02%             | 2037-10-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     393000 | PA      | $2441.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                      | Clear Channel Outdoor Holdings, Inc., 1st Lien Term Loan                                    | CUSIP: 18452RAF2<br>LEI: 254900XBEE6V1ENYS150 | Long             | LON              | CORP              | US        |     655693 | PA      | $656316.23    | 0.01%             | 2028-08-23      | Variable      | 8.08%                 | No            |                  2 | On Loan: No      |
| Orix JREIT, Inc.                                                          | Orix JREIT, Inc.                                                                            | CUSIP: N/A<br>LEI: 353800WVNTBIU65TA247       | Long             | EC               | CORP              | JP        |       2214 | NS      | $1498613.21   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sixth Street CLO XIV Ltd.                                                 | Sixth Street CLO XIV Ltd., Series 2019-14A, Class CR2                                       | CUSIP: 83013NAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3250000 | PA      | $3253726.13   | 0.03%             | 2038-01-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Texas Debt Capital Euro CLO DAC                                           | Texas Debt Capital Euro CLO DAC, Series 2024-1X, Class D                                    | CUSIP: N/A<br>LEI: 6354005CUY8PX5XJT459       | Long             | ABS-CBDO         | CORP              | IE        |     500000 | PA      | $577321.87    | 0.01%             | 2038-07-16      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                   | Eni SpA                                                                                     | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |     242447 | NS      | $4470597.47   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                        | Kingdom of Morocco                                                                          | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |    1115000 | PA      | $1327616.51   | 0.01%             | 2035-04-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MKS, Inc.                                                                 | MKS, Inc.                                                                                   | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |     681000 | PA      | $817200.00    | 0.01%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                          | IndyMac INDX Mortgage Loan Trust, Series 2007-AR15, Class 2A1                               | CUSIP: 45669JAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     414119 | PA      | $289376.08    | 0.00%             | 2037-08-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                                          | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      97000 | PA      | $98320.44     | 0.00%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    1704000 | PA      | $4160.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                                                                  | Vinci SA                                                                                    | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |     104457 | NS      | $13967604.48  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                                                  | Unipol Assicurazioni SpA                                                                    | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | DBT              | CORP              | IT        |     800000 | PA      | $971378.73    | 0.01%             | 2034-05-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                             | Novelis Corp.                                                                               | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     327000 | PA      | $339439.73    | 0.00%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RR Donnelley & Sons Co.                                                   | RR Donnelley & Sons Co.                                                                     | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |    1096000 | PA      | $1123750.72   | 0.01%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                                                         | Genuine Parts Co.                                                                           | CUSIP: 83371T665<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |       7431 | NS      | $952107.97    | 0.01%             | 2025-12-10      | Fixed         | 16.45%                | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     600000 | PA      | $733092.32    | 0.01%             | 2030-10-30      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Republic of Bulgaria                                                      | Bulgaria Government Bond                                                                    | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |     732000 | PA      | $732095.16    | 0.01%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Assets Trust                                       | American Home Mortgage Assets Trust, Series 2006-3, Class 1A1                               | CUSIP: 02660UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6804220 | PA      | $5580046.52   | 0.05%             | 2046-10-25      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO 9                                                          | Pikes Peak CLO 9, Series 2021-9A, Class BR                                                  | CUSIP: 72134AAS4<br>LEI: 549300284I6A3LHC6S83 | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $3001545.60   | 0.03%             | 2038-10-27      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                        | Johnson Controls International plc                                                          | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |       3403 | NS      | $389269.17    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pregis TopCo LLC                                                          | Pregis Topco LLC, 1st Lien Term Loan                                                        | CUSIP: 74045BAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1218117 | PA      | $1224975.01   | 0.01%             | 2029-02-01      | Variable      | 7.96%                 | 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        |    2961746 | PA      | $2964589.24   | 0.03%             | 2029-12-20      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.                          | American Builders & Contractors Supply Co., Inc.                                            | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |      30000 | PA      | $28624.78     | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                            | NiSource, Inc.                                                                              | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     462000 | PA      | $475113.46    | 0.00%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| nVent Electric plc                                                        | nVent Electric plc                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |       4139 | NS      | $473294.65    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp.                                                                 | RTX Corp.                                                                                   | CUSIP: 83371T814<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      21900 | NS      | $3605852.19   | 0.03%             | 2025-11-13      | Fixed         | 23.21%                | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                               | Bank Gospodarstwa Krajowego                                                                 | CUSIP: 06237MAC7<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    1140000 | PA      | $1205390.40   | 0.01%             | 2034-07-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                   | American Airlines, Inc.                                                                     | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     291000 | PA      | $303595.06    | 0.00%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Invitation Homes, Inc.                                                    | Invitation Homes, Inc.                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | SN               | CORP              | US        |     231342 | NS      | $6556761.19   | 0.06%             | 2025-12-03      | Fixed         | 16.61%                | No            |                  2 | On Loan: No      |
| BFLD Commercial Mortgage Trust                                            | BFLD Commercial Mortgage Trust, Series 2025-5MW, Class A                                    | CUSIP: 088921AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3203000 | PA      | $3200674.94   | 0.03%             | 2042-10-10      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1193.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Assurant, Inc.                                                            | Assurant, Inc.                                                                              | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      44968 | NS      | $9520624.96   | 0.09%             |  |  |  | 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        |    1219000 | PA      | $1224339.22   | 0.01%             | 2032-09-13      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| HONO Mortgage Trust                                                       | HONO Mortgage Trust, Series 2021-LULU, Class A                                              | CUSIP: 40390MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8500000 | PA      | $8415000.00   | 0.08%             | 2036-10-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                   | Molina Healthcare, Inc.                                                                     | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       9362 | NS      | $1432947.72   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Virgin Media Secured Finance plc                                          | Virgin Media Secured Finance plc                                                            | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $392652.24    | 0.00%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                              | Fiserv, Inc.                                                                                | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     174000 | PA      | $172738.68    | 0.00%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Luna 1.5 SARL                                                             | Luna 1.5 SARL                                                                               | CUSIP: N/A<br>LEI: 64884UZ60Y77J5XK5C41       | Long             | DBT              | CORP              | LU        |     165000 | PA      | $197100.56    | 0.00%             | 2032-07-01      | Fixed         | 10.50%                | 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        |     999938 | PA      | $1003377.58   | 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        |    1200870 | PA      | $1201530.48   | 0.01%             | 2032-01-19      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Dolcetto Holdco SpA                                                       | Dolcetto Holdco SpA                                                                         | CUSIP: N/A<br>LEI: 81560029E819F2CE4A42       | Long             | DBT              | CORP              | IT        |     142000 | PA      | $164852.58    | 0.00%             | 2032-07-14      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                               | Asurion LLC, 1st Lien Term Loan B13                                                         | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    3944647 | PA      | $3926580.90   | 0.04%             | 2030-09-19      | Variable      | 8.21%                 | No            |                  2 | On Loan: No      |
| Loxam SAS                                                                 | Loxam SAS                                                                                   | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |     894000 | PA      | $1027219.68   | 0.01%             | 2031-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Contego CLO V DAC                                                         | Contego CLO V DAC, Series 5X, Class DR                                                      | CUSIP: N/A<br>LEI: 549300RF10WJ1D9VYK55       | Long             | ABS-CBDO         | CORP              | IE        |     770000 | PA      | $886902.62    | 0.01%             | 2037-10-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| DBC Mortgage Trust                                                        | DBC Mortgage Trust, Series 2025-DBC, Class C                                                | CUSIP: 23306HAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4162000 | PA      | $4169803.75   | 0.04%             | 2038-06-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                | Vmed O2 UK Financing I plc                                                                  | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     800000 | PA      | $730398.24    | 0.01%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                                          | CUSIP: 87264ADV4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     543000 | PA      | $607402.91    | 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        |     626883 | PA      | $537163.38    | 0.01%             | 2030-02-18      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc., Series X                                                                   | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1043173.95   | 0.01%             | 2026-02-18      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                                 | MFA Trust, Series 2023-NQM2, Class A1                                                       | CUSIP: 55285WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9604958 | PA      | $9511931.16   | 0.09%             | 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        |     201634 | NS      | $2072986.42   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Teleperformance SE                                                        | Teleperformance SE                                                                          | CUSIP: N/A<br>LEI: 9695004GI61FHFFNRG61       | Long             | EC               | CORP              | FR        |       6264 | NS      | $447303.31    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Co.                                                        | General Motors Co.                                                                          | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    2438000 | PA      | $2496750.97   | 0.02%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2025-NQM2, Class M1                                    | CUSIP: 066930AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1342400 | PA      | $1378565.20   | 0.01%             | 2065-05-25      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                            | Bayview Commercial Asset Trust, Series 2005-3A, Class A1                                    | CUSIP: 07324SCB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     410023 | PA      | $399469.39    | 0.00%             | 2035-11-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp., Series FIX                                                           | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     962000 | PA      | $993302.95    | 0.01%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                      | Clear Channel Outdoor Holdings, Inc.                                                        | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    2754000 | PA      | $2887202.72   | 0.03%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA                                                                    | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |    5200000 | PA      | $5750428.82   | 0.05%             | 2030-06-15      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| AltaGas Ltd.                                                              | AltaGas Ltd.                                                                                | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |     229000 | PA      | $234756.17    | 0.00%             | 2054-10-15      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                          | Welltower OP LLC                                                                            | CUSIP: 95040QAP9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    1064000 | PA      | $965682.91    | 0.01%             | 2032-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP                                              | Scientific Games Holdings LP                                                                | CUSIP: 80874DAA4<br>LEI: 549300W5GPFXXB6TQ330 | Long             | DBT              | CORP              | US        |     295000 | PA      | $269464.51    | 0.00%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                       | Herc Holdings, Inc., 1st Lien Term Loan                                                     | CUSIP: 42705FAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     454000 | PA      | $455511.82    | 0.00%             | 2032-06-02      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                                | Lamb Weston Holdings, Inc.                                                                  | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |      57370 | NS      | $3541450.10   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Orsted A/S                                                                | Orsted A/S                                                                                  | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | NUSS              | DK        |     886000 | PA      | $870043.80    | 0.01%             | 3021-02-18      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                         | FirstEnergy Corp.                                                                           | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |     193360 | NS      | $8890057.88   | 0.08%             | 2025-11-26      | Fixed         | 22.47%                | No            |                  2 | On Loan: No      |
| LoanCore 2025 Issuer LLC                                                  | LoanCore 2025 Issuer LLC, Series 2025-CRE8, Class A                                         | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8940000 | PA      | $8933570.89   | 0.08%             | 2042-08-17      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP                                              | MPT Operating Partnership LP                                                                | CUSIP: 55342UAQ7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |    1875000 | PA      | $1964405.63   | 0.02%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                            | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    1885000 | PA      | $1902709.22   | 0.02%             | 2031-08-04      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                        | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1431735.44   | 0.01%             | 2034-10-23      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                              | Bear Stearns Asset-Backed Securities I Trust, Series 2006-AC1, Class 1A2                    | CUSIP: 07387UCF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     582425 | PA      | $609473.72    | 0.01%             | 2036-02-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                        | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     784000 | PA      | $781670.30    | 0.01%             | 2029-04-23      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Regatta XXVIII Funding Ltd.                                               | Regatta XXVIII Funding Ltd., Series 2024-2A, Class A1                                       | CUSIP: 75901PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2500000 | PA      | $2508438.75   | 0.02%             | 2037-04-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                          | Fantasia Holdings Group Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |    2640000 | PA      | $39600.00     | 0.00%             | 2024-10-19      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                                   | Progressive Corp. (The)                                                                     | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      17669 | NS      | $3639814.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                        | MDGH GMTN RSC Ltd.                                                                          | CUSIP: 55285GAD6<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |     666000 | PA      | $662257.08    | 0.01%             | 2033-11-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Mehilainen Yhtiot Oy                                                      | Mehilainen Yhtiot Oy                                                                        | CUSIP: N/A<br>LEI: 2138006X78HGYRHS5865       | Long             | DBT              | CORP              | FI        |     221000 | PA      | $256268.03    | 0.00%             | 2032-06-30      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Invincible Investment Corp.                                               | Invincible Investment Corp.                                                                 | CUSIP: N/A<br>LEI: 353800JY6M2692VAV685       | Long             | EC               | CORP              | JP        |       4915 | NS      | $2195992.24   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                      | Anheuser-Busch InBev Worldwide, Inc.                                                        | CUSIP: 035240AF7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     142000 | PA      | $155527.58    | 0.00%             | 2035-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                                    | Becton Dickinson & Co.                                                                      | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      12461 | NS      | $2231504.13   | 0.02%             | 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        |     457000 | NS      | $2260891.82   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Herens Holdco SARL                                                        | Herens Holdco SARL                                                                          | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |     777000 | PA      | $655905.40    | 0.01%             | 2028-05-15      | Fixed         | 4.75%                 | 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        |    1504909 | PA      | $1506789.88   | 0.01%             | 2031-05-26      | Variable      | 6.55%                 | No            |                  3 | On Loan: No      |
| Banco de Sabadell SA                                                      | Banco de Sabadell SA                                                                        | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |     600000 | PA      | $699658.09    | 0.01%             | 2027-05-19      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Gerdau Trade, Inc.                                                        | Gerdau Trade, Inc.                                                                          | CUSIP: 37373WAE0<br>LEI: 5493008RWEW71JB0LO29 | Long             | DBT              | CORP              | VG        |     612000 | PA      | $635794.56    | 0.01%             | 2035-06-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Planview Parent, Inc.                                                     | Planview Parent, Inc., 1st Lien Term Loan B                                                 | CUSIP: 72751PAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     524764 | PA      | $511151.22    | 0.00%             | 2027-12-17      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Element Solutions, Inc.                                                   | Element Solutions, Inc.                                                                     | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |    1535000 | PA      | $1485573.15   | 0.01%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                          | Raiffeisen Bank International AG                                                            | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | EC               | CORP              | AT        |      24366 | NS      | $908368.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                              | Ecopetrol SA                                                                                | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    1100000 | PA      | $1192455.00   | 0.01%             | 2033-01-13      | Fixed         | 8.88%                 | 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        |    3262660 | PA      | $3262659.69   | 0.03%             | 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        |      74000 | PA      | $75674.97     | 0.00%             | 2033-02-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                                 | Westinghouse Air Brake Technologies Corp.                                                   | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |       1531 | NS      | $312997.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CCC Intelligent Solutions, Inc.                                           | CCC Intelligent Solutions, Inc., 1st Lien Term Loan                                         | CUSIP: 12511BAC6<br>LEI: 5493006JEEL9RIWY5T17 | Long             | LON              | CORP              | US        |    6191173 | PA      | $6194082.39   | 0.06%             | 2032-01-23      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                | Vmed O2 UK Financing I plc                                                                  | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |    1401000 | PA      | $1644324.24   | 0.02%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                                                 | Aon Corp.                                                                                   | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     912000 | PA      | $857447.34    | 0.01%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                                 | MFA Trust, Series 2022-CHM1, Class M1                                                       | CUSIP: 552758AB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3600484.40   | 0.03%             | 2056-09-25      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                     | Republic of Guatemala                                                                       | CUSIP: 401494AX7<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    1076000 | PA      | $1183826.39   | 0.01%             | 2032-10-04      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     137000 | PA      | $1542.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC                                                        | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     308749 | PA      | $312285.10    | 0.00%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Regatta XXIV Funding Ltd.                                                 | Regatta XXIV Funding Ltd., Series 2021-5A, Class AR                                         | CUSIP: 75889HAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $3007608.60   | 0.03%             | 2038-01-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                        | Koninklijke KPN NV                                                                          | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |    2897714 | NS      | $13409065.45  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                    | Velocity Commercial Capital Loan Trust, Series 2024-5, Class M3                             | CUSIP: 92261AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3033795 | PA      | $3039362.62   | 0.03%             | 2054-10-25      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                  | Bayer AG (Registered)                                                                       | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |     175236 | NS      | $5450626.43   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Croda International plc                                                   | Croda International plc                                                                     | CUSIP: N/A<br>LEI: 2138004WCNBFJEEOXV26       | Long             | EC               | CORP              | GB        |      15749 | NS      | $597849.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                            | NiSource, Inc.                                                                              | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $956795.65    | 0.01%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Grifols SA                                                                | Grifols SA                                                                                  | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |     522000 | PA      | $632151.69    | 0.01%             | 2030-05-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                           | Solventum Corp.                                                                             | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |      13739 | NS      | $948540.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRANICKS Group AG                                                         | BRANICKS Group AG                                                                           | CUSIP: N/A<br>LEI: 52990044JL2ZPWONU738       | Long             | DBT              | CORP              | DE        |     900000 | PA      | $835051.51    | 0.01%             | 2026-09-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Energean plc                                                              | Energean plc                                                                                | CUSIP: N/A<br>LEI: 549300RVMKU0CYUZBB05       | Long             | DBT              | CORP              | GB        |     213000 | PA      | $246552.98    | 0.00%             | 2031-05-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                    | Home Depot, Inc. (The)                                                                      | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      16328 | NS      | $6197945.52   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell International LLC                                                    | Dell International LLC                                                                      | CUSIP: 24703DBT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1920000 | PA      | $1914524.37   | 0.02%             | 2032-10-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                     | Sumitomo Mitsui Financial Group, Inc.                                                       | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     330000 | PA      | $316460.39    | 0.00%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                        | Altria Group, Inc.                                                                          | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    5089000 | PA      | $4472047.15   | 0.04%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1710.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HT Troplast GmbH                                                          | HT Troplast GmbH                                                                            | CUSIP: N/A<br>LEI: 529900Y2N2GAY3FXGP86       | Long             | DBT              | CORP              | DE        |    1459000 | PA      | $1746738.67   | 0.02%             | 2028-07-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDIT                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    4351985 | PA      | $-209.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                   | Citigroup Global Markets Holdings, Inc., Series DM1c                                        | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |      34400 | NS      | $846959.17    | 0.01%             | 2025-12-18      | Fixed         | 24.20%                | 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        |     520912 | PA      | $521021.15    | 0.00%             | 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        |    1003236 | PA      | $1003146.07   | 0.01%             | 2031-11-19      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                | Pacific Gas & Electric Co.                                                                  | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    5344000 | PA      | $4783173.23   | 0.05%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                  | COLT Mortgage Loan Trust, Series 2025-6, Class B1                                           | CUSIP: 19689BAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     356989 | PA      | $360579.81    | 0.00%             | 2070-08-25      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| Crocs, Inc.                                                               | Crocs, Inc.                                                                                 | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |      40000 | PA      | $36725.98     | 0.00%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                 | Airbus SE                                                                                   | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |       4687 | NS      | $1155679.05   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LGI Homes, Inc.                                                           | LGI Homes, Inc.                                                                             | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     166000 | PA      | $172639.17    | 0.00%             | 2028-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                           | PECO Energy Co.                                                                             | CUSIP: 693304BF3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     537000 | PA      | $550087.65    | 0.01%             | 2033-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                     | Cardinal Health, Inc.                                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      41598 | NS      | $7061942.47   | 0.07%             | 2025-12-09      | Fixed         | 19.63%                | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                | PG&E Corp.                                                                                  | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     523000 | PA      | $517563.52    | 0.00%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                    | AXA SA                                                                                      | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |     152800 | NS      | $6629749.28   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Robinhood Markets, Inc.                                                   | Robinhood Markets, Inc., Series 122z                                                        | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       8466 | NS      | $1213557.06   | 0.01%             | 2025-12-01      | Fixed         | 43.69%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $10878.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Whatabrands LLC                                                           | Whatabrands LLC, 1st Lien Term Loan B                                                       | CUSIP: 96244UAJ6<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |    1249904 | PA      | $1252153.42   | 0.01%             | 2028-08-03      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                       | Kinder Morgan, Inc.                                                                         | CUSIP: 494553AE0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    1201000 | PA      | $1235853.12   | 0.01%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                       | Kinetik Holdings LP                                                                         | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |      62000 | PA      | $62463.39     | 0.00%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                     | OneMain Finance Corp.                                                                       | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     339000 | PA      | $349888.34    | 0.00%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                       | Realty Income Corp.                                                                         | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     410000 | PA      | $416787.45    | 0.00%             | 2035-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                       | Hilcorp Energy I LP, 1st Lien Term Loan                                                     | CUSIP: 431319AH5<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |    1292505 | PA      | $1293319.28   | 0.01%             | 2030-02-06      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP                                                      | Boots Group Finco LP                                                                        | CUSIP: N/A<br>LEI: 254900YVLYOVF1PF1N93       | Long             | DBT              | CORP              | US        |     282000 | PA      | $380675.13    | 0.00%             | 2032-08-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| McCormick & Co., Inc.                                                     | McCormick & Co., Inc. (Non-Voting)                                                          | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |      13276 | NS      | $851788.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco CLO Ltd.                                                          | Invesco CLO Ltd., Series 2022-1A, Class C                                                   | CUSIP: 460988AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5008014.00   | 0.05%             | 2035-04-20      | Floating      | 6.03%                 | 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        |    1063960 | PA      | $1071609.87   | 0.01%             | 2031-10-03      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                | Vmed O2 UK Financing I plc                                                                  | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |    2011000 | PA      | $2390852.96   | 0.02%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp.                                                    | Costco Wholesale Corp., Series F11L                                                         | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      16126 | NS      | $14651794.87  | 0.14%             | 2025-12-12      | Fixed         | 9.72%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc., Series T                                                                   | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     519000 | PA      | $523312.37    | 0.00%             | 2026-08-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2018-W5FX, Class CFX           | CUSIP: 30307MAN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4627000 | PA      | $4316669.42   | 0.04%             | 2028-04-25      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                | Alibaba Group Holding Ltd.                                                                  | CUSIP: 01609WBP6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     351000 | PA      | $369469.62    | 0.00%             | 2035-05-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Intrum Investments And Financing AB                                       | Intrum Investments And Financing AB, Series 1                                               | CUSIP: N/A<br>LEI: 984500D7B1EFD7460452       | Long             | DBT              | CORP              | SE        |    1071724 | PA      | $1079658.08   | 0.01%             | 2028-09-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                     | Targa Resources Corp.                                                                       | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     556000 | PA      | $566073.91    | 0.01%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2025-NQM1, Class B3                                    | CUSIP: 06744WAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1273000 | PA      | $1231539.66   | 0.01%             | 2065-01-25      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-8270.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Greene King Finance plc                                                   | Greene King Finance plc, Series B2                                                          | CUSIP: N/A<br>LEI: 213800QIJMYMW6TSBG41       | Long             | SN               | CORP              | GB        |     100000 | PA      | $118240.88    | 0.00%             | 2036-03-15      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| SK Invictus Intermediate II SARL                                          | SK Invictus Intermediate II SARL                                                            | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    1181000 | PA      | $1161310.72   | 0.01%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                                          | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      41000 | PA      | $41496.08     | 0.00%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp.                                                                               | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1179000 | PA      | $1139409.39   | 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        |    5413000 | PA      | $5433347.47   | 0.05%             | 2039-10-13      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Pachelbel Bidco SpA                                                       | Pachelbel Bidco SpA                                                                         | CUSIP: N/A<br>LEI: 8156005DA07CDD50CC46       | Long             | DBT              | CORP              | IT        |     593000 | PA      | $688570.25    | 0.01%             | 2031-05-17      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| CML Project Cold                                                          | CML Project Cold, 1st Lien Term Loan                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    6593813 | PA      | $7600358.12   | 0.07%             | 2031-09-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| TICP CLO XII Ltd.                                                         | TICP CLO XII Ltd., Series 2018-12A, Class CR                                                | CUSIP: 87250FAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   13450000 | PA      | $13463213.28  | 0.13%             | 2034-07-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                       | Synchrony Financial                                                                         | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    1245000 | PA      | $1254229.06   | 0.01%             | 2029-07-29      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                             | Empresa Nacional del Petroleo                                                               | CUSIP: 29245JAN2<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | NUSS              | CL        |     656000 | PA      | $693923.36    | 0.01%             | 2033-05-10      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| EDP SA                                                                    | EDP SA                                                                                      | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |    2700000 | PA      | $3243349.18   | 0.03%             | 2054-05-29      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                            | Long Beach Mortgage Loan Trust, Series 2006-7, Class 1A                                     | CUSIP: 54251TAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5763196 | PA      | $3009221.85   | 0.03%             | 2036-08-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                | Aviation Capital Group LLC                                                                  | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    5245000 | PA      | $5239844.79   | 0.05%             | 2030-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                              | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    2125000 | PA      | $2156370.82   | 0.02%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                                 | UDR, Inc.                                                                                   | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |     123344 | NS      | $4155459.36   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Learfield Communications LLC                                              | Learfield Communications LLC, 1st Lien Term Loan                                            | CUSIP: 00165HAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1152022 | PA      | $1159406.56   | 0.01%             | 2028-06-30      | Variable      | 8.66%                 | No            |                  2 | On Loan: No      |
| Proofpoint, Inc.                                                          | Proofpoint, Inc., 1st Lien Term Loan                                                        | CUSIP: 74345HAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     547000 | PA      | $548974.67    | 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        |    1595000 | PA      | $1628985.27   | 0.02%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                    | MidAmerican Energy Co.                                                                      | CUSIP: 595620AE5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |      80000 | PA      | $85762.54     | 0.00%             | 2035-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                                    | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    4826000 | PA      | $4901983.25   | 0.05%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                                | Archer-Daniels-Midland Co.                                                                  | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      50264 | NS      | $3040160.39   | 0.03%             | 2025-11-05      | Fixed         | 15.96%                | No            |                  2 | On Loan: No      |
| Qatari Rial                                                               | Qatari Rial                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | QA        |      54616 | OU      | $14983.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TICP CLO VI Ltd.                                                          | TICP CLO VI Ltd., Series 2016-6A, Class BR2                                                 | CUSIP: 87246MAU6<br>LEI: 254900JG2DPAYUCW8T83 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2003069.00   | 0.02%             | 2034-01-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Telstra Group Ltd.                                                        | Telstra Group Ltd.                                                                          | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | EC               | CORP              | AU        |     449395 | NS      | $1435744.58   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                           | Sinclair Television Group, Inc.                                                             | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    1301000 | PA      | $1325836.09   | 0.01%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                               | Truist Bank                                                                                 | CUSIP: 89788JAH2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    2955000 | PA      | $2943356.00   | 0.03%             | 2029-10-23      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                            | NCL Corp. Ltd.                                                                              | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    1303000 | PA      | $1317878.96   | 0.01%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                                 | MFA Trust, Series 2025-NQM3, Class M1                                                       | CUSIP: 58004LAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     631579 | PA      | $635631.59    | 0.01%             | 2070-08-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                        | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2864000 | PA      | $2661902.16   | 0.03%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Lender LLC                                              | Rivers Enterprise Lender LLC                                                                | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     256000 | PA      | $258086.53    | 0.00%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                | CSMC Trust, Series 2022-LION, Class A                                                       | CUSIP: 12660TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8800000 | PA      | $8742885.36   | 0.08%             | 2027-02-15      | Floating      | 7.47%                 | No            |                  3 | On Loan: No      |
| Sixth Street CLO XVIII Ltd.                                               | Sixth Street CLO XVIII Ltd., Series 2021-18A, Class A1R                                     | CUSIP: 83012HAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5006597.00   | 0.05%             | 2038-10-17      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                        | Ares Capital Corp.                                                                          | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    2598000 | PA      | $2627468.00   | 0.02%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                     | OneMain Finance Corp.                                                                       | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     621000 | PA      | $638610.32    | 0.01%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                                | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1278000 | PA      | $1496562.28   | 0.01%             | 2033-11-13      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| Trane Technologies plc                                                    | Trane Technologies plc                                                                      | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |       4341 | NS      | $1947589.65   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DGWD Trust                                                                | DGWD Trust, Series 2025-INFL, Class A                                                       | CUSIP: 23347FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5197000 | PA      | $5219433.37   | 0.05%             | 2035-08-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                                | Lamb Weston Holdings, Inc.                                                                  | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     298000 | PA      | $287820.47    | 0.00%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2006-OA3, Class 2A1                                          | CUSIP: 12668BB77<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4063792 | PA      | $3869281.74   | 0.04%             | 2036-05-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                            | Takeda Pharmaceutical Co. Ltd.                                                              | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    1029000 | PA      | $937535.88    | 0.01%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Lightning Power LLC                                                       | Lightning Power LLC                                                                         | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |      95000 | PA      | $100629.51    | 0.00%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Henkel AG & Co. KGaA                                                      | Henkel AG & Co. KGaA, Series MTQH                                                           | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | Long             | SN               | CORP              | GB        |      50300 | NS      | $4082354.21   | 0.04%             | 2025-11-06      | Fixed         | 17.00%                | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                          | CSC Holdings LLC                                                                            | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    2793000 | PA      | $2591581.13   | 0.02%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Techem Verwaltungsgesellschaft 675 mbH                                    | Techem Verwaltungsgesellschaft 675 mbH                                                      | CUSIP: N/A<br>LEI: 529900N0M7FQHNAV1A41       | Long             | DBT              | CORP              | DE        |     206000 | PA      | $238167.97    | 0.00%             | 2032-07-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Telecom Italia Capital SA                                                 | Telecom Italia Capital SA                                                                   | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    1024000 | PA      | $1144915.79   | 0.01%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                             | Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2007-OA5, Class 1A       | CUSIP: 93364BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4318189 | PA      | $3664476.09   | 0.03%             | 2047-06-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                          | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     867000 | PA      | $930455.73    | 0.01%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                                             | Nomura Bank International plc                                                               | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      69914 | NS      | $8630720.88   | 0.08%             | 2025-12-17      | Fixed         | 15.92%                | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                 | Williams Cos., Inc. (The)                                                                   | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     514556 | NS      | $29777355.72  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co., Inc.                                            | American Water Works Co., Inc.                                                              | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      10000 | NS      | $1284300.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prysmian SpA                                                              | Prysmian SpA                                                                                | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | DBT              | CORP              | IT        |    1380000 | PA      | $1660307.10   | 0.02%             | 2030-05-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                          | Bombardier, Inc.                                                                            | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     675000 | PA      | $727988.85    | 0.01%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                     | Walt Disney Co. (The), Series DM02                                                          | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |       7000 | NS      | $780121.88    | 0.01%             | 2025-12-04      | Fixed         | 25.28%                | No            |                  2 | On Loan: No      |
| Barrick Mining Corp.                                                      | Barrick Mining Corp.                                                                        | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |      59395 | NS      | $1948156.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                        | Venture Global Plaquemines LNG LLC                                                          | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     456000 | PA      | $501462.74    | 0.00%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                             | Novelis Corp.                                                                               | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     439000 | PA      | $424183.75    | 0.00%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                                     | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     575000 | PA      | $579492.19    | 0.01%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                    | Velocity Commercial Capital Loan Trust, Series 2025-4, Class M5                             | CUSIP: 92262JAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     830308 | PA      | $757006.59    | 0.01%             | 2055-09-25      | Variable      | 10.06%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2458.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                              | San Diego Gas & Electric Co., Series VVV                                                    | CUSIP: 797440BZ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     186000 | PA      | $164501.82    | 0.00%             | 2030-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                                       | Azorra Finance Ltd.                                                                         | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     521000 | PA      | $544946.72    | 0.01%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                           | Intercontinental Exchange, Inc.                                                             | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     449000 | PA      | $381133.65    | 0.00%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| KSL Trust 2025-MAK                                                        | KSL Trust                                                                                   | CUSIP: 50116JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2007058.58   | 0.02%             | 2030-06-15      | Floating      | 8.12%                 | 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        |    3020000 | PA      | $3081076.78   | 0.03%             | 2044-12-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $44571.24     | 0.00%             |  |  |  | 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        |    8362359 | PA      | $8072944.59   | 0.08%             | 2067-02-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Lear Corp.                                                                | Lear Corp.                                                                                  | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      13000 | NS      | $1365734.34   | 0.01%             | 2025-11-10      | Fixed         | 33.23%                | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 75B Ltd.                                       | Golub Capital Partners CLO 75B Ltd., Series 2024-75A, Class A1                              | CUSIP: 38179YAA8<br>LEI: 254900Q9J0ZXOH0PUQ28 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2004773.60   | 0.02%             | 2037-07-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                               | L3Harris Technologies, Inc.                                                                 | CUSIP: 413875AS4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     594000 | PA      | $593305.70    | 0.01%             | 2035-04-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Turk Telekomunikasyon A/S                                                 | Turk Telekomunikasyon A/S                                                                   | CUSIP: 90011QAE0<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |     536000 | PA      | $541295.68    | 0.01%             | 2032-10-07      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Hologic, Inc.                                                             | Hologic, Inc.                                                                               | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      15707 | NS      | $1160904.37   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockford Tower CLO Ltd.                                                   | Rockford Tower CLO Ltd., Series 2017-3A, Class C                                            | CUSIP: 77341DAG2<br>LEI: 549300V5ZF7112UGSH89 | Long             | ABS-CBDO         | CORP              | KY        |    2300000 | PA      | $2305838.09   | 0.02%             | 2030-10-20      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust, Inc.                                       | Citigroup Mortgage Loan Trust, Inc., Series 2006-WFH2, Class M3                             | CUSIP: 17309MAG8<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-O            | CORP              | US        |    2920020 | PA      | $2701038.25   | 0.03%             | 2036-08-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                       | Herc Holdings, Inc.                                                                         | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    1345000 | PA      | $1418037.54   | 0.01%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Colbun SA                                                                 | Colbun SA                                                                                   | CUSIP: 192714AE3<br>LEI: 5493003VQJLE2QB8IF36 | Long             | DBT              | CORP              | CL        |     539000 | PA      | $492344.16    | 0.00%             | 2032-01-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Greene King Finance plc                                                   | Greene King Finance plc, Series B1                                                          | CUSIP: N/A<br>LEI: 213800QIJMYMW6TSBG41       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $120203.55    | 0.00%             | 2034-12-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                             | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     137000 | PA      | $135074.63    | 0.00%             | 2028-02-24      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                                        | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5490000 | PA      | $5777774.05   | 0.05%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2895.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| USA Compression Partners LP                                               | USA Compression Partners LP                                                                 | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     766000 | PA      | $791155.44    | 0.01%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $47431.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deepocean Ltd.                                                            | Deepocean Ltd.                                                                              | CUSIP: N/A<br>LEI: 213800OYKN2J6ZFIFU40       | Long             | DBT              | CORP              | JE        |     442000 | PA      | $517859.72    | 0.00%             | 2031-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury Long Bond                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -55 | NC      | $29096.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ohio Power Co.                                                            | Ohio Power Co., Series F                                                                    | CUSIP: 199575AV3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     129000 | PA      | $136286.43    | 0.00%             | 2035-10-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2025-NQM1, Class A1                                    | CUSIP: 06744WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11981653 | PA      | $12061846.04  | 0.11%             | 2065-01-25      | Variable      | 5.66%                 | 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        |     880465 | PA      | $694942.28    | 0.01%             | 2028-10-06      | Variable      | 8.28%                 | No            |                  2 | On Loan: No      |
| Ball Corp.                                                                | Ball Corp.                                                                                  | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     215000 | PA      | $217612.47    | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RealPage, Inc.                                                            | RealPage, Inc., 1st Lien Term Loan                                                          | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    2714588 | PA      | $2708072.78   | 0.03%             | 2028-04-24      | Variable      | 7.26%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Co. (The)                                                     | Kraft Heinz Co. (The)                                                                       | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |      86600 | NS      | $2163606.63   | 0.02%             | 2025-12-15      | Fixed         | 26.72%                | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                   | Talen Energy Supply LLC, 1st Lien Term Loan B                                               | CUSIP: 87422LBA7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1264000 | PA      | $1262950.88   | 0.01%             | 2032-10-12      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                           | Telefonaktiebolaget LM Ericsson, Class B                                                    | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |     309210 | NS      | $3137203.73   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Wellington Management CLO 3 Ltd.                                          | Wellington Management CLO 3 Ltd., Series 2024-3A, Class A1                                  | CUSIP: 949575AA2<br>LEI: 2138007662K4YWZ79U31 | Long             | ABS-CBDO         | CORP              | JE        |    5000000 | PA      | $5012037.50   | 0.05%             | 2037-07-18      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                            | Commerzbank AG                                                                              | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |    1000000 | PA      | $1231592.69   | 0.01%             | 2029-10-09      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| PGA Trust                                                                 | PGA Trust, Series 2024-RSR2, Class A                                                        | CUSIP: 69381CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2850000 | PA      | $2852671.88   | 0.03%             | 2039-06-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                        | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3986000 | PA      | $4089455.35   | 0.04%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                                                 | Forvia SE                                                                                   | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |     550000 | PA      | $557904.60    | 0.01%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                              | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     395000 | PA      | $394257.01    | 0.00%             | 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        |      86009 | NS      | $2150877.77   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                                        | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     163000 | PA      | $169939.64    | 0.00%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Orbcomm, Inc.                                                             | Orbcomm, Inc., 1st Lien Term Loan                                                           | CUSIP: 68558RAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     897189 | PA      | $829899.56    | 0.01%             | 2028-09-01      | Variable      | 8.50%                 | No            |                  3 | On Loan: No      |
| Mativ Holdings, Inc.                                                      | Mativ Holdings, Inc.                                                                        | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |     160000 | PA      | $155046.05    | 0.00%             | 2029-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                | Fertitta Entertainment LLC                                                                  | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     222000 | PA      | $212406.20    | 0.00%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trust                                           | LSTAR Commercial Mortgage Trust, Series 2017-5, Class X                                     | CUSIP: 54910TBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   30746599 | PA      | $213541.28    | 0.00%             | 2050-03-10      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                   | America Movil SAB de CV                                                                     | CUSIP: 02364WBH7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    1257000 | PA      | $1228987.76   | 0.01%             | 2029-04-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Worldline SA                                                              | Worldline SA                                                                                | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $193285.87    | 0.00%             | 2028-09-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                            | GLP Capital LP                                                                              | CUSIP: 361841AP4<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |     354000 | PA      | $342912.30    | 0.00%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LondonMetric Property plc                                                 | LondonMetric Property plc                                                                   | CUSIP: N/A<br>LEI: 213800OCERWWPQDURL87       | Long             | EC               | CORP              | GB        |    2440876 | NS      | $6106597.51   | 0.06%             |  |  |  | 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        |    3508486 | PA      | $3511222.96   | 0.03%             | 2031-12-29      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Brookdale Senior Living, Inc.                                             | Brookdale Senior Living, Inc.                                                               | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               | CORP              | US        |     508060 | NS      | $4709716.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LABL, Inc.                                                                | LABL, Inc., 1st Lien Term Loan B                                                            | CUSIP: 50168EAN2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | LON              | CORP              | US        |    2750495 | PA      | $2064824.23   | 0.02%             | 2028-10-30      | Variable      | 8.94%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                 | Bank of Nova Scotia (The)                                                                   | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |     139618 | NS      | $9157220.65   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                                                        | Banco Santander SA                                                                          | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |     367570 | NS      | $3745608.06   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                                          | UWM Holdings LLC                                                                            | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     507000 | PA      | $516524.00    | 0.00%             | 2030-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                                          | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     335000 | PA      | $325028.39    | 0.00%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                                   | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     142000 | PA      | $150695.23    | 0.00%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Avient Corp.                                                              | Avient Corp.                                                                                | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     164000 | PA      | $167436.89    | 0.00%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                 | Toyota Motor Credit Corp.                                                                   | CUSIP: 89236TJF3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $955253.74    | 0.01%             | 2028-04-06      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                                    | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     430000 | PA      | $445095.20    | 0.00%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2788.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp.                                                                               | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     223000 | PA      | $192763.17    | 0.00%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                             | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    2747000 | PA      | $2846669.40   | 0.03%             | 2034-01-31      | Fixed         | 6.75%                 | 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        |     837380 | PA      | $831937.38    | 0.01%             | 2031-04-23      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                      | Ally Financial, Inc.                                                                        | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     950000 | PA      | $1002108.61   | 0.01%             | 2030-01-03      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Mortgage Trust                                  | Fontainebleau Miami Beach Mortgage Trust, Series 2024-FBLU, Class A                         | CUSIP: 34461WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10700000 | PA      | $10713254.09  | 0.10%             | 2039-12-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                               | Allied Universal Holdco LLC                                                                 | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    5072000 | PA      | $5281046.69   | 0.05%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                        | General Motors Financial Co., Inc., Series C                                                | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1079000 | PA      | $1082446.33   | 0.01%             | 2030-09-30      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                                           | Impac CMB Trust, Series 2005-6, Class 1A1                                                   | CUSIP: 45254NQG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     928791 | PA      | $856331.45    | 0.01%             | 2035-10-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Eiffage SA                                                                | Eiffage SA                                                                                  | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |      17251 | NS      | $2122732.99   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                         | EMRLD Borrower LP, 1st Lien Term Loan                                                       | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    3642162 | PA      | $3626755.81   | 0.03%             | 2031-08-04      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                       | Volkswagen International Finance NV                                                         | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $238318.69    | 0.00%             | 2030-11-15      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Medical Solutions Holdings, Inc.                                          | Medical Solutions Holdings, Inc., 2nd Lien Term Loan                                        | CUSIP: 58462QAM3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     404000 | PA      | $82820.00     | 0.00%             | 2029-11-01      | Variable      | 10.94%                | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc., 1st Lien Term Loan J                                                       | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   10819668 | PA      | $10831569.93  | 0.10%             | 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        |    1573990 | PA      | $1576948.99   | 0.01%             | 2030-05-31      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                                 | BPR Trust, Series 2021-TY, Class E                                                          | CUSIP: 05592AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4495000 | PA      | $4444671.28   | 0.04%             | 2038-09-15      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems, Inc.                                           | Advanced Drainage Systems, Inc.                                                             | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |     574000 | PA      | $584753.32    | 0.01%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                   | GFL Environmental, Inc.                                                                     | CUSIP: 36168QAP9<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     550000 | PA      | $537893.46    | 0.01%             | 2029-08-15      | Fixed         | 4.38%                 | 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        |     132461 | NS      | $6521282.17   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Grange Holdings LLC                                                    | AP Grange Holdings LLC                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |     727000 | PA      | $780652.60    | 0.01%             | 2045-03-20      | Fixed         | 6.50%                 | Yes           |                  3 | On Loan: No      |
| Air Liquide SA                                                            | Air Liquide SA                                                                              | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |      45565 | NS      | $8818600.74   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Enpro, Inc.                                                               | Enpro, Inc.                                                                                 | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |     249000 | PA      | $254718.53    | 0.00%             | 2033-06-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Regency Centers Corp.                                                     | Regency Centers Corp.                                                                       | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |      73351 | NS      | $5057551.45   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                               | Marsh & McLennan Cos., Inc.                                                                 | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     204000 | PA      | $185611.42    | 0.00%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2016-LC25, Class XA                           | CUSIP: 95000JAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16704406 | PA      | $91573.55     | 0.00%             | 2059-12-15      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                          | CSC Holdings LLC                                                                            | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    1107000 | PA      | $971262.98    | 0.01%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| AHP Health Partners, Inc.                                                 | AHP Health Partners, Inc.                                                                   | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |     872000 | PA      | $867469.52    | 0.01%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO 9 Ltd.                                                    | Birch Grove CLO 9 Ltd., Series 2024-9A, Class A1                                            | CUSIP: 09077WAA6<br>LEI: 254900VS6E4BD1HWHW18 | Long             | ABS-CBDO         | CORP              | KY        |   17000000 | PA      | $17042491.50  | 0.16%             | 2037-10-22      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                    | Mauser Packaging Solutions Holding Co.                                                      | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     541000 | PA      | $534188.97    | 0.01%             | 2027-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AB Carval Euro CLO II-C DAC                                               | AB Carval Euro CLO II-C DAC, Series 2X, Class D                                             | CUSIP: N/A<br>LEI: 6354004BYSUDKD9P4215       | Long             | ABS-CBDO         | CORP              | IE        |     490000 | PA      | $566937.06    | 0.01%             | 2037-02-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes Trust                                               | Tricon American Homes Trust, Series 2020-SFR2, Class E2                                     | CUSIP: 89613JAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $948376.20    | 0.01%             | 2039-11-17      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                      | Meta Platforms, Inc.                                                                        | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     360000 | PA      | $356985.58    | 0.00%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                      | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     479000 | PA      | $544544.27    | 0.01%             | 2031-04-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ares LXXVII CLO Ltd.                                                      | Ares LXXVII CLO Ltd., Series 2025-77A, Class A1                                             | CUSIP: 03990KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2004470.00   | 0.02%             | 2038-07-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Rentokil Initial plc                                                      | Rentokil Initial plc, Series MTNR                                                           | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     765700 | NS      | $4199025.79   | 0.04%             | 2025-12-11      | Fixed         | 13.22%                | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                            | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    2180000 | PA      | $2090167.93   | 0.02%             | 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        |       6288 | NS      | $235556.85    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust          | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2006-AR8, Class 2A | CUSIP: 93935LAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3976821 | PA      | $3519708.81   | 0.03%             | 2046-10-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                       | Medline Borrower LP, 1st Lien Term Loan                                                     | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   12099988 | PA      | $12109910.24  | 0.11%             | 2028-10-23      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Dufry One BV                                                              | Dufry One BV                                                                                | CUSIP: N/A<br>LEI: 7245003K5MN9U7XW0808       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $236946.26    | 0.00%             | 2032-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| South Bow Corp.                                                           | South Bow Corp.                                                                             | CUSIP: 83671M105<br>LEI: 2549000XS5TAFA3YF943 | Long             | EC               | CORP              | CA        |      24001 | NS      | $622345.93    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amsted Industries, Inc.                                                   | Amsted Industries, Inc.                                                                     | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     589000 | PA      | $609576.72    | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Konecranes OYJ                                                            | Konecranes OYJ                                                                              | CUSIP: N/A<br>LEI: 549300EF0CDEQZBMA096       | Long             | EC               | CORP              | FI        |      17302 | NS      | $1707839.73   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TRI Pointe Homes, Inc.                                                    | TRI Pointe Homes, Inc.                                                                      | CUSIP: 87265HAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     363000 | PA      | $364396.46    | 0.00%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                             | Canadian National Railway Co.                                                               | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |      99153 | NS      | $9507744.44   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Finance, Inc.                                                  | Brookfield Finance, Inc.                                                                    | CUSIP: 11271LAN2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     690000 | PA      | $686378.33    | 0.01%             | 2055-01-15      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Samarco Mineracao SA                                                      | Samarco Mineracao SA                                                                        | CUSIP: N/A<br>LEI: 529900U8HKV15GJC4O60       | Long             | DBT              | CORP              | BR        |     641536 | PA      | $639339.77    | 0.01%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                                    | GSAA Home Equity Trust, Series 2006-4, Class 1A1                                            | CUSIP: 362334FD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2318866 | PA      | $1604102.64   | 0.02%             | 2036-03-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                                        | Vale Overseas Ltd.                                                                          | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    2035000 | PA      | $2179749.55   | 0.02%             | 2033-06-12      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                                                          | Empower CLO Ltd., Series 2024-1A, Class A1                                                  | CUSIP: 29244RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2500000 | PA      | $2508750.00   | 0.02%             | 2037-04-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                  | American Homes 4 Rent LP                                                                    | CUSIP: 02666TAH0<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     903000 | PA      | $931854.83    | 0.01%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                              | CaixaBank SA                                                                                | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     400000 | PA      | $463508.39    | 0.00%             | 2035-03-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                              | Samsung Electronics Co. Ltd.                                                                | CUSIP: 796050888<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |       8829 | NS      | $16477864.84  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Sprint Capital Corp.                                                      | Sprint Capital Corp.                                                                        | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    3647000 | PA      | $3918229.36   | 0.04%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $8679.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                | PG&E Corp.                                                                                  | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |      85600 | NS      | $1374982.44   | 0.01%             | 2025-12-15      | Fixed         | 19.21%                | No            |                  2 | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                                | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1008000 | PA      | $1066065.84   | 0.01%             | 2035-03-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Signal Harmonic CLO I DAC                                                 | Signal Harmonic CLO I DAC, Series 1X, Class DR                                              | CUSIP: N/A<br>LEI: 635400CPGNMPPUYRUY64       | Long             | ABS-CBDO         | CORP              | IE        |     650000 | PA      | $750778.19    | 0.01%             | 2038-07-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance SARL                                                 | ION Platform Finance SARL                                                                   | CUSIP: N/A<br>LEI: 6488IU1F9M51Z3P60R77       | Long             | DBT              | CORP              | LU        |    2694000 | PA      | $3180461.74   | 0.03%             | 2029-05-01      | Fixed         | 7.88%                 | 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        |    1834873 | PA      | $1830671.55   | 0.02%             | 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        |      12739 | NS      | $2456843.54   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Assets Holdings Ltd.                                                | Power Assets Holdings Ltd.                                                                  | CUSIP: N/A<br>LEI: 254900JOWYUW1ZX4DF47       | Long             | EC               | CORP              | HK        |     457000 | NS      | $2903205.12   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                                   | Rockford Tower CLO Ltd., Series 2018-2A, Class B                                            | CUSIP: 77342KAC4<br>LEI: 5493001SZ764RMCNU069 | Long             | ABS-CBDO         | CORP              | KY        |    1125000 | PA      | $1123792.31   | 0.01%             | 2031-10-20      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Clover CLO LLC                                                            | Clover CLO LLC, Series 2018-1A, Class A1RR                                                  | CUSIP: 18914GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5300000 | PA      | $5315187.68   | 0.05%             | 2037-04-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| X Corp.                                                                   | X Corp., 1st Lien Term Loan B1                                                              | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4567542 | PA      | $4449288.47   | 0.04%             | 2029-10-26      | Variable      | 10.45%                | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                                       | Shift4 Payments LLC                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     941000 | PA      | $1121672.54   | 0.01%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                            | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    1696000 | PA      | $1724492.80   | 0.02%             | 2028-02-08      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| FS Trust                                                                  | FS Trust, Series 2024-HULA, Class A                                                         | CUSIP: 30338DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1750000 | PA      | $1754921.88   | 0.02%             | 2039-08-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                      | Banco de Sabadell SA                                                                        | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | EC               | CORP              | ES        |     611838 | NS      | $2293717.40   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                | Garda World Security Corp.                                                                  | CUSIP: 36485MAM1<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     430000 | PA      | $440001.37    | 0.00%             | 2028-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| California Buyer Ltd.                                                     | California Buyer Ltd.                                                                       | CUSIP: N/A<br>LEI: 254900V5SMQ1UP1CLC26       | Long             | DBT              | CORP              | GB        |     143000 | PA      | $169104.21    | 0.00%             | 2032-02-15      | Fixed         | 5.62%                 | 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        |     553516 | PA      | $554069.97    | 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        |    2069000 | PA      | $2193209.58   | 0.02%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PDD Holdings, Inc.                                                        | PDD Holdings, Inc., Series MTNY                                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      13900 | NS      | $1880325.40   | 0.02%             | 2025-11-10      | Fixed         | 24.58%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $359050.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Achmea BV                                                                 | Achmea BV                                                                                   | CUSIP: N/A<br>LEI: 7245007QUMI1FHIQV531       | Long             | DBT              | CORP              | NL        |     625000 | PA      | $717762.36    | 0.01%             | 2036-01-27      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Crown Finance US, Inc.                                                    | Crown Finance US, Inc., 1st Lien Term Loan                                                  | CUSIP: 22834KAV3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1540550 | PA      | $1536421.45   | 0.01%             | 2031-12-02      | Variable      | 8.63%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2014-2RA, Class AR                                                | CUSIP: 12548RAH7<br>LEI: 549300O8WGQU5B6HEB94 | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5012674.00   | 0.05%             | 2037-10-24      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International, Inc.                            | Charles River Laboratories International, Inc.                                              | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     201000 | PA      | $189493.31    | 0.00%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                                    | CUSIP: 91324PFA5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1835000 | PA      | $1881152.12   | 0.02%             | 2031-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     180000 | PA      | $1001.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                       | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1820000 | PA      | $1894620.00   | 0.02%             | 2030-05-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                                                  | PRPM LLC, Series 2025-RCF4, Class A3                                                        | CUSIP: 69382WAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     583333 | PA      | $562370.11    | 0.01%             | 2055-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                           | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1999000 | PA      | $2099187.92   | 0.02%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Rollins, Inc.                                                             | Rollins, Inc., Series 000v                                                                  | CUSIP: 61778P387<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |      87697 | NS      | $5020622.90   | 0.05%             | 2025-12-09      | Fixed         | 15.57%                | 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        |    1040895 | PA      | $1040894.78   | 0.01%             | 2030-10-24      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                                    | Arsenal AIC Parent LLC                                                                      | CUSIP: 04288BAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1202000 | PA      | $1335923.23   | 0.01%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Imola Merger Corp.                                                        | Imola Merger Corp.                                                                          | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     333000 | PA      | $328239.88    | 0.00%             | 2029-05-15      | Fixed         | 4.75%                 | 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        |    3106979 | PA      | $3097813.31   | 0.03%             | 2031-01-30      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                        | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    1007000 | PA      | $1226031.92   | 0.01%             | 2031-07-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp.                                                      | Dollar General Corp.                                                                        | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      87461 | NS      | $8628902.26   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp.                                  | Science Applications International Corp.                                                    | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |     364000 | PA      | $361184.17    | 0.00%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Vizient, Inc.                                                             | Vizient, Inc., 1st Lien Term Loan B8                                                        | CUSIP: 92855LAR7<br>LEI: 5493007V6T3HZ7777P70 | Long             | LON              | CORP              | US        |     556016 | PA      | $556249.44    | 0.01%             | 2031-08-01      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                   | MPLX LP                                                                                     | CUSIP: 55336V100<br>LEI: 5493000CZJ19CK4P3G36 | Long             |  |  | US        |      91246 | NS      | $4631646.96   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                                                     | Dominion Energy, Inc., Series B                                                             | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     290000 | PA      | $316768.16    | 0.00%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                          | Sabre GLBL, Inc., 1st Lien Term Loan B2                                                     | CUSIP: 78571YBL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     379277 | PA      | $348934.81    | 0.00%             | 2029-11-15      | Variable      | 10.06%                | 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        |     190000 | PA      | $200517.07    | 0.00%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Chobani LLC                                                               | Chobani LLC                                                                                 | CUSIP: 17027NAC6<br>LEI: 549300ISVDMZ91KNTR38 | Long             | DBT              | CORP              | US        |    1109000 | PA      | $1153365.55   | 0.01%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| GEA Group AG                                                              | GEA Group AG                                                                                | CUSIP: N/A<br>LEI: 549300PHUU0ZZWO8EO07       | Long             | EC               | CORP              | DE        |      27342 | NS      | $1955709.49   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                                    | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    5050000 | PA      | $4720062.29   | 0.04%             | 2029-09-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                               | Federal Republic of Nigeria                                                                 | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |     690000 | PA      | $612375.00    | 0.01%             | 2047-11-28      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                            | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    1430000 | PA      | $1472336.58   | 0.01%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Recordati Industria Chimica e Farmaceutica SpA                            | Recordati Industria Chimica e Farmaceutica SpA                                              | CUSIP: N/A<br>LEI: 815600FBF92FD3531704       | Long             | EC               | CORP              | IT        |      28328 | NS      | $1686132.67   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TICP CLO VI Ltd.                                                          | TICP CLO VI Ltd., Series 2016-6A, Class CR2                                                 | CUSIP: 87246MAW2<br>LEI: 254900JG2DPAYUCW8T83 | Long             | ABS-CBDO         | CORP              | KY        |    1650000 | PA      | $1652545.62   | 0.02%             | 2034-01-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4543.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                        | Kingdom of Morocco                                                                          | CUSIP: 617726AN4<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     412000 | PA      | $425806.12    | 0.00%             | 2028-03-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                                | AAdvantage Loyalty IP Ltd., 1st Lien Term Loan                                              | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1063655 | PA      | $1066845.97   | 0.01%             | 2032-05-28      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| Deere & Co.                                                               | Deere & Co.                                                                                 | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       7654 | NS      | $3533316.02   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Ltd.                                                              | Valaris Ltd.                                                                                | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     441000 | PA      | $459921.99    | 0.00%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                         | FirstEnergy Corp.                                                                           | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    2833000 | PA      | $2628537.74   | 0.02%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Assets Trust                                       | American Home Mortgage Assets Trust, Series 2007-3, Class 22A1                              | CUSIP: 026935AJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     402558 | PA      | $364144.39    | 0.00%             | 2037-06-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2006-OA8, Class 1A1                                          | CUSIP: 02147CAA1<br>LEI: 549300EBNJLBIQBKE071 | Long             | ABS-MBS          | CORP              | US        |    7133912 | PA      | $6555727.01   | 0.06%             | 2046-07-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                               | Sysco Corp.                                                                                 | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      37100 | NS      | $2755788.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Extended Stay America Trust                                               | Extended Stay America Trust, Series 2025-ESH, Class A                                       | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7158000 | PA      | $7171421.25   | 0.07%             | 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        |     838416 | PA      | $755882.45    | 0.01%             | 2031-05-19      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| RS GROUP plc                                                              | RS GROUP plc                                                                                | CUSIP: N/A<br>LEI: 549300KVXDURRKVW7R37       | Long             | EC               | CORP              | GB        |     138876 | NS      | $1016418.14   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                               | Capital One Financial Corp.                                                                 | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    4270000 | PA      | $4238921.45   | 0.04%             | 2031-09-11      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Cedar Funding V CLO Ltd.                                                  | Cedar Funding V CLO Ltd., Series 2016-5A, Class A1R                                         | CUSIP: 15032AAN7<br>LEI: 635400NWFWJ92O7QGD64 | Long             | ABS-CBDO         | CORP              | KY        |     792296 | PA      | $792288.76    | 0.01%             | 2031-07-17      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Amkor Technology, Inc.                                                    | Amkor Technology, Inc.                                                                      | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |     139000 | PA      | $141402.06    | 0.00%             | 2033-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                            | 1011778 BC ULC                                                                              | CUSIP: 68245XAJ8<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |     275000 | PA      | $271477.39    | 0.00%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Gatwick Airport Finance plc                                               | Gatwick Airport Finance plc                                                                 | CUSIP: N/A<br>LEI: 213800BDRHDHRGTQ1D63       | Long             | DBT              | CORP              | GB        |    1411000 | PA      | $1841668.12   | 0.02%             | 2026-04-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                              | Bear Stearns Asset-Backed Securities I Trust, Series 2006-HE7, Class 1A2                    | CUSIP: 07388HAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     260077 | PA      | $255795.66    | 0.00%             | 2036-09-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                              | Antero Midstream Partners LP                                                                | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     297000 | PA      | $307479.04    | 0.00%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                               | AvalonBay Communities, Inc.                                                                 | CUSIP: 053484AD3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     493000 | PA      | $504445.43    | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                                                 | BXP Trust, Series 2017-CC, Class D                                                          | CUSIP: 05607CAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2800000 | PA      | $2310061.04   | 0.02%             | 2037-08-13      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                              | OCP CLO Ltd., Series 2019-16A, Class CR                                                     | CUSIP: 67570QAP6<br>LEI: 254900XAI48J82ID5O83 | Long             | ABS-CBDO         | CORP              | KY        |    2500000 | PA      | $2506336.25   | 0.02%             | 2033-04-10      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                             | Clearway Energy Operating LLC                                                               | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     431000 | PA      | $428587.05    | 0.00%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wellness Pet LLC                                                          | Wellness Pet LLC, 1st Lien Term Loan A                                                      | CUSIP: 95004UAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     326316 | PA      | $256158.15    | 0.00%             | 2029-12-31      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                             | Asbury Automotive Group, Inc.                                                               | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     123000 | PA      | $121988.73    | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hambridge Euro CLO DAC                                                    | Hambridge Euro CLO DAC, Series 1X, Class D                                                  | CUSIP: N/A<br>LEI: 635400P8G4JAUUUQGV26       | Long             | ABS-CBDO         | CORP              | IE        |     710000 | PA      | $818381.50    | 0.01%             | 2038-10-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BBCMS Trust                                                               | BBCMS Trust, Series 2015-SRCH, Class XA                                                     | CUSIP: 05547HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   65792063 | PA      | $691202.86    | 0.01%             | 2035-08-10      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2006-J7, Class 2A1                                           | CUSIP: 23244FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2669322 | PA      | $2379194.46   | 0.02%             | 2046-11-20      | Floating      | 2.72%                 | No            |                  2 | On Loan: No      |
| Grifols SA                                                                | Grifols SA                                                                                  | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |     971000 | PA      | $1175899.02   | 0.01%             | 2030-05-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Phoenix Aviation Capital Ltd.                                             | Phoenix Aviation Capital Ltd.                                                               | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |    1232000 | PA      | $1297852.86   | 0.01%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                                  | CenterPoint Energy, Inc., Series B                                                          | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     412000 | PA      | $441301.85    | 0.00%             | 2055-02-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                                          | Virgin Media Secured Finance plc                                                            | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     258000 | PA      | $239781.54    | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                             | Enel Finance International NV                                                               | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    4375000 | PA      | $4347294.00   | 0.04%             | 2030-09-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                     | OneMain Finance Corp.                                                                       | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     783000 | PA      | $781423.10    | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                      | Clear Channel Outdoor Holdings, Inc.                                                        | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    2554000 | PA      | $2670625.86   | 0.03%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations, Inc.                                          | Fortune Brands Innovations, Inc., Series EMt8                                               | CUSIP: 61778P197<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |      75600 | NS      | $3873016.92   | 0.04%             | 2025-11-10      | Fixed         | 30.45%                | No            |                  2 | On Loan: No      |
| Tesco plc                                                                 | Tesco plc                                                                                   | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |     784836 | NS      | $4736229.17   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                         | Clarios Global LP, 1st Lien Term Loan                                                       | CUSIP: C8000CAP8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    3005000 | PA      | $3011580.95   | 0.03%             | 2032-01-28      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-6548.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alternative Loan Trust Resecuritization                                   | Alternative Loan Trust Resecuritization, Series 2006-22R, Class 1A6                         | CUSIP: 02147LAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     878730 | PA      | $476153.54    | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | 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        |    2279419 | PA      | $2280922.97   | 0.02%             | 2030-07-19      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                              | OCP CLO Ltd., Series 2016-11A, Class AR3                                                    | CUSIP: 67110DBQ9<br>LEI: 254900QIJ8IQOK988683 | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5010105.00   | 0.05%             | 2038-07-26      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Wilsonart LLC                                                             | Wilsonart LLC                                                                               | CUSIP: 97246JAA6<br>LEI: 549300SAZRUMYKDJBY14 | Long             | DBT              | CORP              | US        |     327000 | PA      | $308838.49    | 0.00%             | 2032-08-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                | CSMC Trust, Series 2022-ATH2, Class A1                                                      | CUSIP: 12665WAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1120426 | PA      | $1116437.26   | 0.01%             | 2067-05-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Mahle GmbH                                                                | Mahle GmbH                                                                                  | CUSIP: N/A<br>LEI: 52990098TR1QJBWIYG58       | Long             | DBT              | CORP              | DE        |     864000 | PA      | $1029453.27   | 0.01%             | 2031-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AddTech AB                                                                | AddTech AB, Class B                                                                         | CUSIP: N/A<br>LEI: 549300QZ5U2IDRHPWL60       | Long             | EC               | CORP              | SE        |      27163 | NS      | $915140.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SWF Holdings I Corp.                                                      | SWF Holdings I Corp., 1st Lien Term Loan A1                                                 | CUSIP: 78489HAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     311439 | PA      | $310193.13    | 0.00%             | 2029-12-19      | Variable      | 8.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     344399 | PA      | $-331.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Electronic Arts, Inc.                                                     | Electronic Arts, Inc.                                                                       | CUSIP: 285512AF6<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |     290000 | PA      | $264695.24    | 0.00%             | 2051-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| KeyBank NA                                                                | KeyBank NA                                                                                  | CUSIP: 49327V2B9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    1369000 | PA      | $1341852.73   | 0.01%             | 2029-04-13      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                       | Sirius XM Radio LLC                                                                         | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     191000 | PA      | $185636.94    | 0.00%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Regatta XIX Funding Ltd.                                                  | Regatta XIX Funding Ltd., Series 2022-1A, Class BR                                          | CUSIP: 75888EAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1320000 | PA      | $1321353.79   | 0.01%             | 2038-10-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                       | Post Holdings, Inc.                                                                         | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     107000 | PA      | $100480.31    | 0.00%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     470000 | PA      | $-9741.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Argentina SA                                                      | Telecom Argentina SA                                                                        | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |     175294 | PA      | $177993.53    | 0.00%             | 2033-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Coherent Corp.                                                            | Coherent Corp.                                                                              | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |     432000 | PA      | $427378.46    | 0.00%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     335000 | PA      | $-655.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Herens Midco SARL                                                         | Herens Midco SARL                                                                           | CUSIP: N/A<br>LEI: 222100BJH5XPZD1JHF79       | Long             | DBT              | CORP              | LU        |     333000 | PA      | $198464.86    | 0.00%             | 2029-05-15      | 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        |      80310 | NS      | $21657909.78  | 0.21%             | 2025-12-10      | Fixed         | 14.16%                | No            |                  2 | On Loan: No      |
| Knorr-Bremse AG                                                           | Knorr-Bremse AG                                                                             | CUSIP: N/A<br>LEI: 5299001GRRO0Z25YZT52       | Long             | EC               | CORP              | DE        |      17944 | NS      | $1669654.13   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2016-LC25, Class C                            | CUSIP: 95000JBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8320000 | PA      | $7999200.77   | 0.08%             | 2059-12-15      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                             | Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2007-OA6, Class 1A       | CUSIP: 92927BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2280172 | PA      | $1948255.18   | 0.02%             | 2047-07-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                    | Freeport-McMoRan, Inc.                                                                      | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      17214 | NS      | $717823.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty SR, Inc.                                                     | Arbor Realty SR, Inc.                                                                       | CUSIP: 03881NAJ6<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              | CORP              | US        |     222000 | PA      | $225900.52    | 0.00%             | 2030-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Stakeholder Midstream LLC                                                 | Stakeholder Midstream LLC, 1st Lien Term Loan                                               | CUSIP: 85256HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1039000 | PA      | $1048091.25   | 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        |    1517000 | PA      | $1547376.45   | 0.01%             | 2030-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Italgas SpA                                                               | Italgas SpA                                                                                 | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | EC               | CORP              | IT        |     289415 | NS      | $3036810.67   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                        | Southern Co. (The)                                                                          | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     110802 | NS      | $10419820.08  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EMRLD Borrower LP                                                         | EMRLD Borrower LP                                                                           | CUSIP: 26873CAB8<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |     508000 | PA      | $527540.22    | 0.01%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RR 5 Ltd.                                                                 | RR 5 Ltd., Series 2018-5A, Class A2R                                                        | CUSIP: 74979VAV5<br>LEI: 549300213Q1LH7O32902 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2007804.60   | 0.02%             | 2039-07-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2006-OA2, Class A1                                           | CUSIP: 126694R75<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1017319 | PA      | $921234.49    | 0.01%             | 2046-05-20      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                     | WR Grace Holdings LLC                                                                       | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    3270000 | PA      | $2992179.82   | 0.03%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                              | Oriental Republic of Uruguay                                                                | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    1002000 | PA      | $960417.00    | 0.01%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                    | Sempra                                                                                      | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    3730000 | PA      | $3859699.56   | 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        |       1572 | NS      | $925200.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                                                       | Kinder Morgan, Inc.                                                                         | CUSIP: 49456BAZ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     449000 | PA      | $461129.60    | 0.00%             | 2029-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                | Sherwin-Williams Co. (The)                                                                  | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |       4344 | NS      | $1498419.36   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                                                              | NVIDIA Corp.                                                                                | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     136651 | NS      | $26963661.12  | 0.26%             | 2025-11-26      | Fixed         | 26.64%                | No            |                  2 | On Loan: No      |
| Koninklijke Vopak NV                                                      | Koninklijke Vopak NV                                                                        | CUSIP: N/A<br>LEI: 724500UL634GFV1KYF10       | Long             | EC               | CORP              | NL        |      61626 | NS      | $2792704.54   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The), Series W                                          | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     162000 | PA      | $166222.21    | 0.00%             | 2030-03-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                            | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     202000 | PA      | $182874.51    | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cotiviti, Inc.                                                            | Cotiviti, Inc., 1st Lien Term Loan                                                          | CUSIP: 22164MAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1736146 | PA      | $1701423.08   | 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        |      79523 | NS      | $2899640.26   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                                   | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    2401000 | PA      | $2466177.55   | 0.02%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ballyrock CLO 14 Ltd.                                                     | Ballyrock CLO 14 Ltd., Series 2020-14A, Class A1AR                                          | CUSIP: 05874XAL3<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5013194.00   | 0.05%             | 2037-07-20      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                              | Fiserv, Inc.                                                                                | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     191000 | PA      | $193854.15    | 0.00%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Madison Safety & Flow LLC                                                 | Madison Safety & Flow LLC, 1st Lien Term Loan B                                             | CUSIP: 55822DAN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     833491 | PA      | $836616.89    | 0.01%             | 2031-09-26      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                              | Scotts Miracle-Gro Co. (The)                                                                | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |      79000 | PA      | $73031.20     | 0.00%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Pluspetrol Camisea SA                                                     | Pluspetrol Camisea SA                                                                       | CUSIP: 72941KAA4<br>LEI: 254900VNCHIPPJ2OFY98 | Long             | DBT              | CORP              | PE        |     605000 | PA      | $646593.75    | 0.01%             | 2036-07-03      | Fixed         | 6.24%                 | 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        |    1391459 | PA      | $1391458.65   | 0.01%             | 2030-07-25      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                             | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     208251 | NS      | $21081248.73  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                          | Fantasia Holdings Group Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |    3540000 | PA      | $53100.00     | 0.00%             | 2024-07-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad AB                                                      | Heimstaden Bostad AB                                                                        | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | DBT              | CORP              | SE        |    1124000 | PA      | $1290128.64   | 0.01%             | 2026-01-15      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding 2017-I Ltd., Series 2017-1A, Class BRR                                         | CUSIP: 17181PAE9<br>LEI: 549300X1SKS4LNS5LQ62 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2005566.00   | 0.02%             | 2037-04-21      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                          | Sealed Air Corp., Series 0033                                                               | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      74600 | NS      | $2519760.75   | 0.02%             | 2025-11-28      | Floating      | 21.46%                | No            |                  2 | On Loan: No      |
| Park Blue CLO 2025-IX Ltd.                                                | Park Blue CLO Ltd., Series 2025-9A, Class A1                                                | CUSIP: 70019UAA3<br>LEI: 213800GMETRF98C4D824 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2004020.40   | 0.02%             | 2038-10-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                     | Global Payments, Inc.                                                                       | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      91000 | PA      | $92607.03     | 0.00%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BP plc                                                                    | BP plc                                                                                      | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |    1948293 | NS      | $11414680.66  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Franc                                                               | Swiss Franc                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CH        |      12515 | OU      | $15551.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Images, Inc.                                                        | Getty Images, Inc.                                                                          | CUSIP: 374276AM5<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |     670000 | PA      | $665033.58    | 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        |      38098 | NS      | $1149666.53   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Iron Mountain Information Management Services, Inc.                       | Iron Mountain Information Management Services, Inc.                                         | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     570000 | PA      | $550974.43    | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp.                                                    | ON Semiconductor Corp.                                                                      | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     394000 | PA      | $365632.00    | 0.00%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Orkla ASA                                                                 | Orkla ASA                                                                                   | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Long             | EC               | CORP              | NO        |      80453 | NS      | $817105.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Enterprise Products Partners LP                                           | Enterprise Products Partners LP                                                             | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             |  |  | US        |     127183 | NS      | $3915964.57   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                              | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    2564000 | PA      | $2510314.89   | 0.02%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ARES1                                                                     | ARES1, Series 2024-IND2, Class A                                                            | CUSIP: 04021EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13280000 | PA      | $13288300.00  | 0.13%             | 2034-10-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Vivion Investments SARL                                                   | Vivion Investments SARL                                                                     | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |    2765013 | PA      | $3185034.08   | 0.03%             | 2028-08-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes Trust                                               | Tricon American Homes Trust, Series 2019-SFR1, Class E                                      | CUSIP: 89612LAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7000000 | PA      | $6942296.90   | 0.07%             | 2038-03-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                              | Vistra Corp.                                                                                | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    1725000 | PA      | $1742098.20   | 0.02%             | 2026-12-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2025-NQM1, Class SA                                    | CUSIP: 06744WAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2072 | PA      | $1962.35      | 0.00%             | 2065-01-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                                               | Pinnacle West Capital Corp.                                                                 | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    2307000 | PA      | $2377341.01   | 0.02%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Unicaja Banco SA                                                          | Unicaja Banco SA                                                                            | CUSIP: N/A<br>LEI: 5493007SJLLCTM6J6M37       | Long             | DBT              | CORP              | ES        |    1200000 | PA      | $1392876.09   | 0.01%             | 2026-11-18      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Cousins Properties, Inc.                                                  | Cousins Properties, Inc.                                                                    | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |     223935 | NS      | $5806634.55   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| APCOA Group GmbH                                                          | APCOA Group GmbH                                                                            | CUSIP: N/A<br>LEI: 529900H8FIYAOV5FUW68       | Long             | DBT              | CORP              | DE        |    1755000 | PA      | $2065236.99   | 0.02%             | 2031-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                           | AES Corp. (The)                                                                             | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     268000 | PA      | $259296.63    | 0.00%             | 2030-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     303000 | PA      | $5563.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     360000 | PA      | $-1372.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Centurion Accommodation REIT                                              | Centurion Accommodation REIT                                                                | CUSIP: N/A<br>LEI: 254900NE2W0T2HDOXF24       | Long             | EC               | CORP              | SG        |     369300 | NS      | $300751.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Palmer Square CLO Ltd.                                                    | Palmer Square CLO Ltd., Series 2020-3A, Class BR2                                           | CUSIP: 69701RBC0<br>LEI: 549300IUW4WDDDVSMS20 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2011065.00   | 0.02%             | 2036-11-15      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                          | Sabre GLBL, Inc., 1st Lien Term Loan B2                                                     | CUSIP: 78571YBF6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |      89111 | PA      | $84358.27     | 0.00%             | 2027-12-17      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Georg Fischer AG                                                          | Georg Fischer AG (Registered)                                                               | CUSIP: N/A<br>LEI: 529900CMRQYW4U1W2456       | Long             | EC               | CORP              | CH        |      17571 | NS      | $1240678.47   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                                     | Cheniere Energy, Inc.                                                                       | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    3057000 | PA      | $3161843.61   | 0.03%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                     | OneMain Finance Corp.                                                                       | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      89000 | PA      | $92963.35     | 0.00%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp.                                                    | Blue Owl Capital Corp.                                                                      | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    4461000 | PA      | $4519964.43   | 0.04%             | 2029-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2024-2A, Class A1                                                 | CUSIP: 17181UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $3008580.00   | 0.03%             | 2037-04-22      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 9 Ltd.                                               | Diameter Capital CLO 9 Ltd., Series 2025-9A, Class A                                        | CUSIP: 25254AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $2998202.10   | 0.03%             | 2038-04-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| GrafTech Global Enterprises, Inc.                                         | GrafTech Global Enterprises, Inc., 1st Lien Term Loan                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     197061 | PA      | $200087.86    | 0.00%             | 2029-12-21      | Variable      | 9.86%                 | No            |                  2 | On Loan: No      |
| CITGO Petroleum Corp.                                                     | CITGO Petroleum Corp.                                                                       | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |     472000 | PA      | $490831.38    | 0.00%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                                               | Carvana Co.                                                                                 | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    2483483 | PA      | $2763468.39   | 0.03%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Zebra Technologies Corp.                                                  | Zebra Technologies Corp.                                                                    | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |     128000 | PA      | $132653.06    | 0.00%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2007-9T1, Class 1A1                                          | CUSIP: 02150JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     440417 | PA      | $202272.47    | 0.00%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Trust                                             | Banc of America Funding Trust, Series 2006-D, Class 6A1                                     | CUSIP: 058933AT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     227273 | PA      | $192644.81    | 0.00%             | 2036-05-20      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                     | Nissan Motor Co. Ltd.                                                                       | CUSIP: 654744AK7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     225000 | PA      | $268788.53    | 0.00%             | 2033-07-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Hudson River Trading LLC                                                  | Hudson River Trading LLC, 1st Lien Term Loan B1                                             | CUSIP: 44413EAJ7<br>LEI: 549300SMOBUC8O5UOE10 | Long             | LON              | CORP              | US        |     730000 | PA      | $730708.10    | 0.01%             | 2030-03-18      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                              | Tallgrass Energy Partners LP                                                                | CUSIP: 87470LAD3<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |     283000 | PA      | $281294.10    | 0.00%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                                | CUSIP: 225401BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    3280000 | PA      | $3268134.30   | 0.03%             | 2031-09-23      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                                          | Oaktree CLO Ltd., Series 2023-2A, Class A1R                                                 | CUSIP: 67401QAL0<br>LEI: 254900E6646RC82IR359 | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5010380.00   | 0.05%             | 2038-07-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| LyondellBasell Industries NV                                              | LyondellBasell Industries NV, Class A                                                       | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | NL        |      86380 | NS      | $4009759.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Midcap Financial Issuer Trust                                             | Midcap Financial Issuer Trust                                                               | CUSIP: 59590AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     600000 | PA      | $564000.00    | 0.01%             | 2030-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                                 | Zayo Group Holdings, Inc.                                                                   | CUSIP: 98919VAD7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     185742 | PA      | $169953.93    | 0.00%             | 2030-09-09      | Variable      | 13.75%                | No            |                  2 | On Loan: No      |
| Lune Holdings SARL                                                        | Lune Holdings SARL                                                                          | CUSIP: N/A<br>LEI: 54930003WQ56T0558M33       | Long             | DBT              | CORP              | LU        |     848000 | PA      | $66535.46     | 0.00%             | 2028-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                                    | Becton Dickinson & Co.                                                                      | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      29500 | NS      | $5297009.95   | 0.05%             | 2025-11-03      | Fixed         | 22.67%                | No            |                  2 | On Loan: No      |
| Terex Corp.                                                               | Terex Corp.                                                                                 | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     470000 | PA      | $476671.18    | 0.00%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                            | Opal Bidco SAS                                                                              | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    1098000 | PA      | $1130883.55   | 0.01%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                    | UBS AG                                                                                      | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      14742 | NS      | $3420778.51   | 0.03%             | 2025-12-16      | Fixed         | 13.80%                | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co., Series BB                                                                | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     695000 | PA      | $689839.42    | 0.01%             | 2026-03-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Cencosud SA                                                               | Cencosud SA                                                                                 | CUSIP: N/A<br>LEI: 549300NLTGCFV7482429       | Long             | DBT              | CORP              | CL        |    1272000 | PA      | $1273195.68   | 0.01%             | 2027-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                 | Seagate Data Storage Technology Pte. Ltd.                                                   | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     926000 | PA      | $985600.14    | 0.01%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Evergy, Inc.                                                              | Evergy, Inc., Series MTPH                                                                   | CUSIP: 61778P213<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |      32200 | NS      | $2382940.63   | 0.02%             | 2025-11-14      | Fixed         | 18.43%                | No            |                  2 | On Loan: No      |
| Williams-Sonoma, Inc.                                                     | Williams-Sonoma, Inc.                                                                       | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |       3015 | NS      | $585935.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Agricole SA                                                        | Credit Agricole SA                                                                          | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |    1500000 | PA      | $1772102.55   | 0.02%             | 2035-03-23      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                       | CommonSpirit Health                                                                         | CUSIP: 20268JAR4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     568000 | PA      | $586165.15    | 0.01%             | 2031-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| TUI Cruises GmbH                                                          | TUI Cruises GmbH                                                                            | CUSIP: N/A<br>LEI: 529900SVD83QUUIZYY18       | Long             | DBT              | CORP              | DE        |    1067000 | PA      | $1282127.42   | 0.01%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                                    | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     982000 | PA      | $1021228.79   | 0.01%             | 2030-05-14      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    4810000 | PA      | $6633.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                           | Trust Fibra Uno                                                                             | CUSIP: N/A<br>LEI: 54930011BLQ0JPRBAL73       | Long             | DBT              | CORP              | MX        |     580000 | PA      | $633916.80    | 0.01%             | 2032-01-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                               | Penske Truck Leasing Co. LP                                                                 | CUSIP: 709599BT0<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     265000 | PA      | $272752.33    | 0.00%             | 2028-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Ricoh Co. Ltd.                                                            | Ricoh Co. Ltd.                                                                              | CUSIP: N/A<br>LEI: 549300HFIB2GRUMDID72       | Long             | EC               | CORP              | JP        |      60600 | NS      | $519874.39    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HILT Commercial Mortgage Trust                                            | HILT Commercial Mortgage Trust, Series 2024-ORL, Class A                                    | CUSIP: 403956AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1525000 | PA      | $1525953.13   | 0.01%             | 2037-05-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                             | Walmart, Inc., Series DmTd                                                                  | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      88335 | NS      | $9011094.58   | 0.09%             | 2025-12-03      | Fixed         | 13.13%                | No            |                  2 | On Loan: No      |
| Conseco Finance Corp.                                                     | Conseco Finance Corp., Series 1997-7, Class M1                                              | CUSIP: 393505XW7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     751949 | PA      | $763093.11    | 0.01%             | 2028-07-15      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                        | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    1189000 | PA      | $1460414.27   | 0.01%             | 2033-07-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                        | Ellington Financial Mortgage Trust, Series 2025-INV1, Class B1                              | CUSIP: 26846XAE0<br>LEI: 2549005YTE90D77H8V23 | Long             | ABS-MBS          | CORP              | US        |     529184 | PA      | $534221.20    | 0.01%             | 2070-03-25      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| Calpine Corp.                                                             | Calpine Corp.                                                                               | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      12000 | PA      | $11970.74     | 0.00%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                            | NiSource, Inc.                                                                              | CUSIP: 65473PAP0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     660000 | PA      | $684088.76    | 0.01%             | 2033-06-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                        | Venture Global Plaquemines LNG LLC                                                          | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    1989000 | PA      | $2083384.02   | 0.02%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Medtronic plc                                                             | Medtronic plc, Series DMTJ                                                                  | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     129432 | NS      | $11791462.80  | 0.11%             | 2025-11-19      | Fixed         | 9.45%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                             | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    4461000 | PA      | $4550634.03   | 0.04%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     216432 | PA      | $4389.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco de Credito e Inversiones SA                                         | Banco de Credito e Inversiones SA                                                           | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |     337000 | PA      | $362496.17    | 0.00%             | 2029-05-08      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| RELX plc                                                                  | RELX plc                                                                                    | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |     254691 | NS      | $11217533.18  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                | Mars, Inc.                                                                                  | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    2258000 | PA      | $2306615.51   | 0.02%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                            | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2869000 | PA      | $2409166.89   | 0.02%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                               | Caesars Entertainment, Inc.                                                                 | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     939000 | PA      | $946819.05    | 0.01%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Legrand SA                                                                | Legrand SA                                                                                  | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               | CORP              | FR        |       6647 | NS      | $1147855.16   | 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        |    3337947 | PA      | $3341418.44   | 0.03%             | 2028-12-21      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The), Series V                                                   | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     332000 | PA      | $326546.67    | 0.00%             | 2026-11-10      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Sodexo SA                                                                 | Sodexo SA                                                                                   | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | EC               | CORP              | FR        |      35730 | NS      | $1978385.34   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yuan Renminbi                                                             | Yuan Renminbi                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CN        |          2 | OU      | $0.21         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EyeCare Partners LLC                                                      | EyeCare Partners LLC, 1st Lien Term Loan C                                                  | CUSIP: 30233PAR1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      54480 | PA      | $11440.74     | 0.00%             | 2028-11-30      | Variable      | 10.72%                | No            |                  3 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $919.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Internation                                                 | Goldman Sachs Internation                                                                   | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | US        |      46100 | NS      | $6221087.70   | 0.06%             | 2025-12-18      | Fixed         | 43.49%                | No            |                  2 | On Loan: No      |
| Husky Injection Molding Systems Ltd.                                      | Husky Injection Molding Systems Ltd.                                                        | CUSIP: 44805RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    2022000 | PA      | $2089011.10   | 0.02%             | 2029-02-15      | Fixed         | 9.00%                 | 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        |     386023 | PA      | $385860.60    | 0.00%             | 2031-07-02      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co., Series KK                                                             | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     230000 | PA      | $227177.14    | 0.00%             | 2026-06-01      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust                                 | Santander Mortgage Asset Receivable Trust, Series 2025-NQM3, Class B1                       | CUSIP: 80263AAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000750 | PA      | $2012857.34   | 0.02%             | 2065-05-25      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| Prime Mortgage Trust                                                      | Prime Mortgage Trust, Series 2006-DR1, Class 2A1                                            | CUSIP: 74159UAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     205011 | PA      | $190094.52    | 0.00%             | 2035-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eutelsat SA                                                               | Eutelsat SA                                                                                 | CUSIP: N/A<br>LEI: 549300MCOOY1V7P2PG30       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $433479.37    | 0.00%             | 2028-10-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Lorca Telecom Bondco SA                                                   | Lorca Telecom Bondco SA                                                                     | CUSIP: N/A<br>LEI: 9598004HFBAS82YM7X35       | Long             | DBT              | CORP              | ES        |    4589000 | PA      | $5493059.11   | 0.05%             | 2029-04-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                          | S&P Global, Inc.                                                                            | CUSIP: 78409VAP9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     297000 | PA      | $279083.56    | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2025-NQM2, Class A3                                    | CUSIP: 066930AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2057032 | PA      | $2083929.74   | 0.02%             | 2065-05-25      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDIT                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   16963819 | PA      | $859.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    1090000 | PA      | $3796.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                          | Fantasia Holdings Group Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |    1650000 | PA      | $24750.00     | 0.00%             | 2024-07-05      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                         | BAT Capital Corp.                                                                           | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     539000 | PA      | $575337.12    | 0.01%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                       | GS Mortgage-Backed Securities Trust, Series 2025-NQM2, Class B1                             | CUSIP: 36272EAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     280205 | PA      | $286822.60    | 0.00%             | 2065-06-25      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                             | Sutter Health, Series 2018                                                                  | CUSIP: 86944BAD5<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     544000 | PA      | $538390.79    | 0.01%             | 2028-08-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                                  | Wynn Resorts Finance LLC                                                                    | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     845000 | PA      | $858538.59    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Stripe, Inc.                                                              | Stripe, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300CLHGIPTCYHQ143       | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3513300.00   | 0.03%             | 2030-09-26      | Fixed         | 5.04%                 | Yes           |                  3 | On Loan: No      |
| OHA Credit Partners XIV Ltd.                                              | OHA Credit Partners XIV Ltd., Series 2017-14A, Class B1R                                    | CUSIP: 67706XAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $3004335.90   | 0.03%             | 2037-07-21      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| SCSK Corp.                                                                | SCSK Corp.                                                                                  | CUSIP: N/A<br>LEI: 529900SNGFXMSUBB7864       | Long             | EC               | CORP              | JP        |      18100 | NS      | $665114.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                     | Republic of Guatemala                                                                       | CUSIP: 401494AW9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     544000 | PA      | $586432.00    | 0.01%             | 2036-06-13      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO II Ltd.                                                 | Bridge Street CLO II Ltd., Series 2021-1A, Class A2                                         | CUSIP: 10806JAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5000979.00   | 0.05%             | 2034-07-20      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Wellington Management CLO 4 Ltd.                                          | Wellington Management CLO 4 Ltd., Series 2025-4A, Class A                                   | CUSIP: 94957LAA7<br>LEI: 213800VJVBC3KZIDZU56 | Long             | ABS-CBDO         | CORP              | KY        |    6000000 | PA      | $5996860.80   | 0.06%             | 2038-04-18      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                                        | Vail Resorts, Inc.                                                                          | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |     290000 | PA      | $293720.70    | 0.00%             | 2030-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Mortgage Funding Trust                                       | Bear Stearns Mortgage Funding Trust, Series 2007-AR3, Class 1A1                             | CUSIP: 07401VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1249533 | PA      | $1190646.42   | 0.01%             | 2037-03-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                                   | Qnity Electronics, Inc.                                                                     | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     742000 | PA      | $762003.58    | 0.01%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                              | Focus Financial Partners LLC                                                                | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |    1112000 | PA      | $1146110.08   | 0.01%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Carrington Mortgage Loan Trust                                            | Carrington Mortgage Loan Trust, Series 2006-FRE1, Class A4                                  | CUSIP: 144538AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2876000 | PA      | $2656998.35   | 0.03%             | 2036-04-25      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Rexnord LLC                                                               | Rexnord LLC, 1st Lien Term Loan B                                                           | CUSIP: 76168JAS5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     950000 | PA      | $953049.50    | 0.01%             | 2028-10-04      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Yen                                                                       | Yen                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | JP        |    8489560 | OU      | $55087.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pai HoldCo, Inc.                                                          | Pai HoldCo, Inc., 1st Lien Term Loan B                                                      | CUSIP: 69315JAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     752696 | PA      | $626152.85    | 0.01%             | 2027-10-28      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                        | Atmos Energy Corp.                                                                          | CUSIP: 049560AZ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     218000 | PA      | $236021.50    | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                         | Eversource Energy                                                                           | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |      31471 | NS      | $2322874.51   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Arabian Oil Co.                                                     | Saudi Arabian Oil Co.                                                                       | CUSIP: 80414L2Q7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |     798000 | PA      | $795805.50    | 0.01%             | 2064-07-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                  | Comstock Resources, Inc.                                                                    | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     151000 | PA      | $149517.89    | 0.00%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                                | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1690000 | PA      | $1719499.88   | 0.02%             | 2034-08-10      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc                                              | Ardagh Packaging Finance plc                                                                | CUSIP: 03969AAN0<br>LEI: 6354001JXMLKNZDZR978 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1288000.00   | 0.01%             | 2026-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 25 Ltd.                                             | Anchorage Capital CLO 25 Ltd., Series 2022-25A, Class C                                     | CUSIP: 03329WAG2<br>LEI: 5493004RXURZCE1LR038 | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5007556.00   | 0.05%             | 2035-04-20      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Intertek Group plc                                                        | Intertek Group plc                                                                          | CUSIP: N/A<br>LEI: 2138003GAT25WW1RN369       | Long             | EC               | CORP              | GB        |      18842 | NS      | $1255029.80   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2005-36, Class 2A1A                                          | CUSIP: 12667GWF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     742293 | PA      | $695595.88    | 0.01%             | 2035-08-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                         | Republic of Chile                                                                           | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    1509000 | PA      | $1169097.75   | 0.01%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                              | Nasdaq, Inc.                                                                                | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |       9729 | NS      | $831732.21    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System, Inc.                                                        | Ryder System, Inc.                                                                          | CUSIP: 78355HKY4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     553000 | PA      | $615283.58    | 0.01%             | 2033-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Emrld Borrower LP                                                         | EMRLD Borrower LP, 1st Lien Term Loan B                                                     | CUSIP: 26872NAC3<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    5537559 | PA      | $5520780.51   | 0.05%             | 2030-05-31      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Trust                                             | Banc of America Funding Trust, Series 2007-D, Class 1A1                                     | CUSIP: 05952GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     702091 | PA      | $583125.27    | 0.01%             | 2047-06-20      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Generate CLO 16 Ltd.                                                      | Generate CLO 16 Ltd., Series 2024-16A, Class B                                              | CUSIP: 37149YAG4<br>LEI: 213800SVSEDOQON7JV18 | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $4010373.20   | 0.04%             | 2037-07-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                                               | IQVIA, Inc.                                                                                 | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     770000 | PA      | $802544.82    | 0.01%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WMRK Commercial Mortgage Trust                                            | WMRK Commercial Mortgage Trust, Series 2022-WMRK, Class A                                   | CUSIP: 929342AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3005000 | PA      | $3027530.29   | 0.03%             | 2027-11-15      | Floating      | 6.82%                 | 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        |    2723591 | PA      | $2716264.87   | 0.03%             | 2032-04-01      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| Vital Energy, Inc.                                                        | Vital Energy, Inc.                                                                          | CUSIP: 516806AJ5<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |     152000 | PA      | $156280.93    | 0.00%             | 2030-10-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                               | Cheniere Energy Partners LP                                                                 | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    1051000 | PA      | $1092438.47   | 0.01%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mobico Group plc                                                          | Mobico Group plc                                                                            | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |    1608000 | PA      | $1419994.25   | 0.01%             | 2031-09-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                                      | Telefonica Europe BV                                                                        | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |    1200000 | PA      | $1493358.92   | 0.01%             | 2030-02-03      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                             | Freedom Mortgage Holdings LLC                                                               | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     240000 | PA      | $252000.00    | 0.00%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CarVal CLO VC Ltd.                                                        | CarVal CLO VC Ltd., Series 2021-2A, Class C                                                 | CUSIP: 14687MAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2003154.20   | 0.02%             | 2034-10-15      | Floating      | 6.37%                 | 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        |    4966153 | PA      | $4916789.01   | 0.05%             | 2031-12-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos., Inc. (The)                                     | Interpublic Group of Cos., Inc. (The)                                                       | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |      21124 | NS      | $542041.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyperion Refinance SARL                                                   | Hyperion Refinance SARL, 1st Lien Term Loan B                                               | CUSIP: G4712JBB7<br>LEI: 213800R6D9EVRN5D3117 | Long             | LON              | CORP              | LU        |    3598013 | PA      | $3602870.66   | 0.03%             | 2031-02-17      | Variable      | 6.71%                 | 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        |     394372 | PA      | $399302.06    | 0.00%             | 2028-06-01      | Variable      | 9.96%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Co.                                                          | Baker Hughes Co., Series E138                                                               | CUSIP: 61778P254<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |     215316 | NS      | $10300073.06  | 0.10%             | 2025-12-03      | Fixed         | 23.76%                | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                   | Pfizer Investment Enterprises Pte. Ltd.                                                     | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    1000000 | PA      | $1012101.68   | 0.01%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wellington Management CLO 5 Ltd.                                          | Wellington Management CLO 5 Ltd., Series 2025-5A, Class A                                   | CUSIP: 94957NAA3<br>LEI: 213800J6I7L5KYTPNH51 | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $3006825.00   | 0.03%             | 2038-10-18      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| CNX Midstream Partners LP                                                 | CNX Midstream Partners LP                                                                   | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     425000 | PA      | $406810.64    | 0.00%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RR 28 Ltd.                                                                | RR 28 Ltd., Series 2024-28RA, Class A1R                                                     | CUSIP: 74989NAA7<br>LEI: 254900ZSKVCYOXP11C98 | Long             | ABS-CBDO         | CORP              | KY        |    7500000 | PA      | $7522233.75   | 0.07%             | 2037-04-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2024-NQM4, Class A2                                    | CUSIP: 06745KAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1145309 | PA      | $1140196.33   | 0.01%             | 2064-12-26      | Variable      | 5.10%                 | 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        |    2486426 | PA      | $2489434.21   | 0.02%             | 2027-12-15      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                         | Alliant Holdings Intermediate LLC                                                           | CUSIP: 01883LAD5<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    1066000 | PA      | $1063045.26   | 0.01%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LGI Homes, Inc.                                                           | LGI Homes, Inc.                                                                             | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     273000 | PA      | $261981.72    | 0.00%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                    | Republic of Costa Rica                                                                      | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |     553000 | PA      | $595028.00    | 0.01%             | 2034-04-03      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Midnights Spv SRL                                                         | Midnights SPV SRL                                                                           | CUSIP: N/A<br>LEI: 81560048AF8B821AE436       | Long             | DBT              | CORP              | IT        |    4687878 | PA      | $5395570.69   | 0.05%             | 2026-08-22      | Floating      | 6.73%                 | No            |                  3 | On Loan: No      |
| Alabama Power Co.                                                         | Alabama Power Co.                                                                           | CUSIP: 010392FX1<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     500000 | PA      | $462745.22    | 0.00%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                             | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     517000 | PA      | $527198.86    | 0.01%             | 2028-08-15      | Fixed         | 6.75%                 | 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        |     625481 | PA      | $621052.42    | 0.01%             | 2031-05-01      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                                     | Avantor Funding, Inc.                                                                       | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    1038000 | PA      | $1021321.94   | 0.01%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                              | OCP CLO Ltd., Series 2020-18A, Class A1R2                                                   | CUSIP: 671078AW3<br>LEI: 254900MN6N176YEZLX15 | Long             | ABS-CBDO         | CORP              | KY        |   15000000 | PA      | $15038410.50  | 0.14%             | 2037-07-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Orion US Finco, Inc.                                                      | Orion US Finco, Inc., 1st Lien Term Loan                                                    | CUSIP: 68631KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    1532000 | PA      | $1538710.16   | 0.01%             | 2032-10-08      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                      | Otis Worldwide Corp.                                                                        | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     156443 | NS      | $14511652.68  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants, Inc.                                                  | Darden Restaurants, Inc.                                                                    | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |       7579 | NS      | $1365356.85   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ballyrock CLO 22 Ltd.                                                     | Ballyrock CLO 22 Ltd., Series 2024-22A, Class A1A                                           | CUSIP: 05877GAA1<br>LEI: 254900XC0FEB91ZCO167 | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5016146.50   | 0.05%             | 2037-04-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Deep Blue Operating I LLC                                                 | Deep Blue Operating I LLC, 1st Lien Term Loan                                               | CUSIP: 24369TAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     478000 | PA      | $478898.64    | 0.00%             | 2032-10-01      | Variable      | 6.88%                 | 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        |    3013985 | PA      | $3019802.28   | 0.03%             | 2031-01-27      | Variable      | 5.72%                 | 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        |    2189402 | PA      | $2191459.73   | 0.02%             | 2029-04-16      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                                      | Republic of Paraguay                                                                        | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |     423000 | PA      | $404026.88    | 0.00%             | 2048-03-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities Trust                       | First Horizon Alternative Mortgage Securities Trust, Series 2006-AA8, Class 1A1             | CUSIP: 32052AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     757068 | PA      | $407795.52    | 0.00%             | 2037-02-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                                               | HOMES Trust, Series 2025-NQM1, Class B1                                                     | CUSIP: 43761DAH3<br>LEI: 254900LUV7YA0N50XT86 | Long             | ABS-MBS          | CORP              | US        |    2355000 | PA      | $2375216.50   | 0.02%             | 2070-01-25      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| Ziggo Bond Co. BV                                                         | Ziggo Bond Co. BV                                                                           | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $176975.69    | 0.00%             | 2030-02-28      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                         | Rocket Cos., Inc.                                                                           | CUSIP: 77311WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1545000 | PA      | $1622109.13   | 0.02%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                                         | Polaris Newco LLC, 1st Lien Term Loan                                                       | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    2477935 | PA      | $2366428.10   | 0.02%             | 2028-06-02      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                       | Buckeye Partners LP                                                                         | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      98000 | PA      | $102280.74    | 0.00%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Restoration Hardware, Inc.                                                | Restoration Hardware, Inc., 1st Lien Term Loan                                              | CUSIP: 76133MAB7<br>LEI: 5493008MTS3OGGMHGK69 | Long             | LON              | CORP              | US        |     535198 | PA      | $519254.20    | 0.00%             | 2028-10-20      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                  | Morgan Stanley & Co. LLC                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | SN               | CORP              | US        |     124927 | NS      | $25520633.64  | 0.24%             | 2025-12-19      | Fixed         | 26.52%                | 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        |    4790948 | PA      | $4797176.05   | 0.05%             | 2031-10-31      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                              | NVIDIA Corp.                                                                                | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    3121000 | PA      | $2984398.51   | 0.03%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                  | Lloyds Banking Group plc                                                                    | CUSIP: 53944YBD4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    6667000 | PA      | $6655515.96   | 0.06%             | 2031-11-04      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | S&P 500 E-Mini Index                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -81 | NC      | $-53788.44    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Vital Energy, Inc.                                                        | Vital Energy, Inc.                                                                          | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |     520000 | PA      | $492106.16    | 0.00%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2025-NQM2, Class A2                                    | CUSIP: 066930AB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1047043 | PA      | $1060747.21   | 0.01%             | 2065-05-25      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Informatica LLC                                                           | Informatica LLC, 1st Lien Term Loan B                                                       | CUSIP: 45673YAL0<br>LEI: 5493007SV33RZV7RPS40 | Long             | LON              | CORP              | US        |    1997862 | PA      | $2003475.77   | 0.02%             | 2028-10-27      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                           | Live Nation Entertainment, Inc., 1st Lien Term Loan B                                       | CUSIP: 53803HAY6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2646000 | PA      | $2642692.50   | 0.03%             | 2032-10-21      | Variable      | 5.76%                 | No            |                  3 | On Loan: No      |
| Nordson Corp.                                                             | Nordson Corp.                                                                               | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      14989 | NS      | $3474646.84   | 0.03%             | 2025-11-26      | Fixed         | 14.35%                | 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        |    2167133 | PA      | $1921445.35   | 0.02%             | 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        |    1762178 | PA      | $1761666.77   | 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        |     749776 | PA      | $741858.28    | 0.01%             | 2029-10-04      | Variable      | 7.61%                 | No            |                  2 | On Loan: No      |
| Analog Devices, Inc.                                                      | Analog Devices, Inc.                                                                        | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     742000 | PA      | $655209.36    | 0.01%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                   | Citigroup Global Markets Holdings, Inc., Series DM1e                                        | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |      11100 | NS      | $5843968.76   | 0.06%             | 2025-12-18      | Fixed         | 19.50%                | No            |                  2 | On Loan: No      |
| VF Corp.                                                                  | VF Corp.                                                                                    | CUSIP: 918204BE7<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |     896000 | PA      | $1027572.25   | 0.01%             | 2029-03-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Chicago US MidCo III LP                                                   | Chicago US MidCo III LP, 1st Lien Term Loan                                                 | CUSIP: 16825PAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2710301 | PA      | $2706913.29   | 0.03%             | 2032-10-08      | Variable      | 6.18%                 | No            |                  3 | On Loan: No      |
| Bayview Commercial Asset Trust                                            | Bayview Commercial Asset Trust, Series 2007-3, Class A2                                     | CUSIP: 07325YAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2005452 | PA      | $1901573.55   | 0.02%             | 2037-07-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                         | Lowe's Cos., Inc.                                                                           | CUSIP: 83371T723<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      24374 | NS      | $5843901.12   | 0.06%             | 2025-11-19      | Fixed         | 15.97%                | 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        |     292023 | PA      | $292937.18    | 0.00%             | 2032-09-20      | Variable      | 6.21%                 | 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        |    3796702 | PA      | $3806193.64   | 0.04%             | 2031-05-30      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                              | Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE2, Class 23A                    | CUSIP: 07389YAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1369919 | PA      | $1315815.29   | 0.01%             | 2037-03-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| AZZ, Inc.                                                                 | AZZ, Inc., 1st Lien Term Loan                                                               | CUSIP: 00247NAG7<br>LEI: 549300HD1X2NFLWPYC83 | Long             | LON              | CORP              | US        |     226324 | PA      | $226832.81    | 0.00%             | 2029-05-14      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                               | Intel Corp., Series E0UE                                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      43204 | NS      | $1720711.08   | 0.02%             | 2025-12-09      | Fixed         | 41.04%                | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                      | Campbell's Co. (The)                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      73300 | NS      | $2238210.44   | 0.02%             | 2025-11-20      | Fixed         | 29.23%                | No            |                  2 | On Loan: No      |
| Staples, Inc.                                                             | Staples, Inc.                                                                               | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     199000 | PA      | $192846.67    | 0.00%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Latam Airlines Group SA                                                   | Latam Airlines Group SA                                                                     | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |     310000 | PA      | $319997.50    | 0.00%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                                        | AmWINS Group, Inc.                                                                          | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     900000 | PA      | $869212.17    | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| B&G Foods, Inc.                                                           | B&G Foods, Inc.                                                                             | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |      99000 | PA      | $93075.59     | 0.00%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                                   | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    5004000 | PA      | $5205440.82   | 0.05%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-11598.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                             | UniCredit SpA                                                                               | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |    1102000 | PA      | $1357687.67   | 0.01%             | 2031-12-03      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-XL5, Class A                                      | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4537046 | PA      | $4539881.87   | 0.04%             | 2041-03-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |    2400000 | PA      | $3025789.24   | 0.03%             | 2029-10-30      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Rollins, Inc.                                                             | Rollins, Inc.                                                                               | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |      10170 | NS      | $585893.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp.                                                             | Fortive Corp.                                                                               | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |      53414 | NS      | $2688860.76   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2024-NQM4, Class A3                                    | CUSIP: 06745KAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1282985 | PA      | $1279016.00   | 0.01%             | 2064-12-26      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                                                  | Morgan Stanley Europe SE, Series E13D                                                       | CUSIP: 61778P353<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |      43074 | NS      | $9485693.44   | 0.09%             | 2025-12-03      | Fixed         | 22.20%                | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                            | Univision Communications, Inc.                                                              | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     995000 | PA      | $1050294.87   | 0.01%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                | Pacific Gas & Electric Co.                                                                  | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    5838000 | PA      | $5800917.78   | 0.06%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CML Project Cold                                                          | CML Project Cold, 1st Lien Term Loan                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    2002715 | PA      | $2630966.58   | 0.02%             | 2031-09-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                              | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     113654 | NS      | $42009928.02  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Dollar                                                           | Canadian Dollar                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CA        |     308613 | OU      | $220037.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp.                                                            | McKesson Corp.                                                                              | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       4985 | NS      | $4044529.90   | 0.04%             |  |  |  | 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        |    5994000 | PA      | $6003889.90   | 0.06%             | 2032-08-12      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| LABL, Inc.                                                                | LABL, Inc.                                                                                  | CUSIP: 50168QAE5<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |     432000 | PA      | $322094.15    | 0.00%             | 2028-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                                          | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     332000 | PA      | $343118.68    | 0.00%             | 2054-10-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Kyowa Kirin Co. Ltd.                                                      | Kyowa Kirin Co. Ltd.                                                                        | CUSIP: N/A<br>LEI: 529900TBXKVTQGYA3582       | Long             | EC               | CORP              | JP        |      27400 | NS      | $424262.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                         | NatWest Group plc                                                                           | CUSIP: 780097BQ3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     686000 | PA      | $686934.33    | 0.01%             | 2025-12-29      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                    | Velocity Commercial Capital Loan Trust, Series 2025-1, Class M3                             | CUSIP: 922955AK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3994885 | PA      | $4054069.32   | 0.04%             | 2055-02-25      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Ballyrock CLO Ltd.                                                        | Ballyrock CLO Ltd., Series 2020-2A, Class BR                                                | CUSIP: 05875DAN2<br>LEI: 254900Y6C4AXEAZ9T124 | Long             | ABS-CBDO         | CORP              | KY        |    4500000 | PA      | $4511216.25   | 0.04%             | 2031-10-20      | Floating      | 6.10%                 | 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        |     520000 | PA      | $519402.00    | 0.00%             | 2029-11-16      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Greenko Wind Projects Mauritius Ltd.                                      | Greenko Wind Projects Mauritius Ltd.                                                        | CUSIP: 39531JAB0<br>LEI: 254900MSUXE1FF83DP82 | Long             | DBT              | CORP              | MU        |     200000 | PA      | $202880.00    | 0.00%             | 2028-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                       | Expand Energy Corp.                                                                         | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     875000 | PA      | $877120.90    | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                           | Intercontinental Exchange, Inc.                                                             | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     384000 | PA      | $386863.49    | 0.00%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Howden UK Refinance plc                                                   | Howden UK Refinance plc                                                                     | CUSIP: 44287GAA4<br>LEI: 87550008DPN8BDG67910 | Long             | DBT              | CORP              | GB        |    3394000 | PA      | $3498141.50   | 0.03%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                         | Genesis Energy LP                                                                           | CUSIP: 37185LAR3<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |      46000 | PA      | $47509.26     | 0.00%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Jane Street Group                                                         | Jane Street Group                                                                           | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |     581000 | PA      | $606081.64    | 0.01%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                   | Astrazeneca Finance LLC                                                                     | CUSIP: 04636NAM5<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |      37000 | PA      | $38279.26     | 0.00%             | 2031-02-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4636.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                       | Station Casinos LLC                                                                         | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     519000 | PA      | $510870.80    | 0.00%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                            | Long Beach Mortgage Loan Trust, Series 2006-6, Class 2A3                                    | CUSIP: 54251RAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5501970 | PA      | $2176722.21   | 0.02%             | 2036-07-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                           | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     237000 | PA      | $248909.96    | 0.00%             | 2029-09-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                               | Capital One Financial Corp., Series M                                                       | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     293000 | PA      | $287937.63    | 0.00%             | 2026-09-01      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2021-NWM, Class B                                      | CUSIP: 12434AAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7261021 | PA      | $7243375.01   | 0.07%             | 2033-02-15      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                   | Sasol Financing USA LLC                                                                     | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     941000 | PA      | $927459.01    | 0.01%             | 2028-09-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                                        | Wand NewCo 3, Inc.                                                                          | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1045134.00   | 0.01%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Ballyrock CLO 22 Ltd.                                                     | Ballyrock CLO 22 Ltd., Series 2024-22A, Class B                                             | CUSIP: 05877GAG8<br>LEI: 254900XC0FEB91ZCO167 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1005587.00   | 0.01%             | 2037-04-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                          | Altice France SA                                                                            | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     988808 | PA      | $946737.13    | 0.01%             | 2032-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                                                  | Blue Racer Midstream LLC                                                                    | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     246000 | PA      | $255203.11    | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                                          | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |     150000 | PA      | $152400.00    | 0.00%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC, 1st Lien Term Loan                                               | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |    2607105 | PA      | $2610598.97   | 0.02%             | 2030-12-20      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Toll Brothers, Inc.                                                       | Toll Brothers, Inc., Series 000F                                                            | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      26687 | NS      | $3620468.00   | 0.03%             | 2025-12-09      | Fixed         | 16.93%                | No            |                  2 | On Loan: No      |
| Symphony CLO 30 Ltd.                                                      | Symphony CLO 30 Ltd., Series 2023-30A, Class B1R                                            | CUSIP: 87169BAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    1000000 | PA      | $1005989.30   | 0.01%             | 2037-10-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                    | UBS AG                                                                                      | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |     276668 | NS      | $11494666.06  | 0.11%             | 2025-12-09      | Fixed         | 18.50%                | No            |                  2 | On Loan: No      |
| NE Property BV                                                            | NE Property BV                                                                              | CUSIP: N/A<br>LEI: 7245006AG9J70KOIJH36       | Long             | DBT              | CORP              | NL        |     550000 | PA      | $638338.15    | 0.01%             | 2033-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BAE Systems plc                                                           | BAE Systems plc                                                                             | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |     726443 | NS      | $17894824.57  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $879.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GoGo Intermediate Holdings LLC                                            | Gogo Intermediate Holdings LLC, 1st Lien Term Loan                                          | CUSIP: 38046JAB0<br>LEI: 2549003PQSV921SNHM89 | Long             | LON              | CORP              | US        |    1106092 | PA      | $1085153.91   | 0.01%             | 2028-05-01      | Variable      | 7.71%                 | 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        |    3266000 | PA      | $3270082.50   | 0.03%             | 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        |    6163000 | PA      | $6267219.10   | 0.06%             | 2026-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                             | Aroundtown SA                                                                               | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |     500000 | PA      | $557586.85    | 0.01%             | 2026-04-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                                   | Rockford Tower CLO Ltd., Series 2018-1A, Class B                                            | CUSIP: 77342JAC7<br>LEI: 549300KPFGDIQ0PMP224 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $998359.40    | 0.01%             | 2031-05-20      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                                      | Republic of Paraguay                                                                        | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |      70000 | PA      | $70007.00     | 0.00%             | 2026-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dutch Bros, Inc.                                                          | Dutch Bros, Inc.                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      51792 | NS      | $2853477.60   | 0.03%             | 2025-11-06      | Fixed         | 32.15%                | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                       | Abbott Laboratories                                                                         | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      85472 | NS      | $10566048.64  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Holdings II LLC                                               | Match Group Holdings II LLC                                                                 | CUSIP: 57667JAC6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    1043000 | PA      | $1050004.79   | 0.01%             | 2033-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Teck Resources Ltd.                                                       | Teck Resources Ltd., Class B                                                                | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |     146011 | NS      | $6266792.12   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GSAMP Trust                                                               | GSAMP Trust, Series 2006-HE6, Class A4                                                      | CUSIP: 36245AAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1208623 | PA      | $1044771.42   | 0.01%             | 2036-08-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Graftech Global Enterprises, Inc.                                         | GrafTech Global Enterprises, Inc., Delayed Draw 1st Lien Term Loan                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     112606 | PA      | $114335.91    | 0.00%             | 2029-12-21      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                 | Prosus NV                                                                                   | CUSIP: 74365PAH1<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     654000 | PA      | $629069.52    | 0.01%             | 2032-01-19      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Peraton Corp.                                                             | Peraton Corp., 1st Lien Term Loan B                                                         | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    2816675 | PA      | $2423945.78   | 0.02%             | 2028-02-01      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                    | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2022-OPO, Class D            | CUSIP: 46655AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2409000 | PA      | $1943265.14   | 0.02%             | 2039-01-05      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                              | Oriental Republic of Uruguay                                                                | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   15791000 | PA      | $397763.66    | 0.00%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Rad CLO 22 Ltd.                                                           | Rad CLO 22 Ltd., Series 2023-22A, Class A1                                                  | CUSIP: 74923VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1730000 | PA      | $1734184.52   | 0.02%             | 2037-01-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3617.40      | 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        |      15935 | NS      | $5534284.33   | 0.05%             | 2025-12-16      | Fixed         | 25.42%                | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                      | Meta Platforms, Inc., Class A                                                               | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      34362 | NS      | $22278602.70  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Albion Financing 1 SARL                                                   | Albion Financing 1 SARL                                                                     | CUSIP: 01330AAA4<br>LEI: 259400W9CABUZBRDLP97 | Long             | DBT              | CORP              | LU        |    1522000 | PA      | $1570828.80   | 0.01%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                                          | UWM Holdings LLC                                                                            | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     490000 | PA      | $489118.49    | 0.00%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Toyota Tsusho Corp.                                                       | Toyota Tsusho Corp.                                                                         | CUSIP: N/A<br>LEI: 549300CEE2ENIUJNXB84       | Long             | EC               | CORP              | JP        |      72900 | NS      | $2228279.31   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bracken MidCo1 plc                                                        | Bracken MidCo1 plc                                                                          | CUSIP: N/A<br>LEI: 213800AFGHKES7J58805       | Long             | DBT              | CORP              | GB        |     946000 | PA      | $1226975.21   | 0.01%             | 2027-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Medtronic plc                                                             | Medtronic plc                                                                               | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |     115226 | NS      | $10450998.20  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Raizen Fuels Finance SA                                                   | Raizen Fuels Finance SA                                                                     | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     839000 | PA      | $711576.88    | 0.01%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                             | Koninklijke Ahold Delhaize NV                                                               | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |     104697 | NS      | $4285311.19   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                       | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2867000 | PA      | $2905465.51   | 0.03%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                            | Teva Pharmaceutical Finance Netherlands III BV                                              | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     592000 | PA      | $582010.00    | 0.01%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                            | Hewlett Packard Enterprise Co., Series D4KK                                                 | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | Long             | SN               | CORP              | GB        |     112800 | NS      | $2772700.44   | 0.03%             | 2025-11-20      | Fixed         | 26.00%                | No            |                  2 | On Loan: No      |
| Eurobank Ergasias Services & Holdings SA                                  | Eurobank Ergasias Services & Holdings SA                                                    | CUSIP: N/A<br>LEI: JEUVK5RWVJEN8W0C9M24       | Long             | DBT              | CORP              | GR        |    1175000 | PA      | $1360689.78   | 0.01%             | 2035-04-30      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Air Products & Chemicals, Inc.                                            | Air Products & Chemicals, Inc.                                                              | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      24712 | NS      | $5994884.08   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OCP CLO Ltd.                                                              | OCP CLO Ltd., Series 2021-22A, Class CR                                                     | CUSIP: 67117TAS4<br>LEI: 254900PS626FB00CVF06 | Long             | ABS-CBDO         | CORP              | KY        |    4500000 | PA      | $4512852.90   | 0.04%             | 2037-10-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                              | Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE3, Class 2A                     | CUSIP: 073852AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3145804 | PA      | $3075653.66   | 0.03%             | 2037-04-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                            | Olympus Water US Holding Corp.                                                              | CUSIP: N/A<br>LEI: 549300YU2GGVCBN3MY89       | Long             | DBT              | CORP              | US        |     974000 | PA      | $1111453.46   | 0.01%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding 2021-I Ltd., Series 2021-1A, Class CR                                          | CUSIP: 12563EAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    9500000 | PA      | $9537039.55   | 0.09%             | 2037-07-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Darling Global Finance BV                                                 | Darling Global Finance BV                                                                   | CUSIP: N/A<br>LEI: 724500R2BQXOR6YG2Y67       | Long             | DBT              | CORP              | NL        |    1191000 | PA      | $1399973.48   | 0.01%             | 2032-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp.                                                    | Costco Wholesale Corp.                                                                      | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       4806 | NS      | $4380428.70   | 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        |       8400 | PA      | $8394.79      | 0.00%             | 2029-05-23      | Variable      | 9.38%                 | 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        |    8750000 | PA      | $8760937.50   | 0.08%             | 2039-06-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                                       | Altice Financing SA                                                                         | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     400000 | PA      | $291008.00    | 0.00%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                                               | HOMES Trust, Series 2025-NQM4, Class B1                                                     | CUSIP: 403958AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1455500 | PA      | $1458115.39   | 0.01%             | 2070-08-25      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| STL Holding Co. LLC                                                       | STL Holding Co. LLC                                                                         | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |     197000 | PA      | $206560.21    | 0.00%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Abanca Corp. Bancaria SA                                                  | Abanca Corp. Bancaria SA                                                                    | CUSIP: N/A<br>LEI: 54930056IRBXK0Q1FP96       | Long             | DBT              | CORP              | ES        |    1100000 | PA      | $1319246.54   | 0.01%             | 2036-12-11      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Methanex US Operations, Inc.                                              | Methanex US Operations, Inc.                                                                | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     220000 | PA      | $223800.72    | 0.00%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Clover Holdings 2 LLC                                                     | Clover Holdings 2 LLC, 1st Lien Term Loan                                                   | CUSIP: 18914DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4161055 | PA      | $4154563.84   | 0.04%             | 2031-12-09      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| Omron Corp.                                                               | Omron Corp.                                                                                 | CUSIP: N/A<br>LEI: 549300ZHW0TR2QZ0NY83       | Long             | EC               | CORP              | JP        |      20300 | NS      | $566060.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corp.                                                   | FUJIFILM Holdings Corp.                                                                     | CUSIP: N/A<br>LEI: 529900UBKMFM0ST6H474       | Long             | EC               | CORP              | JP        |     129000 | NS      | $2989793.19   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                | Progress Residential Trust, Series 2021-SFR8, Class G                                       | CUSIP: 74333TAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10000000 | PA      | $9812489.00   | 0.09%             | 2038-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                            | Community Health Systems, Inc.                                                              | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     835000 | PA      | $826650.00    | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Atos SE                                                                   | Atos SE                                                                                     | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | SN               | CORP              | FR        |    2103743 | PA      | $1385753.11   | 0.01%             | 2032-12-18      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| East Japan Railway Co.                                                    | East Japan Railway Co.                                                                      | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | EC               | CORP              | JP        |      75500 | NS      | $1844088.36   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Manitowoc Co., Inc. (The)                                                 | Manitowoc Co., Inc. (The)                                                                   | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |     143000 | PA      | $150285.85    | 0.00%             | 2031-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                                       | Carlyle US CLO Ltd., Series 2021-11A, Class A1R                                             | CUSIP: 143122AJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5500000 | PA      | $5512476.20   | 0.05%             | 2037-07-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $7830.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrier Global Corp.                                                      | Carrier Global Corp.                                                                        | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      45384 | NS      | $2699894.16   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Midstream Partners LP                                             | Western Midstream Partners LP                                                               | CUSIP: 958669103<br>LEI: N/A                  | Long             |  |  | US        |      65487 | NS      | $2453797.89   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Mortgage Trust                                        | Ellington Financial Mortgage Trust, Series 2021-2, Class A1                                 | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1627252 | PA      | $1371318.14   | 0.01%             | 2066-06-25      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| MKS, Inc.                                                                 | MKS, Inc., 1st Lien Term Loan B                                                             | CUSIP: 55314NAZ7<br>LEI: 549300KEQATBHAGVF505 | Long             | LON              | CORP              | US        |    3496584 | PA      | $3498471.78   | 0.03%             | 2029-08-17      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                               | Allied Universal Holdco LLC                                                                 | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1040000 | PA      | $1018605.95   | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                 | Republic of Cote d'Ivoire                                                                   | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |     443000 | PA      | $449837.71    | 0.00%             | 2028-03-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Gruppo San Donato SpA                                                     | Gruppo San Donato SpA                                                                       | CUSIP: N/A<br>LEI: 8156003649DB0704FC22       | Long             | DBT              | CORP              | IT        |     441000 | PA      | $522297.41    | 0.00%             | 2031-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     250000 | PA      | $-5656.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                       | Hilton Domestic Operating Co., Inc.                                                         | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     138000 | PA      | $142402.89    | 0.00%             | 2032-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                             | Berkshire Hathaway Energy Co.                                                               | CUSIP: 084659AV3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     444000 | PA      | $435241.70    | 0.00%             | 2030-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Archrock Partners LP                                                      | Archrock Partners LP                                                                        | CUSIP: 03959KAA8<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |     151000 | PA      | $151492.86    | 0.00%             | 2027-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Baytex Energy Corp.                                                       | Baytex Energy Corp.                                                                         | CUSIP: 07317QAK1<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |     209000 | PA      | $205799.14    | 0.00%             | 2032-03-15      | Fixed         | 7.38%                 | 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        |     431000 | PA      | $431000.00    | 0.00%             | 2032-09-22      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                     | Cardinal Health, Inc.                                                                       | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      32900 | NS      | $5096720.87   | 0.05%             | 2025-11-03      | Fixed         | 23.74%                | No            |                  2 | On Loan: No      |
| PBF Holding Co. LLC                                                       | PBF Holding Co. LLC                                                                         | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     258000 | PA      | $259168.48    | 0.00%             | 2030-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Generac Holdings, Inc.                                                    | Generac Holdings, Inc.                                                                      | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |       3664 | NS      | $615625.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                     | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     698000 | PA      | $706725.00    | 0.01%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                                             | Nomura Bank International plc                                                               | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |       7729 | NS      | $6241529.56   | 0.06%             | 2025-12-10      | Fixed         | 18.42%                | No            |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                                                  | AthenaHealth Group, Inc., 1st Lien Term Loan                                                | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    4216440 | PA      | $4194683.34   | 0.04%             | 2029-02-15      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                               | Capital One Financial Corp., Series DMT0                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      43828 | NS      | $9630968.82   | 0.09%             | 2025-12-03      | Fixed         | 24.54%                | No            |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                                     | Navoi Mining & Metallurgical Combinat                                                       | CUSIP: 63890CAB0<br>LEI: 213800YLNAGERZ4C3M60 | Long             | DBT              | CORP              | UZ        |     519000 | PA      | $554681.25    | 0.01%             | 2031-10-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Food Service Project SA                                                   | Food Service Project SA                                                                     | CUSIP: N/A<br>LEI: 95980020140005812514       | Long             | DBT              | CORP              | ES        |    1061000 | PA      | $1226733.27   | 0.01%             | 2027-01-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                   | Micron Technology, Inc.                                                                     | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    3953000 | PA      | $4235152.61   | 0.04%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                        | Venture Global Plaquemines LNG LLC                                                          | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    2061000 | PA      | $2182827.77   | 0.02%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse USA LLC                                                     | Credit Suisse USA LLC                                                                       | CUSIP: 22541LAE3<br>LEI: EXD7DEVFDH4HOFFQ7349 | Long             | DBT              | CORP              | US        |      80000 | PA      | $91595.33     | 0.00%             | 2032-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing LLC                                                     | DirecTV Financing LLC                                                                       | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     919000 | PA      | $919043.19    | 0.01%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Aurium CLO VII DAC                                                        | Aurium CLO VII DAC, Series 7X, Class DR                                                     | CUSIP: N/A<br>LEI: 549300V2IBKMYWMKX423       | Long             | ABS-CBDO         | CORP              | IE        |     350000 | PA      | $401325.20    | 0.00%             | 2038-10-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Pinnacle Buyer, LLC                                                       | Pinnacle Buyer, LLC, Delayed Draw 1st Lien Term Loan B                                      | CUSIP: 72349UAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     271745 | PA      | $272764.54    | 0.00%             | 2032-10-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                     | International Business Machines Corp., Series 00He                                          | CUSIP: 61778P379<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |      10070 | NS      | $3029771.34   | 0.03%             | 2025-12-05      | Fixed         | 28.89%                | No            |                  2 | On Loan: No      |
| Sable International Finance Ltd.                                          | Sable International Finance Ltd.                                                            | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |     746000 | PA      | $746000.00    | 0.01%             | 2032-10-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| USI, Inc.                                                                 | USI, Inc., 1st Lien Term Loan D                                                             | CUSIP: 90351NAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3891376 | PA      | $3895267.17   | 0.04%             | 2029-11-21      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Versant Media Group, Inc.                                                 | Versant Media Group, Inc.                                                                   | CUSIP: 925283AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     357000 | PA      | $363899.79    | 0.00%             | 2031-01-30      | Fixed         | 7.25%                 | 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        |   10740000 | PA      | $10731664.69  | 0.10%             | 2042-08-19      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 10 Ltd.                                              | Diameter Capital CLO 10 Ltd., Series 2025-10A, Class B                                      | CUSIP: 25290BAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5012618.00   | 0.05%             | 2038-04-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                 | RTX Corp.                                                                                   | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     500000 | PA      | $549434.32    | 0.01%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Bankinter SA                                                              | Bankinter SA                                                                                | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | DBT              | CORP              | ES        |     800000 | PA      | $956699.50    | 0.01%             | 2030-06-30      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2006-9T1, Class A7                                           | CUSIP: 12668BVG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     302852 | PA      | $118483.10    | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC                                                 | Stonepeak Nile Parent LLC                                                                   | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |     129000 | PA      | $136428.04    | 0.00%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                   | Bayer US Finance II LLC                                                                     | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    1722000 | PA      | $1715965.06   | 0.02%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| White Cap Buyer LLC                                                       | White Cap Buyer LLC                                                                         | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4890000 | PA      | $4890047.53   | 0.05%             | 2028-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BPER Banca SpA                                                            | BPER Banca SpA                                                                              | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | DBT              | CORP              | IT        |    1109000 | PA      | $1336491.90   | 0.01%             | 2030-03-20      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                                    | LifePoint Health, Inc.                                                                      | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    1467000 | PA      | $1617517.96   | 0.02%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                | CSMC Trust, Series 2008-2R, Class 1A1                                                       | CUSIP: 225492AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     249165 | PA      | $216430.39    | 0.00%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Resideo Funding, Inc.                                                     | Resideo Funding, Inc.                                                                       | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |     190000 | PA      | $181212.50    | 0.00%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                                | Sensata Technologies, Inc.                                                                  | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     694000 | PA      | $669221.98    | 0.01%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                                           | CUSIP: 404280BL2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1089000 | PA      | $1096664.38   | 0.01%             | 2027-05-22      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                                    | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     950000 | PA      | $959352.85    | 0.01%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Sekisui House Ltd.                                                        | Sekisui House Ltd.                                                                          | CUSIP: N/A<br>LEI: 529900GMNDOYQSAJAE76       | Long             | EC               | CORP              | JP        |      67700 | NS      | $1452522.02   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Navient Corp.                                                             | Navient Corp.                                                                               | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     288000 | PA      | $316422.43    | 0.00%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4213.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     303904 | PA      | $46892.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                               | Beach Acquisition Bidco LLC                                                                 | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    1491000 | PA      | $1600836.01   | 0.02%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                               | First Quantum Minerals Ltd.                                                                 | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     221000 | PA      | $234260.00    | 0.00%             | 2033-03-01      | Fixed         | 8.00%                 | 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        |    1750000 | PA      | $1748910.63   | 0.02%             | 2036-08-15      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd.                                                    | Sycamore Tree CLO Ltd., Series 2024-5A, Class B                                             | CUSIP: 87122YAE5<br>LEI: 213800TOX9K8OSWW9S26 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2001993.80   | 0.02%             | 2036-04-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                                       | Ascent Resources Utica Holdings LLC                                                         | CUSIP: 04364VBA0<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |     264000 | PA      | $268719.53    | 0.00%             | 2033-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                                           | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    4450000 | PA      | $4454920.99   | 0.04%             | 2031-11-06      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Willis Towers Watson plc                                                  | Willis Towers Watson plc                                                                    | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | IE        |      13303 | NS      | $4165169.30   | 0.04%             |  |  |  | No            |                  1 | 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        |    2531000 | PA      | $2541380.64   | 0.02%             | 2040-08-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Air France-KLM                                                            | Air France-KLM                                                                              | CUSIP: N/A<br>LEI: 969500AQW31GYO8JZD66       | Long             | DBT              | CORP              | FR        |     600000 | PA      | $709254.64    | 0.01%             | 2030-05-21      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd.                                                       | Qantas Airways Ltd.                                                                         | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | EC               | CORP              | AU        |      82897 | NS      | $552271.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Darling Ingredients, Inc.                                                 | Darling Ingredients, Inc.                                                                   | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |     333000 | PA      | $336562.10    | 0.00%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Froneri Lux FinCo. SARL                                                   | Froneri Lux FinCo. SARL                                                                     | CUSIP: N/A<br>LEI: 9845005YBZ75E5AA3B94       | Long             | DBT              | CORP              | LU        |     909000 | PA      | $1068000.84   | 0.01%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     150000 | PA      | $1124.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fraport AG Frankfurt Airport Services Worldwide                           | Fraport AG Frankfurt Airport Services Worldwide                                             | CUSIP: N/A<br>LEI: 5299001ERX0K10IZUL40       | Long             | EC               | CORP              | DE        |      46835 | NS      | $4014450.92   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kubota Corp.                                                              | Kubota Corp.                                                                                | CUSIP: N/A<br>LEI: 549300CSY4INHEHQQT13       | Long             | EC               | CORP              | JP        |     111800 | NS      | $1447493.12   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Luna 1.5 SARL                                                             | Luna 1.5 SARL                                                                               | CUSIP: N/A<br>LEI: 64884UZ60Y77J5XK5C41       | Long             | DBT              | CORP              | LU        |     744000 | PA      | $888744.33    | 0.01%             | 2032-07-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                      | Cross Mortgage Trust, Series 2025-H7, Class B1B                                             | CUSIP: 22757JAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     822400 | PA      | $815975.74    | 0.01%             | 2070-09-25      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| Fedrigoni SpA                                                             | Fedrigoni SpA                                                                               | CUSIP: N/A<br>LEI: 8156004CE82074779D19       | Long             | DBT              | CORP              | IT        |    1011000 | PA      | $1134810.97   | 0.01%             | 2031-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ephios Subco 3 SARL                                                       | Ephios Subco 3 SARL                                                                         | CUSIP: N/A<br>LEI: 213800E4EG6VFUFVEH64       | Long             | DBT              | CORP              | LU        |     814000 | PA      | $992746.17    | 0.01%             | 2031-01-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                            | GLP Capital LP                                                                              | CUSIP: 361841AR0<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |     754000 | PA      | $676777.21    | 0.01%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                                              | Hasbro, Inc.                                                                                | CUSIP: 83371T780<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      31300 | NS      | $2384040.98   | 0.02%             | 2025-11-17      | Fixed         | 24.50%                | No            |                  2 | On Loan: No      |
| Rentokil Initial plc                                                      | Rentokil Initial plc                                                                        | CUSIP: N/A<br>LEI: 549300VN4WV7Z6T14K68       | Long             | EC               | CORP              | GB        |    1036174 | NS      | $5783356.45   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Northriver Midstream Finance LP                                           | Northriver Midstream Finance LP                                                             | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |     190000 | PA      | $193622.16    | 0.00%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                         | Public Service Electric & Gas Co.                                                           | CUSIP: 74456QCH7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     427000 | PA      | $376094.90    | 0.00%             | 2031-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                 | Sunoco LP                                                                                   | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     229000 | PA      | $228962.44    | 0.00%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                | Pacific Gas & Electric Co.                                                                  | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     999000 | PA      | $922512.56    | 0.01%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |    1400000 | PA      | $1700446.91   | 0.02%             | 2028-10-30      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd.                                                   | DBS Group Holdings Ltd.                                                                     | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |     192300 | NS      | $7961707.80   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Mohegan Tribal Gaming Authority                                           | Mohegan Tribal Gaming Authority                                                             | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     316000 | PA      | $328050.16    | 0.00%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                                | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |     700000 | PA      | $998628.76    | 0.01%             | 2028-09-15      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2021-XL2, Class F                                      | CUSIP: 05609KAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6300000 | PA      | $6292124.90   | 0.06%             | 2038-10-15      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Midcap Financial Issuer Trust                                             | Midcap Financial Issuer Trust                                                               | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     688000 | PA      | $675780.71    | 0.01%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                    | Sempra                                                                                      | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    1058000 | PA      | $1038228.37   | 0.01%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                       | Viking Cruises Ltd.                                                                         | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      87000 | PA      | $87492.06     | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-16484.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                             | Transocean International Ltd.                                                               | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     357000 | PA      | $367656.16    | 0.00%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                     | Albertsons Cos., Inc.                                                                       | CUSIP: 01309QAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     513000 | PA      | $515260.37    | 0.00%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                   | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     586000 | PA      | $602946.20    | 0.01%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                            | M&T Bank Corp.                                                                              | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     328000 | PA      | $328872.48    | 0.00%             | 2034-01-27      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Houston Galleria Mall Trust                                               | Houston Galleria Mall Trust, Series 2025-HGLR, Class A                                      | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6550000 | PA      | $6802316.48   | 0.06%             | 2045-02-05      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group plc                                               | Reckitt Benckiser Group plc                                                                 | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |      79161 | NS      | $6054952.20   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MAF Global Securities Ltd.                                                | MAF Global Securities Ltd.                                                                  | CUSIP: N/A<br>LEI: 54930037VUDNYTS17017       | Long             | DBT              | CORP              | KY        |     544000 | PA      | $543899.14    | 0.01%             | 2026-03-20      | Variable      | 6.38%                 | 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        |     622432 | PA      | $622743.38    | 0.01%             | 2031-07-30      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                         | LYB International Finance III LLC                                                           | CUSIP: 50249AAL7<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     465000 | PA      | $475086.28    | 0.00%             | 2033-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                      | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    1050000 | PA      | $1066800.00   | 0.01%             | 2032-05-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                         | Georgia Power Co.                                                                           | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    1523000 | PA      | $1543965.80   | 0.01%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ITOCHU Corp.                                                              | ITOCHU Corp.                                                                                | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |     134600 | NS      | $7796476.74   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Smartstop Self Storage REIT, Inc.                                         | Smartstop Self Storage REIT, Inc.                                                           | CUSIP: 83192D402<br>LEI: 549300EC266625K12S42 | Long             | EC               | CORP              | US        |     128892 | NS      | $4427440.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAmpac PG Borrower LLC                                                  | ProAmpac PG Borrower LLC, 1st Lien Term Loan B                                              | CUSIP: 74274NAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     297246 | PA      | $296704.58    | 0.00%             | 2028-09-15      | Variable      | 8.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1927933.14   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Trust                                                             | iShares iBoxx $ High Yield Corporate Bond ETF                                               | CUSIP: 464288513<br>LEI: 549300FCCXHK7O37PQ68 | Long             |  | RF                | US        |    2650738 | NS      | $214179630.40 | 2.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Keurig Dr Pepper, Inc.                                                    | Keurig Dr Pepper, Inc.                                                                      | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     301256 | NS      | $8182112.96   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2024-NQM4, Class XS                                    | CUSIP: 06745KAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17573780 | PA      | $715855.61    | 0.01%             | 2064-12-26      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2007-OA3, Class 1A1                                          | CUSIP: 02150TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6818381 | PA      | $6386525.42   | 0.06%             | 2047-04-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO 3 Ltd.                                                    | Birch Grove CLO 3 Ltd., Series 2021-3A, Class BR                                            | CUSIP: 09076VAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7500000 | PA      | $7503486.00   | 0.07%             | 2038-01-19      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| New Immo Holding SA                                                       | New Immo Holding SA                                                                         | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |     700000 | PA      | $818184.73    | 0.01%             | 2028-12-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kingspan Group plc                                                        | Kingspan Group plc                                                                          | CUSIP: N/A<br>LEI: 635400HM7V74SUB9OG75       | Long             | EC               | CORP              | IE        |      11010 | NS      | $824410.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                            | US Foods, Inc.                                                                              | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      54000 | PA      | $56655.13     | 0.00%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                       | Union Pacific Corp.                                                                         | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       5600 | NS      | $1243196.17   | 0.01%             | 2025-11-20      | Fixed         | 13.54%                | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co. plc                                                | Bellis Acquisition Co. plc                                                                  | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |     255000 | PA      | $298845.62    | 0.00%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BP plc                                                                    | BP plc                                                                                      | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |    1168900 | NS      | $6617137.53   | 0.06%             | 2025-12-11      | Fixed         | 23.11%                | No            |                  2 | On Loan: No      |
| UBS AG                                                                    | UBS AG                                                                                      | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      64174 | NS      | $5992025.19   | 0.06%             | 2025-12-09      | Fixed         | 19.60%                | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA                                                                         | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |     574057 | NS      | $3699995.63   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                     | OneMain Finance Corp.                                                                       | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     110000 | PA      | $113984.64    | 0.00%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                 | MGM Resorts International                                                                   | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     512000 | PA      | $521269.76    | 0.00%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                   | GFL Environmental, Inc.                                                                     | CUSIP: 36168QAL8<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $97825.20     | 0.00%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp., Class A                                                                      | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     336981 | NS      | $9379866.14   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Essendi SA                                                                | Essendi SA                                                                                  | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |     389000 | PA      | $453979.73    | 0.00%             | 2032-05-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                       | Hilton Domestic Operating Co., Inc.                                                         | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      51000 | PA      | $51956.25     | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                        | Credit Agricole SA                                                                          | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    6117000 | PA      | $6272463.00   | 0.06%             | 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        |    3326378 | PA      | $3331932.89   | 0.03%             | 2032-09-16      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $13048.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HalseyPoint CLO 4 Ltd.                                                    | HalseyPoint CLO 4 Ltd., Series 2021-4A, Class C                                             | CUSIP: 40637LAE0<br>LEI: 549300CMJUK1VCINNF57 | Long             | ABS-CBDO         | CORP              | KY        |    1750000 | PA      | $1752717.58   | 0.02%             | 2034-04-20      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                       | Post Holdings, Inc.                                                                         | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      50000 | PA      | $48477.13     | 0.00%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                                          | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     983000 | PA      | $1032490.17   | 0.01%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                         | Standard Building Solutions, Inc.                                                           | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    2403000 | PA      | $2470288.23   | 0.02%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                             | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     269000 | PA      | $272216.83    | 0.00%             | 2033-05-24      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2847.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                                          | Clarivate Science Holdings Corp.                                                            | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1672000 | PA      | $1559782.38   | 0.01%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                  | Celanese US Holdings LLC                                                                    | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     204000 | PA      | $200881.86    | 0.00%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                              | Humana, Inc., Series E0OB                                                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |       8591 | NS      | $2391249.89   | 0.02%             | 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        |     150760 | NS      | $12237189.20  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp.                                                                               | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     132000 | PA      | $131885.47    | 0.00%             | 2030-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                  | American Homes 4 Rent LP                                                                    | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     320000 | PA      | $330421.93    | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                         | Clarios Global LP                                                                           | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | DBT              | CORP              | CA        |    1302000 | PA      | $1530761.84   | 0.01%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                              | Sabine Pass Liquefaction LLC                                                                | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     142000 | PA      | $142818.04    | 0.00%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2025-NQM1, Class M1                                    | CUSIP: 06744WAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1062300 | PA      | $1077788.12   | 0.01%             | 2065-01-25      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |    2000000 | PA      | $2500471.31   | 0.02%             | 2031-10-30      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Otsuka Corp.                                                              | Otsuka Corp.                                                                                | CUSIP: N/A<br>LEI: 529900RG9DJ58J3UIE72       | Long             | EC               | CORP              | JP        |      27200 | NS      | $537746.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc.                                                                     | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    1935901 | PA      | $1851205.33   | 0.02%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                 | CIM Trust, Series 2025-I1, Class B1B                                                        | CUSIP: 12571DAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4918000 | PA      | $5005229.99   | 0.05%             | 2069-10-25      | Variable      | 7.54%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                        | United Rentals North America, Inc.                                                          | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    1242000 | PA      | $1274739.12   | 0.01%             | 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        |    2423000 | PA      | $2472548.10   | 0.02%             | 2030-05-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                                               | Carvana Co.                                                                                 | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    1381465 | PA      | $1442761.35   | 0.01%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | J.P. Morgan Structured Products BV, Series DM88                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      15975 | NS      | $10602973.00  | 0.10%             | 2025-12-16      | Fixed         | 20.75%                | No            |                  2 | On Loan: No      |
| US Acute Care Solutions LLC                                               | US Acute Care Solutions LLC                                                                 | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     671000 | PA      | $683286.01    | 0.01%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                                     | Avantor Funding, Inc.                                                                       | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |      71000 | PA      | $67433.22     | 0.00%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2016-BNK1, Class XD                           | CUSIP: 95000GAA2<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |   11784000 | PA      | $108545.25    | 0.00%             | 2049-08-15      | Variable      | 1.23%                 | 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        |     752314 | PA      | $703729.15    | 0.01%             | 2030-08-01      | Variable      | 8.24%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco SARL                                                  | Eagle Funding Luxco SARL                                                                    | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    1240000 | PA      | $1258736.40   | 0.01%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AmeriGas Partners LP                                                      | AmeriGas Partners LP                                                                        | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     192000 | PA      | $202036.61    | 0.00%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                                        | Light & Wonder International, Inc.                                                          | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     443000 | PA      | $441041.94    | 0.00%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co., Inc. (The)                                     | Kansai Electric Power Co., Inc. (The)                                                       | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | EC               | CORP              | JP        |     122000 | NS      | $1903219.64   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MediaTek, Inc.                                                            | MediaTek, Inc.                                                                              | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |     251000 | NS      | $10644772.64  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                      | Mitsubishi UFJ Financial Group, Inc., Series 8NC7                                           | CUSIP: 606822CT9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     467000 | PA      | $487057.14    | 0.00%             | 2031-02-22      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Cooper Cos., Inc. (The)                                                   | Cooper Cos., Inc. (The)                                                                     | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |      15003 | NS      | $1048859.73   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MPT Operating Partnership LP                                              | MPT Operating Partnership LP                                                                | CUSIP: N/A<br>LEI: WUQXXXF7PXTUPGROE843       | Long             | DBT              | CORP              | US        |     305000 | PA      | $365523.45    | 0.00%             | 2032-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield U.S. Borrower LLC                                     | Cushman & Wakefield US Borrower LLC, 1st Lien Term Loan                                     | CUSIP: 23340DAW2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     430530 | PA      | $431248.99    | 0.00%             | 2030-01-31      | Variable      | 6.71%                 | 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        |    1151257 | PA      | $1136578.10   | 0.01%             | 2029-04-04      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| Banco Espirito Santo SA                                                   | Banco Espirito Santo SA                                                                     | CUSIP: N/A<br>LEI: 635400JV7IJL16OWIT96       | Long             | DBT              | CORP              | PT        |     800000 | PA      | $202866.40    | 0.00%             | 2017-05-08      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CoorsTek, Inc.                                                            | CoorsTek, Inc., 1st Lien Term Loan B                                                        | CUSIP: 21702EAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     846000 | PA      | $841770.00    | 0.01%             | 2032-10-12      | Variable      | 6.68%                 | No            |                  3 | 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        |    5837804 | PA      | $5849596.27   | 0.06%             | 2031-11-21      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 18 Ltd.                                             | Anchorage Capital CLO 18 Ltd., Series 2021-18A, Class A1                                    | CUSIP: 03331AAA9<br>LEI: 549300JIJ617WYIUFX18 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1000462.20   | 0.01%             | 2034-04-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc.                                                                  | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    6903000 | PA      | $7140049.02   | 0.07%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TeamSystem SpA                                                            | TeamSystem SpA                                                                              | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |     514000 | PA      | $593943.68    | 0.01%             | 2032-07-01      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2294.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Utilities Group plc                                                | United Utilities Group plc                                                                  | CUSIP: N/A<br>LEI: 2138002IEYQAOC88ZJ59       | Long             | EC               | CORP              | GB        |      79064 | NS      | $1247353.39   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                  | Arthur J Gallagher & Co.                                                                    | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    1235000 | PA      | $1246971.47   | 0.01%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Maxam Prill SARL                                                          | Maxam Prill SARL                                                                            | CUSIP: N/A<br>LEI: 984500C4C5B820A6B691       | Long             | DBT              | CORP              | LU        |    2229000 | PA      | $2613347.30   | 0.02%             | 2030-07-15      | Fixed         | 6.00%                 | 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        |    2920922 | PA      | $2932196.94   | 0.03%             | 2028-11-01      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| iShares Trust                                                             | iShares 1-5 Year Investment Grade Corporate Bond ETF                                        | CUSIP: 464288646<br>LEI: 549300T14S5IX7V5T008 | Long             |  | RF                | US        |     583713 | NS      | $30942626.13  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                             | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     425000 | PA      | $403026.11    | 0.00%             | 2030-11-05      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                          | Paramount Global                                                                            | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     447000 | PA      | $413490.59    | 0.00%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA                                                                         | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |     775000 | PA      | $1042316.65   | 0.01%             | 2029-09-07      | Variable      | 9.12%                 | No            |                  2 | On Loan: No      |
| Connect Finco SARL                                                        | Connect Finco SARL                                                                          | CUSIP: 20752TAB0<br>LEI: 2594001KNYIQ456J2792 | Long             | DBT              | CORP              | US        |     428000 | PA      | $453215.19    | 0.00%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     282000 | PA      | $1915.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                   | Duke Energy Florida LLC                                                                     | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     431000 | PA      | $387717.48    | 0.00%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                     | Nissan Motor Co. Ltd.                                                                       | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Long             | DBT              | CORP              | JP        |     400000 | PA      | $477846.28    | 0.00%             | 2033-07-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Dollar Tree, Inc.                                                         | Dollar Tree, Inc.                                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      24700 | NS      | $2443492.21   | 0.02%             | 2025-11-03      | Fixed         | 29.00%                | 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        |    3090288 | PA      | $3106512.24   | 0.03%             | 2031-01-15      | Variable      | 8.21%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                             | Smyrna Ready Mix Concrete LLC                                                               | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     367000 | PA      | $386450.63    | 0.00%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Allwyn Entertainment Financing UK plc                                     | Allwyn Entertainment Financing UK plc                                                       | CUSIP: N/A<br>LEI: 315700J7ZTIN8XGCX365       | Long             | DBT              | CORP              | GB        |    1561200 | PA      | $1893991.83   | 0.02%             | 2030-04-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WEX, Inc.                                                                 | WEX, Inc., 1st Lien Term Loan B2                                                            | CUSIP: 96208UAW1<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |     431729 | PA      | $430244.17    | 0.00%             | 2028-04-03      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                     | Cardinal Health, Inc.                                                                       | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      58441 | NS      | $11148789.57  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Millrose Properties, Inc.                                                 | Millrose Properties, Inc.                                                                   | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     742000 | PA      | $751676.13    | 0.01%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                              | Nutrien Ltd.                                                                                | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     132000 | PA      | $131879.64    | 0.00%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                                          | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             |  |  | US        |     236163 | NS      | $3974623.29   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group, Inc.                                     | Public Service Enterprise Group, Inc.                                                       | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      56743 | NS      | $4571216.08   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarios Global LP                                                         | Clarios Global LP                                                                           | CUSIP: 18060TAD7<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |    2065000 | PA      | $2140744.20   | 0.02%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Delek Logistics Partners LP                                               | Delek Logistics Partners LP                                                                 | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     454000 | PA      | $460588.90    | 0.00%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                     | DirecTV Financing LLC                                                                       | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     886000 | PA      | $880753.99    | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                 | Apollo Debt Solutions BDC                                                                   | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     130000 | PA      | $136839.01    | 0.00%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Aroundtown Finance SARL                                                   | Aroundtown Finance SARL                                                                     | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |    3301000 | PA      | $4063994.98   | 0.04%             | 2030-01-16      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corp.                                                    | Antero Resources Corp.                                                                      | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |      17474 | NS      | $540121.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs, Inc.                                                     | Churchill Downs, Inc.                                                                       | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     608000 | PA      | $602529.22    | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Elia Group SA                                                             | Elia Group SA/NV                                                                            | CUSIP: N/A<br>LEI: 549300S1MP1NFDIKT460       | Long             | EC               | CORP              | BE        |      47724 | NS      | $5752096.21   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                                           | Cemex SAB de CV                                                                             | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     540000 | PA      | $561708.00    | 0.01%             | 2030-06-10      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                                      | Prime Security Services Borrower LLC, 1st Lien Term Loan B1                                 | CUSIP: 03765VAP5<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |     829537 | PA      | $827720.03    | 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        |      36922 | NS      | $9602397.74   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Nidda Healthcare Holding GmbH                                             | Nidda Healthcare Holding GmbH                                                               | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |    2253000 | PA      | $2702198.44   | 0.03%             | 2030-02-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| iShares Trust                                                             | iShares 5-10 Year Investment Grade Corporate Bond ETF                                       | CUSIP: 464288638<br>LEI: 549300ZJOCMXQZ0RKQ84 | Long             |  | RF                | US        |    4122960 | NS      | $222928447.20 | 2.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Qnity Electronics, Inc.                                                   | Qnity Electronics, Inc.                                                                     | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     430000 | PA      | $437582.19    | 0.00%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2007-9T1, Class 2A1                                          | CUSIP: 02150JAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3122464 | PA      | $1284456.68   | 0.01%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-30645.33    | -0.00%            |  |  |  | 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        |     942632 | PA      | $944045.53    | 0.01%             | 2030-11-01      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| Viking Ocean Cruises Ship VII Ltd.                                        | Viking Ocean Cruises Ship VII Ltd.                                                          | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      76000 | PA      | $75925.14     | 0.00%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Orsted A/S                                                                | Orsted A/S                                                                                  | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | NUSS              | DK        |     400000 | PA      | $471627.82    | 0.00%             | 3024-03-14      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Colombian Peso                                                            | Colombian Peso                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CO        |          1 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                            | Teva Pharmaceutical Finance Netherlands III BV                                              | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    8259000 | PA      | $9453994.71   | 0.09%             | 2031-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Resideo Funding, Inc.                                                     | Resideo Funding, Inc.                                                                       | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |     876000 | PA      | $896663.09    | 0.01%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CoreLogic, Inc.                                                           | CoreLogic, Inc.                                                                             | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |    2623000 | PA      | $2533707.05   | 0.02%             | 2028-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                               | Hashemite Kingdom of Jordan                                                                 | CUSIP: 41809JAB1<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     580000 | PA      | $612625.00    | 0.01%             | 2029-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                  | Lloyds Banking Group plc                                                                    | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |     498000 | PA      | $695111.51    | 0.01%             | 2029-06-27      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                                    | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    1181000 | PA      | $1222597.43   | 0.01%             | 2035-07-23      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Diageo plc                                                                | Diageo plc                                                                                  | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |     252328 | NS      | $5803986.90   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TC Energy Corp.                                                           | TC Energy Corp.                                                                             | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |     263656 | NS      | $13230265.79  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Dollar                                                          | Hong Kong Dollar                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HK        |     146283 | OU      | $18825.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Asplundh Tree Expert LLC                                                  | Asplundh Tree Expert LLC, 1st Lien Term Loan                                                | CUSIP: 04538FAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2097791 | PA      | $2097895.83   | 0.02%             | 2027-09-06      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3662.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Applied Materials, Inc.                                                   | Applied Materials, Inc.                                                                     | CUSIP: 038222AU9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1176962.91   | 0.01%             | 2036-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                           | WFRBS Commercial Mortgage Trust, Series 2014-C20, Class XB                                  | CUSIP: 92890FAX4<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |   41354848 | PA      | $11074.83     | 0.00%             | 2047-05-15      | Variable      | 0.32%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                    | UBS AG                                                                                      | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      23105 | NS      | $11068463.75  | 0.11%             | 2025-12-09      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                     | Nissan Motor Co. Ltd.                                                                       | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     514000 | PA      | $542745.96    | 0.01%             | 2032-07-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                 | Williams Cos., Inc. (The)                                                                   | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     237000 | PA      | $244023.48    | 0.00%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| APi Group DE, Inc.                                                        | APi Group DE, Inc.                                                                          | CUSIP: 001877AA7<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |     234000 | PA      | $225858.25    | 0.00%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    7197000 | PA      | $38424.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                       | Volkswagen International Finance NV                                                         | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |     600000 | PA      | $717791.38    | 0.01%             | 2033-11-15      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Holdings, Inc.                                          | SS&C Technologies Holdings, Inc.                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      67500 | NS      | $5784787.05   | 0.05%             | 2025-11-24      | Fixed         | 16.80%                | 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        |     275802 | PA      | $276640.12    | 0.00%             | 2029-09-14      | Variable      | 6.74%                 | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                                             | Nomura Bank International plc                                                               | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |       7414 | NS      | $4286113.18   | 0.04%             | 2025-12-17      | Fixed         | 16.37%                | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                                    | GSAA Home Equity Trust, Series 2006-5, Class 1A1                                            | CUSIP: 362334GQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3218838 | PA      | $915639.77    | 0.01%             | 2036-03-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Bubbles Bidco SpA                                                         | Bubbles Bidco SpA                                                                           | CUSIP: N/A<br>LEI: 815600073942740CEB24       | Long             | DBT              | CORP              | IT        |     609000 | PA      | $722115.45    | 0.01%             | 2031-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                               | Beach Acquisition Bidco LLC                                                                 | CUSIP: N/A<br>LEI: 254900F2FNX3GBTB6202       | Long             | DBT              | CORP              | US        |     777000 | PA      | $920509.77    | 0.01%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New Israeli Sheqel                                                        | New Israeli Sheqel                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | IL        |          1 | OU      | $0.25         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viking Cruises Ltd.                                                       | Viking Cruises Ltd.                                                                         | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     835000 | PA      | $894576.42    | 0.01%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Zillow Group, Inc.                                                        | Zillow Group, Inc.                                                                          | CUSIP: 83371T855<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      36285 | NS      | $2605067.06   | 0.02%             | 2025-11-06      | Fixed         | 23.04%                | No            |                  2 | On Loan: No      |
| Chubu Electric Power Co., Inc.                                            | Chubu Electric Power Co., Inc.                                                              | CUSIP: N/A<br>LEI: 529900A76GOP0PGNHT63       | Long             | EC               | CORP              | JP        |     145100 | NS      | $2017726.84   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                         | BAT Capital Corp.                                                                           | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1508000 | PA      | $1658708.39   | 0.02%             | 2033-08-02      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| PPL Corp.                                                                 | PPL Corp.                                                                                   | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |      31003 | NS      | $1132229.56   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $341.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                      | BBCMS Mortgage Trust, Series 2018-CHRS, Class E                                             | CUSIP: 05491VAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1140000 | PA      | $979853.94    | 0.01%             | 2038-08-05      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| PDD Holdings, Inc.                                                        | PDD Holdings, Inc.                                                                          | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | KY        |      18835 | NS      | $2540276.45   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| TUI Cruises GmbH                                                          | TUI Cruises GmbH                                                                            | CUSIP: N/A<br>LEI: 529900SVD83QUUIZYY18       | Long             | DBT              | CORP              | DE        |     194000 | PA      | $233114.08    | 0.00%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Dexcom, Inc.                                                              | Dexcom, Inc.                                                                                | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      16181 | NS      | $942057.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc                                        | Johnson Controls International plc, Series DLzx                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      17102 | NS      | $1916576.11   | 0.02%             | 2025-11-06      | Fixed         | 11.38%                | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc.                                                                     | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    2921000 | PA      | $3001044.16   | 0.03%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                             | Teva Pharmaceutical Finance Netherlands II BV                                               | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |     524000 | PA      | $724786.32    | 0.01%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                | Progress Residential Trust, Series 2021-SFR10, Class G                                      | CUSIP: 74333WAQ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5013312 | PA      | $4862418.86   | 0.05%             | 2040-12-17      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare, Inc.                                                      | HCA Healthcare, Inc., Series 00Hd                                                           | CUSIP: 61778P361<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |      18841 | NS      | $8559970.67   | 0.08%             | 2025-12-05      | Fixed         | 16.77%                | No            |                  2 | On Loan: No      |
| Al Rajhi Sukuk Ltd.                                                       | Al Rajhi Sukuk Ltd.                                                                         | CUSIP: N/A<br>LEI: 549300FHETHK3XGY8N60       | Long             | DBT              | CORP              | KY        |    1160000 | PA      | $1176240.00   | 0.01%             | 2030-07-21      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                       | Newell Brands, Inc.                                                                         | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     257000 | PA      | $263660.66    | 0.00%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                                   | CUSIP: 345397E25<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1369000 | PA      | $1400492.56   | 0.01%             | 2031-03-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                           | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     105437 | NS      | $9169855.89   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sotheby's                                                                 | Sotheby's                                                                                   | CUSIP: 83600GAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $377945.12    | 0.00%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                          | Sabre GLBL, Inc.                                                                            | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     163000 | PA      | $163882.99    | 0.00%             | 2027-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                                   | Williams Scotsman, Inc.                                                                     | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     255000 | PA      | $266883.23    | 0.00%             | 2031-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                 | Toyota Motor Credit Corp.                                                                   | CUSIP: 89236TMF9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     287000 | PA      | $296162.04    | 0.00%             | 2029-05-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| New Taiwan Dollar                                                         | New Taiwan Dollar                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | TW        |         17 | OU      | $0.55         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JFE Holdings, Inc.                                                        | JFE Holdings, Inc.                                                                          | CUSIP: N/A<br>LEI: 3538002Y11Y03NA9B530       | Long             | EC               | CORP              | JP        |      65000 | NS      | $744914.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                                | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1795000 | PA      | $1713204.00   | 0.02%             | 2028-03-15      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                               | L3Harris Technologies, Inc.                                                                 | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |      11400 | NS      | $3318417.85   | 0.03%             | 2025-12-15      | Fixed         | 17.19%                | No            |                  2 | On Loan: No      |
| Virgin Media Vendor Financing Notes III DAC                               | Virgin Media Vendor Financing Notes III DAC                                                 | CUSIP: N/A<br>LEI: 635400SSKC2QCGEPIQ43       | Long             | DBT              | CORP              | IE        |    1446000 | PA      | $1848433.79   | 0.02%             | 2028-07-15      | Fixed         | 4.88%                 | 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        |    1762000 | PA      | $1769981.86   | 0.02%             | 2032-06-25      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Legal & General Group plc                                                 | Legal & General Group plc                                                                   | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Long             | DBT              | CORP              | GB        |     793000 | PA      | $997372.60    | 0.01%             | 2031-03-24      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                       | Medline Borrower LP                                                                         | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    1447000 | PA      | $1488605.59   | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ardonagh Group Finance Ltd.                                               | Ardonagh Group Finance Ltd.                                                                 | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |    3339000 | PA      | $3484009.43   | 0.03%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SGL Group ApS                                                             | SGL Group ApS                                                                               | CUSIP: N/A<br>LEI: 636700YQKGLXCPPUYE74       | Long             | DBT              | CORP              | DK        |     174000 | PA      | $193799.22    | 0.00%             | 2031-02-24      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Philippine Peso                                                           | Philippine Peso                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | PH        |          1 | OU      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp.                                                             | Centene Corp.                                                                               | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      25000 | PA      | $22303.52     | 0.00%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                              | OCP CLO Ltd., Series 2019-17A, Class CR2                                                    | CUSIP: 67113LBA3<br>LEI: 2549003HLFPQ7ATPYA23 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1003325.40   | 0.01%             | 2037-07-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Verisure Holding AB                                                       | Verisure Holding AB                                                                         | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | DBT              | CORP              | SE        |     568000 | PA      | $675682.07    | 0.01%             | 2028-02-01      | Fixed         | 7.12%                 | 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        |    1044201 | PA      | $1045505.78   | 0.01%             | 2031-02-21      | Variable      | 6.54%                 | No            |                  3 | On Loan: No      |
| Bayer AG                                                                  | Bayer AG                                                                                    | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |     500000 | PA      | $636929.63    | 0.01%             | 2083-09-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO 12 Ltd.                                                  | Silver Point CLO 12 Ltd., Series 2025-12A, Class A1                                         | CUSIP: 82809MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5012721.50   | 0.05%             | 2038-10-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                           | Wynn Macau Ltd.                                                                             | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     414000 | PA      | $406444.50    | 0.00%             | 2029-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                               | FTAI Aviation Investors LLC                                                                 | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     538000 | PA      | $571753.58    | 0.01%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                    | Freeport-McMoRan, Inc.                                                                      | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     191000 | PA      | $197015.25    | 0.00%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Cable One, Inc.                                                           | Cable One, Inc.                                                                             | CUSIP: 12685JAE5<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |     219000 | PA      | $213306.00    | 0.00%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-8165.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fiesta Purchaser, Inc.                                                    | Fiesta Purchaser, Inc.                                                                      | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      96000 | PA      | $103302.58    | 0.00%             | 2032-09-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Citycon Treasury BV                                                       | Citycon Treasury BV                                                                         | CUSIP: N/A<br>LEI: 549300WAE0CGQ0IE1H63       | Long             | DBT              | CORP              | NL        |     425000 | PA      | $489847.58    | 0.00%             | 2031-07-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                 | Republic of Uzbekistan                                                                      | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |     667000 | PA      | $790552.02    | 0.01%             | 2027-05-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                                    | Ardagh Metal Packaging Finance USA LLC                                                      | CUSIP: 03969YAB4<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | US        |    3069000 | PA      | $2861259.70   | 0.03%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                    | Extra Space Storage LP                                                                      | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     799000 | PA      | $821289.30    | 0.01%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Penn Entertainment, Inc.                                                  | Penn Entertainment, Inc., 1st Lien Term Loan B                                              | CUSIP: 70757DAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1570396 | PA      | $1572264.97   | 0.01%             | 2029-05-03      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 1 Ltd.                                                 | OHA Credit Funding 1 Ltd., Series 2018-1A, Class CR                                         | CUSIP: 67115WAY6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1005568.50   | 0.01%             | 2037-04-20      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| ADT Security Corp. (The)                                                  | ADT Security Corp. (The)                                                                    | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     309000 | PA      | $299228.83    | 0.00%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                              | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1366992.50   | 0.01%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                                  | CenterPoint Energy, Inc., Series A                                                          | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    1083000 | PA      | $1131981.92   | 0.01%             | 2055-02-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co.                                                            | Ohio Power Co.                                                                              | CUSIP: 677415CV1<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     660000 | PA      | $670287.08    | 0.01%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                 | CSX Corp.                                                                                   | CUSIP: 126408HJ5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     676000 | PA      | $672925.00    | 0.01%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     650000 | PA      | $7116.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WPP plc                                                                   | WPP plc                                                                                     | CUSIP: N/A<br>LEI: 549300LSGBXPYHXGDT93       | Long             | EC               | CORP              | JE        |    1507387 | NS      | $5695923.43   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Wabash National Corp.                                                     | Wabash National Corp.                                                                       | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |     214000 | PA      | $188601.95    | 0.00%             | 2028-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                       | Cisco Systems, Inc.                                                                         | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      85942 | NS      | $6283219.62   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Capstone Borrower, Inc.                                                   | Capstone Borrower, Inc.                                                                     | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |    2312000 | PA      | $2358799.50   | 0.02%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                                            | Entegris, Inc., 1st Lien Term Loan B                                                        | CUSIP: 29362LAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1198785 | PA      | $1203556.51   | 0.01%             | 2029-07-06      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd.                                           | Golub Capital Partners CLO Ltd., Series 2019-41A, Class AR2                                 | CUSIP: 38178AAL7<br>LEI: 2549005QZPXI5WPU4V74 | Long             | ABS-CBDO         | CORP              | KY        |    2500000 | PA      | $2506119.00   | 0.02%             | 2038-07-20      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                     | Kraft Heinz Foods Co.                                                                       | CUSIP: 50077LBN5<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    2767000 | PA      | $2834339.37   | 0.03%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Darling Global Finance BV                                                 | Darling Global Finance BV                                                                   | CUSIP: N/A<br>LEI: 724500R2BQXOR6YG2Y67       | Long             | DBT              | CORP              | NL        |     285000 | PA      | $335006.24    | 0.00%             | 2032-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                           | Naked Juice LLC, 1st Lien Term Loan                                                         | CUSIP: 62984CAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1323699 | PA      | $999393.04    | 0.01%             | 2029-01-24      | Variable      | 7.35%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                                   | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1895000 | PA      | $1777877.36   | 0.02%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                              | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4419000 | PA      | $4534037.71   | 0.04%             | 2030-07-19      | Variable      | 5.04%                 | 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        |    5270602 | PA      | $5267966.70   | 0.05%             | 2031-01-24      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                                 | Zayo Group Holdings, Inc.                                                                   | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    3188545 | PA      | $3031796.13   | 0.03%             | 2030-03-09      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    1229000 | PA      | $1237321.09   | 0.01%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                     | AECOM                                                                                       | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |     905000 | PA      | $928765.30    | 0.01%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2515.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                 | Sunoco LP                                                                                   | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     225000 | PA      | $225145.13    | 0.00%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Contego CLO XI DAC                                                        | Contego CLO XI DAC, Series 11X, Class DR                                                    | CUSIP: N/A<br>LEI: 6354008HTD4GEZHRKR02       | Long             | ABS-CBDO         | CORP              | IE        |     680000 | PA      | $780054.48    | 0.01%             | 2038-11-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                              | CaixaBank SA                                                                                | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |    2200000 | PA      | $2827450.45   | 0.03%             | 2030-01-16      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Public Power Corp. SA                                                     | Public Power Corp. SA                                                                       | CUSIP: N/A<br>LEI: 213800T9Y5XCOVRZ4Y57       | Long             | DBT              | CORP              | GR        |     516000 | PA      | $604733.21    | 0.01%             | 2030-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                           | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1019000 | PA      | $1010240.47   | 0.01%             | 2028-05-22      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2021-LBA, Class AJV                                                        | CUSIP: 05609BCD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1880000 | PA      | $1878892.30   | 0.02%             | 2036-02-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                           | Madison IAQ LLC, 1st Lien Term Loan                                                         | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    4991716 | PA      | $4997955.60   | 0.05%             | 2028-06-21      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                         | Republic of Chile                                                                           | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |     558000 | PA      | $658377.01    | 0.01%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Nexans SA                                                                 | Nexans SA                                                                                   | CUSIP: N/A<br>LEI: 96950015FU78G84UIV14       | Long             | EC               | CORP              | FR        |       5656 | NS      | $796377.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                 | Commercial Mortgage Trust, Series 2014-UBS5, Class XB2                                      | CUSIP: 12592KBJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12675000 | PA      | $94585.79     | 0.00%             | 2047-09-10      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                                   | RHP Hotel Properties LP                                                                     | CUSIP: 749571AG0<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |      77000 | PA      | $75750.47     | 0.00%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                                   | CUSIP: 345397H89<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    2621000 | PA      | $2589467.14   | 0.02%             | 2035-10-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Sekisui Chemical Co. Ltd.                                                 | Sekisui Chemical Co. Ltd.                                                                   | CUSIP: N/A<br>LEI: 529900KQIVT7NWFNMI70       | Long             | EC               | CORP              | JP        |      42700 | NS      | $739747.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LABL, Inc.                                                                | LABL, Inc.                                                                                  | CUSIP: 50168QAF2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |     339000 | PA      | $217914.86    | 0.00%             | 2031-10-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO 3                                                          | Pikes Peak CLO 3, Series 2019-3A, Class BRR                                                 | CUSIP: 72132UBC6<br>LEI: 254900Y8O8REGL3BZS62 | Long             | ABS-CBDO         | CORP              | KY        |    1600000 | PA      | $1602102.40   | 0.02%             | 2034-10-25      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Kaseya, Inc.                                                              | Kaseya, Inc., 1st Lien Term Loan                                                            | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |    5169239 | PA      | $5166551.46   | 0.05%             | 2032-03-22      | Variable      | 7.21%                 | 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        |    4635072 | PA      | $4631364.32   | 0.04%             | 2031-05-19      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Arcosa, Inc.                                                              | Arcosa, Inc.                                                                                | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |      32000 | PA      | $33513.31     | 0.00%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                    | Velocity Commercial Capital Loan Trust, Series 2025-4, Class M3                             | CUSIP: 92262JAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     723091 | PA      | $720439.73    | 0.01%             | 2055-09-25      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| CP Atlas Buyer, Inc.                                                      | CP Atlas Buyer, Inc.                                                                        | CUSIP: 12597YAC3<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |     104000 | PA      | $108489.94    | 0.00%             | 2030-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp.                                                     | Kaiser Aluminum Corp.                                                                       | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      76000 | PA      | $75943.30     | 0.00%             | 2028-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FRTKL                                                                     | FRTKL, Series 2021-SFR1, Class F                                                            | CUSIP: 30322DAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2900000 | PA      | $2817002.00   | 0.03%             | 2038-09-17      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| RLJ Lodging Trust LP                                                      | RLJ Lodging Trust LP                                                                        | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |      56000 | PA      | $55572.12     | 0.00%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Apex Group Treasury LLC                                                   | Apex Group Treasury LLC, 1st Lien Term Loan B                                               | CUSIP: G0472CAK1<br>LEI: 254900N6HRPDDNW7HP03 | Long             | LON              | CORP              | US        |    2642633 | PA      | $2467558.14   | 0.02%             | 2032-02-27      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                           | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1112000 | PA      | $1036862.55   | 0.01%             | 2031-02-11      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                                    | Becton Dickinson & Co.                                                                      | CUSIP: 075887CR8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    1690000 | PA      | $1721109.20   | 0.02%             | 2029-02-08      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                        | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     439000 | PA      | $479058.75    | 0.00%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                   | Talen Energy Supply LLC, 1st Lien Term Loan B                                               | CUSIP: 87422LAY6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1293228 | PA      | $1293835.32   | 0.01%             | 2031-12-11      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                          | Altice France SA                                                                            | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     924617 | PA      | $887718.85    | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                              | Humana, Inc.                                                                                | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    1290000 | PA      | $1319109.91   | 0.01%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust          | Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2006-8, Class A5         | CUSIP: 93935EAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     962438 | PA      | $320965.20    | 0.00%             | 2036-10-25      | Variable      | 4.12%                 | 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        |     722394 | PA      | $725702.67    | 0.01%             | 2031-10-24      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                         | FirstEnergy Corp.                                                                           | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     212243 | NS      | $9727096.69   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                    | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |   57295000 | PA      | $3111737.63   | 0.03%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Buckhorn Park CLO Ltd.                                                    | Buckhorn Park CLO Ltd., Series 2019-1A, Class CRR                                           | CUSIP: 118382BE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2500000 | PA      | $2502577.00   | 0.02%             | 2034-07-18      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Science Applications International Corp.                                  | Science Applications International Corp.                                                    | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |     431000 | PA      | $429732.82    | 0.00%             | 2033-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Option Care Health, Inc.                                                  | Option Care Health, Inc.                                                                    | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |     406000 | PA      | $391830.88    | 0.00%             | 2029-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                        | Metropolitan Life Global Funding I                                                          | CUSIP: 59217GDC0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     150000 | PA      | $144177.23    | 0.00%             | 2029-06-17      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                            | Long Beach Mortgage Loan Trust, Series 2006-4, Class 1A                                     | CUSIP: 54251MAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   19533906 | PA      | $10314988.57  | 0.10%             | 2036-05-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Summer BC Holdco B SARL                                                   | Summer BC Holdco B SARL, Facility 1st Lien Term Loan B                                      | CUSIP: 86564BAC6<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     433804 | PA      | $409584.28    | 0.00%             | 2029-02-15      | Variable      | 9.26%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                     | Foundry JV Holdco LLC                                                                       | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    1520000 | PA      | $1599961.26   | 0.02%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP                                              | MPT Operating Partnership LP                                                                | CUSIP: N/A<br>LEI: WUQXXXF7PXTUPGROE843       | Long             | DBT              | CORP              | US        |    1148000 | PA      | $1375806.28   | 0.01%             | 2032-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                    | XHR LP                                                                                      | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |     122000 | PA      | $124527.72    | 0.00%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $128660.77    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp.                                      | Cognizant Technology Solutions Corp., Class A                                               | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      19105 | NS      | $1392372.40   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                     | NextEra Energy Capital Holdings, Inc.                                                       | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     794000 | PA      | $753101.65    | 0.01%             | 2029-11-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Progroup AG                                                               | ProGroup AG                                                                                 | CUSIP: N/A<br>LEI: 529900YI5W5TQ8F2FP82       | Long             | DBT              | CORP              | DE        |     322000 | PA      | $375199.93    | 0.00%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                                       | Altice Financing SA                                                                         | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $149062.13    | 0.00%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Swatch Group AG (The)                                                     | Swatch Group AG (The)                                                                       | CUSIP: N/A<br>LEI: 529900NTES2LEON1JZ55       | Long             | EC               | CORP              | CH        |      21612 | NS      | $4516621.01   | 0.04%             |  |  |  | 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        |     228874 | PA      | $211206.98    | 0.00%             | 2029-02-06      | Variable      | 8.95%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                              | OCP CLO Ltd., Series 2020-19A, Class A1R2                                                   | CUSIP: 670881AU5<br>LEI: 254900ZMV4RGFPV8TK42 | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $3000234.60   | 0.03%             | 2038-04-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                     | NextEra Energy Capital Holdings, Inc.                                                       | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     295000 | PA      | $307039.25    | 0.00%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2018-4A, Class CR                                                 | CUSIP: 17181TAN1<br>LEI: 254900PA63PFHC11GD90 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2002298.80   | 0.02%             | 2038-01-17      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                              | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      11000 | PA      | $11356.25     | 0.00%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                        | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      24337 | NS      | $7571727.44   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks, Inc.                                                     | Arista Networks, Inc., Series EMU3                                                          | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      58426 | NS      | $8827497.75   | 0.08%             | 2025-11-07      | Fixed         | 32.87%                | No            |                  2 | On Loan: No      |
| Global Auto Holdings Ltd.                                                 | Global Auto Holdings Ltd.                                                                   | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     200000 | PA      | $205069.52    | 0.00%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                                                     | NXP Semiconductors NV, Series EMSv                                                          | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |       2843 | NS      | $603785.51    | 0.01%             | 2025-12-01      | Fixed         | 23.93%                | No            |                  2 | On Loan: No      |
| Exgen Renewables IV LLC                                                   | Exgen Renewables IV LLC, 1st Lien Term Loan                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    1567673 | PA      | $1565384.10   | 0.01%             | 2027-12-15      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Pinnacle Bidco plc                                                        | Pinnacle Bidco plc                                                                          | CUSIP: N/A<br>LEI: 2138006Z5V8OBL2A2Q06       | Long             | DBT              | CORP              | GB        |    1379000 | PA      | $1906484.70   | 0.02%             | 2028-10-11      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                    | Velocity Commercial Capital Loan Trust, Series 2025-4, Class M4                             | CUSIP: 92262JAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     994249 | PA      | $990530.58    | 0.01%             | 2055-09-25      | Variable      | 9.35%                 | No            |                  2 | On Loan: No      |
| Harvest Midstream I LP                                                    | Harvest Midstream I LP                                                                      | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     124000 | PA      | $128504.80    | 0.00%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Kentucky, Inc.                                                | Duke Energy Kentucky, Inc.                                                                  | CUSIP: N/A<br>LEI: 8DFCA0P2BKMHOESX4E68       | Long             | DBT              | CORP              | US        |    2980000 | PA      | $3084300.00   | 0.03%             | 2035-09-15      | Fixed         | 5.90%                 | Yes           |                  3 | On Loan: No      |
| Parkland Corp.                                                            | Parkland Corp.                                                                              | CUSIP: 70137WAN8<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |     194000 | PA      | $198055.96    | 0.00%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ZF Finance GmbH                                                           | ZF Finance GmbH                                                                             | CUSIP: N/A<br>LEI: 5493001N9T6QDCCXB426       | Long             | DBT              | CORP              | DE        |    2200000 | PA      | $2365560.17   | 0.02%             | 2028-05-03      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                                        | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2482000 | PA      | $2118018.47   | 0.02%             | 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        |     736300 | PA      | $588855.93    | 0.01%             | 2031-10-07      | Variable      | 8.21%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                         | FirstEnergy Corp.                                                                           | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |     191161 | NS      | $8803539.69   | 0.08%             | 2025-12-05      | Fixed         | 19.79%                | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                            | Structured Asset Mortgage Investments II Trust, Series 2006-AR2, Class A1                   | CUSIP: 86359LSM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     331611 | PA      | $312280.51    | 0.00%             | 2036-02-25      | Floating      | 4.57%                 | 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        |     739431 | PA      | $740045.21    | 0.01%             | 2030-10-17      | Variable      | 7.75%                 | 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      | $1002022.80   | 0.01%             | 2037-07-23      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                                       | Carlyle US CLO Ltd., Series 2017-3A, Class A1R2                                             | CUSIP: 14314FAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   10000000 | PA      | $10021222.00  | 0.10%             | 2037-10-21      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                           | CHL Mortgage Pass-Through Trust, Series 2007-J2, Class 2A8                                  | CUSIP: 12545EAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     927272 | PA      | $306690.86    | 0.00%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Czech Koruna                                                              | Czech Koruna                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CZ        |          1 | OU      | $0.05         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SeaWorld Parks & Entertainment, Inc.                                      | SeaWorld Parks & Entertainment, Inc., 1st Lien Term Loan B3                                 | CUSIP: 78488CAL4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     791776 | PA      | $788806.51    | 0.01%             | 2031-12-04      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Acciona SA                                                                | Acciona SA                                                                                  | CUSIP: N/A<br>LEI: 54930002KP75TLLLNO21       | Long             | EC               | CORP              | ES        |       7507 | NS      | $1661614.54   | 0.02%             |  |  |  | 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        |    1793982 | PA      | $1778284.91   | 0.02%             | 2031-07-02      | Variable      | 6.96%                 | No            |                  3 | On Loan: No      |
| Vortex Opco LLC                                                           | Vortex Opco LLC, 1st Lien Term Loan                                                         | CUSIP: G9158TAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1223042 | PA      | $209959.54    | 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        |    1120000 | PA      | $1145106.82   | 0.01%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                   | Daimler Truck Finance North America LLC                                                     | CUSIP: 233853AM2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     336000 | PA      | $333494.71    | 0.00%             | 2027-04-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Outfront Media, Inc.                                                      | Outfront Media, Inc.                                                                        | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |     171428 | NS      | $3032561.32   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Corp.                                                          | Mitsubishi Corp.                                                                            | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |     370400 | NS      | $8894287.81   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                   | Citigroup Global Markets Holdings, Inc., Series DMTm                                        | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |      19104 | NS      | $8808090.20   | 0.08%             | 2025-12-16      | Fixed         | 14.46%                | No            |                  2 | On Loan: No      |
| Power Corp. of Canada                                                     | Power Corp. of Canada                                                                       | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |      62669 | NS      | $2935619.62   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2897.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                    | Velocity Commercial Capital Loan Trust, Series 2025-RTL1, Class A1                          | CUSIP: 92262GAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3032683.50   | 0.03%             | 2030-03-25      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding LVIII Ltd.                                           | Madison Park Funding LVIII Ltd., Series 2024-58A, Class B                                   | CUSIP: 55817BAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1700000 | PA      | $1704323.10   | 0.02%             | 2037-04-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Kronos International, Inc.                                                | Kronos International, Inc.                                                                  | CUSIP: N/A<br>LEI: 529900NTVDLUSYY9F493       | Long             | DBT              | CORP              | US        |    1225000 | PA      | $1400908.71   | 0.01%             | 2029-03-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $5888.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                | CSMC Trust, Series 2022-ATH3, Class B1                                                      | CUSIP: 12664AAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4695247 | PA      | $4677190.02   | 0.04%             | 2067-08-25      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                       | Erste Group Bank AG                                                                         | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |      16492 | NS      | $1708388.46   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Reworld Holding Corp.                                                     | Reworld Holding Corp., 1st Lien Term Loan B                                                 | CUSIP: 22282GAM9<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |    2177889 | PA      | $2177889.02   | 0.02%             | 2028-11-30      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                         | Exxon Mobil Corp.                                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      85853 | NS      | $9847776.40   | 0.09%             | 2025-11-03      | Fixed         | 8.47%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                            | NiSource, Inc.                                                                              | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     142809 | NS      | $6013686.99   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IndyMac IMSC Mortgage Loan Trust                                          | IndyMac IMSC Mortgage Loan Trust, Series 2007-F2, Class 1A4                                 | CUSIP: 45670JAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     547116 | PA      | $380769.14    | 0.00%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Boels Topholding BV                                                       | Boels Topholding BV                                                                         | CUSIP: N/A<br>LEI: 724500V913SEHSEW2O75       | Long             | DBT              | CORP              | NL        |     541000 | PA      | $644782.19    | 0.01%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                           | Wynn Macau Ltd.                                                                             | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     847000 | PA      | $853835.29    | 0.01%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                        | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |     119000 | PA      | $142430.24    | 0.00%             | 2029-01-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Star Parent, Inc.                                                         | Star Parent, Inc.                                                                           | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |    1635000 | PA      | $1745812.93   | 0.02%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| VGP NV                                                                    | VGP NV                                                                                      | CUSIP: N/A<br>LEI: 315700NENYPIXFR94T49       | Long             | EC               | CORP              | BE        |      17938 | NS      | $2072308.25   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                                      | Flutter Treasury DAC                                                                        | CUSIP: N/A<br>LEI: 635400JE8VLL9UFVIC38       | Long             | DBT              | CORP              | IE        |    1181000 | PA      | $1363602.55   | 0.01%             | 2031-06-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Haleon plc                                                                | Haleon plc                                                                                  | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               | CORP              | GB        |     524157 | NS      | $2437451.62   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                              | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      47374 | NS      | $7769336.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilcorp Energy I LP                                                       | Hilcorp Energy I LP                                                                         | CUSIP: 431318BE3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     905000 | PA      | $859746.55    | 0.01%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| INEOS Styrolution Ludwigshafen GmbH                                       | INEOS Styrolution Ludwigshafen GmbH                                                         | CUSIP: N/A<br>LEI: 5299003M4PGUGL48LS74       | Long             | DBT              | CORP              | DE        |     280000 | PA      | $311899.98    | 0.00%             | 2027-01-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Unilever plc                                                              | Unilever plc                                                                                | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |     110711 | NS      | $6643144.44   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                                        | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12118000 | PA      | $10869225.32  | 0.10%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3, Inc.                                             | Fortress Intermediate 3, Inc., 1st Lien Term Loan B                                         | CUSIP: 34966LAD6<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |     899615 | PA      | $900739.95    | 0.01%             | 2031-06-27      | Variable      | 7.11%                 | No            |                  3 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-735.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                                | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    3190000 | PA      | $3157157.10   | 0.03%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                      | CUSIP: 03846JAG5<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     590000 | PA      | $643666.40    | 0.01%             | 2033-02-04      | Fixed         | 9.45%                 | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC                                                      | Ashton Woods USA LLC                                                                        | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     294000 | PA      | $277933.48    | 0.00%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                | GATX Corp.                                                                                  | CUSIP: 361448BA0<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     225000 | PA      | $220621.04    | 0.00%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FMC Corp.                                                                 | FMC Corp.                                                                                   | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     505000 | PA      | $490090.73    | 0.00%             | 2055-11-01      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| Worldline SA                                                              | Worldline SA                                                                                | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |     600000 | PA      | $599771.07    | 0.01%             | 2027-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PrestigeBidCo GmbH                                                        | PrestigeBidCo GmbH                                                                          | CUSIP: N/A<br>LEI: 529900CSF1DNOCHMI763       | Long             | DBT              | CORP              | DE        |     777000 | PA      | $900424.25    | 0.01%             | 2029-07-01      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                                | CUSIP: 902613BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1000000 | PA      | $1064551.00   | 0.01%             | 2031-04-12      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| PPG Industries, Inc.                                                      | PPG Industries, Inc.                                                                        | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      51772 | NS      | $5060713.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Iliad Holding SAS                                                         | Iliad Holding SAS                                                                           | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |     953000 | PA      | $1022822.46   | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                | Builders FirstSource, Inc.                                                                  | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     605000 | PA      | $635220.96    | 0.01%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                              | Tallgrass Energy Partners LP                                                                | CUSIP: 87470LAK7<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |     104000 | PA      | $102246.94    | 0.00%             | 2031-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile US, Inc.                                                         | T-Mobile US, Inc.                                                                           | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      22702 | NS      | $4768555.10   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA Trust                                                                 | MFA Trust, Series 2025-NQM3, Class B1                                                       | CUSIP: 58004LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1503264.45   | 0.01%             | 2070-08-25      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| Bleriot US Bidco, Inc.                                                    | Bleriot US Bidco, Inc., 1st Lien Term Loan                                                  | CUSIP: 09353TAJ9<br>LEI: 254900ALCQ2A2VYD5Z08 | Long             | LON              | CORP              | US        |    1768354 | PA      | $1771112.16   | 0.02%             | 2030-10-31      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                      | Meta Platforms, Inc.                                                                        | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     630000 | PA      | $625261.02    | 0.01%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                             | Transocean International Ltd.                                                               | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     203000 | PA      | $204188.36    | 0.00%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Ferrovial SE                                                              | Ferrovial SE                                                                                | CUSIP: N/A<br>LEI: 72450022R2ZFL41Y6I04       | Long             | EC               | CORP              | NL        |      66394 | NS      | $4074224.81   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                                    | GSAA Home Equity Trust, Series 2006-18, Class AF6                                           | CUSIP: 3622ELAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3138796 | PA      | $700635.83    | 0.01%             | 2036-11-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                                     | Matador Resources Co.                                                                       | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     685000 | PA      | $691312.28    | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2025-NQM3, Class B1                                    | CUSIP: 06745VAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2033256.00   | 0.02%             | 2065-05-25      | Variable      | 7.61%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                                     | Quanta Services, Inc.                                                                       | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       5185 | NS      | $2328739.05   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Somnigroup International, Inc.                                            | Somnigroup International, Inc.                                                              | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     298000 | PA      | $286989.76    | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Securitas AB                                                              | Securitas AB, Class B                                                                       | CUSIP: N/A<br>LEI: 635400TTYKE8EIWDS617       | Long             | EC               | CORP              | SE        |      54927 | NS      | $809122.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                                       | Lithia Motors, Inc.                                                                         | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     317000 | PA      | $317551.58    | 0.00%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ANGI Group LLC                                                            | ANGI Group LLC                                                                              | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     646000 | PA      | $594078.71    | 0.01%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                                        | General Motors Co.                                                                          | CUSIP: 60701B200<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |      38100 | NS      | $2343915.18   | 0.02%             | 2025-12-08      | Fixed         | 24.02%                | No            |                  2 | On Loan: No      |
| Howden UK Refinance plc                                                   | Howden UK Refinance plc                                                                     | CUSIP: 44287DAA1<br>LEI: 875500O63ODR8S3K5X33 | Long             | DBT              | CORP              | GB        |    1475000 | PA      | $1522359.30   | 0.01%             | 2032-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                                | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1050000 | PA      | $1095784.39   | 0.01%             | 2036-05-09      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2007-J1, Class 2A5                                           | CUSIP: 02149MAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1484449 | PA      | $551812.83    | 0.01%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems Ltd.                                               | Axalta Coating Systems Ltd.                                                                 | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |      64620 | NS      | $1839731.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group, Inc.                                                       | Omnicom Group, Inc.                                                                         | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |     107088 | NS      | $8163087.82   | 0.08%             | 2025-12-05      | Fixed         | 18.19%                | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                          | CSC Holdings LLC                                                                            | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     800000 | PA      | $663417.88    | 0.01%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                  | Duke Energy Progress LLC                                                                    | CUSIP: 144141CV8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      30000 | PA      | $31656.77     | 0.00%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Rad CLO 10 Ltd.                                                           | Rad CLO 10 Ltd., Series 2021-10A, Class C                                                   | CUSIP: 48662LAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3750000 | PA      | $3755703.75   | 0.04%             | 2034-04-23      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                              | Bear Stearns Asset-Backed Securities I Trust, Series 2005-AC9, Class A5                     | CUSIP: 0738794J4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     553620 | PA      | $547981.86    | 0.01%             | 2035-12-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                            | GLP Capital LP                                                                              | CUSIP: 361841AK5<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |      67000 | PA      | $68901.13     | 0.00%             | 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        |     131420 | NS      | $3949928.42   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Archrock Partners LP                                                      | Archrock Partners LP                                                                        | CUSIP: 03959KAC4<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |     456000 | PA      | $457940.74    | 0.00%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $234809.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SBA Communications Corp.                                                  | SBA Communications Corp.                                                                    | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |     251000 | PA      | $237268.34    | 0.00%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| KeHE Distributors LLC                                                     | KeHE Distributors LLC                                                                       | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     179000 | PA      | $187414.59    | 0.00%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                     | Elevance Health, Inc.                                                                       | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     211000 | PA      | $204814.41    | 0.00%             | 2032-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                                          | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     250000 | PA      | $257639.23    | 0.00%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 81 B Ltd.                                      | Golub Capital Partners CLO 81 B Ltd., Series 2025-81A, Class A1                             | CUSIP: 38181DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5011622.00   | 0.05%             | 2038-07-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| BANK                                                                      | BANK, Series 2020-BN26, Class AS                                                            | CUSIP: 06540JBP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2091000 | PA      | $1873493.34   | 0.02%             | 2063-03-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                               | Block, Inc.                                                                                 | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     675000 | PA      | $690184.80    | 0.01%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                                 | Aptiv Swiss Holdings Ltd.                                                                   | CUSIP: 00217GAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    1801000 | PA      | $1665950.47   | 0.02%             | 2032-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Multiversity SpA                                                          | Multiversity SpA                                                                            | CUSIP: N/A<br>LEI: 8945002RM8LY280ZUC12       | Long             | DBT              | CORP              | IT        |     600000 | PA      | $696722.69    | 0.01%             | 2028-10-30      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                   | American Airlines, Inc., 1st Lien Term Loan                                                 | CUSIP: 02376CAX3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |    1216589 | PA      | $1213656.61   | 0.01%             | 2027-01-29      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II LLC                                           | LCM Investments Holdings II LLC                                                             | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     137000 | PA      | $133367.57    | 0.00%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DK Trust                                                                  | DK Trust, Series 2025-LXP, Class A                                                          | CUSIP: 23292LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1214000 | PA      | $1215138.13   | 0.01%             | 2037-08-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                                                   | Ellucian Holdings, Inc.                                                                     | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |    1707000 | PA      | $1727598.37   | 0.02%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                         | Philip Morris International, Inc.                                                           | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    2836000 | PA      | $2846831.36   | 0.03%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| iShares, Inc.                                                             | iShares Core MSCI Emerging Markets ETF                                                      | CUSIP: 46434G103<br>LEI: 5493007C24Z3ZDJ0VD06 | Long             |  | RF                | US        |    3168850 | NS      | $216337389.50 | 2.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings, Inc.                                                    | Labcorp Holdings, Inc., Series 0032                                                         | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       6300 | NS      | $1620552.66   | 0.02%             | 2025-11-28      | Floating      | 16.37%                | No            |                  2 | On Loan: No      |
| Holcim AG                                                                 | Holcim AG                                                                                   | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |      95337 | NS      | $8475577.06   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Nibe Industrier AB                                                        | Nibe Industrier AB, Class B                                                                 | CUSIP: N/A<br>LEI: 549300ZQH0FIF1P0MX67       | Long             | EC               | CORP              | SE        |     200999 | NS      | $782148.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDW Corp.                                                                 | CDW Corp.                                                                                   | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      15300 | NS      | $2412676.06   | 0.02%             | 2025-11-24      | Fixed         | 21.20%                | No            |                  2 | On Loan: No      |
| Serta Simmons Bedding LLC                                                 | Serta Simmons Bedding LLC, 1st Lien Term Loan                                               | CUSIP: 81753HAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     651111 | PA      | $608554.85    | 0.01%             | 2028-06-29      | Variable      | 11.62%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc, Series DMT7                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     129545 | NS      | $25680168.81  | 0.24%             | 2025-12-12      | Fixed         | 26.39%                | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2025-NQM4, Class PT2                                   | CUSIP: 06744XAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19173886 | PA      | $19701486.48  | 0.19%             | 2065-07-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| HP, Inc.                                                                  | HP, Inc.                                                                                    | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     253018 | NS      | $7001008.06   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TruGreen LP                                                               | TruGreen LP, 1st Lien Term Loan B                                                           | CUSIP: 89787RAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     536361 | PA      | $524796.97    | 0.00%             | 2027-11-02      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                               | Asurion LLC, 2nd Lien Term Loan B3                                                          | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    1054000 | PA      | $1031107.12   | 0.01%             | 2028-01-31      | Variable      | 9.33%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                | Ares Strategic Income Fund                                                                  | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    5249000 | PA      | $5311112.57   | 0.05%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                                     | United Airlines, Inc., Facility 1st Lien Term Loan B                                        | CUSIP: 90932RAP9<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |    2069728 | PA      | $2072688.06   | 0.02%             | 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        |    1680000 | PA      | $1766559.61   | 0.02%             | 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        |      29258 | NS      | $2078911.67   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                                                     | NXP Semiconductors NV, Series DMSz                                                          | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       2753 | NS      | $584878.53    | 0.01%             | 2025-12-03      | Fixed         | 23.76%                | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                         | Lowe's Cos., Inc.                                                                           | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      21307 | NS      | $5073835.91   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                       | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2600094.38   | 0.02%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                            | Var Energi ASA                                                                              | CUSIP: N/A<br>LEI: 549300LIVN3FFOJN2K47       | Long             | DBT              | CORP              | NO        |    1078000 | PA      | $1379164.31   | 0.01%             | 2083-11-15      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                            | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      41000 | PA      | $36465.80     | 0.00%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                            | M&T Bank Corp.                                                                              | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     786000 | PA      | $850898.00    | 0.01%             | 2029-10-30      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                            | Bayview Commercial Asset Trust, Series 2007-1, Class A1                                     | CUSIP: 07325MAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1242874 | PA      | $1191022.60   | 0.01%             | 2037-03-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2007-15CB, Class A7                                          | CUSIP: 02151CAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     215798 | PA      | $126109.24    | 0.00%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ashford Hospitality Trust                                                 | Ashford Hospitality Trust, Series 2018-ASHF, Class D                                        | CUSIP: 04410RAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3467000 | PA      | $3421495.63   | 0.03%             | 2035-04-15      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| SURA Asset Management SA                                                  | SURA Asset Management SA                                                                    | CUSIP: 78486LAB8<br>LEI: 549300013ETMS1C0EA22 | Long             | DBT              | CORP              | CO        |     820000 | PA      | $878220.00    | 0.01%             | 2032-05-13      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                             | Starwood Property Trust, Inc.                                                               | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    1073000 | PA      | $1116378.17   | 0.01%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                      | Clear Channel Outdoor Holdings, Inc.                                                        | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    1253000 | PA      | $1292166.60   | 0.01%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Co. LLC                                                | Go Daddy Operating Co. LLC, 1st Lien Term Loan B8                                           | CUSIP: 38017BAX4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1487507 | PA      | $1484338.17   | 0.01%             | 2029-11-09      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                     | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     628000 | PA      | $623604.00    | 0.01%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                    | Merrill Lynch Mortgage Investors Trust, Series 2006-1, Class 2A1                            | CUSIP: 59020U4S1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     155475 | PA      | $152312.28    | 0.00%             | 2036-02-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp.                                                     | Kaiser Aluminum Corp.                                                                       | CUSIP: 483007AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     762000 | PA      | $759214.21    | 0.01%             | 2034-03-01      | Fixed         | 5.88%                 | 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        |      37931 | PA      | $34896.81     | 0.00%             | 2028-06-30      | Variable      | 9.06%                 | No            |                  2 | On Loan: No      |
| Vossloh AG                                                                | Vossloh AG                                                                                  | CUSIP: N/A<br>LEI: 5299003HAEOUVX3HWX43       | Long             | EC               | CORP              | DE        |       7682 | NS      | $700621.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                       | Rakuten Group, Inc.                                                                         | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |     800000 | PA      | $897303.84    | 0.01%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1433.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nuevo Sol                                                                 | Nuevo Sol                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | PE        |       3306 | OU      | $982.15       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandstone Peak III Ltd.                                                   | Sandstone Peak III Ltd., Series 2024-1A, Class A1                                           | CUSIP: 799928AA4<br>LEI: 2549005C0PJHMYEI7U38 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1003712.50   | 0.01%             | 2037-04-25      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Medco Cypress Tree Pte. Ltd.                                              | Medco Cypress Tree Pte. Ltd.                                                                | CUSIP: 58406VAA7<br>LEI: 254900NKZ2Y3YZK4WC46 | Long             | DBT              | CORP              | SG        |     250000 | PA      | $264812.50    | 0.00%             | 2030-05-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Flagstar Bank NA                                                          | Flagstar Bank NA                                                                            | CUSIP: 649445400<br>LEI: SS1TRMSN6BRNMOREEV51 | Long             | EC               | CORP              | US        |     266131 | NS      | $3039216.02   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co.                                                     | Colgate-Palmolive Co.                                                                       | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     161204 | NS      | $12420768.20  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                            | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    2948000 | PA      | $2998743.22   | 0.03%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      28923 | NS      | $11012073.44  | 0.10%             | 2025-12-10      | Fixed         | 19.34%                | No            |                  2 | On Loan: No      |
| Won                                                                       | Won                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | KR        |      19707 | OU      | $13.83        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Promigas SA ESP                                                           | Promigas SA ESP                                                                             | CUSIP: N/A<br>LEI: 254900IXHTV7LDSFQD65       | Long             | DBT              | CORP              | US        |     580000 | PA      | $549550.00    | 0.01%             | 2029-10-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CFSP Mortgage Trust                                                       | CFSP Mortgage Trust, Series 2024-AHP1, Class A                                              | CUSIP: 15723BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4261559 | PA      | $4131034.23   | 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        |      55330 | NS      | $12897423.00  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos., Inc. (The)                                                      | TJX Cos., Inc. (The)                                                                        | CUSIP: 83371T731<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      55130 | NS      | $7727515.62   | 0.07%             | 2025-11-19      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Arcosa, Inc.                                                              | Arcosa, Inc.                                                                                | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     838000 | PA      | $815372.66    | 0.01%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                     | Global Payments, Inc.                                                                       | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      17600 | NS      | $1387054.17   | 0.01%             | 2025-11-03      | Fixed         | 30.42%                | No            |                  2 | On Loan: No      |
| CBOE Global Markets, Inc.                                                 | CBOE Global Markets, Inc.                                                                   | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |       1144 | NS      | $281012.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co., Inc.                                         | American Electric Power Co., Inc., Series D                                                 | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     985000 | PA      | $997504.58    | 0.01%             | 2056-03-15      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| SES SA                                                                    | SES SA                                                                                      | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | DBT              | CORP              | LU        |     375000 | PA      | $455117.48    | 0.00%             | 2033-06-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| National Grid plc                                                         | National Grid plc                                                                           | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |     806736 | NS      | $12096290.32  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2025-NQM2, Class B1                                    | CUSIP: 066930AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     661500 | PA      | $679079.96    | 0.01%             | 2065-05-25      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                                | Outfront Media Capital LLC                                                                  | CUSIP: 69007TAC8<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |    1001000 | PA      | $966964.30    | 0.01%             | 2030-03-15      | Fixed         | 4.62%                 | 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        |    3863192 | PA      | $3866205.44   | 0.04%             | 2030-06-24      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                                  | IPD 3 BV                                                                                    | CUSIP: N/A<br>LEI: 724500RBP2J59JMQB629       | Long             | DBT              | CORP              | NL        |    1039000 | PA      | $1220438.79   | 0.01%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings, Inc.                                                    | Kinetik Holdings, Inc., Class A                                                             | CUSIP: 02215L209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      15831 | NS      | $609651.81    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                                | JPMDB Commercial Mortgage Securities Trust, Series 2016-C4, Class XC                        | CUSIP: 46646RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   40477000 | PA      | $227905.75    | 0.00%             | 2049-12-15      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                          | Roche Holding AG                                                                            | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |      33511 | NS      | $10854897.56  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc, Series JUMY                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      33264 | NS      | $12199612.95  | 0.12%             | 2025-12-17      | Fixed         | 24.81%                | No            |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                                             | ION Platform Finance US, Inc.                                                               | CUSIP: 46206AAB8<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |     200000 | PA      | $204368.80    | 0.00%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                | Allianz SE (Registered)                                                                     | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |      54699 | NS      | $21980347.83  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Radiate Holdco LLC                                                        | Radiate Holdco LLC, 1st Lien Term Loan                                                      | CUSIP: 75025KAM0<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | LON              | CORP              | US        |    4127760 | PA      | $3214492.94   | 0.03%             | 2029-09-25      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA                                                                         | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |     205000 | PA      | $275709.57    | 0.00%             | 2029-09-07      | Variable      | 9.12%                 | No            |                  2 | On Loan: No      |
| Barbados                                                                  | Barbados Government Bond                                                                    | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |     815000 | PA      | $851675.00    | 0.01%             | 2035-06-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                           | Wynn Macau Ltd.                                                                             | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    2704000 | PA      | $2699944.00   | 0.03%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                         | Healthpeak OP LLC                                                                           | CUSIP: 42250PAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     337000 | PA      | $318785.26    | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Adler Financing SARL                                                      | ADLER Financing SARL                                                                        | CUSIP: N/A<br>LEI: 213800BAQB59IVKP7S93       | Long             | DBT              | CORP              | LU        |    3371891 | PA      | $4199987.76   | 0.04%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                | Alibaba Group Holding Ltd.                                                                  | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |      97845 | NS      | $16675723.35  | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| State Street Corp.                                                        | State Street Corp.                                                                          | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      60122 | NS      | $6930953.15   | 0.07%             | 2025-12-09      | Fixed         | 15.53%                | No            |                  2 | On Loan: No      |
| Kapla Holding SAS                                                         | Kapla Holding SAS                                                                           | CUSIP: N/A<br>LEI: 894500PJ28XTH66K4X83       | Long             | DBT              | CORP              | FR        |     381000 | PA      | $444534.24    | 0.00%             | 2031-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     476152 | PA      | $24366.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aethon United BR LP                                                       | Aethon United BR LP                                                                         | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     411000 | PA      | $426395.38    | 0.00%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                                          | Virgin Media Secured Finance plc                                                            | CUSIP: N/A<br>LEI: 213800X3RLP4NOTPY579       | Long             | DBT              | CORP              | GB        |    1242000 | PA      | $1474560.07   | 0.01%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Brand Industrial Services, Inc.                                           | Brand Industrial Services, Inc.                                                             | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |    1476000 | PA      | $1420169.71   | 0.01%             | 2030-08-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Ball Corp.                                                                | Ball Corp.                                                                                  | CUSIP: N/A<br>LEI: 0BGI85ALH27ZJP15DY16       | Long             | DBT              | CORP              | US        |     225000 | PA      | $267396.73    | 0.00%             | 2032-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Jones DesLauriers Insurance Management, Inc.                              | Jones DesLauriers Insurance Management, Inc., 1st Lien Term Loan B                          | CUSIP: C4900AAM9<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    1496188 | PA      | $1493390.12   | 0.01%             | 2030-03-15      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                | Garda World Security Corp.                                                                  | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    1527000 | PA      | $1553788.16   | 0.01%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                    | 3M Co.                                                                                      | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    2334000 | PA      | $2191382.96   | 0.02%             | 2029-08-26      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                        | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     312000 | PA      | $312422.70    | 0.00%             | 2029-07-23      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                              | Tallgrass Energy Partners LP                                                                | CUSIP: 87470LAL5<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |     317000 | PA      | $326349.92    | 0.00%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties, Inc.                                   | Brookfield Residential Properties, Inc.                                                     | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     986000 | PA      | $945755.82    | 0.01%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CoreLogic, Inc.                                                           | CoreLogic, Inc., 1st Lien Term Loan                                                         | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |    3097274 | PA      | $3094176.24   | 0.03%             | 2028-06-02      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                             | Berkshire Hathaway Energy Co.                                                               | CUSIP: 084659BD2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     668000 | PA      | $579619.24    | 0.01%             | 2031-05-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty, Inc.                                           | Rexford Industrial Realty, Inc.                                                             | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |      94861 | NS      | $3919656.52   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                        | GS Mortgage Securities Corp. Trust, Series 2023-SHIP, Class E                               | CUSIP: 36270GAJ0<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |    8600000 | PA      | $8626191.30   | 0.08%             | 2038-09-10      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2007-19, Class 1A4                                           | CUSIP: 02151AAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1116465 | PA      | $519238.41    | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                    | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1166000 | PA      | $983521.00    | 0.01%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-MDHS, Class A                                     | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2483516 | PA      | $2485068.13   | 0.02%             | 2041-05-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| KBR, Inc.                                                                 | KBR, Inc.                                                                                   | CUSIP: 48242WAC0<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |      49000 | PA      | $48172.39     | 0.00%             | 2028-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II plc                                          | Vedanta Resources Finance II plc                                                            | CUSIP: 92243XAL5<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     384000 | PA      | $389280.00    | 0.00%             | 2033-04-24      | Fixed         | 9.85%                 | 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        |    6282259 | PA      | $6294572.22   | 0.06%             | 2031-05-09      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                                            | Weatherford International Ltd.                                                              | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     917000 | PA      | $937138.26    | 0.01%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Aroundtown Finance SARL                                                   | Aroundtown Finance SARL                                                                     | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |     515000 | PA      | $703821.62    | 0.01%             | 2029-05-07      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                         | Enterprise Products Operating LLC, Series E                                                 | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    2451000 | PA      | $2444332.54   | 0.02%             | 2077-08-16      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                                  | Bausch Health Cos., Inc.                                                                    | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     256000 | PA      | $232960.00    | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc., Series EE                                                                  | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1556000 | PA      | $1583077.51   | 0.02%             | 2030-02-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Heathrow Finance plc                                                      | Heathrow Finance plc                                                                        | CUSIP: N/A<br>LEI: 549300F740QSGMPHQJ60       | Long             | DBT              | CORP              | GB        |     821000 | PA      | $1084731.77   | 0.01%             | 2031-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                         | Alliant Holdings Intermediate LLC                                                           | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     944000 | PA      | $977746.11    | 0.01%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                                  | IPD 3 BV                                                                                    | CUSIP: N/A<br>LEI: 724500RBP2J59JMQB629       | Long             | DBT              | CORP              | NL        |     485000 | PA      | $569694.72    | 0.01%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                                        | Vale Overseas Ltd.                                                                          | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    2228000 | PA      | $2151891.52   | 0.02%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                    | Keurig Dr Pepper, Inc., Series DM03                                                         | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      74000 | NS      | $2016221.13   | 0.02%             | 2025-12-04      | Fixed         | 21.92%                | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                                   | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      21377 | NS      | $1145379.66   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Regatta XX Funding Ltd.                                                   | Regatta XX Funding Ltd., Series 2021-2A, Class AR                                           | CUSIP: 75884YAK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1250000 | PA      | $1250175.75   | 0.01%             | 2038-01-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                     | Global Payments, Inc.                                                                       | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    1406000 | PA      | $1369629.65   | 0.01%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                              | Exelon Corp.                                                                                | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     118874 | NS      | $5482468.88   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp.                                                              | Target Corp.                                                                                | CUSIP: 83371T749<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |     104947 | NS      | $9508658.53   | 0.09%             | 2025-11-19      | Fixed         | 30.77%                | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                            | Structured Asset Mortgage Investments II Trust, Series 2006-AR6, Class 2A1                  | CUSIP: 86360UAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7653705 | PA      | $5453826.42   | 0.05%             | 2046-07-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                            | Southern California Edison Co.                                                              | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1160000 | PA      | $1025705.49   | 0.01%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing & Securitization LLC                         | Credit-Based Asset Servicing & Securitization LLC, Series 2007-CB6, Class A4                | CUSIP: 1248RHAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1047212 | PA      | $700760.43    | 0.01%             | 2037-07-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Interstate Power & Light Co.                                              | Interstate Power & Light Co.                                                                | CUSIP: 461070AV6<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     882000 | PA      | $880614.64    | 0.01%             | 2034-09-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                            | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     187000 | PA      | $188471.69    | 0.00%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Henry Schein, Inc.                                                        | Henry Schein, Inc.                                                                          | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      23345 | NS      | $1475404.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Yokogawa Electric Corp.                                                   | Yokogawa Electric Corp.                                                                     | CUSIP: N/A<br>LEI: 529900MV0U7C9WWF4L22       | Long             | EC               | CORP              | JP        |      26300 | NS      | $786750.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                                | CUSIP: 06738EBN4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1176000 | PA      | $1177345.34   | 0.01%             | 2025-12-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                        | Kingdom of Morocco                                                                          | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |     566000 | PA      | $542298.75    | 0.01%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                                            | DISH DBS Corp.                                                                              | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1002000 | PA      | $962789.38    | 0.01%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Merlin Entertainments Group US Holdings, Inc.                             | Merlin Entertainments Group US Holdings, Inc.                                               | CUSIP: 59010UAA5<br>LEI: 549300HBQPPKS1187K54 | Long             | DBT              | CORP              | US        |     600000 | PA      | $502767.49    | 0.00%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                                    | TK Elevator Midco GmbH                                                                      | CUSIP: N/A<br>LEI: 254900K869UN2ZWVB351       | Long             | DBT              | CORP              | DE        |    1148000 | PA      | $1325378.19   | 0.01%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp.                                                        | Brown-Forman Corp., Class B                                                                 | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |      30876 | NS      | $840753.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Owl Credit Income Corp.                                              | Blue Owl Credit Income Corp.                                                                | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     193000 | PA      | $199490.22    | 0.00%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Ares Loan Funding V Ltd.                                                  | Ares Loan Funding V Ltd., Series 2024-ALF5A, Class A1                                       | CUSIP: 04020QAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    3000000 | PA      | $3011039.40   | 0.03%             | 2037-07-27      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| GrafTech Global Enterprises, Inc.                                         | GrafTech Global Enterprises, Inc.                                                           | CUSIP: 38431AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     272000 | PA      | $240040.00    | 0.00%             | 2029-12-23      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO II Ltd.                                                 | Bridge Street CLO II Ltd., Series 2021-1A, Class A1A                                        | CUSIP: 10806JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   11000000 | PA      | $11006606.60  | 0.10%             | 2034-07-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Organon & Co.                                                             | Organon & Co.                                                                               | CUSIP: 68622TAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |     600000 | PA      | $570850.26    | 0.01%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $14446.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                | J.P. Morgan Mortgage Trust, Series 2025-VIS2, Class B1                                      | CUSIP: 46659RAG2<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2021024.60   | 0.02%             | 2055-12-25      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                 | Invitation Homes Operating Partnership LP                                                   | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     584000 | PA      | $578127.80    | 0.01%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXXVIII Ltd.                                  | Benefit Street Partners CLO XXXVIII Ltd., Series 2024-38A, Class A                          | CUSIP: 08183FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $3006450.00   | 0.03%             | 2038-01-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                          | Fantasia Holdings Group Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |    2039000 | PA      | $30585.00     | 0.00%             | 2024-04-17      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-18.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                               | FTAI Aviation Investors LLC                                                                 | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    2324000 | PA      | $2435440.45   | 0.02%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                   | Eni SpA                                                                                     | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |    1325000 | PA      | $1569336.64   | 0.01%             | 2031-01-21      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2024-NQM4, Class B2                                    | CUSIP: 06745KAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     439700 | PA      | $438831.20    | 0.00%             | 2064-12-26      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming, Inc.                                                   | Genesee & Wyoming, Inc., 1st Lien Term Loan                                                 | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |    6470250 | PA      | $6452974.88   | 0.06%             | 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        |    4780736 | PA      | $4732928.43   | 0.04%             | 2031-04-14      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc.                                                                     | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      96000 | PA      | $86280.00     | 0.00%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                     | Nissan Motor Co. Ltd.                                                                       | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    1224000 | PA      | $1301787.33   | 0.01%             | 2035-07-17      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                            | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     693000 | PA      | $683938.12    | 0.01%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                            | Bayview Commercial Asset Trust, Series 2007-4A, Class A1                                    | CUSIP: 07326BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     488333 | PA      | $462624.11    | 0.00%             | 2037-09-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                                    | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    1099000 | PA      | $1128272.96   | 0.01%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                    | Velocity Commercial Capital Loan Trust, Series 2023-3, Class M3                             | CUSIP: 92258WAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     833079 | PA      | $853940.43    | 0.01%             | 2053-08-25      | Variable      | 9.32%                 | No            |                  2 | On Loan: No      |
| Workday, Inc.                                                             | Workday, Inc., Series BSKi                                                                  | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      12800 | NS      | $3085941.66   | 0.03%             | 2025-12-15      | Fixed         | 23.08%                | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                         | Cigna Group (The)                                                                           | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      22821 | NS      | $5577680.61   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OCP CLO Ltd.                                                              | OCP CLO Ltd., Series 2020-20A, Class B1R                                                    | CUSIP: 670859AQ0<br>LEI: 25490028U8Y2XMZWXO46 | Long             | ABS-CBDO         | CORP              | KY        |    8000000 | PA      | $8022825.60   | 0.08%             | 2037-04-18      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Greystone CRE Notes 2025 LLC                                              | Greystone CRE Notes 2025 LLC, Series 2025-HC4, Class A                                      | CUSIP: 39809NAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7000000 | PA      | $7008511.30   | 0.07%             | 2042-10-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                                     | Axon Enterprise, Inc.                                                                       | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     108000 | PA      | $111629.32    | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                          | Boeing Co. (The)                                                                            | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1906000 | PA      | $1960582.48   | 0.02%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                     | Republic of Guatemala                                                                       | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |     511000 | PA      | $516508.58    | 0.00%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 32 Ltd.                                             | Anchorage Capital CLO 32 Ltd., Series 2025-32A, Class A                                     | CUSIP: 03333MAA1<br>LEI: 63670045P01T5CDEDN27 | Long             | ABS-CBDO         | CORP              | KY        |    8000000 | PA      | $8029167.20   | 0.08%             | 2037-07-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                | Pacific Gas & Electric Co.                                                                  | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    3150000 | PA      | $3264536.27   | 0.03%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                             | Owens Corning                                                                               | CUSIP: 83371T707<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      25180 | NS      | $3218316.87   | 0.03%             | 2025-11-06      | Fixed         | 25.19%                | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                             | Starwood Property Trust, Inc.                                                               | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      94000 | PA      | $96002.86     | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2023-1A, Class A1R                                                | CUSIP: 12575RAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2500000 | PA      | $2502492.50   | 0.02%             | 2038-10-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Allwyn Entertainment Financing UK plc                                     | Allwyn Entertainment Financing UK plc                                                       | CUSIP: N/A<br>LEI: 315700J7ZTIN8XGCX365       | Long             | DBT              | CORP              | GB        |     678000 | PA      | $822525.28    | 0.01%             | 2030-04-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                        | Credit Agricole SA                                                                          | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |     120312 | NS      | $2171797.32   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Warwick Capital CLO 7 Ltd.                                                | Warwick Capital CLO 7 Ltd., Series 2025-7A, Class A1                                        | CUSIP: 93656JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2004773.20   | 0.02%             | 2038-10-21      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $12619.45     | 0.00%             |  |  |  | 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        |    1333014 | PA      | $1332414.46   | 0.01%             | 2030-10-28      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| F5, Inc.                                                                  | F5, Inc.                                                                                    | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |       2646 | NS      | $669570.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyrgyz Republic International Bond                                        | Kyrgyz Republic International Bond                                                          | CUSIP: 50158LAA6<br>LEI: 253400QJNKYYP2C7PA85 | Long             | DBT              | NUSS              | KG        |     480000 | PA      | $482400.00    | 0.00%             | 2030-06-03      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                            | GLP Capital LP                                                                              | CUSIP: 361841AS8<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |     362000 | PA      | $391657.21    | 0.00%             | 2033-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TC Energy Corp.                                                           | TC Energy Corp.                                                                             | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |      55393 | NS      | $2778512.88   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     150000 | PA      | $1129.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Great Canadian Gaming Corp.                                               | Great Canadian Gaming Corp.                                                                 | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | CA        |     604000 | PA      | $590532.13    | 0.01%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ADLER Group SA                                                            | ADLER Group SA                                                                              | CUSIP: N/A<br>LEI: 391200OYYFJ3DWAMEC69       | Long             | EC               | CORP              | LU        |     664216 | NS      | $7.65         | 0.00%             |  |  |  | No            |                  3 | 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        |     525000 | PA      | $522280.50    | 0.00%             | 2028-05-01      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $28213.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Twilio, Inc.                                                              | Twilio, Inc.                                                                                | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |     139000 | PA      | $131557.01    | 0.00%             | 2031-03-15      | Fixed         | 3.88%                 | 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        |    3658390 | PA      | $3666401.76   | 0.03%             | 2031-09-15      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Aurizon Holdings Ltd.                                                     | Aurizon Holdings Ltd.                                                                       | CUSIP: N/A<br>LEI: 5299005PC1O6NOWL3H48       | Long             | EC               | CORP              | AU        |     858933 | NS      | $1927010.68   | 0.02%             |  |  |  | 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        |    4563834 | PA      | $2599970.53   | 0.02%             | 2029-05-25      | Variable      | 8.37%                 | No            |                  2 | On Loan: No      |
| National Storage REIT                                                     | National Storage REIT                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    2052236 | NS      | $3088156.26   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2025-LIFE, Class A                                                         | CUSIP: 05616HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2852000 | PA      | $2935880.74   | 0.03%             | 2047-06-13      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                                          | Oaktree CLO Ltd., Series 2024-26A, Class B                                                  | CUSIP: 67403CAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $3004219.20   | 0.03%             | 2037-04-20      | Floating      | 5.83%                 | 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        |    3987000 | PA      | $3984528.06   | 0.04%             | 2032-08-12      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                         | EMRLD Borrower LP                                                                           | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |    4651000 | PA      | $4781372.18   | 0.05%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                         | American Electric Power Co., Inc.                                                           | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      45152 | NS      | $5089239.74   | 0.05%             | 2025-11-06      | Fixed         | 8.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-7175.81     | -0.00%            |  |  |  | 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        |    5958740 | PA      | $5956892.92   | 0.06%             | 2031-03-21      | Variable      | 7.48%                 | No            |                  2 | On Loan: No      |
| B&M European Value Retail SA                                              | B&M European Value Retail SA                                                                | CUSIP: N/A<br>LEI: 213800UK7ZRLY2K1X530       | Long             | DBT              | CORP              | LU        |    1478000 | PA      | $1907913.06   | 0.02%             | 2031-11-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rad CLO 7 Ltd.                                                            | Rad CLO 7 Ltd., Series 2020-7A, Class A1R                                                   | CUSIP: 74936GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1000503.10   | 0.01%             | 2036-04-17      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    5299000 | PA      | $5630607.13   | 0.05%             | 2029-10-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| Suburban Propane Partners LP                                              | Suburban Propane Partners LP                                                                | CUSIP: 864486AL9<br>LEI: JJAX4X60DE65EYFOTY73 | Long             | DBT              | CORP              | US        |     239000 | PA      | $226415.10    | 0.00%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BFLD Mortgage Trust                                                       | BFLD Mortgage Trust, Series 2024-VICT, Class A                                              | CUSIP: 05555VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2830000 | PA      | $2839728.13   | 0.03%             | 2041-07-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                    | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2024-OMNI, Class A           | CUSIP: 46593JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4710000 | PA      | $4792469.27   | 0.05%             | 2039-10-05      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                           | CHL Mortgage Pass-Through Trust, Series 2005-9, Class 1A1                                   | CUSIP: 12669GYY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1798682 | PA      | $1611299.63   | 0.02%             | 2035-05-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                                       | Shift4 Payments LLC                                                                         | CUSIP: 82453AAB3<br>LEI: 254900GTEMR7L40VPI74 | Long             | DBT              | CORP              | US        |    2337000 | PA      | $2413731.59   | 0.02%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                                             | ION Platform Finance US, Inc., 1st Lien Term Loan                                           | CUSIP: 46206RAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    5432000 | PA      | $5314614.48   | 0.05%             | 2032-09-30      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| Murphy USA, Inc.                                                          | Murphy USA, Inc., 1st Lien Term Loan B                                                      | CUSIP: 62675KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     511000 | PA      | $514617.88    | 0.00%             | 2032-04-07      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                                        | Chemours Co. (The)                                                                          | CUSIP: 163851AE8<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    1037000 | PA      | $1032928.63   | 0.01%             | 2027-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2007-25, Class 1A3                                           | CUSIP: 02151UAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3047852 | PA      | $1340127.36   | 0.01%             | 2037-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd.                                                     | OHA Loan Funding Ltd., Series 2016-1A, Class CR2                                            | CUSIP: 67110UBE8<br>LEI: 54930016024GMIAF7A82 | Long             | ABS-CBDO         | CORP              | KY        |    3265000 | PA      | $3277946.05   | 0.03%             | 2037-07-20      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co. plc                                                | Bellis Acquisition Co. plc                                                                  | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |    1543000 | PA      | $1808309.01   | 0.02%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                              | Target Corp.                                                                                | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      47172 | NS      | $4373787.84   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                              | Zimmer Biomet Holdings, Inc.                                                                | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      11118 | NS      | $1118026.08   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments LLC                                                       | Shift4 Payments LLC                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     415000 | PA      | $494680.24    | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3069797.22   | 0.03%             | 2030-07-23      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                      | Cross Mortgage Trust, Series 2025-H2, Class B1B                                             | CUSIP: 22758PAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     893503 | PA      | $897752.41    | 0.01%             | 2070-03-25      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                      | Campbell's Co. (The)                                                                        | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |      99250 | NS      | $2990402.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Australian Dollar                                                         | Australian Dollar                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AU        |      63751 | OU      | $41712.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group, Inc.                                                         | Match Group, Inc., Series DMTK                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     193055 | NS      | $6271864.17   | 0.06%             | 2025-11-06      | Fixed         | 28.32%                | No            |                  2 | On Loan: No      |
| Insulet Corp.                                                             | Insulet Corp.                                                                               | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |       3419 | NS      | $1070181.19   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower OP LLC                                                          | Welltower OP LLC                                                                            | CUSIP: 95041AAF5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    4899000 | PA      | $4952258.06   | 0.05%             | 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        |    4942000 | PA      | $4943087.24   | 0.05%             | 2032-08-19      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                            | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     810000 | PA      | $759305.50    | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                       | Hilcorp Energy I LP                                                                         | CUSIP: 431318BG8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |      84000 | PA      | $80915.46     | 0.00%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                           | Intercontinental Exchange, Inc.                                                             | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $989518.00    | 0.01%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                             | Banner Health                                                                               | CUSIP: 06654DAD9<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |      36000 | PA      | $32100.31     | 0.00%             | 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        |    5081578 | PA      | $5089302.31   | 0.05%             | 2028-05-04      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                            | ConocoPhillips                                                                              | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      91120 | NS      | $8096923.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bombardier Recreational Products, Inc.                                    | Bombardier Recreational Products, Inc., 1st Lien Term Loan                                  | CUSIP: 09776MAT1<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     891765 | PA      | $890427.35    | 0.01%             | 2031-01-22      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Oceaneering International, Inc.                                           | Oceaneering International, Inc.                                                             | CUSIP: 675232AD4<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |     360000 | PA      | $363085.56    | 0.00%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                            | Structured Asset Mortgage Investments II Trust, Series 2007-AR4, Class GA4B                 | CUSIP: 86364NAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1421270 | PA      | $1324500.15   | 0.01%             | 2047-09-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares, Inc.                                           | First Citizens BancShares, Inc., Class A                                                    | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |       5840 | NS      | $10656948.80  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $6339.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sberbank of Russia PJSC                                                   | Sberbank of Russia PJSC                                                                     | CUSIP: N/A<br>LEI: 549300WE6TAF5EEWQS81       | Long             | EC               | CORP              | RU        |     877548 | NS      | $108.61       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                         | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     882000 | PA      | $863213.40    | 0.01%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                                 | Aptiv Swiss Holdings Ltd.                                                                   | CUSIP: 03837AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    1004000 | PA      | $1010489.34   | 0.01%             | 2034-09-13      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| gategroup Finance Luxembourg SA                                           | gategroup Finance Luxembourg SA                                                             | CUSIP: N/A<br>LEI: 529900Q1OR7LI4GOGW68       | Long             | DBT              | CORP              | LU        |    2455000 | PA      | $3005872.01   | 0.03%             | 2027-02-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                 | Seagate Data Storage Technology Pte. Ltd.                                                   | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     241000 | PA      | $256051.96    | 0.00%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                         | American Electric Power Co., Inc.                                                           | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     133095 | NS      | $16006004.70  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                                        | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    1539000 | PA      | $1583115.51   | 0.02%             | 2028-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                             | Starwood Property Trust, Inc.                                                               | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     368000 | PA      | $387582.75    | 0.00%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                                   | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     400000 | PA      | $396029.10    | 0.00%             | 2029-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fiber Midco SpA                                                           | Fiber Midco SpA                                                                             | CUSIP: N/A<br>LEI: 8156000AFE5C06C4D309       | Long             | DBT              | CORP              | IT        |     371000 | PA      | $378295.37    | 0.00%             | 2029-06-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                                             | ION Platform Finance US, Inc.                                                               | CUSIP: 46206AAA0<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |    1299000 | PA      | $1240470.15   | 0.01%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                                          | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |     187557 | NS      | $16921392.54  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2025-SPOT, Class A                                     | CUSIP: 12433FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7641228 | PA      | $7641227.83   | 0.07%             | 2040-04-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Aimbridge Topco LLC                                                       | Aimbridge Topco LLC                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       8082 | NS      | $521289.00    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Primaris REIT                                                             | Primaris REIT                                                                               | CUSIP: 74167K109<br>LEI: 549300WUM45OXSEVOT03 | Long             | EC               | CORP              | CA        |     164634 | NS      | $1805333.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global, Inc.                                                          | S&P Global, Inc.                                                                            | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     160000 | PA      | $139859.17    | 0.00%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| QuidelOrtho Corp.                                                         | QuidelOrtho Corp., 1st Lien Term Loan B                                                     | CUSIP: 74840YAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1184000 | PA      | $1175487.04   | 0.01%             | 2032-08-20      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| ZF Europe Finance BV                                                      | ZF Europe Finance BV                                                                        | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |    1100000 | PA      | $1297163.52   | 0.01%             | 2030-06-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                                       | Carlyle US CLO Ltd., Series 2019-2A, Class AR2                                              | CUSIP: 14316EAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5500000 | PA      | $5513628.45   | 0.05%             | 2037-10-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                      | Ally Financial, Inc.                                                                        | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     367000 | PA      | $417813.72    | 0.00%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Sculptor CLO XXIX Ltd.                                                    | Sculptor CLO XXIX Ltd., Series 29A, Class AR                                                | CUSIP: 81124EAQ3<br>LEI: 254900GX0OVY3JW8NA67 | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $3007392.90   | 0.03%             | 2038-07-22      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2006-J8, Class A5                                            | CUSIP: 23245LAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1177425 | PA      | $444424.81    | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association                                                       | CUSIP: 3140HXV72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3831000 | PA      | $3498954.05   | 0.03%             | 2030-05-01      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp.                                                       | CNX Resources Corp.                                                                         | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     128000 | PA      | $133458.56    | 0.00%             | 2032-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                 | Viper Energy Partners LLC                                                                   | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    1155000 | PA      | $1163073.45   | 0.01%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                            | Apollo Global Management, Inc.                                                              | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       5521 | NS      | $680446.70    | 0.01%             | 2025-11-26      | Fixed         | 24.77%                | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                        | Metropolitan Life Global Funding I                                                          | CUSIP: 59217GFQ7<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     400000 | PA      | $414429.31    | 0.00%             | 2028-09-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                   | E.ON SE                                                                                     | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |     145073 | NS      | $2699283.79   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Veritas Newco                                                             | Veritas Newco                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       1987 | NS      | $46685.10     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| KeyBank NA                                                                | KeyBank NA                                                                                  | CUSIP: 49327V2C7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    1130000 | PA      | $1119149.21   | 0.01%             | 2032-08-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                       | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1848000 | PA      | $1912094.87   | 0.02%             | 2034-04-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Indian Rupee                                                              | Indian Rupee                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | IN        |          1 | OU      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions, Inc.                                      | Broadridge Financial Solutions, Inc.                                                        | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |       3736 | NS      | $823414.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice France SA                                                          | Altice France SA                                                                            | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |    1783551 | PA      | $1968438.13   | 0.02%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DigitalBridge Group, Inc.                                                 | DigitalBridge Group, Inc., Class A                                                          | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |     116828 | NS      | $1382075.24   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Vance CLO Ltd.                                                      | Eaton Vance CLO Ltd., Series 2019-1A, Class AR2                                             | CUSIP: 27830XAW6<br>LEI: 5493007R7GEORNX00105 | Long             | ABS-CBDO         | CORP              | KY        |    2500000 | PA      | $2508876.00   | 0.02%             | 2037-07-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     342000 | PA      | $6504.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA                                                                    | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |     200000 | PA      | $238180.07    | 0.00%             | 2029-09-17      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                                                  | Morgan Stanley Europe SE                                                                    | CUSIP: 61778P395<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |      31388 | NS      | $6794400.88   | 0.06%             | 2025-12-09      | Fixed         | 20.51%                | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                     | Parker-Hannifin Corp.                                                                       | CUSIP: 83371T871<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |       5662 | NS      | $4351186.71   | 0.04%             | 2025-11-06      | Fixed         | 16.88%                | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                | Alibaba Group Holding Ltd.                                                                  | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     216000 | PA      | $196231.68    | 0.00%             | 2031-02-09      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                                                 | Aon Corp.                                                                                   | CUSIP: 03740LAF9<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     525000 | PA      | $538654.31    | 0.01%             | 2032-09-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                | Charles Schwab Corp. (The)                                                                  | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     151385 | NS      | $14308910.20  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Clover CLO LLC                                                            | Clover CLO LLC, Series 2018-1A, Class CRR                                                   | CUSIP: 18914GAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2500000 | PA      | $2513809.25   | 0.02%             | 2037-04-20      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust          | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2007-OA1, Class 2A | CUSIP: 93935NAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3367519 | PA      | $2788681.17   | 0.03%             | 2046-12-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                            | Morgan Stanley Capital I Trust, Series 2016-UBS9, Class XD                                  | CUSIP: 61766CAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13600000 | PA      | $276187.17    | 0.00%             | 2049-03-15      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp.                                                     | Southern Copper Corp.                                                                       | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |       8362 | NS      | $1160645.60   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                                                       | Post Holdings, Inc.                                                                         | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     837000 | PA      | $846803.78    | 0.01%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                       | Herc Holdings, Inc.                                                                         | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     603000 | PA      | $631147.44    | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: 83370RAC2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    1906000 | PA      | $2042195.14   | 0.02%             | 2027-11-22      | Variable      | 9.38%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                            | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    1106000 | PA      | $1113797.81   | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CMG Media Corp.                                                           | CMG Media Corp.                                                                             | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     404000 | PA      | $353334.02    | 0.00%             | 2029-06-18      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2016-NXS5, Class B                            | CUSIP: 95000CBG7<br>LEI: 549300SGFUCMB43V8P22 | Long             | ABS-MBS          | CORP              | US        |    1875000 | PA      | $1827949.31   | 0.02%             | 2059-01-15      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Shell plc                                                                 | Shell plc                                                                                   | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |     218661 | NS      | $8197475.25   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                           | Plains All American Pipeline LP                                                             | CUSIP: 726503105<br>LEI: 5521FA2ITF25TVH63740 | Long             |  |  | US        |     220018 | NS      | $3619296.10   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Mortgage LLC                                                       | Rocket Mortgage LLC                                                                         | CUSIP: 77313LAB9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |     369000 | PA      | $339808.00    | 0.00%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                             | Sutter Health, Series 20A                                                                   | CUSIP: 86944BAG8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     291000 | PA      | $267042.51    | 0.00%             | 2030-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                        | VICI Properties LP                                                                          | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     843000 | PA      | $852057.91    | 0.01%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                        | Banco Santander SA                                                                          | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |    1000000 | PA      | $1249184.44   | 0.01%             | 2029-11-20      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Pure Storage, Inc.                                                        | Pure Storage, Inc., Class A                                                                 | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |      12562 | NS      | $1239869.40   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp.                                                              | Lennar Corp., Class A                                                                       | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |       9394 | NS      | $1162695.38   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                        | Banco Bilbao Vizcaya Argentaria SA                                                          | CUSIP: 05946KAM3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     751000 | PA      | $839409.97    | 0.01%             | 2029-03-19      | Variable      | 9.38%                 | No            |                  2 | On Loan: No      |
| Tenneco, Inc.                                                             | Tenneco, Inc., 1st Lien Term Loan B                                                         | CUSIP: 88037HAP9<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |    2437000 | PA      | $2394596.20   | 0.02%             | 2028-11-17      | Variable      | 9.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3344.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                               | FTAI Aviation Investors LLC                                                                 | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    2122000 | PA      | $2140391.37   | 0.02%             | 2033-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                         | Philip Morris International, Inc.                                                           | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    4143000 | PA      | $4215307.94   | 0.04%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Market Bidco Finco plc                                                    | Market Bidco Finco plc                                                                      | CUSIP: N/A<br>LEI: 549300UGYX6EBVHRVG53       | Long             | DBT              | CORP              | GB        |    1215000 | PA      | $1400433.48   | 0.01%             | 2031-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Boels Topholding BV                                                       | Boels Topholding BV                                                                         | CUSIP: N/A<br>LEI: 724500V913SEHSEW2O75       | Long             | DBT              | CORP              | NL        |     840000 | PA      | $1001140.54   | 0.01%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2018-1A, Class BR                                                 | CUSIP: 17181NAG9<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1006464.70   | 0.01%             | 2038-01-18      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                               | FedEx Corp.                                                                                 | CUSIP: 31428XCD6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     238000 | PA      | $213640.65    | 0.00%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| IndyMac IMSC Mortgage Loan Trust                                          | IndyMac IMSC Mortgage Loan Trust, Series 2007-F2, Class 2A1                                 | CUSIP: 45670JAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2239414 | PA      | $679039.69    | 0.01%             | 2037-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                                    | HUB International Ltd., 1st Lien Term Loan                                                  | CUSIP: 44332EAZ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    6944809 | PA      | $6966268.84   | 0.07%             | 2030-06-20      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| TUI AG                                                                    | TUI AG                                                                                      | CUSIP: N/A<br>LEI: 529900SL2WSPV293B552       | Long             | DBT              | CORP              | DE        |     558000 | PA      | $666964.89    | 0.01%             | 2029-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Africa Finance Corp.                                                      | Africa Finance Corp.                                                                        | CUSIP: 00830YAF8<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | US        |    1203000 | PA      | $1226049.48   | 0.01%             | 2029-10-08      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Gulfport Energy Operating Corp.                                           | Gulfport Energy Operating Corp.                                                             | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |     197000 | PA      | $201140.19    | 0.00%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners XII Ltd.                                              | OHA Credit Partners XII Ltd., Series 2015-12A, Class CR2                                    | CUSIP: 67109YBG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2010421.40   | 0.02%             | 2037-04-23      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                                   | RHP Hotel Properties LP                                                                     | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     423000 | PA      | $436585.49    | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC                                 | Oryx Midstream Services Permian Basin LLC, 1st Lien Term Loan                               | CUSIP: 68764JAJ0<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |    2476784 | PA      | $2481440.62   | 0.02%             | 2028-10-05      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1717.71     | -0.00%            |  |  |  | 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        |     936000 | PA      | $941073.12    | 0.01%             | 2032-06-30      | Variable      | 6.50%                 | 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        |    1163221 | PA      | $1168315.93   | 0.01%             | 2031-02-07      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                   | Molina Healthcare, Inc.                                                                     | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     405000 | PA      | $407646.68    | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ocado Group plc                                                           | Ocado Group plc                                                                             | CUSIP: N/A<br>LEI: 213800LO8F61YB8MBC74       | Long             | DBT              | CORP              | GB        |     830000 | PA      | $1087377.20   | 0.01%             | 2030-06-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                   | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    3582000 | PA      | $3441537.78   | 0.03%             | 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        |       3646 | NS      | $637648.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                                            | Wyndham Hotels & Resorts, Inc.                                                              | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |     279000 | PA      | $274231.75    | 0.00%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Nexa Resources SA                                                         | Nexa Resources SA                                                                           | CUSIP: 65290DAB9<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |     295000 | PA      | $313850.50    | 0.00%             | 2034-04-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Restoration Hardware, Inc.                                                | Restoration Hardware, Inc., 1st Lien Term Loan                                              | CUSIP: 76133MAC5<br>LEI: 5493008MTS3OGGMHGK69 | Long             | LON              | CORP              | US        |     415864 | PA      | $405729.72    | 0.00%             | 2028-10-20      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC                                                      | Ashton Woods USA LLC                                                                        | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     126000 | PA      | $118610.01    | 0.00%             | 2030-04-01      | Fixed         | 4.62%                 | 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        |    2521680 | PA      | $2523268.66   | 0.02%             | 2031-12-09      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2021-LBA, Class GJV                                                        | CUSIP: 05609BAR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1764885 | PA      | $1764984.89   | 0.02%             | 2036-02-15      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC                                                               | SCIL IV LLC                                                                                 | CUSIP: N/A<br>LEI: 9845009F6D37C41A8572       | Long             | DBT              | CORP              | US        |     584000 | PA      | $673182.48    | 0.01%             | 2026-11-01      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp.                                                | Edwards Lifesciences Corp.                                                                  | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      18970 | NS      | $1564076.50   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Capital LLC                                                | Outfront Media Capital LLC, 1st Lien Term Loan                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    1172000 | PA      | $1170898.32   | 0.01%             | 2032-09-24      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                          | Roche Holding AG                                                                            | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |       3643 | NS      | $1235937.83   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                     | Targa Resources Corp.                                                                       | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      37000 | PA      | $37783.90     | 0.00%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                                          | Oaktree CLO Ltd., Series 2024-27A, Class B                                                  | CUSIP: 67402UAE6<br>LEI: 2549005VHJ8BB9WPL105 | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $4003493.60   | 0.04%             | 2037-10-22      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Ryan LLC                                                                  | Ryan LLC, 1st Lien Term Loan                                                                | CUSIP: 78350LAZ8<br>LEI: 549300TG86D8HZC6TE67 | Long             | LON              | CORP              | US        |     109335 | PA      | $108788.33    | 0.00%             | 2030-11-14      | Variable      | 7.46%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                            | Southern California Edison Co., Series G                                                    | CUSIP: 842400HD8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1010000 | PA      | $898865.22    | 0.01%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Danaos Corp.                                                              | Danaos Corp.                                                                                | CUSIP: 23585WAA2<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |    1890000 | PA      | $1903861.26   | 0.02%             | 2028-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc., 1st Lien Term Loan B4                                              | CUSIP: 52729KAU0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    5534000 | PA      | $5524315.50   | 0.05%             | 2032-03-29      | Variable      | 7.21%                 | 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        |    5232460 | PA      | $5237901.76   | 0.05%             | 2032-01-30      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| BUPA Finance plc                                                          | BUPA Finance plc                                                                            | CUSIP: N/A<br>LEI: ZIMCVQHUFZ8GVHENP290       | Long             | DBT              | CORP              | GB        |     466000 | PA      | $514141.49    | 0.00%             | 2031-09-24      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                              | Humana, Inc., Series E11F                                                                   | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |      40244 | NS      | $11169950.27  | 0.11%             | 2025-11-05      | Fixed         | 33.29%                | No            |                  2 | On Loan: No      |
| Goat Holdco LLC                                                           | Goat Holdco LLC                                                                             | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     287000 | PA      | $293073.73    | 0.00%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                            | Constellium SE                                                                              | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    1588000 | PA      | $1516181.32   | 0.01%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Rossini SARL                                                              | Rossini SARL                                                                                | CUSIP: N/A<br>LEI: 549300EC5JCCW6F83R11       | Long             | DBT              | CORP              | LU        |     530000 | PA      | $644486.19    | 0.01%             | 2029-12-31      | Fixed         | 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        |      15847 | NS      | $6358048.98   | 0.06%             | 2025-12-09      | Fixed         | 14.10%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | J.P. Morgan Structured Products BV, Series DM87                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      24308 | NS      | $4759408.80   | 0.05%             | 2025-12-16      | Fixed         | 29.42%                | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                | Vmed O2 UK Financing I plc                                                                  | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $117367.89    | 0.00%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                                          | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    4208000 | PA      | $4328242.21   | 0.04%             | 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        |    1090951 | PA      | $354558.95    | 0.00%             | 2028-03-02      | Variable      | 7.09%                 | No            |                  2 | On Loan: No      |
| Rad CLO 14 Ltd.                                                           | Rad CLO 14 Ltd., Series 2021-14A, Class C                                                   | CUSIP: 75009RAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3500000 | PA      | $3505305.30   | 0.03%             | 2035-01-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Clover CLO LLC                                                            | Clover CLO LLC, Series 2018-1A, Class B1RR                                                  | CUSIP: 18914GAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1500000 | PA      | $1505583.15   | 0.01%             | 2037-04-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                                   | Civitas Resources, Inc.                                                                     | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     333000 | PA      | $342342.17    | 0.00%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                             | RCI Banque SA                                                                               | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |    1200000 | PA      | $1446248.32   | 0.01%             | 2034-10-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Dawn Bidco LLC                                                            | Dawn Bidco LLC, 1st Lien Term Loan                                                          | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4730000 | PA      | $4712262.50   | 0.04%             | 2032-10-07      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| RealTruck Group, Inc.                                                     | RealTruck Group, Inc., 1st Lien Term Loan                                                   | CUSIP: 89778PAG2<br>LEI: 54930007KT5CX7XNSD31 | Long             | LON              | CORP              | US        |     317460 | PA      | $277656.87    | 0.00%             | 2028-01-31      | Variable      | 8.03%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                             | Asbury Automotive Group, Inc.                                                               | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      68000 | PA      | $65480.11     | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Singapore Airlines Ltd.                                                   | Singapore Airlines Ltd.                                                                     | CUSIP: N/A<br>LEI: 549300ZG62N2599PWR15       | Long             | EC               | CORP              | SG        |     181900 | NS      | $925964.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                    | Velocity Commercial Capital Loan Trust, Series 2025-3, Class M3                             | CUSIP: 92262RAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     623142 | PA      | $638500.08    | 0.01%             | 2055-06-25      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| NKT A/S                                                                   | NKT A/S                                                                                     | CUSIP: N/A<br>LEI: 529900197LKWCEQ0NL18       | Long             | EC               | CORP              | DK        |       8687 | NS      | $972429.61    | 0.01%             |  |  |  | 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        |     629079 | NS      | $12673480.25  | 0.12%             |  |  |  | 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        |    2706883 | PA      | $2698708.22   | 0.03%             | 2031-05-30      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co. PJSC                                  | Abu Dhabi Developmental Holding Co. PJSC                                                    | CUSIP: 00402D2A2<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |    1116000 | PA      | $1160148.96   | 0.01%             | 2029-05-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                   | Veolia Environnement SA                                                                     | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EC               | CORP              | FR        |     134166 | NS      | $4433801.24   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                          | Boeing Co. (The)                                                                            | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    3809000 | PA      | $3455266.02   | 0.03%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                       | Kinder Morgan, Inc.                                                                         | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     649000 | PA      | $664792.02    | 0.01%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Bancolombia SA                                                            | Bancolombia SA                                                                              | CUSIP: 05968LAN2<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |     571000 | PA      | $611027.10    | 0.01%             | 2034-12-24      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                         | NTT Finance Corp.                                                                           | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     735000 | PA      | $743131.89    | 0.01%             | 2028-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                 | Duke Energy Carolinas LLC                                                                   | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     773000 | PA      | $709567.72    | 0.01%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                 | ATI, Inc.                                                                                   | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     614000 | PA      | $610811.38    | 0.01%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                          | Gray Media, Inc.                                                                            | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    1038000 | PA      | $1016273.10   | 0.01%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Jones Deslauriers Insurance Management, Inc.                              | Jones Deslauriers Insurance Management, Inc.                                                | CUSIP: 48020RAE5<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |     643000 | PA      | $637052.12    | 0.01%             | 2033-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                            | AutoZone, Inc.                                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       2869 | NS      | $10663039.37  | 0.10%             | 2025-12-10      | Fixed         | 10.24%                | No            |                  2 | On Loan: No      |
| TAG Immobilien AG                                                         | TAG Immobilien AG                                                                           | CUSIP: N/A<br>LEI: 529900TAE68USJNXLR59       | Long             | EC               | CORP              | DE        |      45246 | NS      | $751125.13    | 0.01%             |  |  |  | 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        |    5450374 | PA      | $5468796.54   | 0.05%             | 2030-11-29      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| DCC plc                                                                   | DCC plc                                                                                     | CUSIP: N/A<br>LEI: 213800UPS1QEE4TD3T45       | Long             | EC               | CORP              | IE        |      11860 | NS      | $781325.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding 2018-IV Ltd., Series 2018-4A, Class AR                                         | CUSIP: 17181TAJ0<br>LEI: 254900PA63PFHC11GD90 | Long             | ABS-CBDO         | CORP              | KY        |    2700000 | PA      | $2702929.50   | 0.03%             | 2038-01-17      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                              | DNB Bank ASA                                                                                | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |    1313000 | PA      | $1383547.49   | 0.01%             | 2029-05-30      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                              | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1042000 | PA      | $1048166.67   | 0.01%             | 2030-01-23      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                     | WR Grace Holdings LLC                                                                       | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     127000 | PA      | $125852.78    | 0.00%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                               | Allied Universal Holdco LLC                                                                 | CUSIP: 019576AF4<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    2303000 | PA      | $2362640.79   | 0.02%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2025-4, Class B2                                         | CUSIP: 92540UAH0<br>LEI: 2138009ZO3B2B5MAHZ49 | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $496876.60    | 0.00%             | 2070-05-25      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                   | BASF SE                                                                                     | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | EC               | CORP              | DE        |      55214 | NS      | $2724361.14   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Oakwood Mortgage Investors, Inc.                                          | Oakwood Mortgage Investors, Inc., Series 2001-D, Class A3                                   | CUSIP: 67087TCV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     254599 | PA      | $89940.31     | 0.00%             | 2022-09-15      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Allegion plc                                                              | Allegion plc                                                                                | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |      53418 | NS      | $8855101.86   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Almaviva-The Italian Innovation Co. SpA                                   | Almaviva-The Italian Innovation Co. SpA                                                     | CUSIP: N/A<br>LEI: 815600A862DA4DD9E211       | Long             | DBT              | CORP              | IT        |    1959000 | PA      | $2289290.07   | 0.02%             | 2030-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bilfinger SE                                                              | Bilfinger SE                                                                                | CUSIP: N/A<br>LEI: 529900H0HULEN2BZ4604       | Long             | EC               | CORP              | DE        |      12211 | NS      | $1317476.50   | 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        |    1565480 | PA      | $1548854.13   | 0.01%             | 2030-06-28      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                                        | Berry Global, Inc.                                                                          | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    4019000 | PA      | $4258018.77   | 0.04%             | 2031-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                                              | Ameren Corp.                                                                                | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      16352 | NS      | $1668231.04   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2016-C37, Class C                             | CUSIP: 95000PAL8<br>LEI: 549300TRQQDPEF728F16 | Long             | ABS-MBS          | CORP              | US        |    2803000 | PA      | $2698570.31   | 0.03%             | 2049-12-15      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                      | Anheuser-Busch InBev Worldwide, Inc.                                                        | CUSIP: 035240AE0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     140000 | PA      | $156220.26    | 0.00%             | 2033-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                    | OCP SA                                                                                      | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |    1221000 | PA      | $1361476.05   | 0.01%             | 2054-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                           | Permian Resources Operating LLC                                                             | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     533000 | PA      | $552962.45    | 0.01%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| California Buyer Ltd.                                                     | California Buyer Ltd.                                                                       | CUSIP: 13005HAA8<br>LEI: 254900V5SMQ1UP1CLC26 | Long             | DBT              | CORP              | GB        |     236000 | PA      | $238445.90    | 0.00%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                     | Targa Resources Corp.                                                                       | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      27000 | PA      | $29472.87     | 0.00%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Arkema SA                                                                 | Arkema SA                                                                                   | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | EC               | CORP              | FR        |      14237 | NS      | $845146.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                             | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     260000 | PA      | $263235.56    | 0.00%             | 2036-09-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                    | Velocity Commercial Capital Loan Trust, Series 2023-1, Class M5                             | CUSIP: 92259VAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2084464 | PA      | $1995214.29   | 0.02%             | 2053-01-25      | Variable      | 9.64%                 | No            |                  2 | On Loan: No      |
| M6 ETX Holdings II Midco LLC                                              | M6 ETX Holdings II Midco LLC, 1st Lien Term Loan                                            | CUSIP: 55285DAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     899418 | PA      | $900263.63    | 0.01%             | 2032-04-01      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Worldline SA                                                              | Worldline SA                                                                                | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |     113800 | PA      | $126252.75    | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                       | Coca-Cola Co. (The)                                                                         | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     245931 | NS      | $16944645.90  | 0.16%             |  |  |  | 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        |     615000 | PA      | $612952.05    | 0.01%             | 2031-01-15      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| USA Compression Partners LP                                               | USA Compression Partners LP                                                                 | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1020000 | PA      | $1023915.78   | 0.01%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                                        | Chemours Co. (The)                                                                          | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     632000 | PA      | $605603.51    | 0.01%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                        | United Airlines Pass-Through Trust, Series 2020-1, Class A                                  | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |          1 | PA      | $1.19         | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                   | Quikrete Holdings, Inc.                                                                     | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     684000 | PA      | $711741.67    | 0.01%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bayer Corp.                                                               | Bayer Corp.                                                                                 | CUSIP: 072732AC4<br>LEI: 54930050NR9YMICYZM28 | Long             | DBT              | CORP              | US        |     826000 | PA      | $866411.55    | 0.01%             | 2028-02-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                               | Allied Universal Holdco LLC                                                                 | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     921000 | PA      | $901417.88    | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Caterpillar, Inc.                                                         | Caterpillar, Inc.                                                                           | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       6149 | NS      | $3549571.74   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sappi Papier Holding GmbH                                                 | Sappi Papier Holding GmbH                                                                   | CUSIP: N/A<br>LEI: 549300XBCUMUR5CI0181       | Long             | DBT              | CORP              | AT        |    1760000 | PA      | $1983472.73   | 0.02%             | 2032-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                                                | Melco Resorts Finance Ltd.                                                                  | CUSIP: 58547DAE9<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $199700.00    | 0.00%             | 2028-07-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                    | UBS AG                                                                                      | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |     228467 | NS      | $6477910.47   | 0.06%             | 2025-12-10      | Fixed         | 14.40%                | No            |                  2 | On Loan: No      |
| System Energy Resources, Inc.                                             | System Energy Resources, Inc.                                                               | CUSIP: 871911AV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     573000 | PA      | $578276.96    | 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        |     371360 | NS      | $27313528.00  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Azorra Finance Ltd.                                                       | Azorra Finance Ltd.                                                                         | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     176000 | PA      | $185240.00    | 0.00%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                                       | Carlyle US CLO Ltd., Series 2019-3A, Class A2RR                                             | CUSIP: 14314HBA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $3009937.50   | 0.03%             | 2037-04-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                     | Dominion Energy, Inc.                                                                       | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      85000 | PA      | $88620.41     | 0.00%             | 2055-05-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| CF Industries Holdings, Inc.                                              | CF Industries Holdings, Inc.                                                                | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      28263 | NS      | $2357649.63   | 0.02%             | 2025-11-05      | Fixed         | 16.79%                | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                              | NVIDIA Corp.                                                                                | CUSIP: 60701B218<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |       6000 | NS      | $1153449.62   | 0.01%             | 2025-12-08      | Fixed         | 31.87%                | No            |                  2 | On Loan: No      |
| Brazilian Real                                                            | Brazilian Real                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | BR        |     885808 | OU      | $164649.78    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elmwood CLO IX Ltd.                                                       | Elmwood CLO IX Ltd., Series 2021-2A, Class CR                                               | CUSIP: 29003UAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1502338.80   | 0.01%             | 2038-04-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Ziggo Financing Partnership                                               | Ziggo Financing Partnership, 1st Lien Term Loan                                             | CUSIP: N9833RAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     330208 | PA      | $329676.83    | 0.00%             | 2028-04-28      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3013000 | PA      | $3148517.78   | 0.03%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                                        | AmWINS Group, Inc.                                                                          | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     230000 | PA      | $234447.97    | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2023-2, Class B1                                         | CUSIP: 92539DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1003861.80   | 0.01%             | 2068-03-25      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Holdings, Inc.                                          | SS&C Technologies Holdings, Inc.                                                            | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |     128790 | NS      | $10936846.80  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Building Solutions, Inc.                                         | Standard Building Solutions, Inc.                                                           | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     962000 | PA      | $980997.58    | 0.01%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 64B-R Ltd.                                     | Golub Capital Partners CLO 64B-R Ltd., Series 2022-64A, Class AR                            | CUSIP: 38180LAA3<br>LEI: 2549003ONNJ1D27UVJ28 | Long             | ABS-CBDO         | CORP              | JE        |    2000000 | PA      | $2005247.20   | 0.02%             | 2037-10-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                | Baxter International, Inc.                                                                  | CUSIP: 071813BY4<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     355000 | PA      | $345894.21    | 0.00%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Borrower LLC                                            | Rivers Enterprise Borrower LLC                                                              | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     188000 | PA      | $189991.86    | 0.00%             | 2033-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd.                                                   | Canyon Capital CLO Ltd., Series 2022-1A, Class C                                            | CUSIP: 13877JAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2000533.20   | 0.02%             | 2035-04-15      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Zegona Finance plc                                                        | Zegona Finance plc                                                                          | CUSIP: N/A<br>LEI: 254900B3KC1SS7T2TE92       | Long             | DBT              | CORP              | GB        |    1606627 | PA      | $1955594.98   | 0.02%             | 2029-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                               | L3Harris Technologies, Inc.                                                                 | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      15523 | NS      | $4487699.30   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                                    | UBS AG                                                                                      | CUSIP: 22550L2M2<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |     674000 | PA      | $726951.79    | 0.01%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2362.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                               | Marsh & McLennan Cos., Inc.                                                                 | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      11304 | NS      | $2013807.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2006-45T1, Class 1A10                                        | CUSIP: 02149JAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2648295 | PA      | $983072.41    | 0.01%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                            | Carnival Corp.                                                                              | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    3068000 | PA      | $3151703.29   | 0.03%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                                    | TK Elevator Midco GmbH                                                                      | CUSIP: N/A<br>LEI: 254900K869UN2ZWVB351       | Long             | DBT              | CORP              | DE        |     193000 | PA      | $222820.55    | 0.00%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc., 1st Lien Term Loan                                                        | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |    5149479 | PA      | $5159263.11   | 0.05%             | 2031-04-16      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Rad CLO 15 Ltd.                                                           | Rad CLO 15 Ltd., Series 2021-15A, Class A1AR                                                | CUSIP: 750103AJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2004630.40   | 0.02%             | 2040-07-20      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Welltower, Inc.                                                           | Welltower, Inc.                                                                             | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |      12255 | NS      | $2218645.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Barracuda Networks, Inc.                                                  | Barracuda Networks, Inc., 1st Lien Term Loan                                                | CUSIP: 06832FAB3<br>LEI: 549300CXGRZWNMPU8080 | Long             | LON              | CORP              | US        |    1911032 | PA      | $1585755.20   | 0.02%             | 2029-08-15      | Variable      | 8.34%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                                    | Neptune Bidco US, Inc.                                                                      | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     567000 | PA      | $559912.50    | 0.01%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                        | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |     247000 | PA      | $291884.33    | 0.00%             | 2028-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Paint Intermediate III LLC                                                | Paint Intermediate III LLC, 1st Lien Term Loan B                                            | CUSIP: 69575EAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     682570 | PA      | $681546.15    | 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        |      97298 | NS      | $2302070.68   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Asurion LLC                                                               | Asurion LLC, 1st Lien Term Loan B12                                                         | CUSIP: 04649VBD1<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    1383612 | PA      | $1378229.81   | 0.01%             | 2030-09-19      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                                      | Flutter Treasury DAC                                                                        | CUSIP: N/A<br>LEI: 635400JE8VLL9UFVIC38       | Long             | DBT              | CORP              | IE        |     258000 | PA      | $341991.74    | 0.00%             | 2031-06-04      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TICP CLO VII Ltd.                                                         | TICP CLO VII Ltd., Series 2017-7A, Class CR                                                 | CUSIP: 87248TAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6500000 | PA      | $6516128.45   | 0.06%             | 2033-04-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                     | Targa Resources Corp.                                                                       | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     136000 | PA      | $144948.97    | 0.00%             | 2033-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance SARL                                                 | ION Platform Finance SARL                                                                   | CUSIP: N/A<br>LEI: 6488IU1F9M51Z3P60R77       | Long             | DBT              | CORP              | LU        |     562000 | PA      | $635241.48    | 0.01%             | 2032-09-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Chobani LLC                                                               | Chobani LLC, 1st Lien Term Loan B                                                           | CUSIP: 17026YAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    7144000 | PA      | $7157430.72   | 0.07%             | 2032-10-22      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                          | DTE Electric Co.                                                                            | CUSIP: 23338VAV8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     208000 | PA      | $215271.91    | 0.00%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     240000 | PA      | $-4394.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| West Pharmaceutical Services, Inc.                                        | West Pharmaceutical Services, Inc.                                                          | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |       6547 | NS      | $1846712.29   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oakwood Mortgage Investors, Inc.                                          | Oakwood Mortgage Investors, Inc., Series 1998-D, Class M1                                   | CUSIP: 674135EB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     200536 | PA      | $201684.28    | 0.00%             | 2029-01-15      | Fixed         | 7.42%                 | No            |                  2 | On Loan: No      |
| Interstate Power & Light Co.                                              | Interstate Power & Light Co.                                                                | CUSIP: 461070AU8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     136000 | PA      | $143657.46    | 0.00%             | 2033-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                        | General Motors Financial Co., Inc.                                                          | CUSIP: 37045XBQ8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1048199.99   | 0.01%             | 2026-10-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                                    | HUB International Ltd.                                                                      | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    4306000 | PA      | $4495455.39   | 0.04%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Techem Verwaltungsgesellschaft 675 mbH                                    | Techem Verwaltungsgesellschaft 675 mbH                                                      | CUSIP: N/A<br>LEI: 529900N0M7FQHNAV1A41       | Long             | DBT              | CORP              | DE        |     400000 | PA      | $463544.84    | 0.00%             | 2032-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Learfield Communications LLC                                              | Learfield Communications LLC                                                                | CUSIP: N/A<br>LEI: 549300177GK4LMS8T214       | Long             | EC               | CORP              | US        |       5182 | NS      | $544110.00    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Univision Communications, Inc.                                            | Univision Communications, Inc.                                                              | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    2374000 | PA      | $2443900.06   | 0.02%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bright Horizons Family Solutions, Inc.                                    | Bright Horizons Family Solutions, Inc.                                                      | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      27968 | NS      | $3042838.66   | 0.03%             | 2025-11-05      | Fixed         | 20.51%                | No            |                  2 | On Loan: No      |
| Altice France SA                                                          | Altice France SA                                                                            | CUSIP: 02090DAC2<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     585083 | PA      | $558052.14    | 0.01%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                    | Norfolk Southern Corp.                                                                      | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      18168 | NS      | $5148447.84   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Buzzi SpA                                                                 | Buzzi SpA                                                                                   | CUSIP: N/A<br>LEI: 5299003DX5YLKSVJ6K59       | Long             | EC               | CORP              | IT        |      12340 | NS      | $743400.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc                                              | Ardagh Packaging Finance plc                                                                | CUSIP: N/A<br>LEI: 6354001JXMLKNZDZR978       | Long             | DBT              | CORP              | IE        |    1226000 | PA      | $1370318.18   | 0.01%             | 2026-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                            | EchoStar Corp.                                                                              | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    2377666 | PA      | $2617511.77   | 0.02%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Project Boost Purchaser LLC                                               | Project Boost Purchaser LLC, 1st Lien Term Loan                                             | CUSIP: 74339NAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3521966 | PA      | $3512245.84   | 0.03%             | 2031-07-16      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Chilean Peso                                                              | Chilean Peso                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CL        |     343476 | OU      | $364.41       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitebox CLO I Ltd.                                                       | Whitebox CLO I Ltd., Series 2019-1A, Class CRR                                              | CUSIP: 96467FBA7<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2003054.60   | 0.02%             | 2036-07-24      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                             | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1640000 | PA      | $1650723.57   | 0.02%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2005-61, Class 1A1                                           | CUSIP: 12668AVL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     140990 | PA      | $132345.00    | 0.00%             | 2035-12-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                          | Altice France SA                                                                            | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |     266454 | PA      | $296738.37    | 0.00%             | 2031-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings, Inc.                                                    | Amentum Holdings, Inc., 1st Lien Term Loan                                                  | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |    1875200 | PA      | $1872387.20   | 0.02%             | 2031-09-29      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| AlixPartners LLP                                                          | AlixPartners LLP, 1st Lien Term Loan                                                        | CUSIP: 01642PBE5<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |    3857664 | PA      | $3841037.80   | 0.04%             | 2032-08-12      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 5-Year Note                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      15086 | NC      | $232164.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities, Inc.                                               | AvalonBay Communities, Inc.                                                                 | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      42826 | NS      | $7448297.92   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2006-OA14, Class 1A1                                         | CUSIP: 02146SAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3997571 | PA      | $3376447.21   | 0.03%             | 2046-11-25      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Geberit AG                                                                | Geberit AG (Registered)                                                                     | CUSIP: N/A<br>LEI: 52990093Z5OHD6T7BS47       | Long             | EC               | CORP              | CH        |       2238 | NS      | $1636032.07   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                        | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1035000 | PA      | $1137723.75   | 0.01%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Concentra Health Services, Inc.                                           | Concentra Health Services, Inc.                                                             | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |     208000 | PA      | $216951.49    | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                            | Morgan Stanley Capital I Trust, Series 2024-NSTB, Class A                                   | CUSIP: 61690BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3534084 | PA      | $3474882.57   | 0.03%             | 2057-09-24      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                                | Outfront Media Capital LLC                                                                  | CUSIP: 69007TAE4<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |     155000 | PA      | $149684.18    | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SPIE SA                                                                   | SPIE SA                                                                                     | CUSIP: N/A<br>LEI: 969500TJNS5GSFWJ8X85       | Long             | EC               | CORP              | FR        |      35149 | NS      | $1788815.29   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                   | Simon Property Group LP                                                                     | CUSIP: 828807DZ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    2780000 | PA      | $2791736.72   | 0.03%             | 2030-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hertz Corp. (The)                                                         | Hertz Corp. (The)                                                                           | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     155000 | PA      | $153433.31    | 0.00%             | 2029-07-15      | Fixed         | 12.62%                | No            |                  2 | On Loan: No      |
| Bain Capital Specialty Finance, Inc.                                      | Bain Capital Specialty Finance, Inc.                                                        | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |      75000 | PA      | $74752.23     | 0.00%             | 2030-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-BRBK, Class A                                     | CUSIP: 05613NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7280000 | PA      | $7298200.00   | 0.07%             | 2041-10-15      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Murphy Oil Corp.                                                          | Murphy Oil Corp.                                                                            | CUSIP: 626717AG7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |      58000 | PA      | $49370.08     | 0.00%             | 2042-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Noble Finance II LLC                                                      | Noble Finance II LLC                                                                        | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      83000 | PA      | $86140.97     | 0.00%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties, Inc.                                                     | VICI Properties, Inc.                                                                       | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     125040 | NS      | $3749949.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Birch Grove CLO 9 Ltd.                                                    | Birch Grove CLO 9 Ltd., Series 2024-9A, Class B                                             | CUSIP: 09077WAE8<br>LEI: 254900VS6E4BD1HWHW18 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2005145.60   | 0.02%             | 2037-10-22      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| HealthEquity, Inc.                                                        | HealthEquity, Inc.                                                                          | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |    1648000 | PA      | $1603748.53   | 0.02%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Camelot Finance SA                                                        | Camelot Finance SA                                                                          | CUSIP: 13323AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      94000 | PA      | $93626.70     | 0.00%             | 2026-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chemours Co. LLC                                                          | Chemours Co. LLC, 1st Lien Term Loan B4                                                     | CUSIP: 16384YAM9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3757273 | PA      | $3690581.37   | 0.04%             | 2032-10-15      | Variable      | 7.46%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                | Aviation Capital Group LLC                                                                  | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    2394000 | PA      | $2343503.81   | 0.02%             | 2026-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Cirsa Finance International Sarl                                          | Cirsa Finance International Sarl                                                            | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |     497000 | PA      | $579100.43    | 0.01%             | 2032-10-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Unique Pub Finance Co. plc (The)                                          | Unique Pub Finance Co. plc (The), Series N                                                  | CUSIP: N/A<br>LEI: 213800FOMWLKHQTI5562       | Long             | ABS-O            | CORP              | GB        |    1403894 | PA      | $1940211.08   | 0.02%             | 2032-03-30      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                               | Rogers Communications, Inc., Class B                                                        | CUSIP: 775109200<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | EC               | CORP              | CA        |      25331 | NS      | $991455.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp.                                                             | Centene Corp.                                                                               | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    3595000 | PA      | $3307097.66   | 0.03%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                                                  | Advance Auto Parts, Inc.                                                                    | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     258000 | PA      | $260317.71    | 0.00%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                         | PennyMac Financial Services, Inc.                                                           | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     658000 | PA      | $674440.13    | 0.01%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Forint                                                                    | Forint                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HU        |          0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Antofagasta plc                                                           | Antofagasta plc                                                                             | CUSIP: 03718NAA4<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |     674000 | PA      | $611594.34    | 0.01%             | 2030-10-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Swire Pacific Ltd.                                                        | Swire Pacific Ltd., Class A                                                                 | CUSIP: N/A<br>LEI: 549300KZOZHII0DGF611       | Long             | EC               | CORP              | HK        |      51000 | NS      | $421225.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp., Series EMt9                                                                  | CUSIP: 61778P171<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |     135600 | NS      | $3798140.11   | 0.04%             | 2025-11-10      | Fixed         | 22.80%                | No            |                  2 | On Loan: No      |
| Republic of North Macedonia                                               | Republic of North Macedonia                                                                 | CUSIP: N/A<br>LEI: 635400RD1N6RVNCE4958       | Long             | DBT              | NUSS              | MK        |     498000 | PA      | $597520.07    | 0.01%             | 2027-03-13      | Fixed         | 6.96%                 | No            |                  2 | On Loan: No      |
| Singapore Dollar                                                          | Singapore Dollar                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SG        |     106042 | OU      | $81470.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet, Inc.                                                            | Fortinet, Inc.                                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      36461 | NS      | $3066784.27   | 0.03%             | 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        |     127626 | NS      | $3241024.12   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                              | Sabine Pass Liquefaction LLC                                                                | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |      47000 | PA      | $47108.28     | 0.00%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                              | CUSIP: 05565ALQ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     924000 | PA      | $841492.81    | 0.01%             | 2030-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                | J.P. Morgan Mortgage Trust, Series 2025-DSC2, Class B1                                      | CUSIP: 46659VAG3<br>LEI: 529900SXYOW2J5ABY729 | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1997965.41   | 0.02%             | 2065-10-25      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Aston Martin Capital Holdings Ltd.                                        | Aston Martin Capital Holdings Ltd.                                                          | CUSIP: N/A<br>LEI: 213800H4GKEF3CJ8C774       | Long             | DBT              | CORP              | JE        |    1488000 | PA      | $1745458.42   | 0.02%             | 2029-03-31      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| New Mountain CLO 3 Ltd.                                                   | New Mountain CLO 3 Ltd., Series CLO-3A, Class BR                                            | CUSIP: 647550AU6<br>LEI: 549300CEYMYPINCEX579 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1000615.90   | 0.01%             | 2038-10-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                          | CVS Health Corp.                                                                            | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     112017 | NS      | $8789335.83   | 0.08%             | 2025-11-24      | Fixed         | 30.68%                | No            |                  2 | On Loan: No      |
| Alpha Star Holding IX Ltd.                                                | Alpha Star Holding IX Ltd.                                                                  | CUSIP: N/A<br>LEI: 254900IL2SBV9ANGBE89       | Long             | DBT              | CORP              | AE        |     740000 | PA      | $754800.00    | 0.01%             | 2028-08-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Rand Parent LLC                                                           | Rand Parent LLC, 1st Lien Term Loan B                                                       | CUSIP: 75223LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2071131 | PA      | $2026829.21   | 0.02%             | 2030-03-18      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                                                 | UKG, Inc.                                                                                   | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    5167000 | PA      | $5318692.79   | 0.05%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Tenneco, Inc.                                                             | Tenneco, Inc.                                                                               | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |     812000 | PA      | $809784.62    | 0.01%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                  | Comstock Resources, Inc.                                                                    | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     667000 | PA      | $661223.58    | 0.01%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Finastra USA, Inc.                                                        | Finastra USA, Inc., 1st Lien Term Loan                                                      | CUSIP: 31772YAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    6251000 | PA      | $6171737.32   | 0.06%             | 2032-09-15      | Variable      | 8.04%                 | No            |                  2 | On Loan: No      |
| AAR Escrow Issuer LLC                                                     | AAR Escrow Issuer LLC                                                                       | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1212000 | PA      | $1251396.06   | 0.01%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Pattern Energy Operations LP                                              | Pattern Energy Operations LP                                                                | CUSIP: 70339PAA7<br>LEI: 254900P898KPCM50SP51 | Long             | DBT              | CORP              | US        |      89000 | PA      | $86777.00     | 0.00%             | 2028-08-15      | Fixed         | 4.50%                 | 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        |    1222000 | PA      | $1203670.00   | 0.01%             | 2032-08-13      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities Trust                              | Natixis Commercial Mortgage Securities Trust, Series 2017-75B, Class XA                     | CUSIP: 63874EAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   40610000 | PA      | $116095.87    | 0.00%             | 2037-04-10      | Variable      | 0.20%                 | No            |                  2 | On Loan: No      |
| Aalberts NV                                                               | Aalberts NV                                                                                 | CUSIP: N/A<br>LEI: 549300EMP9DT6Q35HZ31       | Long             | EC               | CORP              | NL        |      14311 | NS      | $453390.37    | 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        |     952148 | PA      | $397179.19    | 0.00%             | 2030-01-24      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     450000 | PA      | $468247.95    | 0.00%             | 2030-02-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Gibson Energy, Inc.                                                       | Gibson Energy, Inc.                                                                         | CUSIP: 374825206<br>LEI: 549300WYW5D9I3FR0643 | Long             | EC               | CORP              | CA        |      53734 | NS      | $916031.47    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui Fudosan Co. Ltd.                                                   | Mitsui Fudosan Co. Ltd.                                                                     | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | EC               | CORP              | JP        |     501200 | NS      | $5218696.41   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ZF Europe Finance BV                                                      | ZF Europe Finance BV                                                                        | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |     500000 | PA      | $553906.71    | 0.01%             | 2027-10-23      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Insulet Corp.                                                             | Insulet Corp.                                                                               | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |     187000 | PA      | $194825.95    | 0.00%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| McAfee Corp.                                                              | McAfee Corp., 1st Lien Term Loan B1                                                         | CUSIP: 57906HAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2747716 | PA      | $2598872.05   | 0.02%             | 2029-03-01      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II plc                                          | Vedanta Resources Finance II plc                                                            | CUSIP: 92243XAM3<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     298000 | PA      | $301725.00    | 0.00%             | 2030-07-24      | Fixed         | 9.47%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                          | ABN AMRO Bank NV                                                                            | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |     700000 | PA      | $865771.55    | 0.01%             | 2034-09-22      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Aena SME SA                                                               | Aena SME SA                                                                                 | CUSIP: N/A<br>LEI: 959800R7QMXKF0NFMT29       | Long             | EC               | CORP              | ES        |     699116 | NS      | $18988819.93  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                                   | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    3905000 | PA      | $3914099.43   | 0.04%             | 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        |      57064 | NS      | $4225400.47   | 0.04%             |  |  |  | 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        |    1262859 | PA      | $1250230.77   | 0.01%             | 2027-10-01      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                                             | ION Platform Finance US, Inc.                                                               | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |    1912000 | PA      | $1864906.85   | 0.02%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                                              | Atrium Hotel Portfolio Trust, Series 2017-ATRM, Class D                                     | CUSIP: 04965JAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3624000 | PA      | $3442800.00   | 0.03%             | 2036-12-15      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Blackfin Pipeline LLC                                                     | Blackfin Pipeline LLC, 1st Lien Term Loan                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     750000 | PA      | $749062.50    | 0.01%             | 2032-10-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Voya Financial, Inc.                                                      | Voya Financial, Inc., Series EMUC                                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      47900 | NS      | $3546761.59   | 0.03%             | 2025-11-20      | Fixed         | 24.29%                | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                        | General Motors Financial Co., Inc.                                                          | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    3814000 | PA      | $3869313.18   | 0.04%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                               | Caesars Entertainment, Inc., 1st Lien Term Loan B1                                          | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    6221992 | PA      | $6156661.01   | 0.06%             | 2031-02-06      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                               | FedEx Corp.                                                                                 | CUSIP: 31428XBV7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     414000 | PA      | $397242.08    | 0.00%             | 2029-08-05      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                                          | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2084000 | PA      | $2041276.40   | 0.02%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                                        | Light & Wonder International, Inc.                                                          | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     183000 | PA      | $187743.18    | 0.00%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO 9 Ltd.                                                   | Silver Point CLO 9 Ltd., Series 2025-9A, Class A1                                           | CUSIP: 82809VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5018801.00   | 0.05%             | 2038-03-31      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds                                                 | BlackRock Liquidity Funds, T-Fund, Institutional Class                                      | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        |  694559569 | NS      | $694559569.48 | 6.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies, Inc.                                                | Agilent Technologies, Inc.                                                                  | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      16353 | NS      | $2393425.08   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2025-NQM1, Class B1                                    | CUSIP: 06744WAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     660400 | PA      | $663804.03    | 0.01%             | 2065-01-25      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                                                   | Ellucian Holdings, Inc., 2nd Lien Term Loan                                                 | CUSIP: 28917XAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     703000 | PA      | $709812.07    | 0.01%             | 2032-11-15      | Variable      | 8.71%                 | No            |                  2 | On Loan: No      |
| Weber-Stephen Products LLC                                                | Weber-Stephen Products LLC, 1st Lien Term Loan B                                            | CUSIP: 94767KAR2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2479000 | PA      | $2470744.93   | 0.02%             | 2032-10-01      | Variable      | 7.74%                 | No            |                  2 | On Loan: No      |
| Grifols SA                                                                | Grifols SA                                                                                  | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |     290000 | PA      | $328570.93    | 0.00%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                         | NTT Finance Corp.                                                                           | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    1282000 | PA      | $1317308.68   | 0.01%             | 2032-07-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Schaeffler AG                                                             | Schaeffler AG                                                                               | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |     800000 | PA      | $941189.00    | 0.01%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                              | Performance Food Group, Inc.                                                                | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     852000 | PA      | $874746.70    | 0.01%             | 2032-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CitiMortgage Alternative Loan Trust                                       | CitiMortgage Alternative Loan Trust, Series 2007-A1, Class 1A5                              | CUSIP: 12566QAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      49309 | PA      | $44910.67     | 0.00%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                 | O'Reilly Automotive, Inc.                                                                   | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      88062 | NS      | $8414118.58   | 0.08%             | 2025-12-01      | Fixed         | 13.99%                | No            |                  2 | On Loan: No      |
| Wilsonart LLC                                                             | Wilsonart LLC, 1st Lien Term Loan                                                           | CUSIP: 97246FAM8<br>LEI: 549300SAZRUMYKDJBY14 | Long             | LON              | CORP              | US        |    4931962 | PA      | $4762006.49   | 0.05%             | 2031-08-05      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| National Bank of Greece SA                                                | National Bank of Greece SA                                                                  | CUSIP: N/A<br>LEI: 5UMCZOEYKCVFAW8ZLO05       | Long             | DBT              | CORP              | GR        |    1062000 | PA      | $1316054.02   | 0.01%             | 2035-06-28      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Terranea Resort                                                           | Terranea Resort, 1st Lien Term Loan                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    5600000 | PA      | $5600000.00   | 0.05%             | 2027-01-01      | Variable      | 8.70%                 | No            |                  3 | On Loan: No      |
| Georgia Power Co.                                                         | Georgia Power Co.                                                                           | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     168000 | PA      | $173410.47    | 0.00%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MASTR Asset-Backed Securities Trust                                       | MASTR Asset-Backed Securities Trust, Series 2006-AM2, Class A4                              | CUSIP: 57645FAQ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1626632 | PA      | $1534931.63   | 0.01%             | 2036-06-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                                    | Chart Industries, Inc.                                                                      | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     398000 | PA      | $426179.99    | 0.00%             | 2031-01-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                              | Rockies Express Pipeline LLC                                                                | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     162000 | PA      | $160607.59    | 0.00%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                              | Fiserv, Inc.                                                                                | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     742000 | PA      | $764797.96    | 0.01%             | 2033-08-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3, Inc.                                             | Fortress Intermediate 3, Inc.                                                               | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |    1638000 | PA      | $1708008.12   | 0.02%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                                                | Amneal Pharmaceuticals LLC                                                                  | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |     269000 | PA      | $282030.63    | 0.00%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    4290000 | PA      | $-19144.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Magyar Export-Import Bank Zrt.                                            | Magyar Export-Import Bank Zrt.                                                              | CUSIP: 55977YAA6<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |    1201000 | PA      | $1242290.38   | 0.01%             | 2027-12-04      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                              | Fibercop SpA, Series 2034                                                                   | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     200000 | PA      | $188361.52    | 0.00%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Schaeffler AG                                                             | Schaeffler AG                                                                               | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |     400000 | PA      | $488321.44    | 0.00%             | 2031-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza, Inc.                                                      | Domino's Pizza, Inc.                                                                        | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |       1379 | NS      | $549476.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                                | CUSIP: 902613BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1665000 | PA      | $1681829.82   | 0.02%             | 2035-02-05      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| West Japan Railway Co.                                                    | West Japan Railway Co.                                                                      | CUSIP: N/A<br>LEI: 353800QGUXHZ7EBCR121       | Long             | EC               | CORP              | JP        |     136000 | NS      | $2795090.84   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                     | Global Payments, Inc.                                                                       | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      26506 | NS      | $2061106.56   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WR Grace Holdings LLC                                                     | WR Grace Holdings LLC                                                                       | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    1105000 | PA      | $1067286.35   | 0.01%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Jungheinrich AG                                                           | Jungheinrich AG (Preference)                                                                | CUSIP: N/A<br>LEI: 529900PHZORTU6FSXE73       | Long             | EP               | CORP              | DE        |      25005 | NS      | $893633.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Modernland Overseas Pte. Ltd.                                             | Modernland Overseas Pte. Ltd.                                                               | CUSIP: N/A<br>LEI: 254900HQ9F9WCPKERQ02       | Long             | DBT              | CORP              | SG        |    1059134 | PA      | $352087.92    | 0.00%             | 2027-04-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Amcor plc                                                                 | Amcor plc                                                                                   | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |    1271955 | NS      | $9963106.90   | 0.09%             | 2025-12-01      | Fixed         | 26.06%                | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp.                                                     | Kaiser Aluminum Corp.                                                                       | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2097000 | PA      | $2000897.68   | 0.02%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Apidos Loan Fund Ltd.                                                     | Apidos Loan Fund Ltd., Series 2024-1A, Class A1R                                            | CUSIP: 037986AN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2002617.80   | 0.02%             | 2038-10-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| BBCMS Trust                                                               | BBCMS Trust, Series 2015-SRCH, Class XB                                                     | CUSIP: 05547HAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   35000000 | PA      | $103005.70    | 0.00%             | 2035-08-10      | Variable      | 0.19%                 | No            |                  2 | On Loan: No      |
| ICON Luxembourg SARL                                                      | ICON Luxembourg SARL, 1st Lien Term Loan                                                    | CUSIP: L5000DAE7<br>LEI: 635400PUWMHSPI2DDA35 | Long             | LON              | CORP              | LU        |     575718 | PA      | $578095.64    | 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        |    2930000 | PA      | $3038768.72   | 0.03%             | 2028-08-11      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance SARL                                                 | ION Platform Finance SARL                                                                   | CUSIP: N/A<br>LEI: 6488IU1F9M51Z3P60R77       | Long             | DBT              | CORP              | LU        |     729000 | PA      | $825047.16    | 0.01%             | 2030-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                         | PennyMac Financial Services, Inc.                                                           | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     427000 | PA      | $445399.00    | 0.00%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                                        | Chord Energy Corp.                                                                          | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     124000 | PA      | $126626.32    | 0.00%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2020-4A, Class A1R                                                | CUSIP: 12562RAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2500000 | PA      | $2505226.50   | 0.02%             | 2040-01-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Intrum Investments And Financing AB                                       | Intrum Investments And Financing AB                                                         | CUSIP: N/A<br>LEI: 984500D7B1EFD7460452       | Long             | DBT              | CORP              | SE        |     487148 | PA      | $484472.81    | 0.00%             | 2029-09-11      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BAMLL Trust                                                               | BAMLL Trust, Series 2024-BHP, Class A                                                       | CUSIP: 05493WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17580000 | PA      | $17613219.17  | 0.17%             | 2039-08-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Harvest Commercial Capital Loan Trust                                     | Harvest Commercial Capital Loan Trust, Series 2019-1, Class M4                              | CUSIP: 41753CAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3150000 | PA      | $3072877.29   | 0.03%             | 2046-09-25      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure LP                                                    | XPLR Infrastructure LP                                                                      | CUSIP: 65341BAG1<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |    1506000 | PA      | $1475880.00   | 0.01%             | 2026-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Carlyle Group, Inc. (The)                                                 | Carlyle Group, Inc. (The)                                                                   | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      40000 | NS      | $2176886.67   | 0.02%             | 2025-12-04      | Fixed         | 30.51%                | 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        |    2483775 | PA      | $2491226.33   | 0.02%             | 2032-05-06      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                                           | Lehman XS Trust, Series 2007-20N, Class A1                                                  | CUSIP: 52525AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4406489 | PA      | $4447812.74   | 0.04%             | 2037-12-25      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Endesa SA                                                                 | Endesa SA                                                                                   | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |      36559 | NS      | $1310124.25   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Private Credit Fund                                            | Blackstone Private Credit Fund                                                              | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    1655000 | PA      | $1623862.00   | 0.02%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                     | Global Payments, Inc.                                                                       | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     265000 | PA      | $235674.13    | 0.00%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Generate CLO 2 Ltd.                                                       | Generate CLO 2 Ltd., Series 2A, Class AR2                                                   | CUSIP: 370910AC5<br>LEI: 5493009C48K5WG4EX118 | Long             | ABS-CBDO         | CORP              | KY        |    7965000 | PA      | $7985317.12   | 0.08%             | 2037-10-22      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                             | NYC Commercial Mortgage Trust, Series 2025-3BP, Class A                                     | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3197000 | PA      | $3177018.75   | 0.03%             | 2042-02-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                     | Elevance Health, Inc.                                                                       | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     195000 | PA      | $198959.22    | 0.00%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                               | Crescent Energy Finance LLC                                                                 | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     393000 | PA      | $381030.60    | 0.00%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                                                | Melco Resorts Finance Ltd.                                                                  | CUSIP: 58547DAJ8<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     686000 | PA      | $687625.82    | 0.01%             | 2033-09-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Loxam SAS                                                                 | Loxam SAS                                                                                   | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |     558000 | PA      | $646311.28    | 0.01%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WESCO International, Inc.                                                 | WESCO International, Inc., Series EMUB                                                      | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      11500 | NS      | $2603209.30   | 0.02%             | 2025-11-20      | Fixed         | 30.04%                | No            |                  2 | On Loan: No      |
| Ken Garff Automotive LLC                                                  | Ken Garff Automotive LLC                                                                    | CUSIP: 48850PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     212000 | PA      | $207752.01    | 0.00%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2025-NQM5, Class PT2                                   | CUSIP: 06745XAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19151919 | PA      | $19691848.53  | 0.19%             | 2055-10-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $10586.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $7.90         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2025-7, Class B2                                         | CUSIP: 924931AK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     707000 | PA      | $703830.09    | 0.01%             | 2070-08-25      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                          | Fantasia Holdings Group Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |    3269000 | PA      | $49035.00     | 0.00%             | 2024-10-18      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Edge Finco plc                                                            | Edge Finco plc                                                                              | CUSIP: N/A<br>LEI: 648835NI8LJE5190NT73       | Long             | DBT              | CORP              | GB        |    2397000 | PA      | $3335127.56   | 0.03%             | 2031-08-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Ares XXXIX CLO Ltd.                                                       | Ares XXXIX CLO Ltd., Series 2016-39A, Class AR3                                             | CUSIP: 04015WBL7<br>LEI: 5493005YAOTYJUJV3S58 | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $4010344.00   | 0.04%             | 2037-07-18      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                              | Fiserv, Inc.                                                                                | CUSIP: 337738BE7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     582000 | PA      | $598949.07    | 0.01%             | 2033-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                         | Rocket Cos., Inc.                                                                           | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     558000 | PA      | $578776.80    | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Edelman Financial Engines CenterLLC (The)                                 | Edelman Financial Engines Center LLC (The), 1st Lien Term Loan                              | CUSIP: 27943UAM8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2478009 | PA      | $2485889.18   | 0.02%             | 2028-04-07      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                | AMSR Trust, Series 2021-SFR3, Class F                                                       | CUSIP: 00180UAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11000000 | PA      | $10739131.70  | 0.10%             | 2038-10-17      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| CNH Industrial NV                                                         | CNH Industrial NV                                                                           | CUSIP: N/A<br>LEI: 549300WGC2HZ5J67V817       | Long             | EC               | CORP              | NL        |     159667 | NS      | $1674906.83   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Mutual Asset-Backed CertificatesTrust                          | Washington Mutual Asset-Backed CertificatesTrust, Series 2006-HE5, Class 1A                 | CUSIP: 93934XAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10485344 | PA      | $8066281.74   | 0.08%             | 2036-10-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Cotiviti, Inc.                                                            | Cotiviti, Inc., 1st Lien Term Loan B                                                        | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    4804156 | PA      | $4620012.50   | 0.04%             | 2031-05-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                 | Seagate Data Storage Technology Pte. Ltd.                                                   | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     208000 | PA      | $213106.40    | 0.00%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Amber Finco plc                                                           | Amber Finco plc                                                                             | CUSIP: N/A<br>LEI: 9845004C0870D380O790       | Long             | DBT              | CORP              | GB        |    1127000 | PA      | $1365413.22   | 0.01%             | 2029-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Bidvest Group UK plc (The)                                                | Bidvest Group UK plc (The)                                                                  | CUSIP: 088932AA6<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |     252000 | PA      | $255465.00    | 0.00%             | 2032-09-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                                        | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1361091.78   | 0.01%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                         | Alliant Holdings Intermediate LLC                                                           | CUSIP: 01883LAB9<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    2437000 | PA      | $2399962.96   | 0.02%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hubbell, Inc.                                                             | Hubbell, Inc.                                                                               | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      30122 | NS      | $14157340.00  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrise FinCo. I BV                                                       | Sunrise FinCo. I BV                                                                         | CUSIP: N/A<br>LEI: 213800MNFBDEQRS6HZ22       | Long             | DBT              | CORP              | NL        |    1055000 | PA      | $1232501.64   | 0.01%             | 2032-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                              | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1993000 | PA      | $2079021.33   | 0.02%             | 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        |    1190233 | PA      | $1177747.44   | 0.01%             | 2028-01-18      | Variable      | 8.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     470000 | PA      | $-9018.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | TRSIBOXX                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2000000 | PA      | $56533.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordson Corp.                                                             | Nordson Corp.                                                                               | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |       1233 | NS      | $285994.35    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities, Inc.                                                 | Century Communities, Inc.                                                                   | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |     316000 | PA      | $315063.19    | 0.00%             | 2033-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    1136000 | PA      | $1367535.13   | 0.01%             | 2034-09-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AGL Core CLO 27 Ltd.                                                      | AGL Core CLO 27 Ltd., Series 2023-27A, Class A                                              | CUSIP: 00092DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7000000 | PA      | $7027424.60   | 0.07%             | 2036-10-21      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                        | United Airlines Pass-Through Trust, Series 2024-1, Class A                                  | CUSIP: 90932WAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1849939 | PA      | $1892578.53   | 0.02%             | 2037-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC                                                        | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     361000 | PA      | $360722.21    | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                               | Prologis LP                                                                                 | CUSIP: 74340XCB5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     260000 | PA      | $229471.44    | 0.00%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                | Corebridge Financial, Inc.                                                                  | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     260000 | PA      | $267693.92    | 0.00%             | 2054-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                              | DaVita, Inc.                                                                                | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     522000 | PA      | $541228.91    | 0.01%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                                      | Osaic Holdings, Inc.                                                                        | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     608000 | PA      | $623772.74    | 0.01%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                             | RCI Banque SA                                                                               | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |    1500000 | PA      | $1756626.62   | 0.02%             | 2037-03-24      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                              | Fibercop SpA                                                                                | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |     262000 | PA      | $308050.24    | 0.00%             | 2032-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                          | Gray Media, Inc.                                                                            | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     256000 | PA      | $275873.02    | 0.00%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Kyushu Electric Power Co., Inc.                                           | Kyushu Electric Power Co., Inc.                                                             | CUSIP: N/A<br>LEI: 549300BYNZPLKQVQH430       | Long             | EC               | CORP              | JP        |     192000 | NS      | $1884339.74   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Crown Holdings, Inc.                                                      | Crown Holdings, Inc., Series BSKj                                                           | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      17500 | NS      | $1705054.98   | 0.02%             | 2025-12-15      | Fixed         | 14.50%                | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                          | ArcelorMittal SA                                                                            | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | EC               | CORP              | LU        |      42228 | NS      | $1612099.36   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Nacional de Panama                                                  | Banco Nacional de Panama                                                                    | CUSIP: 059626AC5<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | CORP              | PA        |    1160000 | PA      | $1020742.00   | 0.01%             | 2030-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Generate CLO 7 Ltd.                                                       | Generate CLO 7 Ltd., Series 7A, Class A1R                                                   | CUSIP: 37149LAL1<br>LEI: 25490036G9JNQQPHIX69 | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $3010500.00   | 0.03%             | 2037-04-22      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                                   | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     165000 | PA      | $167001.39    | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Compass Group Diversified Holdings LLC                                    | Compass Group Diversified Holdings LLC                                                      | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |     369352 | PA      | $334561.87    | 0.00%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VEGAS Trust                                                               | VEGAS Trust, Series 2024-TI, Class A                                                        | CUSIP: 92254AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2410000 | PA      | $2439227.03   | 0.02%             | 2039-11-10      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| AES Andes SA                                                              | AES Andes SA                                                                                | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |     860000 | PA      | $902355.00    | 0.01%             | 2055-06-10      | Variable      | 8.15%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                 | Standard Industries, Inc.                                                                   | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     186000 | PA      | $169388.95    | 0.00%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STAG Industrial, Inc.                                                     | STAG Industrial, Inc., Series 000U                                                          | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      49600 | NS      | $1885189.48   | 0.02%             | 2025-12-08      | Fixed         | 18.77%                | No            |                  2 | On Loan: No      |
| SHR Trust                                                                 | SHR Trust, Series 2024-LXRY, Class A                                                        | CUSIP: 784234AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6600000 | PA      | $6604125.00   | 0.06%             | 2041-10-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Tereos Finance Groupe I SA                                                | Tereos Finance Groupe I SA                                                                  | CUSIP: N/A<br>LEI: 969500183Z46A3QF8W69       | Long             | DBT              | CORP              | FR        |     240000 | PA      | $277310.30    | 0.00%             | 2027-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2005-64CB, Class 1A1                                         | CUSIP: 12668AZL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      34599 | PA      | $30880.89     | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRA Group Europe Holding II SARL                                          | PRA Group Europe Holding II SARL                                                            | CUSIP: N/A<br>LEI: 635400CWOMLGBIP4GA24       | Long             | DBT              | CORP              | LU        |    1839000 | PA      | $2050832.34   | 0.02%             | 2032-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                     | Clydesdale Acquisition Holdings, Inc.                                                       | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    1821000 | PA      | $1827187.76   | 0.02%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                 | ATI, Inc.                                                                                   | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     188000 | PA      | $197413.54    | 0.00%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Siemens AG                                                                | Siemens AG (Registered)                                                                     | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |      15821 | NS      | $4483629.16   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kapla Holding SAS                                                         | Kapla Holding SAS                                                                           | CUSIP: N/A<br>LEI: 894500PJ28XTH66K4X83       | Long             | DBT              | CORP              | FR        |    1505000 | PA      | $1743050.39   | 0.02%             | 2030-07-31      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| AEGON Funding Co. LLC                                                     | AEGON Funding Co. LLC                                                                       | CUSIP: 00775VAA2<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | DBT              | CORP              | US        |    1773000 | PA      | $1801615.58   | 0.02%             | 2027-04-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    1664000 | PA      | $-895.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                  | Lumen Technologies, Inc.                                                                    | CUSIP: 550241AK9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     395898 | PA      | $399856.98    | 0.00%             | 2032-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                              | OCP CLO Ltd., Series 2022-25A, Class A1R                                                    | CUSIP: 67115CAL8<br>LEI: 254900V271655KJK1382 | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5012475.00   | 0.05%             | 2037-07-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                               | Block, Inc.                                                                                 | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     528000 | PA      | $535977.55    | 0.01%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Wildfire Intermediate Holdings LLC                                        | Wildfire Intermediate Holdings LLC                                                          | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |     347000 | PA      | $346291.39    | 0.00%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                              | Verizon Communications, Inc.                                                                | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      71590 | NS      | $2844986.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp.                                                       | Realty Income Corp.                                                                         | CUSIP: 756109BS2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     400000 | PA      | $406969.10    | 0.00%             | 2028-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Poste Italiane SpA                                                        | Poste Italiane SpA                                                                          | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | EC               | CORP              | IT        |      50938 | NS      | $1228110.26   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       6697 | NS      | $5286410.89   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                | Vmed O2 UK Financing I plc                                                                  | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     558000 | PA      | $578465.21    | 0.01%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                       | Hilcorp Energy I LP                                                                         | CUSIP: 431318AS3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     143000 | PA      | $143240.26    | 0.00%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| USI, Inc.                                                                 | USI, Inc.                                                                                   | CUSIP: 90346KAB5<br>LEI: 2549006D7UF7072T7I27 | Long             | DBT              | CORP              | US        |     741000 | PA      | $767201.76    | 0.01%             | 2032-01-15      | Fixed         | 7.50%                 | 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        |    2456000 | PA      | $2443720.00   | 0.02%             | 2032-07-23      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                            | EchoStar Corp.                                                                              | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    3597570 | PA      | $3712368.46   | 0.04%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Kuehg Corp.                                                               | KUEHG Corp., 1st Lien Term Loan                                                             | CUSIP: 50118YAH2<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |     728572 | PA      | $725708.32    | 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        |    8435806 | PA      | $8330358.44   | 0.08%             | 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        |      76926 | NS      | $2457433.76   | 0.02%             |  |  |  | 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        |    4444556 | PA      | $4416777.54   | 0.04%             | 2032-03-08      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                     | Clydesdale Acquisition Holdings, Inc.                                                       | CUSIP: 18972EAC9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    1105000 | PA      | $1116035.71   | 0.01%             | 2030-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                | Charles Schwab Corp. (The), Series K                                                        | CUSIP: 808513CB9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     134000 | PA      | $134045.43    | 0.00%             | 2027-06-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO 4 Ltd.                                                | Warwick Capital CLO 4 Ltd., Series 2024-4A, Class A1                                        | CUSIP: 93655QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   13500000 | PA      | $13530892.05  | 0.13%             | 2037-07-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                  | COLT Mortgage Loan Trust, Series 2025-9, Class B1                                           | CUSIP: 12675LAG7<br>LEI: 2138009YFK2M431KTX57 | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2002831.80   | 0.02%             | 2070-09-25      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                   | KeyCorp                                                                                     | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    1014000 | PA      | $1009462.50   | 0.01%             | 2033-06-01      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust          | Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2007-OA5, Class A1A      | CUSIP: 93936RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1999542 | PA      | $1753991.53   | 0.02%             | 2047-05-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |    1200000 | PA      | $1373276.43   | 0.01%             | 2027-10-30      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                       | Sirius XM Radio LLC                                                                         | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     532000 | PA      | $527665.37    | 0.01%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                            | Raven Acquisition Holdings LLC                                                              | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     716000 | PA      | $731666.08    | 0.01%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                        | Venture Global Plaquemines LNG LLC                                                          | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     569000 | PA      | $642067.00    | 0.01%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                       | American Axle & Manufacturing, Inc.                                                         | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     289000 | PA      | $289407.03    | 0.00%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     230000 | PA      | $-3604.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                                    | Ardagh Metal Packaging Finance USA LLC                                                      | CUSIP: 03969YAA6<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | US        |     200000 | PA      | $190807.04    | 0.00%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                              | Bear Stearns Asset-Backed Securities I Trust, Series 2005-HE1, Class M2                     | CUSIP: 073879PS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     220292 | PA      | $230873.29    | 0.00%             | 2035-01-25      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO I Ltd.                                                        | Elmwood CLO I Ltd., Series 2019-1A, Class A1RR                                              | CUSIP: 290015AW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2500000 | PA      | $2507414.25   | 0.02%             | 2037-04-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| China City Construction International Co. Ltd.                            | China City Construction International Co. Ltd.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | HK        |    6794457 | PA      | $0.10         | 0.00%             | 2017-07-03      | Fixed         | 5.35%                 | No            |                  3 | On Loan: No      |
| BAT International Finance plc                                             | BAT International Finance plc                                                               | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    2086000 | PA      | $2188964.92   | 0.02%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| ACS Actividades de Construccion y Servicios SA                            | ACS Actividades de Construccion y Servicios SA                                              | CUSIP: N/A<br>LEI: 95980020140005558665       | Long             | EC               | CORP              | ES        |      20478 | NS      | $1681442.23   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                            | Carnival Corp.                                                                              | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    1026000 | PA      | $1057980.25   | 0.01%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2006-11CB, Class 1A5                                         | CUSIP: 12668BWC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     562387 | PA      | $304863.06    | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                     | Walt Disney Co. (The)                                                                       | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |       9683 | NS      | $1090499.46   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                     | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     535000 | PA      | $565227.50    | 0.01%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                     | NextEra Energy Capital Holdings, Inc.                                                       | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    1101000 | PA      | $1076922.34   | 0.01%             | 2082-03-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                            | Olympus Water US Holding Corp., Series 144*                                                 | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    1861000 | PA      | $1852382.36   | 0.02%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Derby Buyer LLC                                                           | Derby Buyer LLC, 1st Lien Term Loan                                                         | CUSIP: 24968CAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2765846 | PA      | $2762388.85   | 0.03%             | 2030-11-01      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                           | AstraZeneca plc                                                                             | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |     190133 | NS      | $31362182.60  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                           | Nissan Motor Acceptance Co. LLC                                                             | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     817000 | PA      | $809944.32    | 0.01%             | 2030-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                              | Humana, Inc.                                                                                | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      11359 | NS      | $3159960.21   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp.                                                                | Esab Corp.                                                                                  | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |     292000 | PA      | $298822.29    | 0.00%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AES Panama Generation Holdings SRL                                        | AES Panama Generation Holdings SRL                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | PA        |     584260 | PA      | $543508.26    | 0.01%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CIFC European Funding CLO II DAC                                          | CIFC European Funding CLO II DAC, Series 2X, Class DR                                       | CUSIP: N/A<br>LEI: 549300NYQTL91Z5R9B69       | Long             | ABS-CBDO         | CORP              | IE        |     710000 | PA      | $818381.50    | 0.01%             | 2039-10-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Ralliant Corp.                                                            | Ralliant Corp.                                                                              | CUSIP: 750940108<br>LEI: 52990024QKO4DYT8N464 | Long             | EC               | CORP              | US        |      51040 | NS      | $2241676.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                         | Alliant Holdings Intermediate LLC                                                           | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2037000 | PA      | $2101778.64   | 0.02%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                                          | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     557000 | PA      | $565912.00    | 0.01%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                      | Anheuser-Busch InBev Worldwide, Inc.                                                        | CUSIP: 03523TBY3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     304000 | PA      | $314236.73    | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Electric Co.                                                      | General Electric Co.                                                                        | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    1632000 | PA      | $1644306.96   | 0.02%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc., Series 000u                                                                 | CUSIP: 61778P288<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |      34535 | NS      | $12322043.05  | 0.12%             | 2025-12-09      | Fixed         | 26.89%                | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                     | Albertsons Cos., Inc.                                                                       | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     600000 | PA      | $616761.00    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                                   | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     785000 | PA      | $777817.15    | 0.01%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                            | QUALCOMM, Inc.                                                                              | CUSIP: 747525BW2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    2517000 | PA      | $2567467.44   | 0.02%             | 2035-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ring Container Technologies Group, LLC                                    | Ring Container Technologies Group LLC, 1st Lien Term Loan                                   | CUSIP: 76680YAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     825000 | PA      | $825000.00    | 0.01%             | 2032-09-15      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Ferrellgas LP                                                             | Ferrellgas LP                                                                               | CUSIP: 315292AU6<br>LEI: 549300EW667UKOZLEW85 | Long             | DBT              | CORP              | US        |     309000 | PA      | $311789.55    | 0.00%             | 2031-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                               | Capital One Financial Corp.                                                                 | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    1185000 | PA      | $1177136.15   | 0.01%             | 2036-09-11      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                       | Cisco Systems, Inc.                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      65000 | NS      | $4469602.87   | 0.04%             | 2025-11-03      | Fixed         | 21.14%                | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                                          | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     756000 | PA      | $807043.61    | 0.01%             | 2054-05-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| IQVIA Holdings, Inc.                                                      | IQVIA Holdings, Inc.                                                                        | CUSIP: 83371T673<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      26149 | NS      | $5602554.18   | 0.05%             | 2025-11-26      | Fixed         | 25.63%                | No            |                  2 | On Loan: No      |
| ERO Copper Corp.                                                          | ERO Copper Corp.                                                                            | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |     689000 | PA      | $684487.05    | 0.01%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SRC Sukuk Ltd.                                                            | SRC Sukuk Ltd.                                                                              | CUSIP: N/A<br>LEI: 254900F2OG3526JLAV10       | Long             | DBT              | NUSS              | KY        |     835000 | PA      | $837859.88    | 0.01%             | 2035-10-02      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| 1301 Trust                                                                | 1301 Trust, Series 2025-1301, Class A                                                       | CUSIP: 682461AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4683000 | PA      | $4752067.69   | 0.05%             | 2042-08-11      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                    | Norfolk Southern Corp.                                                                      | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     905000 | PA      | $925500.47    | 0.01%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Indicor LLC                                                               | Indicor LLC, 1st Lien Term Loan D                                                           | CUSIP: 77669LAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1218669 | PA      | $1221483.64   | 0.01%             | 2029-11-22      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Worldline SA                                                              | Worldline SA                                                                                | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $276798.90    | 0.00%             | 2029-11-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                   | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    4480000 | PA      | $4630394.85   | 0.04%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                        | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    5449000 | PA      | $5686430.53   | 0.05%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                           | Microsoft Corp.                                                                             | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     105801 | NS      | $54784815.81  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| KSL Commercial Mortgage Trust                                             | KSL Commercial Mortgage Trust, Series 2024-HT2, Class A                                     | CUSIP: 500937AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11194561 | PA      | $11187564.63  | 0.11%             | 2039-12-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                      | Clear Channel Outdoor Holdings, Inc.                                                        | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    1061000 | PA      | $1041103.92   | 0.01%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                                     | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    1125000 | PA      | $1145640.94   | 0.01%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC                                                               | SCIL IV LLC                                                                                 | CUSIP: N/A<br>LEI: 9845009F6D37C41A8572       | Long             | DBT              | CORP              | US        |     982000 | PA      | $1184698.04   | 0.01%             | 2028-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Henley CLO XII DAC                                                        | Henley CLO XII DAC, Series 12X, Class D                                                     | CUSIP: N/A<br>LEI: 635400SQELBB2FR6QN30       | Long             | ABS-CBDO         | CORP              | IE        |     680000 | PA      | $783126.99    | 0.01%             | 2038-01-15      | Floating      | 5.11%                 | 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        |    1993005 | PA      | $1997987.51   | 0.02%             | 2031-11-25      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                           | BRAVO Residential Funding Trust, Series 2025-NQM2, Class B1                                 | CUSIP: 10569NAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1017228.10   | 0.01%             | 2064-11-25      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                        | Banco Bilbao Vizcaya Argentaria SA                                                          | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |    1400000 | PA      | $1754193.14   | 0.02%             | 2030-12-13      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2005-63, Class 3A3                                           | CUSIP: 12668AXH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1233422 | PA      | $1152449.67   | 0.01%             | 2035-11-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Nordson Corp.                                                             | Nordson Corp.                                                                               | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      17926 | NS      | $4152321.11   | 0.04%             | 2025-12-05      | Fixed         | 15.84%                | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                         | FirstEnergy Corp., Series B                                                                 | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    3905000 | PA      | $3880572.66   | 0.04%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-8794.53     | -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        |    1701164 | PA      | $1658906.67   | 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        |    1420847 | PA      | $1407817.53   | 0.01%             | 2030-02-06      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Cougar JV Subsidiary LLC                                                  | Cougar JV Subsidiary LLC                                                                    | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     221000 | PA      | $235538.26    | 0.00%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ALT-A Trust                                                  | Bear Stearns ALT-A Trust, Series 2006-2, Class 11A1                                         | CUSIP: 07386HH46<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2928841 | PA      | $2659539.19   | 0.03%             | 2036-04-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                              | AbbVie, Inc.                                                                                | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1206000 | PA      | $1164944.75   | 0.01%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                       | American Axle & Manufacturing, Inc.                                                         | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     276000 | PA      | $276820.66    | 0.00%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                              | Exelon Corp.                                                                                | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      87800 | NS      | $4069046.27   | 0.04%             | 2025-12-04      | Fixed         | 19.86%                | No            |                  2 | On Loan: No      |
| Travelport Technology Ltd.                                                | Travelport Technology Ltd.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |        246 | NS      | $727589.28    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Icahn Enterprises LP                                                      | Icahn Enterprises LP                                                                        | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1948000 | PA      | $1914298.24   | 0.02%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CSN Resources SA                                                          | CSN Resources SA                                                                            | CUSIP: N/A<br>LEI: 222100ZEX458NMOXZP08       | Long             | DBT              | CORP              | LU        |     388000 | PA      | $303765.20    | 0.00%             | 2031-06-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                   | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2195000 | PA      | $2284543.60   | 0.02%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                              | San Diego Gas & Electric Co.                                                                | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     150000 | PA      | $153478.41    | 0.00%             | 2028-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                         | Eversource Energy                                                                           | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    1695000 | PA      | $1666796.83   | 0.02%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                    | UBS AG                                                                                      | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      28403 | NS      | $9523445.81   | 0.09%             | 2025-12-16      | Fixed         | 16.30%                | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos., Inc. (The)                                     | Interpublic Group of Cos., Inc. (The)                                                       | CUSIP: 460690BT6<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |     543000 | PA      | $485634.08    | 0.00%             | 2031-03-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Duomo Bidco SpA                                                           | Duomo Bidco SpA                                                                             | CUSIP: N/A<br>LEI: 8156008BEDB552B30829       | Long             | DBT              | CORP              | IT        |    1451000 | PA      | $1679028.15   | 0.02%             | 2031-07-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                | JPMBB Commercial Mortgage Securities Trust, Series 2014-C22, Class XA                       | CUSIP: 46642NBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     361358 | PA      | $3.61         | 0.00%             | 2047-09-15      | Variable      | 0.40%                 | 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        |    1795196 | PA      | $1792952.17   | 0.02%             | 2030-05-18      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                       | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     196976 | NS      | $10528367.20  | 0.10%             |  |  |  | No            |                  1 | 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        |    1191373 | PA      | $1188692.74   | 0.01%             | 2030-12-09      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                             | Banner Health                                                                               | CUSIP: 06654DAB3<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |      87000 | PA      | $80758.43     | 0.00%             | 2030-01-01      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                 | Republic of Cote d'Ivoire                                                                   | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     403000 | PA      | $427760.32    | 0.00%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals, Inc.                                          | Air Products and Chemicals, Inc.                                                            | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       8300 | NS      | $2041744.87   | 0.02%             | 2025-11-20      | Fixed         | 24.36%                | No            |                  2 | On Loan: No      |
| Bubbles Bidco SpA                                                         | Bubbles Bidco SpA                                                                           | CUSIP: N/A<br>LEI: 815600073942740CEB24       | Long             | DBT              | CORP              | IT        |     686000 | PA      | $793743.25    | 0.01%             | 2031-09-30      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd.                                         | Galaxy Pipeline Assets Bidco Ltd.                                                           | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |     602134 | PA      | $513247.06    | 0.00%             | 2040-09-30      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                                              | Blue Owl Credit Income Corp.                                                                | CUSIP: 09581CAD3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     390000 | PA      | $392098.21    | 0.00%             | 2030-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Belron Finance 2019 LLC                                                   | Belron Finance 2019 LLC, 1st Lien Term Loan                                                 | CUSIP: 08078UAN3<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    5966024 | PA      | $5990902.52   | 0.06%             | 2031-10-16      | Variable      | 6.74%                 | No            |                  2 | On Loan: No      |
| Titanium 2l Bondco SARL                                                   | Titanium 2l Bondco SARL                                                                     | CUSIP: N/A<br>LEI: 636700S4QMU2DWYOSF67       | Long             | DBT              | CORP              | LU        |    2952100 | PA      | $830487.74    | 0.01%             | 2031-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DEMIRE Deutsche Mittelstand Real Estate AG                                | DEMIRE Deutsche Mittelstand Real Estate AG                                                  | CUSIP: N/A<br>LEI: 391200FHEFGXUKL2BO93       | Long             | DBT              | CORP              | DE        |    1233061 | PA      | $1337172.34   | 0.01%             | 2027-12-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                          | Altice France SA                                                                            | CUSIP: 02090DAB4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     452453 | PA      | $442484.17    | 0.00%             | 2030-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Stonegate Pub Co. Financing 2019 plc                                      | Stonegate Pub Co. Financing plc                                                             | CUSIP: N/A<br>LEI: 254900L5266ML3505282       | Long             | DBT              | CORP              | GB        |     924000 | PA      | $1049674.35   | 0.01%             | 2029-07-31      | Floating      | 8.66%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                            | Public Storage                                                                              | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |      18529 | NS      | $5161438.24   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Adjustable Rate Mortgage Trust                                            | Adjustable Rate Mortgage Trust, Series 2005-8, Class 2A1                                    | CUSIP: 007036QD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     972128 | PA      | $859273.01    | 0.01%             | 2035-11-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                            | Ford Motor Co.                                                                              | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     180000 | PA      | $156970.81    | 0.00%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                    | Home Depot, Inc. (The), Series DmTe                                                         | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      29296 | NS      | $11226703.57  | 0.11%             | 2025-12-03      | Fixed         | 19.73%                | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                        | Johnson Controls International plc                                                          | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |       8337 | NS      | $953669.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mehilainen Yhtiot Oy                                                      | Mehilainen Yhtiot Oy                                                                        | CUSIP: N/A<br>LEI: 2138006X78HGYRHS5865       | Long             | DBT              | CORP              | FI        |    1211000 | PA      | $1418746.27   | 0.01%             | 2032-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Emirate of Dubai United Arab Emirates                                     | United Arab Emirates Government Bond                                                        | CUSIP: N/A<br>LEI: 549300IY6A4IPIRLLX57       | Long             | DBT              | NUSS              | AE        |     826000 | PA      | $631510.04    | 0.01%             | 2050-09-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | J.P. Morgan Structured Products BV, Series DMUJ                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      87079 | NS      | $8810592.76   | 0.08%             | 2025-12-10      | Fixed         | 24.16%                | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                | Vmed O2 UK Financing I plc                                                                  | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $370198.36    | 0.00%             | 2031-07-15      | Fixed         | 4.75%                 | 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        |    1482827 | PA      | $1485614.55   | 0.01%             | 2028-09-29      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                             | Transocean International Ltd.                                                               | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      21000 | PA      | $22035.91     | 0.00%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Marathon CLO Ltd.                                                         | Marathon CLO Ltd., Series 2020-15A, Class A1R3                                              | CUSIP: 56579UBA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5014349.50   | 0.05%             | 2037-08-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                            | Enbridge, Inc.                                                                              | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     273000 | PA      | $290088.98    | 0.00%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Evergy, Inc.                                                              | Evergy, Inc.                                                                                | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |     133043 | NS      | $10219032.83  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Midwest Gaming Borrower LLC                                               | Midwest Gaming Borrower LLC                                                                 | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     406000 | PA      | $394095.59    | 0.00%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)                                      | Hartford Insurance Group, Inc. (The)                                                        | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      70784 | NS      | $8839512.24   | 0.08%             | 2025-12-05      | Fixed         | 15.41%                | No            |                  2 | On Loan: No      |
| Telenet Finance Luxembourg Notes SARL                                     | Telenet Finance Luxembourg Notes SARL                                                       | CUSIP: N/A<br>LEI: 2138007RI9GLJPCC3E25       | Long             | DBT              | CORP              | LU        |     400000 | PA      | $397964.58    | 0.00%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prologis, Inc.                                                            | Prologis, Inc.                                                                              | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      51449 | NS      | $6384306.41   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tritax Big Box REIT plc                                                   | Tritax Big Box REIT plc                                                                     | CUSIP: N/A<br>LEI: 213800L6X88MIYPVR714       | Long             | EC               | CORP              | GB        |    1435037 | NS      | $2832845.40   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Silver Point CLO 8 Ltd.                                                   | Silver Point CLO 8 Ltd., Series 2025-8A, Class A1                                           | CUSIP: 827918AA1<br>LEI: 254900U97WKD6RJ07L38 | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $3003742.20   | 0.03%             | 2038-04-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                               | ONEOK, Inc.                                                                                 | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |       9880 | NS      | $661960.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAFL Issuer LLC                                                           | CAFL Issuer LLC, Series 2024-RTL1, Class A1                                                 | CUSIP: 12770DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2024223.40   | 0.02%             | 2031-11-28      | Variable      | 6.75%                 | 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        |    4003274 | PA      | $3529566.38   | 0.03%             | 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        |    2943000 | PA      | $3042519.72   | 0.03%             | 2031-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Reynolds Consumer Products LLC                                            | Reynolds Consumer Products LLC, 1st Lien Term Loan                                          | CUSIP: 76171JAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     414777 | PA      | $415295.08    | 0.00%             | 2032-03-04      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Grand City Properties SA                                                  | Grand City Properties SA                                                                    | CUSIP: N/A<br>LEI: 5299002QLUYKK2WBMB18       | Long             | DBT              | CORP              | LU        |    1700000 | PA      | $1919693.03   | 0.02%             | 2026-03-09      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                              | Humana, Inc.                                                                                | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    2589000 | PA      | $2674068.12   | 0.03%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Labcorp Holdings, Inc.                                                    | Labcorp Holdings, Inc.                                                                      | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8675 | NS      | $2203103.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                                                              | NVIDIA Corp., Series DMt3                                                                   | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     134618 | NS      | $26048748.42  | 0.25%             | 2025-12-05      | Fixed         | 25.35%                | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                      | Meta Platforms, Inc.                                                                        | CUSIP: 06370D464<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |       4000 | NS      | $2621773.16   | 0.02%             | 2025-11-20      | Fixed         | 20.68%                | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                               | Federal Republic of Nigeria                                                                 | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     688000 | PA      | $772452.00    | 0.01%             | 2034-12-09      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                                      | Steel Dynamics, Inc.                                                                        | CUSIP: 858119BS8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     962000 | PA      | $986799.02    | 0.01%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Engineering - Ingegneria Informatica - SpA                                | Engineering - Ingegneria Informatica - SpA                                                  | CUSIP: N/A<br>LEI: 81560042F5E23EE61346       | Long             | DBT              | CORP              | IT        |     329000 | PA      | $405673.44    | 0.00%             | 2030-02-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                            | Commerzbank AG                                                                              | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |     800000 | PA      | $1045534.70   | 0.01%             | 2031-10-09      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                                    | Palmer Square CLO Ltd., Series 2021-4A, Class CR                                            | CUSIP: 69702EAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4850000 | PA      | $4861257.82   | 0.05%             | 2038-07-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| British Telecommunications plc                                            | British Telecommunications plc                                                              | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |    1726000 | PA      | $2440894.52   | 0.02%             | 2083-12-20      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2014-4RA, Class A1A2                                              | CUSIP: 12552FBC6<br>LEI: 5493006JGTCIL6LCS728 | Long             | ABS-CBDO         | CORP              | KY        |    6000000 | PA      | $5993706.60   | 0.06%             | 2035-01-17      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| La Financiere Atalian SAS                                                 | La Financiere Atalian SAS                                                                   | CUSIP: N/A<br>LEI: 969500ICOLJMB33J0L87       | Long             | DBT              | CORP              | FR        |    1400242 | PA      | $532614.54    | 0.01%             | 2028-06-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                             | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     665000 | PA      | $600941.86    | 0.01%             | 2032-05-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                       | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3491000 | PA      | $3437022.12   | 0.03%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Centrica plc                                                              | Centrica plc                                                                                | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | EC               | CORP              | GB        |    1392594 | NS      | $3282068.32   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                          | Gray Media, Inc.                                                                            | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     852000 | PA      | $856197.17    | 0.01%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                              | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3668000 | PA      | $3743866.93   | 0.04%             | 2028-04-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     280000 | PA      | $-5413.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eversource Energy                                                         | Eversource Energy                                                                           | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     881000 | PA      | $922993.47    | 0.01%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO XXXIII Ltd.                                               | Sound Point CLO XXXIII Ltd., Series 2022-1A, Class B                                        | CUSIP: 83616KAC1<br>LEI: 549300FZ417XL0BBLZ51 | Long             | ABS-CBDO         | CORP              | KY        |    5200000 | PA      | $5197836.28   | 0.05%             | 2035-04-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Trend Micro, Inc.                                                         | Trend Micro, Inc.                                                                           | CUSIP: N/A<br>LEI: 3538005O5UJ5RNAGVE16       | Long             | EC               | CORP              | JP        |      14700 | NS      | $750177.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                              | OCP CLO Ltd., Series 2025-40A, Class B                                                      | CUSIP: 67570FAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    2500000 | PA      | $2501939.00   | 0.02%             | 2038-04-16      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| CSN Resources SA                                                          | CSN Resources SA                                                                            | CUSIP: N/A<br>LEI: 222100ZEX458NMOXZP08       | Long             | DBT              | CORP              | LU        |     320000 | PA      | $303200.00    | 0.00%             | 2030-12-05      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2025-VLT6, Class A                                                         | CUSIP: 12433KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3798000 | PA      | $3796813.13   | 0.04%             | 2042-03-15      | Floating      | 5.48%                 | 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        |    1537945 | PA      | $1538191.03   | 0.01%             | 2027-04-15      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA                                                                    | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |     200000 | PA      | $242070.06    | 0.00%             | 2032-06-17      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | J.P. Morgan Structured Products BV, Series DMUH                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     116809 | NS      | $11892721.24  | 0.11%             | 2025-12-10      | Fixed         | 15.51%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1398.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 11 Ltd.                                             | Anchorage Capital CLO 11 Ltd., Series 2019-11A, Class C1R2                                  | CUSIP: 03330NAY0<br>LEI: 549300NPGT86ACOLIL14 | Long             | ABS-CBDO         | CORP              | KY        |     700000 | PA      | $703712.66    | 0.01%             | 2037-07-22      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                  | Lumen Technologies, Inc.                                                                    | CUSIP: 550241AC7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     397360 | PA      | $392136.62    | 0.00%             | 2030-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2007-9T1, Class 2A2                                          | CUSIP: 02150JAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     535980 | PA      | $220480.68    | 0.00%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-MF, Class A                                       | CUSIP: 05612EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4170491 | PA      | $4173097.47   | 0.04%             | 2039-02-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     136000 | PA      | $1434.09      | 0.00%             |  |  |  | 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        |    7966648 | PA      | $7994770.56   | 0.08%             | 2032-08-20      | Variable      | 7.31%                 | 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        |    1393310 | PA      | $1195752.30   | 0.01%             | 2028-05-12      | Variable      | 7.71%                 | 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        |     279907 | NS      | $2068512.73   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GLP Capital LP                                                            | GLP Capital LP                                                                              | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     969000 | PA      | $979684.19    | 0.01%             | 2034-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Generate CLO 19 Ltd.                                                      | Generate CLO 19 Ltd., Series 2025-19A, Class A                                              | CUSIP: 37150JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $4003990.40   | 0.04%             | 2036-04-22      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Park River Holdings, Inc.                                                 | Park River Holdings, Inc.                                                                   | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |     302000 | PA      | $310892.12    | 0.00%             | 2031-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Guangdong Investment Ltd.                                                 | Guangdong Investment Ltd.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |    2634000 | NS      | $2502254.91   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp., Series RR                                                            | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     528000 | PA      | $519292.86    | 0.00%             | 2027-01-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                          | Fantasia Holdings Group Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |    1345000 | PA      | $20175.00     | 0.00%             | 2025-01-09      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                       | Bank of New York Mellon Corp. (The)                                                         | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      18366 | NS      | $1982242.38   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Parent, Inc.                                                      | Central Parent, Inc.                                                                        | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     244000 | PA      | $200426.86    | 0.00%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                  | Lumen Technologies, Inc., 1st Lien Term Loan B1                                             | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    1570109 | PA      | $1559981.75   | 0.01%             | 2029-04-16      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                     | Foundry JV Holdco LLC                                                                       | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     420000 | PA      | $435589.82    | 0.00%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                         | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    3681000 | PA      | $3755319.39   | 0.04%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 76 B Ltd.                                      | Golub Capital Partners CLO 76 B Ltd., Series 2024-76A, Class B                              | CUSIP: 38180BAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    3000000 | PA      | $3012906.30   | 0.03%             | 2037-10-25      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| CDW Corp.                                                                 | CDW Corp.                                                                                   | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |      20760 | NS      | $3308521.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| APi Group DE, Inc.                                                        | APi Group DE, Inc., 1st Lien Term Loan                                                      | CUSIP: 00186XAN3<br>LEI: 549300XP4G7B4QYA0G83 | Long             | LON              | CORP              | US        |    4336584 | PA      | $4339750.06   | 0.04%             | 2029-01-03      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Service King Midas International                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       1841 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Atos SE                                                                   | Atos SE                                                                                     | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | SN               | CORP              | FR        |    1661415 | PA      | $1874018.60   | 0.02%             | 2030-12-18      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                                        | CUSIP: 03027XCM0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    3146000 | PA      | $3240588.96   | 0.03%             | 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        |    1045000 | PA      | $1118477.12   | 0.01%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                                    | Residential Asset Securitization Trust, Series 2006-A15, Class A12                          | CUSIP: 76114DAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     308042 | PA      | $105583.78    | 0.00%             | 2037-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                 | Apollo Debt Solutions BDC                                                                   | CUSIP: 03770DAG8<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     252000 | PA      | $254870.58    | 0.00%             | 2030-08-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                                                      | Emerson Electric Co.                                                                        | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      14663 | NS      | $2046514.91   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PointClickCare Technologies, Inc.                                         | PointClickCare Technologies, Inc., 1st Lien Term Loan                                       | CUSIP: C7365BAG1<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    1265771 | PA      | $1267352.82   | 0.01%             | 2031-11-03      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                                          | Vista Point Securitization Trust, Series 2020-1, Class B1                                   | CUSIP: 92838WAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2800000 | PA      | $2799263.04   | 0.03%             | 2065-03-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Transdigm Inc.                                                            | TransDigm, Inc., 1st Lien Term Loan K                                                       | CUSIP: 89364MCF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1125435 | PA      | $1126301.72   | 0.01%             | 2030-03-22      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Fiesta Purchaser, Inc.                                                    | Fiesta Purchaser, Inc.                                                                      | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      47000 | PA      | $49607.28     | 0.00%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $297.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-PURE, Class A                                     | CUSIP: 74625PAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4518029 | PA      | $3229031.93   | 0.03%             | 2041-11-15      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Stonegate Pub Co. Financing 2019 plc                                      | Stonegate Pub Co. Financing plc                                                             | CUSIP: N/A<br>LEI: 254900L5266ML3505282       | Long             | DBT              | CORP              | GB        |     585000 | PA      | $762236.79    | 0.01%             | 2029-07-31      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                         | PennyMac Financial Services, Inc.                                                           | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     796000 | PA      | $845870.99    | 0.01%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                                        | Light & Wonder International, Inc.                                                          | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     380000 | PA      | $394467.74    | 0.00%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                        | Republic of Panama                                                                          | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    1068000 | PA      | $1186014.00   | 0.01%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                                | Lamb Weston Holdings, Inc.                                                                  | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      42400 | NS      | $2659234.52   | 0.03%             | 2025-12-08      | Fixed         | 25.60%                | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                | Garda World Security Corp.                                                                  | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     104000 | PA      | $101450.13    | 0.00%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                              | DaVita, Inc.                                                                                | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     187000 | PA      | $193718.91    | 0.00%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                   | Digital Realty Trust LP                                                                     | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |      89000 | PA      | $93868.30     | 0.00%             | 2029-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                                                  | PRPM LLC, Series 2025-RCF4, Class M2                                                        | CUSIP: 69382WAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     666667 | PA      | $612140.11    | 0.01%             | 2055-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                       | Expand Energy Corp.                                                                         | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    1449000 | PA      | $1422453.07   | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Invesco CLO Ltd.                                                          | Invesco CLO Ltd., Series 2022-1A, Class B                                                   | CUSIP: 460988AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3125000 | PA      | $3127860.00   | 0.03%             | 2035-04-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                      | American Express Co.                                                                        | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     683000 | PA      | $670254.06    | 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        |    1767000 | PA      | $1780818.13   | 0.02%             | 2042-06-15      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                | PG&E Corp.                                                                                  | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    3476000 | PA      | $3575152.90   | 0.03%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Skanska AB                                                                | Skanska AB, Class B                                                                         | CUSIP: N/A<br>LEI: 549300UINV5RINHGMG07       | Long             | EC               | CORP              | SE        |      36369 | NS      | $990400.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                        | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    2164000 | PA      | $2605652.41   | 0.02%             | 2032-07-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                                | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      18543 | NS      | $4993138.67   | 0.05%             | 2025-12-01      | Fixed         | 30.18%                | 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        |    7509730 | PA      | $7526176.47   | 0.07%             | 2031-01-31      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co.                                             | Perrigo Finance Unlimited Co.                                                               | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |     675000 | PA      | $680697.68    | 0.01%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                       | New Residential Mortgage Loan Trust, Series 2025-NQM1, Class B2                             | CUSIP: 64832DAH4<br>LEI: 213800CZKHCTHKMD9W65 | Long             | ABS-MBS          | CORP              | US        |    1577218 | PA      | $1531992.85   | 0.01%             | 2065-01-25      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd.                                                   | Canyon Capital CLO Ltd., Series 2016-1A, Class CR                                           | CUSIP: 13887PAP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1503820.80   | 0.01%             | 2031-07-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO 3 Ltd.                                                    | Birch Grove CLO 3 Ltd., Series 2021-3A, Class CR                                            | CUSIP: 09076VAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $4006276.00   | 0.04%             | 2038-01-19      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| CP Iris Holdco I, Inc.                                                    | CP Iris Holdco I, Inc., Delayed Draw 1st Lien Term Loan                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      56001 | PA      | $55511.18     | 0.00%             | 2032-10-18      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                        | VICI Properties LP                                                                          | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1263000 | PA      | $1252533.85   | 0.01%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding, Inc.                                                 | PPL Capital Funding, Inc.                                                                   | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     581000 | PA      | $595681.07    | 0.01%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                     | Kraft Heinz Foods Co.                                                                       | CUSIP: 50077LBM7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     186000 | PA      | $190739.25    | 0.00%             | 2032-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                                | CUSIP: 902613AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     804000 | PA      | $805876.40    | 0.01%             | 2027-01-12      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                          | TotalEnergies SE                                                                            | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |     102759 | NS      | $6415761.91   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Birch Grove CLO 13 Ltd.                                                   | Birch Grove CLO 13 Ltd., Series 2025-13A, Class A1                                          | CUSIP: 09090QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   10000000 | PA      | $10024627.00  | 0.10%             | 2038-10-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP, Series G                                                                | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    3040000 | PA      | $3127644.02   | 0.03%             | 2030-05-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Jane Street Group                                                         | Jane Street Group                                                                           | CUSIP: 47077WAD0<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |     119000 | PA      | $121091.54    | 0.00%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: 83370RAA6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     645000 | PA      | $610771.40    | 0.01%             | 2030-11-18      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 36R Ltd.                               | Neuberger Berman Loan Advisers CLO 36R Ltd., Series 2020-36RA, Class B                      | CUSIP: 64090EAC0<br>LEI: 254900RBT2LAQQHMHG60 | Long             | ABS-CBDO         | CORP              | KY        |    1700000 | PA      | $1703076.83   | 0.02%             | 2039-07-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Carnival plc                                                              | Carnival plc                                                                                | CUSIP: N/A<br>LEI: 4DR1VPDQMHD3N3QW8W95       | Long             | DBT              | CORP              | GB        |     615000 | PA      | $724988.03    | 0.01%             | 2031-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                                    | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1657000 | PA      | $1696577.81   | 0.02%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                             | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     646000 | PA      | $663561.51    | 0.01%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Empire Communities Corp.                                                  | Empire Communities Corp.                                                                    | CUSIP: 29163VAG8<br>LEI: 549300JM1L6KK2QFP273 | Long             | DBT              | CORP              | CA        |      56000 | PA      | $57261.11     | 0.00%             | 2029-05-01      | Fixed         | 9.75%                 | 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        |     281556 | PA      | $282671.08    | 0.00%             | 2030-04-18      | Variable      | 7.46%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                    | Extra Space Storage LP                                                                      | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    1865000 | PA      | $1875222.16   | 0.02%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                            | Hewlett Packard Enterprise Co.                                                              | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     966000 | PA      | $955809.86    | 0.01%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kone OYJ                                                                  | Kone OYJ, Class B                                                                           | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |      38647 | NS      | $2582125.42   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BXP, Inc.                                                                 | BXP, Inc.                                                                                   | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |      70443 | NS      | $5014837.17   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ocado Group plc                                                           | Ocado Group plc                                                                             | CUSIP: N/A<br>LEI: 213800LO8F61YB8MBC74       | Long             | DBT              | CORP              | GB        |     600000 | PA      | $712743.30    | 0.01%             | 2029-08-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                              | Fibercop SpA, Series 2033                                                                   | CUSIP: 683879AB6<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     222000 | PA      | $219060.67    | 0.00%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                       | Medline Borrower LP, 1st Lien Term Loan                                                     | CUSIP: 58503UAJ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1043700 | PA      | $1043992.24   | 0.01%             | 2030-10-23      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Simmons Foods, Inc.                                                       | Simmons Foods, Inc.                                                                         | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     345000 | PA      | $330564.05    | 0.00%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                    | Velocity Commercial Capital Loan Trust, Series 2025-4, Class M2                             | CUSIP: 92262JAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1242812 | PA      | $1239204.45   | 0.01%             | 2055-09-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                              | Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE2, Class 22A                    | CUSIP: 07389YAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1553061 | PA      | $1474290.08   | 0.01%             | 2037-03-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                                   | Rockford Tower CLO Ltd., Series 2018-2A, Class C                                            | CUSIP: 77342KAE0<br>LEI: 5493001SZ764RMCNU069 | Long             | ABS-CBDO         | CORP              | KY        |     700000 | PA      | $701737.54    | 0.01%             | 2031-10-20      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                                | Outfront Media Capital LLC                                                                  | CUSIP: 69007TAB0<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |     103000 | PA      | $102585.50    | 0.00%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXXIII Ltd.                                          | Madison Park Funding XXXIII Ltd., Series 2019-33A, Class CR                                 | CUSIP: 55819JAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4750000 | PA      | $4749982.90   | 0.05%             | 2032-10-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                     | OneMain Finance Corp.                                                                       | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     319000 | PA      | $296666.41    | 0.00%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kronos International, Inc.                                                | Kronos International, Inc.                                                                  | CUSIP: N/A<br>LEI: 529900NTVDLUSYY9F493       | Long             | DBT              | CORP              | US        |     400000 | PA      | $457142.65    | 0.00%             | 2029-03-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| TGNR Intermediate Holdings LLC                                            | TGNR Intermediate Holdings LLC                                                              | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |     650000 | PA      | $630136.74    | 0.01%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                | Vonovia SE, Series B                                                                        | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |     800000 | PA      | $912608.84    | 0.01%             | 2032-05-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                         | Healthpeak OP LLC                                                                           | CUSIP: 42250PAE3<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    1093000 | PA      | $1123980.80   | 0.01%             | 2032-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Maximus, Inc.                                                             | Maximus, Inc.                                                                               | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |      32240 | NS      | $2679788.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Prairie Acquiror LP                                                       | Prairie Acquiror LP                                                                         | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |     300000 | PA      | $307912.80    | 0.00%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Nestle SA                                                                 | Nestle SA (Registered)                                                                      | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |      64032 | NS      | $6118159.03   | 0.06%             |  |  |  | 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        |    6805656 | PA      | $6797420.71   | 0.06%             | 2029-01-29      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| Admiral Group plc                                                         | Admiral Group plc                                                                           | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | EC               | CORP              | GB        |      29908 | NS      | $1287755.46   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Transurban Group                                                          | Transurban Group                                                                            | CUSIP: N/A<br>LEI: 549300ZR71SUQ4VUTM79       | Long             | EC               | CORP              | AU        |    1988465 | NS      | $18814246.45  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Alstria Office AG                                                         | Alstria Office AG                                                                           | CUSIP: N/A<br>LEI: 529900QIJIGPI0DRL085       | Long             | DBT              | CORP              | DE        |     500000 | PA      | $568429.35    | 0.01%             | 2029-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     313000 | PA      | $309980.33    | 0.00%             | 2029-04-23      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $12235.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| K. Hovnanian Enterprises, Inc.                                            | K. Hovnanian Enterprises, Inc.                                                              | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |     594000 | PA      | $608101.03    | 0.01%             | 2033-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Euro-Bund                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       4232 | NC      | $7381221.93   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PrestigeBidCo GmbH                                                        | PrestigeBidCo GmbH                                                                          | CUSIP: N/A<br>LEI: 529900CSF1DNOCHMI763       | Long             | DBT              | CORP              | DE        |    1061000 | PA      | $1229536.84   | 0.01%             | 2029-07-01      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                                    | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    3927000 | PA      | $4226484.80   | 0.04%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Coles Group Ltd.                                                          | Coles Group Ltd.                                                                            | CUSIP: N/A<br>LEI: 549300OHQRG2HN8LZ793       | Long             | EC               | CORP              | AU        |     150169 | NS      | $2165820.73   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Stagwell Global LLC                                                       | Stagwell Global LLC                                                                         | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |     608000 | PA      | $579294.55    | 0.01%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Canadian Tire Corp. Ltd.                                                  | Canadian Tire Corp. Ltd., Class A                                                           | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               | CORP              | CA        |       5912 | NS      | $678011.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro, Inc.                                                              | Hasbro, Inc.                                                                                | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      42442 | NS      | $3238749.02   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSky Flight LLC                                                         | OneSky Flight LLC                                                                           | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |     253000 | PA      | $268475.76    | 0.00%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                             | Novelis Corp.                                                                               | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    1536000 | PA      | $1556236.80   | 0.01%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel LP                                                      | Pebblebrook Hotel LP                                                                        | CUSIP: 70510LAA7<br>LEI: 549300DXEFK267TXZ832 | Long             | DBT              | CORP              | US        |     129000 | PA      | $130231.69    | 0.00%             | 2029-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                            | Morgan Stanley Capital I Trust, Series 2018-MP, Class E                                     | CUSIP: 61691DAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2112000 | PA      | $1593496.61   | 0.02%             | 2040-07-11      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                       | Station Casinos LLC, Facility 1st Lien Term Loan B                                          | CUSIP: 85769EBB6<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |    3982891 | PA      | $3983568.01   | 0.04%             | 2031-03-14      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Virgin Media Finance plc                                                  | Virgin Media Finance plc                                                                    | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |     520000 | PA      | $464138.58    | 0.00%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                                         | Iliad Holding SAS                                                                           | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |     679000 | PA      | $694869.59    | 0.01%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Garrett Motion Holdings, Inc.                                             | Garrett Motion Holdings, Inc.                                                               | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     133000 | PA      | $139971.20    | 0.00%             | 2032-05-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Perrigo Investments LLC                                                   | Perrigo Investments LLC, 1st Lien Term Loan B                                               | CUSIP: 71429TAF7<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |    1400131 | PA      | $1401293.02   | 0.01%             | 2029-04-20      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| WEX, Inc.                                                                 | WEX, Inc.                                                                                   | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |     932000 | PA      | $953125.64    | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                         | Alliant Holdings Intermediate LLC                                                           | CUSIP: 01883LAE3<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |     337000 | PA      | $343118.57    | 0.00%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Progroup AG                                                               | ProGroup AG                                                                                 | CUSIP: N/A<br>LEI: 529900YI5W5TQ8F2FP82       | Long             | DBT              | CORP              | DE        |     668000 | PA      | $782249.45    | 0.01%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                       | New Residential Mortgage Loan Trust, Series 2022-SFR2, Class F                              | CUSIP: 64830RAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5005972 | PA      | $4731124.11   | 0.04%             | 2039-09-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     130000 | PA      | $2711.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                       | Station Casinos LLC                                                                         | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |      60000 | PA      | $56358.92     | 0.00%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Sultanate of Oman                                                         | Oman Government Bond                                                                        | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |     953000 | PA      | $1045021.68   | 0.01%             | 2047-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Goldstory SAS                                                             | Goldstory SAS                                                                               | CUSIP: N/A<br>LEI: 969500NWR67ONUJD4A26       | Long             | DBT              | CORP              | FR        |     611000 | PA      | $729025.18    | 0.01%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO V Ltd.                                                  | Bridge Street CLO V Ltd., Series 2025-1A, Class A1                                          | CUSIP: 107921AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $3003969.60   | 0.03%             | 2038-04-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Star Parent, Inc.                                                         | Star Parent, Inc., 1st Lien Term Loan                                                       | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |    1358263 | PA      | $1360083.49   | 0.01%             | 2030-09-27      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| St. Regis Aspen Resort                                                    | St. Regis Aspen Resort, 1st Lien Term Loan                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   13200000 | PA      | $13308564.62  | 0.13%             | 2025-11-06      | Variable      | 7.27%                 | No            |                  3 | On Loan: No      |
| American International Group, Inc.                                        | American International Group, Inc.                                                          | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      31800 | NS      | $2480192.60   | 0.02%             | 2025-11-17      | Fixed         | 15.43%                | 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        |    2404371 | PA      | $2413002.47   | 0.02%             | 2029-08-01      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO XXIX Ltd.                                                 | Sound Point CLO XXIX Ltd., Series 2021-1A, Class B1                                         | CUSIP: 83614VAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3350000 | PA      | $3348006.42   | 0.03%             | 2034-04-25      | Floating      | 5.82%                 | 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        |     447953 | PA      | $432274.21    | 0.00%             | 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        |    2036173 | PA      | $2038025.84   | 0.02%             | 2029-03-19      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                        | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4932000 | PA      | $5077800.87   | 0.05%             | 2029-07-24      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| NEP Group, Inc.                                                           | NEP Group, Inc., 1st Lien Term Loan                                                         | CUSIP: 62908HAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1149000 | PA      | $1101603.75   | 0.01%             | 2031-10-17      | Variable      | 8.26%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                                               | Pinnacle West Capital Corp.                                                                 | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |      42623 | NS      | $3772987.96   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2007-18CB, Class 2A25                                        | CUSIP: 02151NBH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     194970 | PA      | $115102.04    | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                                | CUSIP: 06738ECN3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1635000 | PA      | $1851388.98   | 0.02%             | 2029-12-15      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| Dometic Group AB                                                          | Dometic Group AB                                                                            | CUSIP: N/A<br>LEI: 549300STIPMK5VSA7Y59       | Long             | DBT              | CORP              | SE        |     712000 | PA      | $831218.18    | 0.01%             | 2030-09-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Trust, Inc.                                             | Healthcare Realty Trust, Inc.                                                               | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |     111700 | NS      | $1977285.04   | 0.02%             | 2025-11-20      | Fixed         | 29.90%                | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                               | FTAI Aviation Investors LLC                                                                 | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     570000 | PA      | $570421.23    | 0.01%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                                                               | GSAMP Trust, Series 2006-FM3, Class A1                                                      | CUSIP: 36245TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5885521 | PA      | $2738783.83   | 0.03%             | 2036-11-25      | Floating      | 4.39%                 | 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        |    3530612 | PA      | $3532094.88   | 0.03%             | 2031-09-15      | Variable      | 5.96%                 | 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        |    2060000 | PA      | $2063720.36   | 0.02%             | 2056-03-15      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2024-VLT4, Class A                                                         | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7780000 | PA      | $7779992.22   | 0.07%             | 2041-06-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Trust, Inc.                                             | Healthcare Realty Trust, Inc., Class A                                                      | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |     151285 | NS      | $2680770.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bear Stearns Asset-Backed Securities Trust                                | Bear Stearns Asset-Backed Securities Trust, Series 2004-HE3, Class M2                       | CUSIP: 07384YRY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     947812 | PA      | $953863.17    | 0.01%             | 2034-04-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Dana, Inc.                                                                | Dana, Inc.                                                                                  | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     153000 | PA      | $149745.49    | 0.00%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                 | RTX Corp.                                                                                   | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      13574 | NS      | $2422959.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $496971.04    | 0.00%             | 2029-12-06      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| STERIS plc                                                                | STERIS plc                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |       7467 | NS      | $1759971.90   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust                                                  | Service Properties Trust                                                                    | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     705000 | PA      | $695751.97    | 0.01%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Spectris                                                                  | Spectris, 1st Lien Term Loan                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     388000 | PA      | $388485.00    | 0.00%             | 2032-09-24      | Variable      | 6.84%                 | No            |                  3 | On Loan: No      |
| Beignet Investor LLC                                                      | Beignet Investor LLC                                                                        | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   49164000 | PA      | $52443602.61  | 0.50%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| B&M European Value Retail SA                                              | B&M European Value Retail SA                                                                | CUSIP: N/A<br>LEI: 213800UK7ZRLY2K1X530       | Long             | DBT              | CORP              | LU        |     587000 | PA      | $757743.55    | 0.01%             | 2031-11-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Houston Center                                                            | Houston Center, 1st Lien Term Loan                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   25236577 | PA      | $2.52         | 0.00%             | 2032-09-13      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Republic of Uzbekistan International Bond                                 | Republic of Uzbekistan                                                                      | CUSIP: 91822QVX2<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     522000 | PA      | $561699.61    | 0.01%             | 2028-10-12      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2007-19, Class 1A8                                           | CUSIP: 02151AAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     543205 | PA      | $252630.22    | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                        | General Motors Financial Co., Inc.                                                          | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2240000 | PA      | $2234554.00   | 0.02%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BMP                                                                       | BMP, Series 2024-MF23, Class A                                                              | CUSIP: 05593JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4710000 | PA      | $4712943.75   | 0.04%             | 2041-06-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare, Inc.                                                      | HCA Healthcare, Inc.                                                                        | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       3408 | NS      | $1566589.44   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OHA Credit Funding 2 Ltd.                                                 | OHA Credit Funding 2 Ltd., Series 2019-2A, Class CR2                                        | CUSIP: 67707EBY9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1501772.70   | 0.01%             | 2038-01-21      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                        | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    1595000 | PA      | $1909043.96   | 0.02%             | 2029-01-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1330000 | PA      | $1339019.14   | 0.01%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corp. SAB de CV                                             | Orbia Advance Corp. SAB de CV                                                               | CUSIP: 68560EAC2<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |     350000 | PA      | $350542.50    | 0.00%             | 2030-05-13      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| 720 East CLO VIII Ltd.                                                    | 720 East CLO VIII Ltd., Series 2025-8A, Class A1                                            | CUSIP: 81785MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   10000000 | PA      | $10023228.00  | 0.10%             | 2038-07-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corp.                                                      | Alliant Energy Corp.                                                                        | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |     117715 | NS      | $7865716.30   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco BPM SpA                                                             | Banco BPM SpA                                                                               | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | DBT              | CORP              | IT        |    1631000 | PA      | $2045108.90   | 0.02%             | 2031-01-16      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                                                 | Aon Corp.                                                                                   | CUSIP: 03740LAC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     207000 | PA      | $186122.74    | 0.00%             | 2031-12-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CNH Industrial NV                                                         | CNH Industrial NV                                                                           | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |     117900 | NS      | $1227658.65   | 0.01%             | 2025-12-04      | Fixed         | 18.50%                | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                     | Elevance Health, Inc.                                                                       | CUSIP: 60701B242<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |      12260 | NS      | $3973886.38   | 0.04%             | 2025-12-15      | Fixed         | 23.90%                | 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        |     567738 | PA      | $533674.06    | 0.01%             | 2029-03-08      | Variable      | 9.96%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                     | Elevance Health, Inc.                                                                       | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      28336 | NS      | $8988179.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Trestles CLO VI Ltd.                                                      | Trestles CLO VI Ltd., Series 2023-6A, Class A1R                                             | CUSIP: 894940AQ8<br>LEI: 254900837GHK5VH7YU15 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2000195.80   | 0.02%             | 2038-04-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Ardonagh Group Finco Pty. Ltd.                                            | Ardonagh Group Finco Pty. Ltd., Facility 1st Lien Term Loan B                               | CUSIP: N/A<br>LEI: 254900YP2E642AGM4G32       | Long             | LON              | CORP              | AU        |    3662935 | PA      | $3649198.76   | 0.03%             | 2031-02-18      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                                                | Anglo American Capital plc                                                                  | CUSIP: 034863BE9<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    1449000 | PA      | $1521247.14   | 0.01%             | 2034-04-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos. LLC                                                   | Anheuser-Busch Cos. LLC                                                                     | CUSIP: 03522AAH3<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | US        |     157000 | PA      | $155446.15    | 0.00%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Medco Maple Tree Pte. Ltd.                                                | Medco Maple Tree Pte. Ltd.                                                                  | CUSIP: 58407HAA7<br>LEI: 254900T5AQZNR0THA508 | Long             | DBT              | CORP              | SG        |     388000 | PA      | $406189.44    | 0.00%             | 2029-04-27      | Fixed         | 8.96%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical, Inc.                                                  | Intuitive Surgical, Inc.                                                                    | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       5207 | NS      | $2781995.96   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp.                                                        | State Street Corp.                                                                          | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |       9802 | NS      | $1133699.32   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services, Inc.                                                   | Republic Services, Inc.                                                                     | CUSIP: 760759BB5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    1803000 | PA      | $1847176.73   | 0.02%             | 2029-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                                    | Palmer Square CLO Ltd., Series 2021-3A, Class CR                                            | CUSIP: 69688FAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5013802.00   | 0.05%             | 2038-10-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                                          | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4971.87      | 0.00%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Project Kickers                                                           | Project Kickers, Delayed Draw 1st Lien Term Loan                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |    5400000 | PA      | $6221085.81   | 0.06%             | 2030-11-19      | Variable      | 7.03%                 | No            |                  3 | On Loan: No      |
| Fresnillo plc                                                             | Fresnillo plc                                                                               | CUSIP: 358070AB6<br>LEI: 549300JXWH1UV5J0XV81 | Long             | DBT              | CORP              | GB        |     616000 | PA      | $489997.20    | 0.00%             | 2050-10-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Eaton Corp. plc                                                           | Eaton Corp. plc                                                                             | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |       3089 | NS      | $1178638.84   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop, Inc.                                                     | Walker & Dunlop, Inc.                                                                       | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     162000 | PA      | $165783.19    | 0.00%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MP Midco Holdings LLC                                                     | MP Midco Holdings LLC, 1st Lien Term Loan                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     181892 | PA      | $183634.45    | 0.00%             | 2030-03-29      | Variable      | 10.34%                | 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        |    3429667 | PA      | $3436869.62   | 0.03%             | 2031-01-27      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| IMA Industria Macchine Automatiche SpA                                    | IMA Industria Macchine Automatiche SpA                                                      | CUSIP: N/A<br>LEI: 815600D86992FDA7B908       | Long             | DBT              | CORP              | IT        |    3178000 | PA      | $3687406.33   | 0.03%             | 2029-04-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Essendi SA                                                                | Essendi SA                                                                                  | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |     659000 | PA      | $785888.80    | 0.01%             | 2030-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4661.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| XPLR Infrastructure LP                                                    | XPLR Infrastructure LP                                                                      | CUSIP: 65341BAD8<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $997500.00    | 0.01%             | 2025-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NYC Trust                                                                 | NYC Trust, Series 2024-3ELV, Class A                                                        | CUSIP: 62956HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6179297 | PA      | $6198784.03   | 0.06%             | 2029-08-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                         | GGAM Finance Ltd.                                                                           | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     239000 | PA      | $253492.72    | 0.00%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                              | Mondelez International, Inc., Class A                                                       | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      83301 | NS      | $4786475.46   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2006-2CB, Class A6                                           | CUSIP: 12668BLF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     668133 | PA      | $274977.84    | 0.00%             | 2036-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Aggreko Holdings, Inc.                                                    | Aggreko Holdings, Inc., 1st Lien Term Loan                                                  | CUSIP: 01330EAD0<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | LU        |    2981045 | PA      | $2994101.99   | 0.03%             | 2031-05-21      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                             | RCI Banque SA                                                                               | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |     800000 | PA      | $923864.65    | 0.01%             | 2030-09-24      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| xAI Corp.                                                                 | x.AI Corp., 1st Lien Term Loan                                                              | CUSIP: 98402XAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1621935 | PA      | $1578483.36   | 0.01%             | 2030-06-28      | Variable      | 11.12%                | No            |                  2 | On Loan: No      |
| Global Net Lease, Inc.                                                    | Global Net Lease, Inc.                                                                      | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     293000 | PA      | $284069.30    | 0.00%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                            | Enbridge, Inc.                                                                              | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |     130204 | NS      | $6071328.37   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Levi Strauss & Co.                                                        | Levi Strauss & Co.                                                                          | CUSIP: N/A<br>LEI: MB0UERO0RDFKU8258G77       | Long             | DBT              | CORP              | US        |     190000 | PA      | $222484.53    | 0.00%             | 2030-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DBWF Mortgage Trust                                                       | DBWF Mortgage Trust, Series 2024-LCRS, Class A                                              | CUSIP: 23307KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3040000 | PA      | $3036200.00   | 0.03%             | 2037-04-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                      | Cross Mortgage Trust, Series 2025-H6, Class B1B                                             | CUSIP: 22758TAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1227272 | PA      | $1215284.99   | 0.01%             | 2070-07-25      | Variable      | 7.59%                 | No            |                  2 | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                                      | CrossCountry Intermediate HoldCo LLC                                                        | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     451000 | PA      | $455160.08    | 0.00%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                             | Netflix, Inc.                                                                               | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     388000 | PA      | $405121.79    | 0.00%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                              | Sabine Pass Liquefaction LLC                                                                | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     462000 | PA      | $463638.93    | 0.00%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JELD-WEN, Inc.                                                            | JELD-WEN, Inc.                                                                              | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |     806000 | PA      | $783943.25    | 0.01%             | 2027-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Rain City Mortgage Trust                                                  | Rain City Mortgage Trust, Series 2024-RTL1, Class A1                                        | CUSIP: 75079KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5053833.50   | 0.05%             | 2029-09-25      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Trimaran Cavu Ltd.                                                        | Trimaran CAVU Ltd., Series 2021-1A, Class AR                                                | CUSIP: 89624NAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7000000 | PA      | $7017017.70   | 0.07%             | 2037-07-23      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                     | Kraft Heinz Foods Co.                                                                       | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     198000 | PA      | $192586.70    | 0.00%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Conseco Finance Corp.                                                     | Conseco Finance Corp., Series 1996-5, Class M1                                              | CUSIP: 393505NC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      57301 | PA      | $64311.90     | 0.00%             | 2027-07-15      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd.                                               | BOC Hong Kong Holdings Ltd.                                                                 | CUSIP: N/A<br>LEI: 254900JB98W77JDJMW15       | Long             | EC               | CORP              | HK        |     429500 | NS      | $2110442.69   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings SA                                           | ContourGlobal Power Holdings SA                                                             | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |     648000 | PA      | $667440.00    | 0.01%             | 2030-02-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                                   | SS&C Technologies, Inc.                                                                     | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |     963000 | PA      | $998372.92    | 0.01%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     630000 | PA      | $-11098.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                                        | Vail Resorts, Inc.                                                                          | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |     338000 | PA      | $350959.93    | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                            | NCL Corp. Ltd.                                                                              | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     666000 | PA      | $684355.63    | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Kaixo Bondco Telecom SA                                                   | Kaixo Bondco Telecom SA                                                                     | CUSIP: N/A<br>LEI: 959800ULWB3MZHZ69055       | Long             | DBT              | CORP              | ES        |     766000 | PA      | $891108.53    | 0.01%             | 2029-09-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Rossini SARL                                                              | Rossini SARL                                                                                | CUSIP: N/A<br>LEI: 549300EC5JCCW6F83R11       | Long             | DBT              | CORP              | LU        |     366143 | PA      | $428170.00    | 0.00%             | 2029-12-31      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                           | Madison IAQ LLC                                                                             | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     991000 | PA      | $971086.95    | 0.01%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                               | Cheniere Energy Partners LP                                                                 | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    3767000 | PA      | $3637120.55   | 0.03%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                          | Sealed Air Corp.                                                                            | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |     147111 | NS      | $4929689.61   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amneal Pharmaceuticals LLC                                                | Amneal Pharmaceuticals LLC, 1st Lien Term Loan                                              | CUSIP: 03167DAR5<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |    3447000 | PA      | $3471404.76   | 0.03%             | 2032-08-02      | Variable      | 7.46%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                       | Hilton Domestic Operating Co., Inc.                                                         | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     472000 | PA      | $483813.61    | 0.00%             | 2033-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MF1 LLC                                                                   | MF1 LLC, Series 2025-FL20, Class A                                                          | CUSIP: 59319CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6536000 | PA      | $6533242.46   | 0.06%             | 2043-02-18      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | J.P. Morgan Structured Products BV, Series DMUK                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     208229 | NS      | $10035679.57  | 0.10%             | 2025-12-10      | Fixed         | 24.43%                | 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        |     825720 | PA      | $830368.61    | 0.01%             | 2029-06-22      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                                 | BPR Trust, Series 2021-TY, Class A                                                          | CUSIP: 05592AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1900000 | PA      | $1899109.47   | 0.02%             | 2038-09-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                       | Union Pacific Corp.                                                                         | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     125851 | NS      | $27733784.87  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corp.                                                     | JetBlue Airways Corp.                                                                       | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     361000 | PA      | $354824.93    | 0.00%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Intrum Investments And Financing AB                                       | Intrum Investments And Financing AB                                                         | CUSIP: N/A<br>LEI: 984500D7B1EFD7460452       | Long             | DBT              | CORP              | SE        |    1137911 | PA      | $1322526.08   | 0.01%             | 2027-09-11      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CONE Trust                                                                | CONE Trust, Series 2024-DFW1, Class A                                                       | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1900000 | PA      | $1897625.00   | 0.02%             | 2041-08-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                                                    | WEC Energy Group, Inc.                                                                      | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      33787 | NS      | $3775021.51   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                            | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    1535000 | PA      | $1684651.76   | 0.02%             | 2028-03-15      | Variable      | 10.25%                | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                        | Kingdom of Bahrain                                                                          | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |     480000 | PA      | $469440.00    | 0.00%             | 2032-09-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                  | Morgan Stanley & Co. LLC                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | SN               | CORP              | US        |      59551 | NS      | $6894826.61   | 0.07%             | 2025-12-17      | Fixed         | 16.91%                | No            |                  2 | On Loan: No      |
| Fastenal Co.                                                              | Fastenal Co.                                                                                | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |     278655 | NS      | $11589201.61  | 0.11%             | 2025-12-01      | Fixed         | 17.68%                | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                       | Expand Energy Corp.                                                                         | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    6967000 | PA      | $7069723.12   | 0.07%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2021-2A, Class B                                                  | CUSIP: 12563YAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1850000 | PA      | $1850529.84   | 0.02%             | 2034-04-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                                             | AIB Group plc                                                                               | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |     587000 | PA      | $728853.03    | 0.01%             | 2029-10-30      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                     | Albertsons Cos., Inc.                                                                       | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     296000 | PA      | $298339.63    | 0.00%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                         | Philip Morris International, Inc.                                                           | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1410000 | PA      | $1412669.72   | 0.01%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                            | Bayview Commercial Asset Trust, Series 2007-6A, Class A4A                                   | CUSIP: 07326FAE8<br>LEI: 5493003DOWFR7J1QCW02 | Long             | ABS-MBS          | CORP              | US        |    1110919 | PA      | $992971.45    | 0.01%             | 2037-12-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2024-NQM4, Class SA                                    | CUSIP: 06745KAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1900 | PA      | $1713.45      | 0.00%             | 2064-12-26      | Variable      | 0.00%                 | 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        |     720044 | PA      | $720526.87    | 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        |     255000 | PA      | $261948.81    | 0.00%             | 2034-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Avoca Static CLO I DAC                                                    | Avoca Static CLO I DAC, Series 1X, Class DR                                                 | CUSIP: N/A<br>LEI: 549300D0MXVAW7ZB0873       | Long             | ABS-CBDO         | CORP              | IE        |     460000 | PA      | $528763.28    | 0.01%             | 2035-01-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Phoenix Newco, Inc.                                                       | Phoenix Newco, Inc., 1st Lien Term Loan                                                     | CUSIP: 71911KAE4<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |    3730527 | PA      | $3739666.75   | 0.04%             | 2028-11-15      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     148988 | PA      | $22545.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                             | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     281000 | PA      | $280614.36    | 0.00%             | 2031-03-31      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                               | Rogers Communications, Inc., Series NC5                                                     | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     612000 | PA      | $639881.79    | 0.01%             | 2055-04-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                    | Velocity Commercial Capital Loan Trust, Series 2025-1, Class M4                             | CUSIP: 922955AN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1383052 | PA      | $1402162.93   | 0.01%             | 2055-02-25      | Variable      | 10.15%                | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2024-3A, Class B                                                  | CUSIP: 12575WAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5014516.50   | 0.05%             | 2037-07-21      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                              | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    3802000 | PA      | $4006863.17   | 0.04%             | 2029-08-16      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| LS Group OpCo Acquistion LLC                                              | LS Group OpCo Acquistion LLC, 1st Lien Term Loan B                                          | CUSIP: 50220KAD6<br>LEI: 549300GJM1TKHPYFPF83 | Long             | LON              | CORP              | US        |    1503230 | PA      | $1493834.47   | 0.01%             | 2031-04-23      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO 6 Ltd.                                                   | Silver Point CLO 6 Ltd., Series 2024-6A, Class A1                                           | CUSIP: 82808MAA1<br>LEI: 254900RSFBN3VCGBVP05 | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5009944.00   | 0.05%             | 2037-10-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                             | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1385000 | PA      | $1470869.22   | 0.01%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                          | Sabre GLBL, Inc.                                                                            | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     415000 | PA      | $394250.00    | 0.00%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                               | Rogers Communications, Inc.                                                                 | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     793000 | PA      | $747343.31    | 0.01%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co.                                                 | Molson Coors Beverage Co.                                                                   | CUSIP: 83371T103<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      63975 | NS      | $2804148.19   | 0.03%             | 2025-11-07      | Fixed         | 14.08%                | No            |                  2 | On Loan: No      |
| PACCAR, Inc.                                                              | PACCAR, Inc.                                                                                | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      47714 | NS      | $4695057.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                                                     | NXP Semiconductors NV                                                                       | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |       9199 | NS      | $1923694.88   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Bidco LLC                                                           | Apple Bidco LLC, 1st Lien Term Loan                                                         | CUSIP: 48254EAG6<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |    5074056 | PA      | $5085827.79   | 0.05%             | 2031-09-23      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2025-NQM1, Class XS                                    | CUSIP: 06744WAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17685896 | PA      | $670872.03    | 0.01%             | 2065-01-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                                    | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1521851.28   | 0.01%             | 2032-10-21      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Four Seasons Hotels Ltd.                                                  | Four Seasons Hotels Ltd., 1st Lien Term Loan                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |    4473171 | PA      | $4473171.15   | 0.04%             | 2032-09-22      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                                             | ION Platform Finance US, Inc.                                                               | CUSIP: 46206AAC6<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |     250000 | PA      | $238212.98    | 0.00%             | 2028-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                                  | NGL Energy Operating LLC                                                                    | CUSIP: 62922LAC2<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |     305000 | PA      | $312226.67    | 0.00%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                     | Walt Disney Co. (The)                                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      42421 | NS      | $4763280.18   | 0.05%             | 2025-11-14      | Fixed         | 12.59%                | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP, Series H                                                                | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1048000 | PA      | $1052405.79   | 0.01%             | 2026-11-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                          | Great Wolf Trust, Series 2024-WLF2, Class A                                                 | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7190000 | PA      | $7203481.25   | 0.07%             | 2041-05-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp.                                                     | Western Digital Corp.                                                                       | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      62582 | NS      | $9400442.22   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                              | CUSIP: 83371T699<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      31487 | NS      | $11555352.97  | 0.11%             | 2025-11-26      | Fixed         | 29.36%                | No            |                  2 | On Loan: No      |
| Baker Hughes Co.                                                          | Baker Hughes Co., Class A                                                                   | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     161142 | NS      | $7800884.22   | 0.07%             |  |  |  | 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        |    1747184 | PA      | $1657203.63   | 0.02%             | 2029-08-13      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                                       | Peer Holding III BV, 1st Lien Term Loan B8                                                  | CUSIP: N6872NAQ9<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     564000 | PA      | $564000.00    | 0.01%             | 2032-09-29      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| TICP CLO VI Ltd.                                                          | TICP CLO VI Ltd., Series 2016-6A, Class AR2                                                 | CUSIP: 87246MAS1<br>LEI: 254900JG2DPAYUCW8T83 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2000884.40   | 0.02%             | 2034-01-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                | Vmed O2 UK Financing I plc                                                                  | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |     500000 | PA      | $623473.43    | 0.01%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESCO International, Inc.                                                 | WESCO International, Inc.                                                                   | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |      37780 | NS      | $9805043.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                              | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    3526000 | PA      | $3287912.91   | 0.03%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                              | Fidelity National Information Services, Inc.                                                | CUSIP: 31620MBT2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     481000 | PA      | $427856.83    | 0.00%             | 2031-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-GPA3, Class A                                     | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3884869 | PA      | $3889700.57   | 0.04%             | 2039-12-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Star Holding LLC                                                          | Star Holding LLC                                                                            | CUSIP: 85513AAA6<br>LEI: 254900BDGPE9N1WAKD59 | Long             | DBT              | CORP              | US        |     272000 | PA      | $262899.61    | 0.00%             | 2031-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                 | Republic of Cote d'Ivoire                                                                   | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     412000 | PA      | $432703.00    | 0.00%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| BCP V Modular Services Finance II plc                                     | BCP V Modular Services Finance II plc                                                       | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |    1900000 | PA      | $2012417.76   | 0.02%             | 2031-07-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Magnera Corp.                                                             | Magnera Corp.                                                                               | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |     144000 | PA      | $124337.52    | 0.00%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                                               | NN Group NV                                                                                 | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | DBT              | CORP              | NL        |    1839000 | PA      | $2174196.00   | 0.02%             | 2034-09-11      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Greenpoint Manufactured Housing                                           | Greenpoint Manufactured Housing, Series 2000-1, Class A4                                    | CUSIP: 395383AN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3332804 | PA      | $1845430.21   | 0.02%             | 2030-03-20      | Variable      | 8.14%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                       | Buckeye Partners LP, 1st Lien Term Loan B7                                                  | CUSIP: 11823LAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1003046 | PA      | $1002995.93   | 0.01%             | 2032-11-22      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2006-OA14, Class 3A1                                         | CUSIP: 02146SAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5186074 | PA      | $4750544.29   | 0.05%             | 2046-11-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                         | Public Service Electric & Gas Co.                                                           | CUSIP: 74456QCK0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     824000 | PA      | $843447.39    | 0.01%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                                                        | Cellnex Telecom SA                                                                          | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |     107715 | NS      | $3353355.76   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                        | Kingdom of Bahrain                                                                          | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |     572000 | PA      | $617223.75    | 0.01%             | 2030-05-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2019-5A, Class BR2                                                | CUSIP: 12554XBC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2200000 | PA      | $2203315.84   | 0.02%             | 2038-10-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Boels Topholding BV                                                       | Boels Topholding BV                                                                         | CUSIP: N/A<br>LEI: 724500V913SEHSEW2O75       | Long             | DBT              | CORP              | NL        |    1209000 | PA      | $1438755.76   | 0.01%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Aegon Ltd.                                                                | Aegon Ltd.                                                                                  | CUSIP: N/A<br>LEI: O4QK7KMMK83ITNTHUG69       | Long             | DBT              | CORP              | BM        |     567000 | PA      | $669472.28    | 0.01%             | 2029-04-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Heathrow Finance plc                                                      | Heathrow Finance plc                                                                        | CUSIP: N/A<br>LEI: 549300F740QSGMPHQJ60       | Long             | DBT              | CORP              | GB        |    1745000 | PA      | $2245103.04   | 0.02%             | 2027-03-01      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                    | Sempra                                                                                      | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     115863 | NS      | $10652444.22  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                                      | Edison International, Series A                                                              | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    4708000 | PA      | $4661283.46   | 0.04%             | 2026-03-09      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2007-OA11, Class A1A                                         | CUSIP: 02151WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     981810 | PA      | $884156.80    | 0.01%             | 2047-11-25      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                                   | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    1323000 | PA      | $1238172.08   | 0.01%             | 2031-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Silver Point Euro CLO DAC                                                 | Silver Point Euro CLO DAC, Series 1X, Class D                                               | CUSIP: N/A<br>LEI: 254900E59SU5T0V8CI79       | Long             | ABS-CBDO         | CORP              | IE        |     710000 | PA      | $818381.50    | 0.01%             | 2039-01-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                       | Iron Mountain, Inc.                                                                         | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      26000 | PA      | $25878.82     | 0.00%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2024-PAT, Class D                                                          | CUSIP: 05612FAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1200000 | PA      | $1207884.42   | 0.01%             | 2041-03-15      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| BAMLL Trust                                                               | BAMLL Trust, Series 2025-ASHF, Class A                                                      | CUSIP: 05494CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8893000 | PA      | $8904116.25   | 0.08%             | 2042-02-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours, Inc.                                                   | DuPont de Nemours, Inc.                                                                     | CUSIP: 26614NAC6<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    3766000 | PA      | $3830259.45   | 0.04%             | 2028-11-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC                                                        | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     128000 | PA      | $129289.34    | 0.00%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                           | CHL Mortgage Pass-Through Trust, Series 2006-OA4, Class A1                                  | CUSIP: 126694E95<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2559959 | PA      | $705834.68    | 0.01%             | 2046-04-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                          | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     562000 | PA      | $551653.58    | 0.01%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kaman Corp.                                                               | Kaman Corp., 1st Lien Term Loan                                                             | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |    1029338 | PA      | $1031911.18   | 0.01%             | 2032-02-26      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                                     | CUSIP: 445545AX4<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     620000 | PA      | $671846.45    | 0.01%             | 2055-09-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Nordson Corp.                                                             | Nordson Corp., Series 00Hb                                                                  | CUSIP: 61778P320<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |      14834 | NS      | $3526486.82   | 0.03%             | 2025-12-05      | Fixed         | 12.64%                | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                  | Comstock Resources, Inc.                                                                    | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     245000 | PA      | $233168.71    | 0.00%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                           | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     936000 | PA      | $977093.74    | 0.01%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Russian Ruble                                                             | Russian Ruble                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | RU        |   38118059 | OU      | $471758.15    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group plc                                                  | Lloyds Banking Group plc                                                                    | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    1640000 | PA      | $1718568.71   | 0.02%             | 2036-06-13      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | MSCI Emerging Markets E-Mini Index                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         46 | NC      | $140994.71    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MH Sub I LLC                                                              | MH Sub I LLC, 1st Lien Term Loan                                                            | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |     797641 | PA      | $636517.25    | 0.01%             | 2031-12-31      | Variable      | 8.21%                 | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                                         | INEOS Finance plc                                                                           | CUSIP: N/A<br>LEI: 2138002D68XDR4LZCG32       | Long             | DBT              | CORP              | GB        |    1996000 | PA      | $2150171.90   | 0.02%             | 2029-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CML Project Spider                                                        | CML Project Spider, Delayed Draw 1st Lien Term Loan                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    7100000 | PA      | $7096511.16   | 0.07%             | 2029-12-06      | Variable      | 5.07%                 | No            |                  3 | On Loan: No      |
| Boost Newco Borrower LLC                                                  | Boost Newco Borrower LLC                                                                    | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |     954000 | PA      | $1013500.98   | 0.01%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                               | Rogers Communications, Inc.                                                                 | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |      18700 | NS      | $729933.64    | 0.01%             | 2025-12-15      | Fixed         | 18.36%                | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2025-NQM1, Class A3                                    | CUSIP: 06744WAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1041154 | PA      | $1049353.09   | 0.01%             | 2065-01-25      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                                       | Cushman & Wakefield US Borrower LLC                                                         | CUSIP: 23166MAC7<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |     566000 | PA      | $606310.72    | 0.01%             | 2031-09-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Aramark International Finance SARL                                        | Aramark International Finance SARL                                                          | CUSIP: N/A<br>LEI: 5493006HLPNGDDC12P30       | Long             | DBT              | CORP              | LU        |     885000 | PA      | $1024245.67   | 0.01%             | 2033-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                           | CoreWeave, Inc.                                                                             | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     444000 | PA      | $448318.34    | 0.00%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                    | 3M Co.                                                                                      | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    3792000 | PA      | $3898764.75   | 0.04%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                          | Welltower OP LLC                                                                            | CUSIP: 95040QAR5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     970000 | PA      | $935376.46    | 0.01%             | 2032-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CommScope LLC                                                             | CommScope LLC                                                                               | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    1402000 | PA      | $1397631.37   | 0.01%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Victory Street CLO I DAC                                                  | Victory Street CLO I DAC, Series 1X, Class D                                                | CUSIP: N/A<br>LEI: 635400D4KWYZ4IFHKI82       | Long             | ABS-CBDO         | CORP              | IE        |    1010000 | PA      | $1165743.71   | 0.01%             | 2038-01-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                   | KeyCorp                                                                                     | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    6864000 | PA      | $7440240.42   | 0.07%             | 2035-03-06      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                                      | Icahn Enterprises LP                                                                        | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     294000 | PA      | $252864.02    | 0.00%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Easy Street Mortgage Loan Trust                                           | Easy Street Mortgage Loan Trust, Series 2025-RTL2, Class A1                                 | CUSIP: 27786YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3787686 | PA      | $3787615.02   | 0.04%             | 2040-10-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                        | Republic of Panama                                                                          | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     804000 | PA      | $613718.69    | 0.01%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                        | American International Group, Inc.                                                          | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      43190 | NS      | $3410282.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust                                                             | iShares Core Dividend Growth ETF                                                            | CUSIP: 46434V621<br>LEI: 549300KH155G8BRZXD37 | Long             |  | RF                | US        |     227620 | NS      | $15498645.80  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Camelot US Acquisition LLC                                                | Camelot US Acquisition LLC, 1st Lien Term Loan B                                            | CUSIP: L2000AAF7<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |    1302676 | PA      | $1277443.25   | 0.01%             | 2031-01-31      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                            | Long Beach Mortgage Loan Trust, Series 2005-3, Class 1A                                     | CUSIP: 542514NT7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1262619 | PA      | $1252973.81   | 0.01%             | 2045-08-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                      | Alpha Generation LLC                                                                        | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |     309000 | PA      | $317524.39    | 0.00%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Republic of Trinidad & Tobago                                             | Republic of Trinidad & Tobago                                                               | CUSIP: 896292AM1<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |     815000 | PA      | $805220.00    | 0.01%             | 2034-06-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                     | Kraft Heinz Foods Co.                                                                       | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     562000 | PA      | $559384.53    | 0.01%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Heidelberg Materials AG                                                   | Heidelberg Materials AG                                                                     | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |       7862 | NS      | $1844454.14   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $6267.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                       | EOG Resources, Inc.                                                                         | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      39548 | NS      | $4185760.32   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Piraeus Financial Holdings SA                                             | Piraeus Financial Holdings SA                                                               | CUSIP: N/A<br>LEI: M6AD1Y1KW32H8THQ6F76       | Long             | DBT              | CORP              | GR        |    1366000 | PA      | $1564679.15   | 0.01%             | 2032-10-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Pike Corp.                                                                | Pike Corp.                                                                                  | CUSIP: 721283AB5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |     168000 | PA      | $179258.75    | 0.00%             | 2031-01-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                       | Citigroup Commercial Mortgage Trust, Series 2016-C1, Class C                                | CUSIP: 17290YAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2870000 | PA      | $2827038.40   | 0.03%             | 2049-05-10      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| ATS Corp.                                                                 | ATS Corp.                                                                                   | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |     314000 | PA      | $303483.23    | 0.00%             | 2028-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $318.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fair Isaac Corp.                                                          | Fair Isaac Corp.                                                                            | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    2312000 | PA      | $2353375.55   | 0.02%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                | Ares Strategic Income Fund                                                                  | CUSIP: 04020EAR8<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     325000 | PA      | $318709.59    | 0.00%             | 2031-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                         | Duke Energy Corp.                                                                           | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      78889 | NS      | $9805902.70   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Corp.                                                               | Hertz Corp. (The), 1st Lien Term Loan B                                                     | CUSIP: 42804VBB6<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |    1717020 | PA      | $1420679.16   | 0.01%             | 2028-06-30      | Variable      | 7.58%                 | 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        |     448478 | PA      | $450815.07    | 0.00%             | 2028-02-07      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| WEPA Hygieneprodukte GmbH                                                 | WEPA Hygieneprodukte GmbH                                                                   | CUSIP: N/A<br>LEI: 529900KQ44OJDIDU6J81       | Long             | DBT              | CORP              | DE        |     742000 | PA      | $894123.27    | 0.01%             | 2031-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Chobani LLC                                                               | Chobani LLC                                                                                 | CUSIP: 17027NAB8<br>LEI: 549300ISVDMZ91KNTR38 | Long             | DBT              | CORP              | US        |     855000 | PA      | $850034.42    | 0.01%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                          | Goodyear Tire & Rubber Co. (The)                                                            | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     168000 | PA      | $166911.63    | 0.00%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                           | ABG Intermediate Holdings 2 LLC, 1st Lien Term Loan B1                                      | CUSIP: 00076VBL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2076739 | PA      | $2074143.51   | 0.02%             | 2028-12-21      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Ballyrock CLO Ltd.                                                        | Ballyrock CLO Ltd., Series 2019-2A, Class A1R3                                              | CUSIP: 05875MBD3<br>LEI: 254900IF22Z7SA13VI60 | Long             | ABS-CBDO         | CORP              | KY        |    4500000 | PA      | $4504268.70   | 0.04%             | 2038-10-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                            | 1011778 BC ULC                                                                              | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |     353000 | PA      | $333722.07    | 0.00%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                      | Clear Channel Outdoor Holdings, Inc.                                                        | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     352000 | PA      | $349334.97    | 0.00%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                            | Structured Asset Mortgage Investments II Trust, Series 2006-AR4, Class 3A1                  | CUSIP: 86360QAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6103413 | PA      | $5446147.48   | 0.05%             | 2036-06-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Vallourec SACA                                                            | Vallourec SACA                                                                              | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |     751000 | PA      | $798218.37    | 0.01%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OI European Group BV                                                      | OI European Group BV                                                                        | CUSIP: N/A<br>LEI: 72450053F5WRDY8CDZ66       | Long             | DBT              | CORP              | NL        |     866000 | PA      | $1028223.01   | 0.01%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                               | Penske Truck Leasing Co. LP                                                                 | CUSIP: 709599BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     952000 | PA      | $979480.97    | 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        |      76285 | NS      | $26055904.60  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp.                                                    | Tenet Healthcare Corp.                                                                      | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     141000 | PA      | $143614.14    | 0.00%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | 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        |    3664365 | PA      | $3661836.98   | 0.03%             | 2028-04-28      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| ADT Security Corp. (The)                                                  | ADT Security Corp. (The)                                                                    | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     829000 | PA      | $840976.51    | 0.01%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Pinewood Finco plc                                                        | Pinewood Finco plc                                                                          | CUSIP: N/A<br>LEI: 984500EF3F7CA63ND769       | Long             | DBT              | CORP              | GB        |    1928000 | PA      | $2554814.22   | 0.02%             | 2030-03-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp.                                         | Blue Owl Technology Finance Corp.                                                           | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |      62000 | PA      | $63385.48     | 0.00%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                                        | General Motors Co.                                                                          | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      63507 | NS      | $4387698.63   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                                | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     920000 | PA      | $912528.77    | 0.01%             | 2029-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ROCKWOOL A/S                                                              | ROCKWOOL A/S, Class B                                                                       | CUSIP: N/A<br>LEI: 213800QRC7LNX935OZ09       | Long             | EC               | CORP              | DK        |      14750 | NS      | $505418.98    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                                 | Essential Utilities, Inc.                                                                   | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |     104451 | NS      | $4076722.53   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport Indonesia PT                                                     | Freeport Indonesia PT                                                                       | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    1221000 | PA      | $1244199.00   | 0.01%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Fortrea Holdings, Inc.                                                    | Fortrea Holdings, Inc.                                                                      | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |     204000 | PA      | $195848.00    | 0.00%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Central Parent LLC                                                        | Central Parent LLC, 1st Lien Term Loan                                                      | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4595811 | PA      | $3772103.80   | 0.04%             | 2029-07-06      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                   | Citigroup Global Markets Holdings, Inc., Series DM1d                                        | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |      29600 | NS      | $2941426.24   | 0.03%             | 2025-12-18      | Fixed         | 22.30%                | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                            | Community Health Systems, Inc.                                                              | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     683000 | PA      | $609715.00    | 0.01%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    1760000 | PA      | $-28155.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                            | Thermo Fisher Scientific, Inc.                                                              | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       7303 | NS      | $4143649.17   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Essendi SA                                                                | Essendi SA                                                                                  | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |     955000 | PA      | $1143320.07   | 0.01%             | 2032-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Just Group plc                                                            | Just Group plc                                                                              | CUSIP: N/A<br>LEI: 5493006456YEZEELRR90       | Long             | DBT              | CORP              | GB        |     200000 | PA      | $237122.85    | 0.00%             | 2031-03-30      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                           | Eli Lilly & Co.                                                                             | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     301000 | PA      | $304532.81    | 0.00%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Tereos Finance Groupe I SA                                                | Tereos Finance Groupe I SA                                                                  | CUSIP: N/A<br>LEI: 969500183Z46A3QF8W69       | Long             | DBT              | CORP              | FR        |     850000 | PA      | $1003845.17   | 0.01%             | 2028-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO 43 Ltd.                                       | Benefit Street Partners CLO 43 Ltd., Series 2025-43A, Class A                               | CUSIP: 08179QAA8<br>LEI: 254900TPMKEES6UQHQ33 | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5008834.00   | 0.05%             | 2038-10-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| First Franklin Mortgage Loan Trust                                        | First Franklin Mortgage Loan Trust, Series 2006-FF17, Class A5                              | CUSIP: 32028KAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1794943 | PA      | $1569441.96   | 0.01%             | 2036-12-25      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| Itelyum Regeneration SpA                                                  | Itelyum Regeneration Spa                                                                    | CUSIP: N/A<br>LEI: 815600051FBC23AA8A45       | Long             | DBT              | CORP              | IT        |     544000 | PA      | $635879.29    | 0.01%             | 2030-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings SA                                           | ContourGlobal Power Holdings SA                                                             | CUSIP: N/A<br>LEI: 549300O5AGIFK0PQ1516       | Long             | DBT              | CORP              | LU        |     875000 | PA      | $1035229.42   | 0.01%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc., Series CC                                                                  | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1611000 | PA      | $1661743.28   | 0.02%             | 2029-08-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                     | WR Grace Holdings LLC                                                                       | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     682000 | PA      | $683298.53    | 0.01%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                        | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C26, Class XD               | CUSIP: 61690VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12675000 | PA      | $123217.48    | 0.00%             | 2048-10-15      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                                          | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     596000 | PA      | $637337.84    | 0.01%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $386.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2007-12T1, Class A5                                          | CUSIP: 02150LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     378544 | PA      | $166361.34    | 0.00%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Repsol E&P Capital Markets US LLC                                         | Repsol E&P Capital Markets US LLC                                                           | CUSIP: 76026AAA5<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |     955000 | PA      | $957273.31    | 0.01%             | 2028-09-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Elastic NV                                                                | Elastic NV                                                                                  | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |     613000 | PA      | $590884.31    | 0.01%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                                                | Melco Resorts Finance Ltd.                                                                  | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    1088000 | PA      | $1068144.00   | 0.01%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                              | CaixaBank SA                                                                                | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |     446288 | NS      | $4717151.69   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                     | NextEra Energy Capital Holdings, Inc.                                                       | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     172000 | PA      | $186028.49    | 0.00%             | 2054-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                        | Metropolitan Life Global Funding I                                                          | CUSIP: 59217GEG0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     717000 | PA      | $678485.44    | 0.01%             | 2030-04-09      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The), Series Y                                                   | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1484000 | PA      | $1513114.60   | 0.01%             | 2034-11-10      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                      | Ally Financial, Inc.                                                                        | CUSIP: 02005NCA6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    2695000 | PA      | $2706268.25   | 0.03%             | 2033-07-31      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                               | Amgen, Inc.                                                                                 | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    2185000 | PA      | $2262501.82   | 0.02%             | 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        |      28164 | NS      | $872385.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                           | Santander UK Group Holdings plc                                                             | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    1116000 | PA      | $1162602.51   | 0.01%             | 2031-04-15      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Concentra Health Services, Inc.                                           | Concentra Health Services, Inc., 1st Lien Term Loan B1                                      | CUSIP: 20602RAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1002739 | PA      | $1004623.76   | 0.01%             | 2031-07-28      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1736.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                               | FedEx Corp.                                                                                 | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      12112 | NS      | $3074267.84   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Diameter Capital CLO 10 Ltd.                                              | Diameter Capital CLO 10 Ltd., Series 2025-10A, Class A                                      | CUSIP: 25290BAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $4007259.60   | 0.04%             | 2038-04-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                     | Lockheed Martin Corp.                                                                       | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |       3200 | NS      | $1588669.17   | 0.02%             | 2025-12-04      | Fixed         | 21.50%                | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Co.                                              | Baltimore Gas & Electric Co.                                                                | CUSIP: 059165ER7<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     125000 | PA      | $130674.01    | 0.00%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                          | Sealed Air Corp.                                                                            | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     119000 | PA      | $118158.19    | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                         | Rocket Cos., Inc.                                                                           | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2331000 | PA      | $2404433.49   | 0.02%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                             | Clearway Energy Operating LLC                                                               | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     479000 | PA      | $433745.80    | 0.00%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EOC BORROWER LLC                                                          | EOC BORROWER LLC, 1st Lien Term Loan B                                                      | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    5851335 | PA      | $5873277.51   | 0.06%             | 2032-03-24      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                               | Goldman Sachs International                                                                 | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |      47600 | NS      | $1366011.05   | 0.01%             | 2025-12-18      | Fixed         | 17.94%                | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                          | Bombardier, Inc.                                                                            | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     280000 | PA      | $293969.48    | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                                    | Chart Industries, Inc., 1st Lien Term Loan                                                  | CUSIP: 16115EAT4<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | LON              | CORP              | US        |     590015 | PA      | $591672.81    | 0.01%             | 2030-03-15      | Variable      | 6.48%                 | 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        |     972562 | PA      | $937550.25    | 0.01%             | 2032-03-29      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                 | Sunoco LP                                                                                   | CUSIP: 86765K109<br>LEI: 54930001NJU8E40NQ561 | Long             |  |  | US        |      16653 | NS      | $869619.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ascensus Holdings, Inc.                                                   | Ascensus Holdings, Inc., 1st Lien Term Loan B                                               | CUSIP: 03836BAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3098056 | PA      | $3100007.45   | 0.03%             | 2028-08-02      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| HAH Group Holding Co. LLC                                                 | HAH Group Holding Co. LLC                                                                   | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |     173000 | PA      | $163979.45    | 0.00%             | 2031-10-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ZF Finance GmbH                                                           | ZF Finance GmbH                                                                             | CUSIP: N/A<br>LEI: 5493001N9T6QDCCXB426       | Long             | DBT              | CORP              | DE        |     300000 | PA      | $337597.33    | 0.00%             | 2027-05-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services, Inc.                                 | Sedgwick Claims Management Services, Inc., 1st Lien Term Loan                               | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |    6444977 | PA      | $6442140.78   | 0.06%             | 2031-07-31      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $18465.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                       | Expand Energy Corp.                                                                         | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    4954000 | PA      | $4956065.03   | 0.05%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                                               | Novartis AG (Registered)                                                                    | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |      37653 | NS      | $4659998.16   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| New Topco Stapled                                                         | New Topco                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      12872 | NS      | $0.15         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AIB Group plc                                                             | AIB Group plc                                                                               | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    2100000 | PA      | $2162501.44   | 0.02%             | 2031-05-15      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Voya Financial, Inc.                                                      | Voya Financial, Inc.                                                                        | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |      65004 | NS      | $4840197.84   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-AIR2, Class A                                     | CUSIP: 05613QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8920375 | PA      | $8931525.79   | 0.08%             | 2041-10-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                  | Lloyds Banking Group plc                                                                    | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $216373.53    | 0.00%             | 2029-09-27      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                             | Voya CLO Ltd., Series 2014-4A, Class BR2                                                    | CUSIP: 92914RBC5<br>LEI: 549300JHU3YI1LLL3V27 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $501236.00    | 0.00%             | 2031-07-14      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Kansas City Ltd.                                         | Canadian Pacific Kansas City Ltd.                                                           | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      47765 | NS      | $3437254.61   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Core & Main LP                                                            | Core & Main LP, 1st Lien Term Loan E                                                        | CUSIP: 40416VAH8<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |    2140190 | PA      | $2135738.76   | 0.02%             | 2031-02-10      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                                    | Palmer Square CLO Ltd., Series 2021-4A, Class BR                                            | CUSIP: 69702EAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7250000 | PA      | $7266967.18   | 0.07%             | 2038-07-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO IV Ltd.                                                 | Bridge Street CLO IV Ltd., Series 2024-1A, Class A                                          | CUSIP: 107934AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1003382.80   | 0.01%             | 2037-04-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                                | Air Canada, 1st Lien Term Loan                                                              | CUSIP: C0102MAS4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |    2426785 | PA      | $2427998.88   | 0.02%             | 2031-03-21      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                     | OneMain Finance Corp.                                                                       | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     280000 | PA      | $277782.62    | 0.00%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                    | MidAmerican Energy Co.                                                                      | CUSIP: 595620AX3<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     143000 | PA      | $149273.77    | 0.00%             | 2034-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                                                      | Emerson Electric Co.                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      37108 | NS      | $5048024.33   | 0.05%             | 2025-11-05      | Fixed         | 15.69%                | No            |                  2 | On Loan: No      |
| Sunrise Financing Partnership                                             | Sunrise Financing Partnership, Factility 1st Lien Term Loan AAA1                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     731000 | PA      | $729172.50    | 0.01%             | 2032-02-17      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                                          | Virgin Media Secured Finance plc                                                            | CUSIP: N/A<br>LEI: 213800X3RLP4NOTPY579       | Long             | DBT              | CORP              | GB        |     361000 | PA      | $460836.57    | 0.00%             | 2029-05-15      | Fixed         | 5.25%                 | 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        |     732000 | PA      | $735758.18    | 0.01%             | 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        |    4975592 | PA      | $4984946.52   | 0.05%             | 2031-05-30      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Coinbase Global, Inc.                                                     | Coinbase Global, Inc., Series 122y                                                          | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       2314 | NS      | $798646.03    | 0.01%             | 2025-12-01      | Fixed         | 22.68%                | No            |                  2 | On Loan: No      |
| Amrize Ltd.                                                               | Amrize Ltd.                                                                                 | CUSIP: N/A<br>LEI: 529900SLCCO6K43P8146       | Long             | EC               | CORP              | CH        |      58821 | NS      | $3043748.12   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Odeon Finco plc                                                           | Odeon Finco plc                                                                             | CUSIP: 67585LAA3<br>LEI: 9845003ECF9901CC5382 | Long             | DBT              | CORP              | GB        |     342000 | PA      | $353413.22    | 0.00%             | 2027-11-01      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                  | Spirit AeroSystems, Inc.                                                                    | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     432000 | PA      | $474625.01    | 0.00%             | 2030-11-15      | Fixed         | 9.75%                 | 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      | $1002652.90   | 0.01%             | 2037-04-23      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                                        | Ryan Specialty LLC                                                                          | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     614000 | PA      | $624242.13    | 0.01%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 15 Ltd.                                             | Anchorage Capital CLO 15 Ltd., Series 2020-15A, Class A1R2                                  | CUSIP: 03329FAW4<br>LEI: 549300H5Q0HJ2EHSSX26 | Long             | ABS-CBDO         | CORP              | KY        |    7000000 | PA      | $7020131.30   | 0.07%             | 2038-07-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                                | Visa, Inc., Class A                                                                         | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      23175 | NS      | $7896649.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CaixaBank SA                                                              | CaixaBank SA                                                                                | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |    1000000 | PA      | $1194673.31   | 0.01%             | 2027-10-09      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                                               | TELUS Corp.                                                                                 | CUSIP: 87971M103<br>LEI: 894500WE70KKZRQMBU11 | Long             | EC               | CORP              | CA        |     710859 | NS      | $10395150.33  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities, Inc.                                               | AvalonBay Communities, Inc.                                                                 | CUSIP: 83371T830<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      12600 | NS      | $2209307.65   | 0.02%             | 2025-11-13      | Fixed         | 21.56%                | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                                  | Wynn Resorts Finance LLC                                                                    | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1388000 | PA      | $1490535.72   | 0.01%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd.                                                           | 1261229 BC Ltd.                                                                             | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    5200000 | PA      | $5435609.56   | 0.05%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| WEX, Inc.                                                                 | WEX, Inc., 1st Lien Term Loan B3                                                            | CUSIP: 96208UAX9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     900475 | PA      | $897098.22    | 0.01%             | 2032-03-05      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                     | Parker-Hannifin Corp.                                                                       | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      17874 | NS      | $13813563.42  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurium CLO XIII DAC                                                       | Aurium CLO XIII DAC, Series 13X, Class D                                                    | CUSIP: N/A<br>LEI: 635400NUJFLZMWBUGF89       | Long             | ABS-CBDO         | CORP              | IE        |     530000 | PA      | $606310.50    | 0.01%             | 2038-04-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Hayward Industries, Inc.                                                  | Hayward Industries, Inc., 1st Lien Term Loan                                                | CUSIP: 421300AL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     400717 | PA      | $401719.22    | 0.00%             | 2028-05-30      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Veritas Newco                                                             | Veritas Newco                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |       2876 | NS      | $67590.47     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Innio North America Holding, Inc.                                         | Innio North America Holding, Inc., Facility 1st Lien Term Loan B                            | CUSIP: A2838LAG1<br>LEI: 549300R5GWIY8X0FZE07 | Long             | LON              | CORP              | US        |     166564 | PA      | $166522.10    | 0.00%             | 2028-11-02      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                         | Corp. Nacional del Cobre de Chile                                                           | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | NUSS              | CL        |     394000 | PA      | $428819.75    | 0.00%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Crown Holdings, Inc.                                                      | Crown Holdings, Inc.                                                                        | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      23750 | NS      | $2308025.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc., 1st Lien Term Loan B                                            | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    6095333 | PA      | $6093443.65   | 0.06%             | 2032-08-16      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Clover Holdings SPV III LLC                                               | Clover Holdings SPV III LLC, 1st Lien Term Loan                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25796 | PA      | $26505.49     | 0.00%             | 2027-12-09      | Variable      | 15.00%                | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2006-15CB, Class A1                                          | CUSIP: 021467AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     955111 | PA      | $439322.97    | 0.00%             | 2036-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                         | American Electric Power Co., Inc., Series EMtD                                              | CUSIP: 61778P155<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |      15100 | NS      | $1635888.82   | 0.02%             | 2025-11-10      | Fixed         | 15.38%                | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3410000 | PA      | $3519106.50   | 0.03%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                   | GFL Environmental, Inc.                                                                     | CUSIP: 36168QAN4<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |      48000 | PA      | $47493.30     | 0.00%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works, Inc.                                                 | Illinois Tool Works, Inc.                                                                   | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      18351 | NS      | $4476175.92   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial, Inc.                                                     | STAG Industrial, Inc.                                                                       | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |     181591 | NS      | $6949487.57   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys, Inc.                                                            | Synopsys, Inc.                                                                              | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    4598000 | PA      | $4694739.16   | 0.04%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                            | Olympus Water US Holding Corp.                                                              | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    1384000 | PA      | $1384830.40   | 0.01%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                               | Rogers Communications, Inc.                                                                 | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     337000 | PA      | $360696.33    | 0.00%             | 2055-04-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                  | Cooperatieve Rabobank UA                                                                    | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |    1200000 | PA      | $1403545.94   | 0.01%             | 2029-06-29      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                     | Lockheed Martin Corp.                                                                       | CUSIP: 539830CL1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    1630000 | PA      | $1646187.50   | 0.02%             | 2030-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                                   | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    1181000 | PA      | $1227059.00   | 0.01%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                                               | SREIT Trust, Series 2021-MFP2, Class A                                                      | CUSIP: 85236WCE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4710000 | PA      | $4704174.67   | 0.04%             | 2036-11-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                                      | FirstKey Homes Trust, Series 2022-SFR1, Class E1                                            | CUSIP: 33768NAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6000000 | PA      | $5937255.00   | 0.06%             | 2039-05-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                                                | Melco Resorts Finance Ltd.                                                                  | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    1114000 | PA      | $1173042.00   | 0.01%             | 2032-04-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Restaurant Brands International, Inc.                                     | Restaurant Brands International, Inc.                                                       | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |      35290 | NS      | $2317860.18   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| White Cap Supply Holdings LLC                                             | White Cap Supply Holdings LLC                                                               | CUSIP: 96467GAC2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |    2776000 | PA      | $2808069.66   | 0.03%             | 2030-11-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                               | Asurion LLC, 2nd Lien Term Loan B4                                                          | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     618000 | PA      | $588298.92    | 0.01%             | 2029-01-19      | Variable      | 9.33%                 | No            |                  2 | On Loan: No      |
| Northern Oil & Gas, Inc.                                                  | Northern Oil & Gas, Inc.                                                                    | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     811000 | PA      | $789916.11    | 0.01%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Cable One, Inc.                                                           | Cable One, Inc.                                                                             | CUSIP: 12685JAG0<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |      85000 | PA      | $71612.50     | 0.00%             | 2028-03-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| EC Finance plc                                                            | EC Finance plc                                                                              | CUSIP: N/A<br>LEI: 213800NKPB53RHYDQE45       | Long             | DBT              | CORP              | GB        |     799000 | PA      | $885702.69    | 0.01%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AREIT Ltd.                                                                | AREIT Ltd., Series 2025-CRE10, Class A                                                      | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   10060000 | PA      | $10059238.46  | 0.10%             | 2029-12-17      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Ingevity Corp.                                                            | Ingevity Corp.                                                                              | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |     204000 | PA      | $196572.42    | 0.00%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                | VMware LLC                                                                                  | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    2522000 | PA      | $2230121.22   | 0.02%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                                     | Churchill Downs, Inc.                                                                       | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    1017000 | PA      | $1039822.50   | 0.01%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                               | Cheniere Energy Partners LP                                                                 | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     302000 | PA      | $318711.11    | 0.00%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Rand Parent LLC                                                           | Rand Parent LLC                                                                             | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     269000 | PA      | $274991.98    | 0.00%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                        | Southern Co. (The)                                                                          | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    2256000 | PA      | $2321118.09   | 0.02%             | 2033-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GE Aerospace                                                              | GE Aerospace                                                                                | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      33690 | NS      | $10408525.50  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Fleet Management Corp.                                            | Element Fleet Management Corp.                                                              | CUSIP: 286181201<br>LEI: 5493000PGBS1C22ELQ16 | Long             | EC               | CORP              | CA        |      45752 | NS      | $1234036.69   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                             | Freedom Mortgage Holdings LLC                                                               | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     585000 | PA      | $621870.21    | 0.01%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Novolipetsk Steel PJSC                                                    | Novolipetsk Steel PJSC                                                                      | CUSIP: N/A<br>LEI: 213800913TPW32I84456       | Long             | EC               | CORP              | RU        |         14 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Kinder Morgan, Inc.                                                       | Kinder Morgan, Inc.                                                                         | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     126640 | NS      | $3316701.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Garfunkelux Holdco 3 SA                                                   | Garfunkelux Holdco 3 SA                                                                     | CUSIP: N/A<br>LEI: 2221007QVSNJV7EWBX69       | Long             | DBT              | CORP              | LU        |    1865450 | PA      | $1886574.70   | 0.02%             | 2028-09-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                | Fertitta Entertainment LLC                                                                  | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     311000 | PA      | $288279.17    | 0.00%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc                                              | Ardagh Packaging Finance plc                                                                | CUSIP: N/A<br>LEI: 6354001JXMLKNZDZR978       | Long             | DBT              | CORP              | IE        |     800000 | PA      | $894171.73    | 0.01%             | 2026-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| American Healthcare REIT, Inc.                                            | American Healthcare REIT, Inc.                                                              | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               | CORP              | US        |     174341 | NS      | $7901134.12   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Technologies Engineering Ltd.                                   | Singapore Technologies Engineering Ltd.                                                     | CUSIP: N/A<br>LEI: 254900OEXGGWCR24DG90       | Long             | EC               | CORP              | SG        |     182800 | NS      | $1190953.22   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                  | American Homes 4 Rent LP                                                                    | CUSIP: 02666TAJ6<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     187000 | PA      | $189785.57    | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                      | American Express Co.                                                                        | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    1135000 | PA      | $1171039.30   | 0.01%             | 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        |       4038 | NC      | $-16480433.88 | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Trinitas CLO XXIX Ltd.                                                    | Trinitas CLO XXIX Ltd., Series 2024-29A, Class A1                                           | CUSIP: 89643BAA9<br>LEI: 2549000HOL90CNMWDO78 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2005952.00   | 0.02%             | 2037-07-23      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                         | Rocket Cos., Inc.                                                                           | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1676000 | PA      | $1745939.48   | 0.02%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                                   | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    7333000 | PA      | $7200094.95   | 0.07%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                                     | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    1109000 | PA      | $1398550.27   | 0.01%             | 2033-09-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                              | Discovery Communications LLC                                                                | CUSIP: 25470DBS7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    2080000 | PA      | $2038088.54   | 0.02%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                 | Republic of Cote d'Ivoire                                                                   | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |    1300000 | PA      | $1504813.39   | 0.01%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                                    | Becton Dickinson & Co.                                                                      | CUSIP: 83371T806<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      26220 | NS      | $4695217.05   | 0.04%             | 2025-11-06      | Fixed         | 14.02%                | No            |                  2 | On Loan: No      |
| Bangkok Bank PCL                                                          | Bangkok Bank PCL                                                                            | CUSIP: 059895AW2<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |     606000 | PA      | $621774.18    | 0.01%             | 2028-09-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| City Football Group Ltd.                                                  | City Football Group Ltd., 1st Lien Term Loan                                                | CUSIP: 17781XAD8<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    2046077 | PA      | $2041595.75   | 0.02%             | 2030-07-22      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Firstgroup plc                                                            | Firstgroup plc                                                                              | CUSIP: N/A<br>LEI: 549300DEJZCPWA4HKM93       | Long             | EC               | CORP              | GB        |      99858 | NS      | $275485.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2006-OA14, Class 2A1                                         | CUSIP: 02146SAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1332610 | PA      | $1209360.47   | 0.01%             | 2046-11-25      | Floating      | 4.49%                 | 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        |     560000 | PA      | $544880.00    | 0.01%             | 2032-06-07      | Variable      | 9.21%                 | No            |                  2 | On Loan: No      |
| Leidos Holdings, Inc.                                                     | Leidos Holdings, Inc.                                                                       | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      11299 | NS      | $2152120.53   | 0.02%             |  |  |  | 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        |    3263980 | PA      | $2818087.38   | 0.03%             | 2029-11-13      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                    | Velocity Commercial Capital Loan Trust, Series 2024-5, Class M4                             | CUSIP: 92261AAM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4056453 | PA      | $4093209.25   | 0.04%             | 2054-10-25      | Variable      | 9.53%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                     | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     980000 | PA      | $980980.00    | 0.01%             | 2033-03-22      | Fixed         | 5.38%                 | 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        |       2958 | NS      | $2144156.93   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Healthpeak Properties, Inc.                                               | Healthpeak Properties, Inc.                                                                 | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               | CORP              | US        |     281860 | NS      | $5059387.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ohio Power Co.                                                            | Ohio Power Co., Series Q                                                                    | CUSIP: 677415CT6<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     797000 | PA      | $693445.00    | 0.01%             | 2031-01-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                | Ares Strategic Income Fund                                                                  | CUSIP: 04020EAD9<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     131000 | PA      | $131878.83    | 0.00%             | 2030-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                             | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     405000 | PA      | $373482.03    | 0.00%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                                         | Yum! Brands, Inc.                                                                           | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      11875 | NS      | $1641243.75   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp.                                                    | Tenet Healthcare Corp.                                                                      | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1037480.00   | 0.01%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                              | Hess Midstream Operations LP                                                                | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     212000 | PA      | $219675.04    | 0.00%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tryg A/S                                                                  | Tryg A/S                                                                                    | CUSIP: N/A<br>LEI: 213800ZRS8AC4LSTCE39       | Long             | EC               | CORP              | DK        |      39061 | NS      | $962814.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Electric Power Corp.                                                | Korea Electric Power Corp.                                                                  | CUSIP: N/A<br>LEI: 988400QG33WS7JEIV602       | Long             | EC               | CORP              | KR        |      62259 | NS      | $1863664.00   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corp. Mortgage Loan Trust                     | Structured Asset Securities Corp. Mortgage Loan Trust, Series 2006-BC3, Class A1            | CUSIP: 86359PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4550635 | PA      | $3114057.94   | 0.03%             | 2036-10-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                                        | DT Midstream, Inc.                                                                          | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5060 | NS      | $554019.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                             | Teva Pharmaceutical Finance Netherlands II BV                                               | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |    2085000 | PA      | $2471468.19   | 0.02%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                           | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     117000 | PA      | $129916.71    | 0.00%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                                      | Osaic Holdings, Inc.                                                                        | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     195000 | PA      | $201453.72    | 0.00%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp.                                                                               | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     685000 | PA      | $606433.71    | 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        |    3997790 | PA      | $3958451.75   | 0.04%             | 2031-11-26      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings, Inc.                                                    | Amentum Holdings, Inc.                                                                      | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |      93000 | PA      | $96785.57     | 0.00%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                       | Rakuten Group, Inc.                                                                         | CUSIP: 75102WAG3<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |     353000 | PA      | $381194.49    | 0.00%             | 2027-02-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Summer BC Holdco B SARL                                                   | Summer BC Holdco B SARL                                                                     | CUSIP: N/A<br>LEI: 984500NRF59D5DB9B654       | Long             | DBT              | CORP              | LU        |     700000 | PA      | $779628.15    | 0.01%             | 2030-02-15      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                 | Bank of Nova Scotia (The)                                                                   | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     744000 | PA      | $793496.83    | 0.01%             | 2084-01-27      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                          | Altice France SA, 1st Lien Term Loan B14                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |    2402720 | PA      | $2395848.42   | 0.02%             | 2031-05-30      | Variable      | 10.86%                | No            |                  2 | On Loan: No      |
| Henley CLO Xi DAC                                                         | Henley CLO Xi DAC, Series 11X, Class D                                                      | CUSIP: N/A<br>LEI: 6354004ZEQIYPXESRG76       | Long             | ABS-CBDO         | CORP              | IE        |    1120000 | PA      | $1280137.03   | 0.01%             | 2039-04-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                    | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     923000 | PA      | $991994.25    | 0.01%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Accenture plc                                                             | Accenture plc, Class A                                                                      | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |      72836 | NS      | $18216283.60  | 0.17%             |  |  |  | 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        |    2106000 | PA      | $2096219.48   | 0.02%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                 | Toyota Motor Credit Corp.                                                                   | CUSIP: 89236TMK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     256000 | PA      | $260129.25    | 0.00%             | 2029-08-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| eircom Finance DAC                                                        | eircom Finance DAC                                                                          | CUSIP: N/A<br>LEI: 254900NA4DUH50UERM85       | Long             | DBT              | CORP              | IE        |    1869000 | PA      | $2198709.26   | 0.02%             | 2031-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2007-OA8, Class 2A1                                          | CUSIP: 02148GAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5436791 | PA      | $4409771.80   | 0.04%             | 2047-06-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                                 | Aptiv Swiss Holdings Ltd.                                                                   | CUSIP: 03837AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     771000 | PA      | $783125.70    | 0.01%             | 2029-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                     | Targa Resources Corp.                                                                       | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |      63936 | NS      | $9848701.44   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Trivium Packaging Finance BV                                              | Trivium Packaging Finance BV                                                                | CUSIP: N/A<br>LEI: 724500GMZWW3PVYET548       | Long             | DBT              | CORP              | NL        |     130000 | PA      | $156598.67    | 0.00%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                     | OneMain Finance Corp.                                                                       | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    2031000 | PA      | $2061097.39   | 0.02%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                                         | Siemens Energy AG                                                                           | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               | CORP              | DE        |      27194 | NS      | $3387973.55   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                                    | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     655000 | PA      | $672852.14    | 0.01%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                                         | INEOS Finance plc                                                                           | CUSIP: N/A<br>LEI: 2138002D68XDR4LZCG32       | Long             | DBT              | CORP              | GB        |    1525000 | PA      | $1620258.64   | 0.02%             | 2031-03-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                             | Novelis Corp.                                                                               | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    1716000 | PA      | $1572404.61   | 0.01%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Zloty                                                                     | Zloty                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | PL        |          2 | OU      | $0.48         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean Titan Financing Ltd.                                           | Transocean Titan Financing Ltd.                                                             | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      95524 | PA      | $98162.27     | 0.00%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp.                                                    | Playtika Holding Corp.                                                                      | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |     154000 | PA      | $139085.10    | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                                                 | BXP Trust, Series 2021-601L, Class D                                                        | CUSIP: 05607TAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3863000 | PA      | $3117706.77   | 0.03%             | 2044-01-15      | Variable      | 2.78%                 | No            |                  2 | On Loan: No      |
| APH Somerset Investor 2 LLC                                               | APH Somerset Investor 2 LLC                                                                 | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     284000 | PA      | $292520.00    | 0.00%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Mobile TeleSystems PJSC                                                   | Mobile TeleSystems PJSC                                                                     | CUSIP: N/A<br>LEI: 2534008FX8EXH1FMJA74       | Long             | EC               | CORP              | RU        |      26804 | NS      | $3.32         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Altice France Lux 3/Altice Holdings 1                                     | Altice France Lux 3/Altice Holdings 1                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |      44357 | NS      | $734403.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aptiv plc                                                                 | Aptiv plc, Series EMtC                                                                      | CUSIP: 61778P148<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |      30800 | NS      | $2512025.25   | 0.02%             | 2025-11-10      | Fixed         | 24.25%                | No            |                  2 | On Loan: No      |
| Boxer Parent Co., Inc.                                                    | Boxer Parent Co., Inc., 1st Lien Term Loan                                                  | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    5256585 | PA      | $5218159.36   | 0.05%             | 2031-07-30      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Houston Center                                                            | Houston Center, Delayed Draw 1st Lien Term Loan                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   19515582 | PA      | $18281791.01  | 0.17%             | 2032-09-13      | Variable      | 5.27%                 | No            |                  3 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     120000 | PA      | $-2516.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alliant Energy Corp.                                                      | Alliant Energy Corp.                                                                        | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |    1315000 | PA      | $1319457.85   | 0.01%             | 2056-04-01      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Aptiv plc                                                                 | Aptiv plc                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |      33696 | NS      | $2732745.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Uae Dirham                                                                | Uae Dirham                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AE        |          1 | OU      | $0.20         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pertamina Persero PT                                                      | Pertamina Persero PT                                                                        | CUSIP: 69370PAA9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |     598000 | PA      | $646270.56    | 0.01%             | 2044-05-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                   | Quikrete Holdings, Inc., 1st Lien Term Loan B1                                              | CUSIP: 74839XAM1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2294992 | PA      | $2297723.53   | 0.02%             | 2031-04-14      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                     | Clydesdale Acquisition Holdings, Inc., 1st Lien Term Loan B                                 | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     310000 | PA      | $309758.20    | 0.00%             | 2029-04-13      | Variable      | 7.14%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                                            | Anywhere Real Estate Group LLC, Series AI                                                   | CUSIP: 75606DAT8<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |     423000 | PA      | $426062.52    | 0.00%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Arcos Dorados BV                                                          | Arcos Dorados BV                                                                            | CUSIP: N/A<br>LEI: 549300T91OYP6I7P8G39       | Long             | DBT              | CORP              | NL        |     604000 | PA      | $640807.76    | 0.01%             | 2032-01-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                               | Block, Inc.                                                                                 | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     102000 | PA      | $100831.62    | 0.00%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     575000 | PA      | $517236.44    | 0.00%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Enerflex Ltd.                                                             | Enerflex Ltd.                                                                               | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |     170000 | PA      | $173489.42    | 0.00%             | 2027-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                     | Dominion Energy, Inc.                                                                       | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     234844 | NS      | $13782994.36  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      15600 | NS      | $1427364.95   | 0.01%             | 2025-12-04      | Fixed         | 17.40%                | No            |                  2 | On Loan: No      |
| Crown Americas LLC                                                        | Crown Americas LLC                                                                          | CUSIP: 228180AC9<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |     847000 | PA      | $858415.02    | 0.01%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                                                 | Rio Tinto Finance USA plc                                                                   | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    1599000 | PA      | $1648826.49   | 0.02%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ziggo BV                                                                  | Ziggo BV                                                                                    | CUSIP: N/A<br>LEI: 213800TQASLF9JXH5J59       | Long             | DBT              | CORP              | NL        |     276000 | PA      | $301940.41    | 0.00%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                                  | CenterPoint Energy, Inc.                                                                    | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    2445000 | PA      | $2460584.43   | 0.02%             | 2056-04-01      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                                               | Service Corp. International                                                                 | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     419000 | PA      | $396861.30    | 0.00%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MajorDrive Holdings IV LLC                                                | MajorDrive Holdings IV LLC                                                                  | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |     368000 | PA      | $287463.35    | 0.00%             | 2029-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                            | Apollo Global Management, Inc.                                                              | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     375000 | PA      | $372793.50    | 0.00%             | 2054-12-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                   | Uber Technologies, Inc.                                                                     | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     375000 | PA      | $375069.00    | 0.00%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                          | CVS Health Corp.                                                                            | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     141657 | NS      | $11070494.55  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| First Quantum Minerals Ltd.                                               | First Quantum Minerals Ltd.                                                                 | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     698000 | PA      | $722430.00    | 0.01%             | 2034-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Froneri International Ltd.                                                | Froneri US, Inc., Facility 1st Lien Term Loan B6                                            | CUSIP: G3679YAM4<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    1510000 | PA      | $1508882.61   | 0.01%             | 2032-08-02      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                                      | Howard Midstream Energy Partners LLC                                                        | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     917000 | PA      | $944982.26    | 0.01%             | 2034-01-15      | Fixed         | 6.62%                 | 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        |     103336 | PA      | $103206.98    | 0.00%             | 2029-11-13      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                   | Nabors Industries, Inc.                                                                     | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     313000 | PA      | $317371.67    | 0.00%             | 2027-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| EIG Pearl Holdings SARL                                                   | EIG Pearl Holdings SARL                                                                     | CUSIP: 28249NAB7<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |    1166000 | PA      | $973610.00    | 0.01%             | 2046-11-30      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2025-NQM1, Class B2                                    | CUSIP: 06744WAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     574200 | PA      | $575721.11    | 0.01%             | 2065-01-25      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                                         | Iliad Holding SAS                                                                           | CUSIP: N/A<br>LEI: 9695009BGMXB527HV965       | Long             | DBT              | CORP              | FR        |    1409000 | PA      | $1671940.44   | 0.02%             | 2030-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Carlyle Group, Inc. (The)                                                 | Carlyle Group, Inc. (The)                                                                   | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |      54296 | NS      | $2895062.72   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies, Inc.                                                | Sensata Technologies, Inc.                                                                  | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     904000 | PA      | $840248.46    | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                       | GS Mortgage-Backed Securities Trust, Series 2025-DSC1, Class B1                             | CUSIP: 36275EAG6<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |    1873000 | PA      | $1863840.47   | 0.02%             | 2065-06-25      | Variable      | 6.74%                 | No            |                  2 | On Loan: No      |
| Halseypoint CLO 6 Ltd.                                                    | HalseyPoint CLO 6 Ltd., Series 2022-6A, Class A1R                                           | CUSIP: 40639GAN9<br>LEI: 5493001PG85K1980W896 | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $4009681.60   | 0.04%             | 2038-01-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Genworth Financial, Inc.                                                  | Genworth Financial, Inc.                                                                    | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |     280512 | NS      | $2373187.28   | 0.02%             | 2025-11-06      | Fixed         | 17.34%                | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                 | Standard Industries, Inc.                                                                   | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     194000 | PA      | $193370.49    | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                                            | Anywhere Real Estate Group LLC                                                              | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     210000 | PA      | $228659.76    | 0.00%             | 2030-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc., Series FF                                                                  | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1915000 | PA      | $1969991.14   | 0.02%             | 2030-02-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2025-NQM2, Class B3                                    | CUSIP: 066930AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      48700 | PA      | $43770.80     | 0.00%             | 2065-05-25      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp.                                                          | Fair Isaac Corp.                                                                            | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     259000 | PA      | $253832.28    | 0.00%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                        | Republic of Panama                                                                          | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     928000 | PA      | $977648.00    | 0.01%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Pra Health Sciences, Inc.                                                 | Pra Health Sciences, Inc., 1st Lien Term Loan B                                             | CUSIP: L5000DAF4<br>LEI: 635400PUWMHSPI2DDA35 | Long             | LON              | CORP              | US        |     143441 | PA      | $144033.17    | 0.00%             | 2028-07-03      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                     | Republic of Guatemala                                                                       | CUSIP: 401494AV1<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     767000 | PA      | $775268.26    | 0.01%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                               | Cheniere Energy Partners LP                                                                 | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     385000 | PA      | $393991.33    | 0.00%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                                                   | Ellucian Holdings, Inc., 1st Lien Term Loan B1                                              | CUSIP: 28917XAB6<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |    5104032 | PA      | $5108829.62   | 0.05%             | 2029-10-09      | Variable      | 6.71%                 | 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        |     769072 | PA      | $767388.23    | 0.01%             | 2032-04-16      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Willis Towers Watson plc                                                  | Willis Towers Watson plc                                                                    | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |       9700 | NS      | $3085061.16   | 0.03%             | 2025-12-15      | Fixed         | 14.62%                | No            |                  2 | On Loan: No      |
| Seiko Epson Corp.                                                         | Seiko Epson Corp.                                                                           | CUSIP: N/A<br>LEI: 549300NIOFQDR749W206       | Long             | EC               | CORP              | JP        |      33100 | NS      | $419397.42    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bear Stearns Mortgage Funding Trust                                       | Bear Stearns Mortgage Funding Trust, Series 2007-AR2, Class A1                              | CUSIP: 07401TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     853101 | PA      | $784011.36    | 0.01%             | 2037-03-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| WOM Mobile SA                                                             | WOM Mobile SA                                                                               | CUSIP: 97810LAA7<br>LEI: 549300T600VUO0QJ3063 | Long             | DBT              | CORP              | CL        |      34982 | PA      | $33670.18     | 0.00%             | 2031-04-01      | Variable      | 11.00%                | No            |                  2 | On Loan: No      |
| Warwick Capital CLO 4 Ltd.                                                | Warwick Capital CLO 4 Ltd., Series 2024-4A, Class B                                         | CUSIP: 93655QAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1002163.20   | 0.01%             | 2037-07-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Dell Technologies, Inc.                                                   | Dell Technologies, Inc., Class C                                                            | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      18593 | NS      | $3012251.93   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pachelbel Bidco SpA                                                       | Pachelbel Bidco SpA                                                                         | CUSIP: N/A<br>LEI: 8156005DA07CDD50CC46       | Long             | DBT              | CORP              | IT        |     722000 | PA      | $838360.41    | 0.01%             | 2031-05-17      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                          | Boeing Co. (The)                                                                            | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     128000 | PA      | $131529.99    | 0.00%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Apidos CLO LIV                                                            | Apidos CLO LIV, Series 2025-54A, Class A1                                                   | CUSIP: 03771RAA9<br>LEI: 254900SXYQWBYZA9L226 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2005304.60   | 0.02%             | 2038-10-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                          | Goodyear Tire & Rubber Co. (The)                                                            | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      66000 | PA      | $59499.59     | 0.00%             | 2033-04-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2005-76, Class 2A1                                           | CUSIP: 12668BDE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2886598 | PA      | $2663895.65   | 0.03%             | 2036-02-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co., Series 0034                                                              | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      93800 | NS      | $7836707.14   | 0.07%             | 2025-11-28      | Floating      | 22.40%                | No            |                  2 | On Loan: No      |
| INNIO Group Holding GmbH                                                  | INNIO Group Holding GmbH, Facility 1st Lien Term Loan B2                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | AT        |    1290000 | PA      | $1290000.00   | 0.01%             | 2028-11-02      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                                    | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     250000 | PA      | $255064.27    | 0.00%             | 2034-01-24      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Novelis, Inc.                                                             | Novelis, Inc., 1st Lien Term Loan                                                           | CUSIP: 67000LAB8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    4023780 | PA      | $4032350.65   | 0.04%             | 2032-03-11      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Palo Alto Networks, Inc.                                                  | Palo Alto Networks, Inc.                                                                    | CUSIP: 83371T889<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      67432 | NS      | $14439610.99  | 0.14%             | 2025-11-20      | Fixed         | 15.52%                | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                              | Humana, Inc.                                                                                | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     434000 | PA      | $373939.85    | 0.00%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                                       | Rocket Mortgage LLC                                                                         | CUSIP: 74841CAB7<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |      54000 | PA      | $50762.57     | 0.00%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                                                  | AthenaHealth Group, Inc.                                                                    | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    7491000 | PA      | $7333414.08   | 0.07%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                          | IndyMac INDX Mortgage Loan Trust, Series 2007-AR15, Class 1A1                               | CUSIP: 45669JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      84513 | PA      | $58511.02     | 0.00%             | 2037-08-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                             | Entergy Corp.                                                                               | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     138972 | NS      | $13353819.48  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Team Health Holdings, Inc.                                                | Team Health Holdings, Inc., 1st Lien Term Loan                                              | CUSIP: 87817JAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     726180 | PA      | $726782.73    | 0.01%             | 2028-06-30      | Variable      | 8.34%                 | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     509000 | PA      | $609374.76    | 0.01%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4.31         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury Ultra Bond                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -20 | NC      | $-63270.90    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Amgen, Inc.                                                               | Amgen, Inc.                                                                                 | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     540000 | PA      | $526581.94    | 0.00%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Grupo Financiero Banorte SAB de CV                                        | Grupo Financiero Banorte SAB de CV, Class O                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |     229500 | NS      | $2159920.07   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec, Inc.                                                              | MasTec, Inc.                                                                                | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |       5125 | NS      | $1046320.00   | 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        |    1242278 | PA      | $1241755.99   | 0.01%             | 2032-04-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                                          | Oaktree CLO Ltd., Series 2020-1A, Class BRR                                                 | CUSIP: 67402FAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3500000 | PA      | $3501419.95   | 0.03%             | 2038-01-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO 3 Ltd.                                                    | Birch Grove CLO 3 Ltd., Series 2021-3A, Class A1R                                           | CUSIP: 09076VAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2500000 | PA      | $2504535.00   | 0.02%             | 2038-01-19      | Floating      | 5.14%                 | 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        |    6200702 | PA      | $6095183.15   | 0.06%             | 2067-03-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                   | Kodiak Gas Services LLC                                                                     | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     430000 | PA      | $442820.45    | 0.00%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                          | Sabre GLBL, Inc., 1st Lien Term Loan B1                                                     | CUSIP: 78571YBK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     803188 | PA      | $742948.48    | 0.01%             | 2029-11-15      | Variable      | 10.06%                | No            |                  2 | On Loan: No      |
| Cumulus Static CLO DAC                                                    | Cumulus Static CLO DAC, Series 2024-1X, Class D                                             | CUSIP: N/A<br>LEI: 2549005ZFHRHIZ9ONM43       | Long             | ABS-CBDO         | CORP              | IE        |     166000 | PA      | $191520.62    | 0.00%             | 2033-11-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $49533.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                        | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        | 1764000000 | PA      | $489803.60    | 0.00%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| New Enterprise Stone & Lime Co., Inc.                                     | New Enterprise Stone & Lime Co., Inc.                                                       | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |     214000 | PA      | $213062.06    | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1080.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Just Group plc                                                            | Just Group plc                                                                              | CUSIP: N/A<br>LEI: 5493006456YEZEELRR90       | Long             | DBT              | CORP              | GB        |     550000 | PA      | $652087.84    | 0.01%             | 2031-03-30      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                                   | Rockford Tower CLO Ltd., Series 2018-2A, Class A                                            | CUSIP: 77342KAA8<br>LEI: 5493001SZ764RMCNU069 | Long             | ABS-CBDO         | CORP              | KY        |     988203 | PA      | $988370.82    | 0.01%             | 2031-10-20      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| GTCR Everest Borrower LLC                                                 | GTCR Everest Borrower LLC, 1st Lien Term Loan                                               | CUSIP: 36269YAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     759098 | PA      | $761116.70    | 0.01%             | 2031-09-05      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                 | Duke Energy Carolinas LLC                                                                   | CUSIP: 264399ED4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     244000 | PA      | $270342.22    | 0.00%             | 2032-10-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                        | Regency Centers LP                                                                          | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     775000 | PA      | $798162.85    | 0.01%             | 2034-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LUKOIL PJSC                                                               | LUKOIL PJSC                                                                                 | CUSIP: N/A<br>LEI: 549300LCJ1UJXHYBWI24       | Long             | EC               | CORP              | RU        |     417114 | NS      | $51.62        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| HB Fuller Co.                                                             | HB Fuller Co., 1st Lien Term Loan B                                                         | CUSIP: 40409VAW4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1788099 | PA      | $1793319.84   | 0.02%             | 2030-02-15      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                              | FirstEnergy Transmission LLC                                                                | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    1382000 | PA      | $1385397.47   | 0.01%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    2865000 | PA      | $-2746.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                           | PECO Energy Co.                                                                             | CUSIP: 693304AH0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     197000 | PA      | $214165.34    | 0.00%             | 2036-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                | Baxter International, Inc.                                                                  | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     302000 | PA      | $264026.23    | 0.00%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                  | Service Properties Trust                                                                    | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     479000 | PA      | $422250.76    | 0.00%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Spruce Hill Mortgage Loan Trust                                           | Spruce Hill Mortgage Loan Trust, Series 2022-SH1, Class A1A                                 | CUSIP: 85213XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12587076 | PA      | $12514300.08  | 0.12%             | 2057-07-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| PRIO Luxembourg Holding SARL                                              | PRIO Luxembourg Holding Sarl                                                                | CUSIP: 74259PAA5<br>LEI: 2221003VQP4JY7T31H94 | Long             | DBT              | CORP              | LU        |     646000 | PA      | $633322.25    | 0.01%             | 2030-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                                   | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     364000 | PA      | $380124.08    | 0.00%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                                           | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |     580619 | NS      | $8128347.62   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                     | OneMain Finance Corp.                                                                       | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     188000 | PA      | $198140.76    | 0.00%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                     | OneMain Finance Corp.                                                                       | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     503000 | PA      | $508915.28    | 0.00%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                                   | Rockford Tower CLO Ltd., Series 2017-1A, Class BR2A                                         | CUSIP: 77340EAY2<br>LEI: 5493007GXSFXDXOXG741 | Long             | ABS-CBDO         | CORP              | KY        |    3500000 | PA      | $3501280.30   | 0.03%             | 2034-04-20      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     335000 | PA      | $-655.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lindblad Expeditions LLC                                                  | Lindblad Expeditions LLC                                                                    | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |     945000 | PA      | $962456.47    | 0.01%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Leidos Holdings, Inc.                                                     | Leidos Holdings, Inc.                                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      12500 | NS      | $2352055.28   | 0.02%             | 2025-11-20      | Fixed         | 24.09%                | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                       | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      33000 | PA      | $34548.61     | 0.00%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| SHRN Trust                                                                | SHRN Trust, Series 2025-MF18, Class A                                                       | CUSIP: 82556AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7200000 | PA      | $7200000.00   | 0.07%             | 2040-10-15      | Floating      | 5.30%                 | 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        |    1994975 | PA      | $1996750.53   | 0.02%             | 2032-02-10      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc.                                                                     | CUSIP: 527298CF8<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     379500 | PA      | $340008.28    | 0.00%             | 2030-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                     | Foundry JV Holdco LLC                                                                       | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    1278000 | PA      | $1359075.87   | 0.01%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Generate CLO 9 Ltd.                                                       | Generate CLO 9 Ltd., Series 9A, Class AR                                                    | CUSIP: 37147LAN9<br>LEI: 549300OYEZ11WGJ2SS19 | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $3006754.20   | 0.03%             | 2038-01-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Dana, Inc.                                                                | Dana, Inc.                                                                                  | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98624.25     | 0.00%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4991.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                            | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    1182000 | PA      | $1205736.92   | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                         | Alliant Holdings Intermediate LLC                                                           | CUSIP: 01883LAA1<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    3230000 | PA      | $3242251.39   | 0.03%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                  | Bristol-Myers Squibb Co.                                                                    | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      50600 | NS      | $2354585.66   | 0.02%             | 2025-11-20      | Fixed         | 38.90%                | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                                          | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     500000 | PA      | $454752.10    | 0.00%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                                         | Brink's Co. (The)                                                                           | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     833000 | PA      | $865023.85    | 0.01%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2006-20CB, Class A9                                          | CUSIP: 02147MAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     425067 | PA      | $165694.66    | 0.00%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                                          | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     124000 | PA      | $130595.62    | 0.00%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                  | Bayer AG                                                                                    | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |     900000 | PA      | $1146473.34   | 0.01%             | 2083-09-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                           | Nordea Bank Abp                                                                             | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |     119104 | NS      | $2037489.95   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Irca SpA                                                                  | Irca SpA                                                                                    | CUSIP: N/A<br>LEI: 815600CDE52BA2426216       | Long             | DBT              | CORP              | IT        |    1150000 | PA      | $1334511.35   | 0.01%             | 2029-12-15      | Floating      | 5.76%                 | 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        |    5217523 | PA      | $5174217.42   | 0.05%             | 2031-09-30      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA                                                                    | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |    1400000 | PA      | $1827685.12   | 0.02%             | 2029-01-22      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10-Year Ultra Note                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -107 | NC      | $-2237.68     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Brink's Co. (The)                                                         | Brink's Co. (The)                                                                           | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     173000 | PA      | $178329.27    | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Riserva CLO Ltd.                                                          | Riserva CLO Ltd., Series 2016-3A, Class CRR                                                 | CUSIP: 76761RBC2<br>LEI: 549300640C8OB2I8SN35 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1001552.60   | 0.01%             | 2034-01-18      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Buckhorn Park CLO Ltd.                                                    | Buckhorn Park CLO Ltd., Series 2019-1A, Class B1RR                                          | CUSIP: 118382BC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    9000000 | PA      | $8999159.40   | 0.09%             | 2034-07-18      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations, Inc.                                          | Fortune Brands Innovations, Inc.                                                            | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |     138640 | NS      | $7042912.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UCB SA                                                                    | UCB SA                                                                                      | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Long             | EC               | CORP              | BE        |      11289 | NS      | $2902876.03   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands IV BV                             | Teva Pharmaceutical Finance Netherlands IV BV                                               | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |    2205000 | PA      | $2265858.00   | 0.02%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Deuce Finco plc                                                           | Deuce Finco plc                                                                             | CUSIP: N/A<br>LEI: 9845007DA2BC863E8437       | Long             | DBT              | CORP              | GB        |    1623000 | PA      | $2126207.01   | 0.02%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pinnacle Bidco plc                                                        | Pinnacle Bidco plc                                                                          | CUSIP: N/A<br>LEI: 2138006Z5V8OBL2A2Q06       | Long             | DBT              | CORP              | GB        |     376000 | PA      | $452395.03    | 0.00%             | 2028-10-11      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials, Inc.                                         | Solstice Advanced Materials, Inc.                                                           | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |     756000 | PA      | $756604.80    | 0.01%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                              | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     605000 | PA      | $598649.53    | 0.01%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                      | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     649000 | PA      | $727355.80    | 0.01%             | 2030-04-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CACI International, Inc.                                                  | CACI International, Inc.                                                                    | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     887000 | PA      | $922231.64    | 0.01%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems LLC                                                | Axalta Coating Systems LLC                                                                  | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |     150000 | PA      | $142712.33    | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                              | Diversified Healthcare Trust                                                                | CUSIP: 25525PAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     243000 | PA      | $245438.26    | 0.00%             | 2030-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Oakwood Mortgage Investors, Inc.                                          | Oakwood Mortgage Investors, Inc., Series 1999-C, Class A2                                   | CUSIP: 67087TAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1345701 | PA      | $993554.53    | 0.01%             | 2027-08-15      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings plc                                                | Phoenix Group Holdings plc                                                                  | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | DBT              | CORP              | GB        |     600000 | PA      | $641880.00    | 0.01%             | 2029-12-12      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                                             | ION Platform Finance US, Inc.                                                               | CUSIP: 46206AAE2<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |     563000 | PA      | $525232.27    | 0.00%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Zegona Finance plc                                                        | Zegona Finance plc                                                                          | CUSIP: N/A<br>LEI: 254900B3KC1SS7T2TE92       | Long             | DBT              | CORP              | GB        |     885000 | PA      | $1077226.74   | 0.01%             | 2029-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Avalara, Inc.                                                             | Avalara, Inc., 1st Lien Term Loan                                                           | CUSIP: 05338KAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1568552 | PA      | $1571109.24   | 0.01%             | 2032-03-26      | Variable      | 6.74%                 | No            |                  2 | On Loan: No      |
| Watco Cos. LLC                                                            | Watco Cos. LLC                                                                              | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     295000 | PA      | $305605.25    | 0.00%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Flagstar Bank NA                                                          | Flagstar Bank NA                                                                            | CUSIP: 83371T822<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |     159600 | NS      | $1832908.62   | 0.02%             | 2025-11-13      | Fixed         | 29.69%                | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                            | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      59000 | PA      | $51152.77     | 0.00%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mosaic Co. (The)                                                          | Mosaic Co. (The)                                                                            | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |      19058 | NS      | $523142.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp.                                                     | Lockheed Martin Corp.                                                                       | CUSIP: 539830CD9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     199000 | PA      | $201750.64    | 0.00%             | 2034-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp.                                                        | Lam Research Corp.                                                                          | CUSIP: 512807AV0<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     122000 | PA      | $110508.31    | 0.00%             | 2030-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                    | Velocity Commercial Capital Loan Trust, Series 2023-3, Class M2                             | CUSIP: 92258WAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1047657 | PA      | $1051458.09   | 0.01%             | 2053-08-25      | Variable      | 8.27%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                              | Humana, Inc.                                                                                | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     598000 | PA      | $606196.84    | 0.01%             | 2030-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                                    | Chart Industries, Inc.                                                                      | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     297000 | PA      | $309741.60    | 0.00%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EURO                                                                      | EURO                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |    8759706 | OU      | $10096875.08  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Pound Sterling                                                            | Pound Sterling                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |    2582268 | OU      | $3392326.05   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| California Buyer Ltd.                                                     | California Buyer Ltd.                                                                       | CUSIP: N/A<br>LEI: 254900V5SMQ1UP1CLC26       | Long             | DBT              | CORP              | GB        |    1611000 | PA      | $1905083.13   | 0.02%             | 2032-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                             | Centene Corp.                                                                               | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     121979 | NS      | $4314397.23   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardonagh Finco Ltd.                                                       | Ardonagh Finco Ltd.                                                                         | CUSIP: N/A<br>LEI: 254900D2T84O1K03BA28       | Long             | DBT              | CORP              | JE        |    1699000 | PA      | $2032614.19   | 0.02%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                              | Fidelity National Information Services, Inc.                                                | CUSIP: 83371T772<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      98400 | NS      | $6108297.19   | 0.06%             | 2025-11-17      | Fixed         | 30.07%                | No            |                  2 | On Loan: No      |
| Forvia SE                                                                 | Forvia SE                                                                                   | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |     588000 | PA      | $699124.34    | 0.01%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-XL4, Class A                                      | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8874800 | PA      | $8885735.12   | 0.08%             | 2039-02-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co. plc                                                | Bellis Acquisition Co. plc                                                                  | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |    1440000 | PA      | $1827920.17   | 0.02%             | 2030-05-14      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Clean Harbors, Inc.                                                       | Clean Harbors, Inc., 1st Lien Term Loan                                                     | CUSIP: 18449EAJ9<br>LEI: 5493000SJVZVZJKHJF48 | Long             | LON              | CORP              | US        |    1147000 | PA      | $1150406.59   | 0.01%             | 2032-09-24      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2007-AL1, Class A1                                           | CUSIP: 02150NAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4711195 | PA      | $4011712.64   | 0.04%             | 2037-06-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Isuzu Motors Ltd.                                                         | Isuzu Motors Ltd.                                                                           | CUSIP: N/A<br>LEI: 529900C0QSXVCC7AR494       | Long             | EC               | CORP              | JP        |      65100 | NS      | $798795.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                            | M&T Bank Corp.                                                                              | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      48215 | NS      | $8865292.05   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Volcan Cia Minera SAA                                                     | Volcan Cia Minera SAA                                                                       | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |     649000 | PA      | $659319.10    | 0.01%             | 2032-10-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Cedacri SpA                                                               | Cedacri SpA                                                                                 | CUSIP: N/A<br>LEI: 815600E85FCD78B3EE61       | Long             | DBT              | CORP              | IT        |     865000 | PA      | $1000188.72   | 0.01%             | 2028-05-15      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| TMK Hawk Parent Corp.                                                     | TMK Hawk Parent Corp., 1st Lien Term Loan B                                                 | CUSIP: 87258WAV7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1449626 | PA      | $529113.65    | 0.01%             | 2029-06-29      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                      | Meta Platforms, Inc.                                                                        | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    1015000 | PA      | $1019487.65   | 0.01%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                              | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     250000 | PA      | $247868.73    | 0.00%             | 2029-01-24      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| GCAT Trust                                                                | GCAT Trust, Series 2022-NQM3, Class A1                                                      | CUSIP: 36168MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12155048 | PA      | $12112185.95  | 0.11%             | 2067-04-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                    | Home Depot, Inc. (The)                                                                      | CUSIP: 83371T715<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      30156 | NS      | $11506325.21  | 0.11%             | 2025-11-19      | Fixed         | 10.66%                | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                                      | FirstKey Homes Trust, Series 2022-SFR2, Class E1                                            | CUSIP: 33767PAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6382000 | PA      | $6252715.36   | 0.06%             | 2039-07-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                             | Cencora, Inc.                                                                               | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      10189 | NS      | $3441946.09   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2024-NQM4, Class B1                                    | CUSIP: 06745KAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     576400 | PA      | $578264.54    | 0.01%             | 2064-12-26      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| Aimbridge Acquisition Co., Inc.                                           | Aimbridge Acquisition Co., Inc., 1st Lien Term Loan                                         | CUSIP: 00900YAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     267571 | PA      | $263557.83    | 0.00%             | 2030-03-11      | Variable      | 11.65%                | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                                           | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    4980000 | PA      | $5095722.30   | 0.05%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                        | Ellington Financial Mortgage Trust, Series 2023-1, Class B1                                 | CUSIP: 26844QAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1992340.20   | 0.02%             | 2068-02-25      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                         | Duke Energy Corp.                                                                           | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     139000 | PA      | $146961.09    | 0.00%             | 2054-09-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                                     | Deutsche Lufthansa AG                                                                       | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | DBT              | CORP              | DE        |    2100000 | PA      | $2533121.27   | 0.02%             | 2055-01-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                             | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    3130000 | PA      | $3179713.79   | 0.03%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GreenPoint Mortgage Funding Trust                                         | GreenPoint Mortgage Funding Trust, Series 2006-AR1, Class GA1B                              | CUSIP: 39538WFJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1686827 | PA      | $1567047.64   | 0.01%             | 2036-02-25      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 52 B R Ltd.                                    | Golub Capital Partners CLO 52 B R Ltd., Series 2020-52A, Class BR                           | CUSIP: 381945AC8<br>LEI: 254900GLBB9HMWF4NZ09 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2008244.60   | 0.02%             | 2037-04-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd.                                          | Benefit Street Partners CLO Ltd., Series 2015-6BR, Class A1R                                | CUSIP: 08182DAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $3000226.80   | 0.03%             | 2038-04-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Dream Finders Homes, Inc.                                                 | Dream Finders Homes, Inc.                                                                   | CUSIP: 26154DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     115000 | PA      | $118625.72    | 0.00%             | 2028-08-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    2659000 | PA      | $64515.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                     | Lockheed Martin Corp.                                                                       | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       4510 | NS      | $2218378.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DCP Midstream Operating LP                                                | DCP Midstream Operating LP                                                                  | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    4146000 | PA      | $3790082.69   | 0.04%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                                   | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     777000 | PA      | $816114.96    | 0.01%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                               | Asurion LLC, 1st Lien Term Loan B11                                                         | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    2073895 | PA      | $2080013.04   | 0.02%             | 2028-08-21      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| Generate CLO 17 Ltd.                                                      | Generate CLO 17 Ltd., Series 2024-17A, Class A1                                             | CUSIP: 37149PAA6<br>LEI: 21380057FWYXY89TJK26 | Long             | ABS-CBDO         | CORP              | KY        |   10000000 | PA      | $10023940.00  | 0.10%             | 2037-10-22      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                                  | CenterPoint Energy, Inc.                                                                    | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     218197 | NS      | $8343853.28   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| A2A SpA                                                                   | A2A SpA                                                                                     | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | DBT              | CORP              | IT        |     643000 | PA      | $768971.80    | 0.01%             | 2029-06-11      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Arena Luxembourg Finance SARL                                             | Arena Luxembourg Finance SARL                                                               | CUSIP: N/A<br>LEI: 222100KX2LPK5KRSIG74       | Long             | DBT              | CORP              | LU        |     463000 | PA      | $537929.59    | 0.01%             | 2030-05-01      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                     | Lockheed Martin Corp.                                                                       | CUSIP: 539830CG2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     545000 | PA      | $557685.80    | 0.01%             | 2031-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub, Inc.                                                  | AI Aqua Merger Sub, Inc., 1st Lien Term Loan B                                              | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |    3642744 | PA      | $3649409.98   | 0.03%             | 2028-07-31      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                            | Citizens Financial Group, Inc.                                                              | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     214827 | NS      | $10928249.49  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Medline Borrower LP                                                       | Medline Borrower LP                                                                         | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    3407000 | PA      | $3394035.00   | 0.03%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Vital Energy, Inc.                                                        | Vital Energy, Inc.                                                                          | CUSIP: 516806AH9<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |     134000 | PA      | $131740.44    | 0.00%             | 2029-07-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                               | First Quantum Minerals Ltd.                                                                 | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    1070000 | PA      | $1129802.30   | 0.01%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                              | Trivium Packaging Finance BV                                                                | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $208661.49    | 0.00%             | 2031-01-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Emera, Inc.                                                               | Emera, Inc.                                                                                 | CUSIP: 290876101<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | EC               | CORP              | CA        |     128344 | NS      | $6101727.51   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Ireland Group plc                                                 | Bank of Ireland Group plc                                                                   | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |     400000 | PA      | $472355.97    | 0.00%             | 2032-03-18      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                 | ATI, Inc.                                                                                   | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     683000 | PA      | $677171.69    | 0.01%             | 2031-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                       | Realty Income Corp.                                                                         | CUSIP: 756109CG7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    1237000 | PA      | $1267333.26   | 0.01%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Cirsa Finance International Sarl                                          | Cirsa Finance International Sarl                                                            | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |     339000 | PA      | $399016.31    | 0.00%             | 2031-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                               | Bouygues SA                                                                                 | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |      21779 | NS      | $983063.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Howard Hughes Corp. (The)                                                 | Howard Hughes Corp. (The)                                                                   | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     149000 | PA      | $143208.03    | 0.00%             | 2029-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                            | 1011778 BC ULC, 1st Lien Term Loan B5                                                       | CUSIP: C6901LAM9<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |    3404238 | PA      | $3392084.38   | 0.03%             | 2030-09-20      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc., Series DD                                                                  | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     235000 | PA      | $251129.23    | 0.00%             | 2034-08-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties, Inc.                                   | Brookfield Residential Properties, Inc.                                                     | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     969000 | PA      | $895224.28    | 0.01%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDIT                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     887000 | PA      | $1070.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Millrose Properties, Inc.                                                 | Millrose Properties, Inc.                                                                   | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     506000 | PA      | $508418.68    | 0.00%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co.                                                            | Ohio Power Co.                                                                              | CUSIP: 677415CW9<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     302000 | PA      | $315312.75    | 0.00%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Veritiv Operating Co.                                                     | Veritiv Operating Co.                                                                       | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |     177000 | PA      | $184200.01    | 0.00%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $466.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |     370510 | PA      | $21713.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                         | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    1255484 | PA      | $1355797.17   | 0.01%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                             | Starwood Property Trust, Inc.                                                               | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      22000 | PA      | $22881.19     | 0.00%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fedrigoni SpA                                                             | Fedrigoni SpA                                                                               | CUSIP: N/A<br>LEI: 8156004CE82074779D19       | Long             | DBT              | CORP              | IT        |     367000 | PA      | $415244.55    | 0.00%             | 2030-01-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| SWF Holdings I Corp.                                                      | SWF Holdings I Corp., Delayed Draw 1st Lien Term Loan                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     415252 | PA      | $413590.82    | 0.00%             | 2029-12-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2025-8, Class B1                                         | CUSIP: 924930AJ9<br>LEI: 213800K8E68XJS6Z1D09 | Long             | ABS-MBS          | CORP              | US        |    1338462 | PA      | $1346782.55   | 0.01%             | 2070-09-25      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Banco Espirito Santo SA                                                   | Banco Espirito Santo SA                                                                     | CUSIP: N/A<br>LEI: 635400JV7IJL16OWIT96       | Long             | DBT              | CORP              | PT        |    5400000 | PA      | $1369348.20   | 0.01%             | 2025-01-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                   | American Airlines, Inc.                                                                     | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      45500 | PA      | $45907.09     | 0.00%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                       | Viking Cruises Ltd.                                                                         | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    1109000 | PA      | $1127372.36   | 0.01%             | 2033-10-15      | Fixed         | 5.88%                 | 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        |    2280000 | PA      | $2288550.00   | 0.02%             | 2032-08-30      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp.                                                    | Costco Wholesale Corp.                                                                      | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       9377 | NS      | $8613637.48   | 0.08%             | 2025-12-01      | Fixed         | 12.66%                | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                | Ares Strategic Income Fund                                                                  | CUSIP: 04020EAK3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     290000 | PA      | $292479.52    | 0.00%             | 2030-09-09      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     470000 | PA      | $-8559.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                                                     | Kioxia Holdings Corp.                                                                       | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $208621.66    | 0.00%             | 2033-07-24      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                       | Hilcorp Energy I LP                                                                         | CUSIP: 431318BC7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     448000 | PA      | $463432.70    | 0.00%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Assets Trust                                       | American Home Mortgage Assets Trust, Series 2006-3, Class 2A11                              | CUSIP: 02660UAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4029798 | PA      | $2669728.73   | 0.03%             | 2046-10-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC                                                        | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     538000 | PA      | $537286.77    | 0.01%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                              | Verizon Communications, Inc., Series 0035                                                   | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      67000 | NS      | $2703319.47   | 0.03%             | 2025-11-28      | Floating      | 23.75%                | No            |                  2 | On Loan: No      |
| Getty Images, Inc.                                                        | Getty Images, Inc.                                                                          | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |     215000 | PA      | $216757.59    | 0.00%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Sanmina Corp.                                                             | Sanmina Corp., 1st Lien Term Loan B                                                         | CUSIP: 80105GAP5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1569000 | PA      | $1569000.00   | 0.01%             | 2032-08-06      | Variable      | 5.88%                 | No            |                  3 | On Loan: No      |
| IHO Verwaltungs GmbH                                                      | IHO Verwaltungs GmbH                                                                        | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |     550000 | PA      | $672675.35    | 0.01%             | 2029-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TCO Commercial Mortgage Trust                                             | TCO Commercial Mortgage Trust, Series 2024-DPM, Class A                                     | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10900000 | PA      | $10900000.00  | 0.10%             | 2039-12-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC                                                        | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     264000 | PA      | $267706.82    | 0.00%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                         | NatWest Group plc                                                                           | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |     865391 | NS      | $6662227.39   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                          | Sealed Air Corp.                                                                            | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      34000 | NS      | $1152901.64   | 0.01%             | 2025-11-24      | Fixed         | 30.24%                | No            |                  2 | On Loan: No      |
| IMI plc                                                                   | IMI plc                                                                                     | CUSIP: N/A<br>LEI: 2138002W9Q21PF751R30       | Long             | EC               | CORP              | GB        |      54079 | NS      | $1700189.80   | 0.02%             |  |  |  | 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        |     571600 | PA      | $573028.97    | 0.01%             | 2028-09-22      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Waystar Technologies, Inc.                                                | Waystar Technologies, Inc., 1st Lien Term Loan                                              | CUSIP: 63939WAN3<br>LEI: 549300BIRBTAWWHCSZ09 | Long             | LON              | CORP              | US        |    1043196 | PA      | $1042330.57   | 0.01%             | 2029-10-22      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                 | Invitation Homes Operating Partnership LP                                                   | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     860000 | PA      | $895580.68    | 0.01%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                       | Station Casinos LLC                                                                         | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     538000 | PA      | $546804.91    | 0.01%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                  | Diamondback Energy, Inc.                                                                    | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    2302000 | PA      | $2139927.05   | 0.02%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FUCHS SE                                                                  | FUCHS SE (Preference)                                                                       | CUSIP: N/A<br>LEI: 529900SNF9E1P5ZO4P98       | Long             | EP               | CORP              | DE        |       9040 | NS      | $404671.77    | 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        |    1046643 | PA      | $949441.33    | 0.01%             | 2028-05-03      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| Flughafen Zurich AG                                                       | Flughafen Zurich AG (Registered)                                                            | CUSIP: N/A<br>LEI: 529900PFO97GCN5SYB55       | Long             | EC               | CORP              | CH        |       9269 | NS      | $2737931.12   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EMCOR Group, Inc.                                                         | EMCOR Group, Inc.                                                                           | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |       1803 | NS      | $1218431.34   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp.                                                        | Lam Research Corp.                                                                          | CUSIP: 512807AU2<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     200000 | PA      | $199784.39    | 0.00%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                        | VICI Properties LP                                                                          | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4674000 | PA      | $4519371.51   | 0.04%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                   | Duke Energy Florida LLC                                                                     | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     217000 | PA      | $195117.88    | 0.00%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GSMS Trust                                                                | GSMS Trust, Series 2024-FAIR, Class A                                                       | CUSIP: 36270JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2253000 | PA      | $2317030.03   | 0.02%             | 2029-07-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| NIKE, Inc.                                                                | NIKE, Inc.                                                                                  | CUSIP: 06370D431<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |      10900 | NS      | $708494.23    | 0.01%             | 2025-11-03      | Fixed         | 29.40%                | 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        |   10000000 | PA      | $9992376.87   | 0.09%             | 2038-10-20      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Stillwater Mining Co.                                                     | Stillwater Mining Co.                                                                       | CUSIP: N/A<br>LEI: 6354007DPCY4ZN2MRR73       | Long             | DBT              | CORP              | US        |     621000 | PA      | $614401.88    | 0.01%             | 2026-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                       | Iron Mountain, Inc.                                                                         | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |      53028 | NS      | $5459232.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockford Tower Europe CLO DAC                                             | Rockford Tower Europe CLO DAC, Series 2025-1X, Class D                                      | CUSIP: N/A<br>LEI: 635400NARJYDXJRPGF02       | Long             | ABS-CBDO         | CORP              | IE        |     970000 | PA      | $1111161.27   | 0.01%             | 2037-10-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Goldstory SAS                                                             | Goldstory SAS                                                                               | CUSIP: N/A<br>LEI: 969500NWR67ONUJD4A26       | Long             | DBT              | CORP              | FR        |     396000 | PA      | $461212.08    | 0.00%             | 2030-02-01      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Citigroup Capital XIII                                                    | Citigroup Capital XIII                                                                      | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      85809 | NS      | $8658132.86   | 0.08%             | 2025-12-01      | Fixed         | 25.51%                | No            |                  2 | On Loan: No      |
| Currenta Group Holdings SARL                                              | Currenta Group Holdings SARL                                                                | CUSIP: N/A<br>LEI: 222100SF79KCJKYUPE47       | Long             | DBT              | CORP              | LU        |     979000 | PA      | $1145727.77   | 0.01%             | 2030-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bridgestone Corp.                                                         | Bridgestone Corp.                                                                           | CUSIP: N/A<br>LEI: 549300DHPOF90OYYD780       | Long             | EC               | CORP              | JP        |      65600 | NS      | $2863777.15   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                               | Penske Truck Leasing Co. LP                                                                 | CUSIP: 709599AX2<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     414000 | PA      | $413348.83    | 0.00%             | 2027-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Wellness Pet LLC                                                          | Wellness Pet LLC, 1st Lien Term Loan B                                                      | CUSIP: 95004UAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     182011 | PA      | $64841.34     | 0.00%             | 2029-12-31      | Variable      | 8.01%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                            | Constellium SE                                                                              | CUSIP: 21039CAA2<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |     250000 | PA      | $249466.73    | 0.00%             | 2028-06-15      | Fixed         | 5.62%                 | 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        |   15172000 | PA      | $15181430.92  | 0.14%             | 2039-06-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| BCP V Modular Services Finance II plc                                     | BCP V Modular Services Finance II plc                                                       | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |     794000 | PA      | $959344.15    | 0.01%             | 2028-11-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Deluxe Corp.                                                              | Deluxe Corp.                                                                                | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |     133000 | PA      | $139333.21    | 0.00%             | 2029-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Aimbridge Acquisition Co., Inc.                                           | Aimbridge Acquisition Co., Inc., 1st Lien Term Loan                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     290856 | PA      | $289584.75    | 0.00%             | 2030-03-11      | Variable      | 9.65%                 | No            |                  2 | On Loan: No      |
| Windstream Services, LLC                                                  | Windstream Services LLC, 1st Lien Term Loan                                                 | CUSIP: 97381JAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2077000 | PA      | $2051037.50   | 0.02%             | 2032-10-06      | Variable      | 7.96%                 | No            |                  3 | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                                          | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     622000 | PA      | $615139.78    | 0.01%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                         | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | CORP              | MX        |    1193000 | PA      | $1187035.00   | 0.01%             | 2026-03-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NRTH Commercial Mortgage Trust                                            | NRTH Commercial Mortgage Trust, Series 2025-PARK, Class A                                   | CUSIP: 669985AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7744000 | PA      | $7746420.00   | 0.07%             | 2040-10-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                        | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1182000 | PA      | $1260012.00   | 0.01%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                              | Fidelity National Information Services, Inc.                                                | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     133131 | NS      | $8323350.12   | 0.08%             |  |  |  | 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        |    2586382 | PA      | $2591969.00   | 0.02%             | 2030-12-19      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                            | Ford Motor Co.                                                                              | CUSIP: 345370CX6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     109000 | PA      | $126747.51    | 0.00%             | 2030-04-22      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                 | Apollo Debt Solutions BDC                                                                   | CUSIP: 03770DAE3<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |      48000 | PA      | $49850.48     | 0.00%             | 2032-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                                     | Churchill Downs, Inc.                                                                       | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    1074000 | PA      | $1077301.48   | 0.01%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Core & Main LP                                                            | Core & Main LP, 1st Lien Term Loan D                                                        | CUSIP: 40416VAG0<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |    3364139 | PA      | $3362725.76   | 0.03%             | 2028-07-27      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Snap, Inc.                                                                | Snap, Inc.                                                                                  | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     793000 | PA      | $807191.53    | 0.01%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                      | American Express Co.                                                                        | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    2348000 | PA      | $2392227.52   | 0.02%             | 2033-07-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                     | CUSIP: 91087BBP4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     475000 | PA      | $557298.21    | 0.01%             | 2038-03-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                       | Buckeye Partners LP                                                                         | CUSIP: 118230AP6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     194000 | PA      | $178879.99    | 0.00%             | 2044-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TalkTalk Telecom Group Ltd.                                               | TalkTalk Telecom Group Ltd.                                                                 | CUSIP: N/A<br>LEI: 213800WF53FVDRRHRF44       | Long             | DBT              | CORP              | GB        |     512188 | PA      | $465956.50    | 0.00%             | 2028-02-29      | Fixed         | 8.25%                 | 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        |     635185 | PA      | $627880.56    | 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        |     107000 | PA      | $114383.00    | 0.00%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Starz Capital Holdings 1, Inc.                                            | Starz Capital Holdings 1, Inc.                                                              | CUSIP: 535939AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     648000 | PA      | $609120.00    | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                            | Enbridge, Inc.                                                                              | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     174000 | PA      | $185836.52    | 0.00%             | 2054-06-27      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Hearthside Bank Corp.                                                     | H-Food Holdings LLC                                                                         | CUSIP: N/A<br>LEI: 2549001XVX1R2ITF6935       | Long             | EC               | CORP              | US        |      11259 | NS      | $182260.69    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Diamond Foreign Asset Co.                                                 | Diamond Foreign Asset Co.                                                                   | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     210000 | PA      | $222944.61    | 0.00%             | 2030-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Met Tower Global Funding                                                  | Met Tower Global Funding                                                                    | CUSIP: 58989V2H6<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    2621000 | PA      | $2714787.92   | 0.03%             | 2029-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Rupiah                                                                    | Rupiah                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | ID        |          1 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonica Europe BV                                                      | Telefonica Europe BV                                                                        | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |     700000 | PA      | $860588.44    | 0.01%             | 2032-01-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| RealTruck Group, Inc.                                                     | RealTruck Group, Inc., 1st Lien Term Loan                                                   | CUSIP: 89778PAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     919311 | PA      | $810142.63    | 0.01%             | 2028-01-31      | Variable      | 9.08%                 | No            |                  2 | On Loan: No      |
| Workday, Inc.                                                             | Workday, Inc., Class A                                                                      | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |      17320 | NS      | $4155414.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Colossus Acquireco LLC                                                    | Colossus Acquireco LLC, 1st Lien Term Loan                                                  | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |    2616000 | PA      | $2602920.00   | 0.02%             | 2032-07-30      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Kaman Corp.                                                               | Kaman Corp., Delayed Draw 1st Lien Term Loan                                                | CUSIP: 48354VAN2<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |      97327 | PA      | $97570.67     | 0.00%             | 2032-02-26      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| BCP V Modular Services Finance plc                                        | BCP V Modular Services Finance plc                                                          | CUSIP: N/A<br>LEI: 213800K8U94KVZL98H64       | Long             | DBT              | CORP              | GB        |     522000 | PA      | $362432.95    | 0.00%             | 2029-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United Natural Foods, Inc.                                                | United Natural Foods, Inc.                                                                  | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |     293000 | PA      | $293090.54    | 0.00%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2025-8, Class B2                                         | CUSIP: 924930AK6<br>LEI: 213800K8E68XJS6Z1D09 | Long             | ABS-MBS          | CORP              | US        |    1966667 | PA      | $1974994.85   | 0.02%             | 2070-09-25      | Variable      | 7.52%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                   | Uber Technologies, Inc.                                                                     | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    2078000 | PA      | $2083712.42   | 0.02%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $6913.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regatta 30 Funding Ltd.                                                   | Regatta 30 Funding Ltd., Series 2024-4A, Class A1                                           | CUSIP: 75903UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4100000 | PA      | $4108683.80   | 0.04%             | 2038-01-25      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                              | DNB Bank ASA                                                                                | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |     100886 | NS      | $2575159.13   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Twilio, Inc.                                                              | Twilio, Inc.                                                                                | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |     160000 | PA      | $153685.02    | 0.00%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                             | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    2173000 | PA      | $2247053.67   | 0.02%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2022-LBA6, Class A                                                         | CUSIP: 12433EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6710000 | PA      | $6701661.48   | 0.06%             | 2039-01-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                   | GFL Environmental, Inc.                                                                     | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     144000 | PA      | $150642.14    | 0.00%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                         | NTT Finance Corp.                                                                           | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    2067000 | PA      | $2082534.23   | 0.02%             | 2027-07-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                                    | HUB International Ltd.                                                                      | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    8103000 | PA      | $8398129.49   | 0.08%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                             | Centene Corp.                                                                               | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    2374000 | PA      | $2302931.46   | 0.02%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BAHA Trust                                                                | BAHA Trust, Series 2024-MAR, Class C                                                        | CUSIP: 05493XAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4470000 | PA      | $4658845.88   | 0.04%             | 2041-12-10      | Variable      | 7.52%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                                          | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      43000 | PA      | $38311.89     | 0.00%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Neogen Food Safety Corp.                                                  | Neogen Food Safety Corp.                                                                    | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     316000 | PA      | $334233.20    | 0.00%             | 2030-07-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | J.P. Morgan Structured Products BV, Series DMUL                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |       8952 | NS      | $4984704.63   | 0.05%             | 2025-12-10      | Fixed         | 14.59%                | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                       | Hilcorp Energy I LP                                                                         | CUSIP: 431318AU8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     621000 | PA      | $609392.21    | 0.01%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                            | Alphabet, Inc., Series MTPI                                                                 | CUSIP: 61778P221<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |      26700 | NS      | $7087781.87   | 0.07%             | 2025-11-14      | Fixed         | 26.90%                | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                           | Eli Lilly & Co.                                                                             | CUSIP: 532457CW6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     200000 | PA      | $206668.50    | 0.00%             | 2032-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                      | Pertamina Persero PT                                                                        | CUSIP: 69370RAH0<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | NUSS              | ID        |    1275000 | PA      | $1196906.25   | 0.01%             | 2030-08-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EIG Pearl Holdings SARL                                                   | EIG Pearl Holdings SARL                                                                     | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |    1842005 | PA      | $1709035.47   | 0.02%             | 2036-08-31      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co. Ltd.                                             | Murata Manufacturing Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 529900QZG6DL8ZRI7140       | Long             | EC               | CORP              | JP        |     189300 | NS      | $4081482.10   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                                    | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2986000 | PA      | $3110354.87   | 0.03%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                          | Goodyear Tire & Rubber Co. (The)                                                            | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      15000 | PA      | $13840.50     | 0.00%             | 2031-04-30      | Fixed         | 5.25%                 | 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        |     523000 | PA      | $525395.34    | 0.00%             | 2032-09-13      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                 | CSX Corp.                                                                                   | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     250678 | NS      | $9029421.56   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp. International                                               | Service Corp. International                                                                 | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     116427 | NS      | $9722818.77   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SES SA                                                                    | SES SA                                                                                      | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | DBT              | CORP              | LU        |     250000 | PA      | $297273.92    | 0.00%             | 2030-06-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                            | Community Health Systems, Inc.                                                              | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    1997000 | PA      | $2114397.64   | 0.02%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                            | NCL Corp. Ltd.                                                                              | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      92000 | PA      | $91956.45     | 0.00%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FIS Fabbrica Italiana Sintetici SpA                                       | FIS Fabbrica Italiana Sintetici SpA                                                         | CUSIP: N/A<br>LEI: 8156004D7056C63EC525       | Long             | DBT              | CORP              | IT        |     875000 | PA      | $1012222.95   | 0.01%             | 2027-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Olympic Tower Mortgage Trust                                              | Olympic Tower Mortgage Trust, Series 2017-OT, Class E                                       | CUSIP: 68162MAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4300000 | PA      | $3673360.14   | 0.03%             | 2039-05-10      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux SARL                                                   | Jazz Financing Lux SARL, 1st Lien Term Loan B2                                              | CUSIP: G5080AAJ1<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |    3170357 | PA      | $3176507.95   | 0.03%             | 2028-05-05      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Clariane SE                                                               | Clariane SE                                                                                 | CUSIP: N/A<br>LEI: 969500WEPS61H6TJM037       | Long             | DBT              | CORP              | FR        |    1100000 | PA      | $1301663.42   | 0.01%             | 2030-06-27      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                          | Bombardier, Inc.                                                                            | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    1605000 | PA      | $1684845.59   | 0.02%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                                   | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    4734000 | PA      | $4955285.95   | 0.05%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Premier Entertainment Sub LLC                                             | Premier Entertainment Sub LLC                                                               | CUSIP: 74052HAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     342000 | PA      | $189810.00    | 0.00%             | 2031-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                      | Ally Financial, Inc., Series B                                                              | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     492000 | PA      | $481749.43    | 0.00%             | 2026-05-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                         | Georgia Power Co.                                                                           | CUSIP: 373334KY6<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    2856000 | PA      | $2905705.94   | 0.03%             | 2030-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                               | Caesars Entertainment, Inc.                                                                 | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     918000 | PA      | $944547.64    | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II LLC                                           | LCM Investments Holdings II LLC                                                             | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     670000 | PA      | $704932.46    | 0.01%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust, Inc.                                           | Blackstone Mortgage Trust, Inc.                                                             | CUSIP: 09257WAD2<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |     376000 | PA      | $368923.68    | 0.00%             | 2027-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                                            | Park Intermediate Holdings LLC                                                              | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     367000 | PA      | $375833.69    | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                               | Allied Universal Holdco LLC                                                                 | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2581000 | PA      | $2523228.70   | 0.02%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                    | Norfolk Southern Corp.                                                                      | CUSIP: 655844CR7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    2225000 | PA      | $2304201.75   | 0.02%             | 2030-08-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                                          | ASR Nederland NV                                                                            | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | EC               | CORP              | NL        |      17412 | NS      | $1162053.35   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                                       | Regal Rexnord Corp.                                                                         | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      19823 | NS      | $2798474.82   | 0.03%             | 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        |    5928000 | PA      | $5920164.37   | 0.06%             | 2040-09-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                          | Fantasia Holdings Group Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |    1735000 | PA      | $26025.00     | 0.00%             | 2021-12-18      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                          | CSC Holdings LLC, 1st Lien Term Loan B5                                                     | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    4912266 | PA      | $4622687.90   | 0.04%             | 2027-04-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                            | Morgan Stanley Capital I Trust, Series 2018-H3, Class C                                     | CUSIP: 61767YBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1440000 | PA      | $1342819.30   | 0.01%             | 2051-07-15      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| RALI Trust                                                                | RALI Trust, Series 2007-QS4, Class 3A2                                                      | CUSIP: 74923HAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     102634 | PA      | $85925.49     | 0.00%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                            | Olympus Water US Holding Corp.                                                              | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     415000 | PA      | $404518.30    | 0.00%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                                                 | UKG, Inc., 1st Lien Term Loan                                                               | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    6488571 | PA      | $6484029.50   | 0.06%             | 2031-02-10      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd.                                                 | United Overseas Bank Ltd.                                                                   | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | EC               | CORP              | SG        |     148000 | NS      | $3936425.61   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CareTrust REIT, Inc.                                                      | CareTrust REIT, Inc.                                                                        | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |     157361 | NS      | $5452558.65   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2024-NQM4, Class M1                                    | CUSIP: 06745KAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     947600 | PA      | $956521.84    | 0.01%             | 2064-12-26      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                  | Motorola Solutions, Inc.                                                                    | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    2521000 | PA      | $2311580.48   | 0.02%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LD Celulose International GmbH                                            | LD Celulose International GmbH                                                              | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | CORP              | AT        |     570000 | PA      | $600466.50    | 0.01%             | 2032-01-26      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Taylor Wimpey plc                                                         | Taylor Wimpey plc                                                                           | CUSIP: N/A<br>LEI: 21380089BTRXTD8S3R66       | Long             | EC               | CORP              | GB        |    5191341 | NS      | $7180877.89   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                             | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    2658000 | PA      | $2709384.46   | 0.03%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Alexandrite Lake Lux Holdings SARL                                        | Alexandrite Lake Lux Holdings SARL                                                          | CUSIP: N/A<br>LEI: 213800RY78YHYF5J8L55       | Long             | DBT              | CORP              | LU        |    1102000 | PA      | $1302471.19   | 0.01%             | 2030-07-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CRC Insurance Group LLC                                                   | CRC Insurance Group LLC, 1st Lien Term Loan B                                               | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    5751137 | PA      | $5740842.56   | 0.05%             | 2031-05-06      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                          | Great Wolf Trust, Series 2024-WOLF, Class A                                                 | CUSIP: 39152MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5660000 | PA      | $5670612.50   | 0.05%             | 2039-03-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                                               | Acadia Healthcare Co., Inc.                                                                 | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     138000 | PA      | $142659.43    | 0.00%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Navient Corp.                                                             | Navient Corp.                                                                               | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     241000 | PA      | $248983.37    | 0.00%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International, Inc.                            | Charles River Laboratories International, Inc.                                              | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      23422 | NS      | $3925191.34   | 0.04%             | 2025-11-06      | Fixed         | 22.57%                | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                  | Lloyds Banking Group plc                                                                    | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |    2694000 | PA      | $3717832.74   | 0.04%             | 2027-09-27      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| Monolithic Power Systems, Inc.                                            | Monolithic Power Systems, Inc.                                                              | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |        567 | NS      | $569835.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                       | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3714000 | PA      | $3525883.56   | 0.03%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| Waste Pro USA, Inc.                                                       | Waste Pro USA, Inc.                                                                         | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    2330000 | PA      | $2421857.92   | 0.02%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                              | Zoetis, Inc., Class A                                                                       | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      12136 | NS      | $1748676.24   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boots Group Finco LP                                                      | Boots Group Finco LP, Series 144*                                                           | CUSIP: N/A<br>LEI: 254900YVLYOVF1PF1N93       | Long             | DBT              | CORP              | US        |     245000 | PA      | $330728.40    | 0.00%             | 2032-08-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Renault SA                                                                | Renault SA                                                                                  | CUSIP: N/A<br>LEI: 969500F7JLTX36OUI695       | Long             | DBT              | CORP              | FR        |     600000 | PA      | $694637.78    | 0.01%             | 2030-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| New Enterprise Stone & Lime Co., Inc.                                     | New Enterprise Stone & Lime Co., Inc.                                                       | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |     399000 | PA      | $399094.18    | 0.00%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| VoltaGrid LLC                                                             | VoltaGrid LLC                                                                               | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |    2450000 | PA      | $2491777.13   | 0.02%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO XIV Ltd.                                              | MidOcean Credit CLO XIV Ltd., Series 2024-14A, Class A1                                     | CUSIP: 59803FAA9<br>LEI: 254900KJWLNM7MIXEC65 | Long             | ABS-CBDO         | CORP              | JE        |   10000000 | PA      | $10030860.00  | 0.10%             | 2037-04-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                         | Corp. Nacional del Cobre de Chile                                                           | CUSIP: 21987BBC1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |     491000 | PA      | $469211.88    | 0.00%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Origin Energy Ltd.                                                        | Origin Energy Ltd.                                                                          | CUSIP: N/A<br>LEI: ZSN2LWNPYW6ISMRUC664       | Long             | EC               | CORP              | AU        |     190935 | NS      | $1530119.11   | 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        |    4747000 | PA      | $4758867.50   | 0.05%             | 2042-08-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Celestica, Inc.                                                           | Celestica, Inc., 1st Lien Term Loan B                                                       | CUSIP: C2348CAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    2483091 | PA      | $2492402.67   | 0.02%             | 2031-06-20      | Variable      | 5.74%                 | No            |                  3 | On Loan: No      |
| Ventas Realty LP                                                          | Ventas Realty LP                                                                            | CUSIP: 92277GBA4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    2450000 | PA      | $2456634.38   | 0.02%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2023-DELC, Class A                                                         | CUSIP: 05610DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8500000 | PA      | $8505312.50   | 0.08%             | 2038-05-15      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG (Registered)                                                               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |      85418 | NS      | $3057981.39   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                                    | LifePoint Health, Inc.                                                                      | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     494000 | PA      | $525437.17    | 0.00%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                   | Kodiak Gas Services LLC                                                                     | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     573000 | PA      | $587174.87    | 0.01%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kapla Holding SAS                                                         | Kapla Holding SAS                                                                           | CUSIP: N/A<br>LEI: 894500PJ28XTH66K4X83       | Long             | DBT              | CORP              | FR        |    1470000 | PA      | $1715132.09   | 0.02%             | 2031-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HIH Trust                                                                 | HIH Trust, Series 2024-61P, Class A                                                         | CUSIP: 40444VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2472987 | PA      | $2480715.07   | 0.02%             | 2041-10-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Premier Entertainment Sub LLC                                             | Premier Entertainment Sub LLC                                                               | CUSIP: 74052HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     270000 | PA      | $163350.00    | 0.00%             | 2029-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                             | Equinix, Inc.                                                                               | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      17492 | NS      | $14798406.92  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC, 1st Lien Term Loan B5                                 | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |    1190985 | PA      | $1188281.88   | 0.01%             | 2031-12-15      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| Czechoslovak Group A/S                                                    | Czechoslovak Group A/S                                                                      | CUSIP: N/A<br>LEI: 315700SWFD7G70AVG768       | Long             | DBT              | CORP              | CZ        |    1300000 | PA      | $1558382.80   | 0.01%             | 2031-01-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Kansas City Ltd.                                         | Canadian Pacific Kansas City Ltd.                                                           | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      16580 | NS      | $1192931.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DK Crown Holdings, Inc.                                                   | DK Crown Holdings, Inc., 1st Lien Term Loan B                                               | CUSIP: 23326SAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3139329 | PA      | $3123632.63   | 0.03%             | 2032-03-04      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                                       | BWAY Mortgage Trust, Series 2013-1515, Class D                                              | CUSIP: 05604FAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3600000 | PA      | $3222646.92   | 0.03%             | 2033-03-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| First Franklin Mortgage Loan Trust                                        | First Franklin Mortgage Loan Trust, Series 2006-FFH1, Class M1                              | CUSIP: 32027NZM6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3249650 | PA      | $3211309.29   | 0.03%             | 2036-01-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Mortgage Funding Trust                                       | Bear Stearns Mortgage Funding Trust, Series 2007-AR4, Class 1A1                             | CUSIP: 07401YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1386315 | PA      | $1289456.73   | 0.01%             | 2047-09-25      | Floating      | 4.51%                 | 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        |    1994183 | PA      | $1991689.80   | 0.02%             | 2031-06-24      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Henkel AG & Co. KGaA                                                      | Henkel AG & Co. KGaA (Preference)                                                           | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EP               | CORP              | DE        |      68193 | NS      | $5524512.28   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                                   | Civitas Resources, Inc.                                                                     | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     254000 | PA      | $262441.44    | 0.00%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| eBay, Inc.                                                                | eBay, Inc.                                                                                  | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      12590 | NS      | $1023692.90   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AngloGold Ashanti Holdings plc                                            | AngloGold Ashanti Holdings plc                                                              | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |     840000 | PA      | $801040.80    | 0.01%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Efesto Bidco SpA                                                          | Efesto Bidco SpA Efesto US LLC, Series XR                                                   | CUSIP: 28201XAB1<br>LEI: 815600D1A091DE3F5933 | Long             | DBT              | CORP              | IT        |    2583000 | PA      | $2578957.61   | 0.02%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| A O Smith Corp.                                                           | A O Smith Corp.                                                                             | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |       4262 | NS      | $281249.38    | 0.00%             |  |  |  | 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        |    5905000 | PA      | $5923453.13   | 0.06%             | 2041-08-15      | Floating      | 5.95%                 | 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        |    3125253 | PA      | $3129160.02   | 0.03%             | 2031-11-13      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                          | Fantasia Holdings Group Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |    1500000 | PA      | $22500.00     | 0.00%             | 2024-06-01      | Fixed         | 11.88%                | 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        |    1872000 | PA      | $1869903.36   | 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        |    2004351 | PA      | $2009001.20   | 0.02%             | 2029-08-03      | Variable      | 8.37%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2025-NQM2, Class B2                                    | CUSIP: 066930AF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     262600 | PA      | $261756.50    | 0.00%             | 2065-05-25      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO XXX Ltd.                                                     | Trinitas CLO XXX Ltd., Series 2024-30A, Class A1                                            | CUSIP: 89643DAA5<br>LEI: 254900TSX6348DURD845 | Long             | ABS-CBDO         | CORP              | KY        |    6000000 | PA      | $6015862.80   | 0.06%             | 2037-10-23      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Plymouth Industrial REIT, Inc.                                            | Plymouth Industrial REIT, Inc.                                                              | CUSIP: 729640102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2918 | NS      | $64196.00     | 0.00%             |  |  |  | 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        |    5306000 | PA      | $5300694.00   | 0.05%             | 2032-03-03      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Synthomer plc                                                             | Synthomer plc                                                                               | CUSIP: N/A<br>LEI: 213800EHT3TI1KPQQJ56       | Long             | DBT              | CORP              | GB        |    1539000 | PA      | $1543858.57   | 0.01%             | 2029-05-02      | Fixed         | 7.38%                 | 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        |    2000000 | PA      | $2001262.80   | 0.02%             | 2034-10-23      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                | Garda World Security Corp.                                                                  | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    3390000 | PA      | $3449253.81   | 0.03%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Hensoldt AG                                                               | Hensoldt AG                                                                                 | CUSIP: N/A<br>LEI: 894500686FYLLZD3M624       | Long             | EC               | CORP              | DE        |      11415 | NS      | $1216812.40   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dolcetto Holdco SpA                                                       | Dolcetto Holdco SpA                                                                         | CUSIP: N/A<br>LEI: 81560029E819F2CE4A42       | Long             | DBT              | CORP              | IT        |    1148000 | PA      | $1353342.33   | 0.01%             | 2032-07-14      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                        | Southern Co. (The)                                                                          | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    1475000 | PA      | $1460431.88   | 0.01%             | 2035-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Linde plc                                                                 | Linde plc                                                                                   | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | IE        |      12677 | NS      | $5302789.10   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lendlease Corp. Ltd.                                                      | Lendlease Corp. Ltd.                                                                        | CUSIP: N/A<br>LEI: 549300MQ0F0TIIEK5592       | Long             | EC               | CORP              | AU        |     367453 | NS      | $1332525.09   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                              | Hess Midstream Operations LP                                                                | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     174000 | PA      | $169473.01    | 0.00%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                       | Iron Mountain, Inc.                                                                         | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     258000 | PA      | $263863.57    | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                          | Bombardier, Inc.                                                                            | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     202000 | PA      | $202481.16    | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Autodesk, Inc.                                                            | Autodesk, Inc., Series DMUO                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       2353 | NS      | $712040.55    | 0.01%             | 2025-11-26      | Fixed         | 18.21%                | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                             | Letras do Tesouro Nacional Treasury Bills                                                   | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | STIV             | NUSS              | BR        |      24000 | PA      | $4218810.82   | 0.04%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 11 Ltd.                                                         | AIMCO CLO 11 Ltd., Series 2020-11A, Class CR2                                               | CUSIP: 00140NBA7<br>LEI: 549300VLRW0CEQ83RF89 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1002790.60   | 0.01%             | 2037-07-17      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Gates Corp.                                                               | Gates Corp.                                                                                 | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |     327000 | PA      | $339494.67    | 0.00%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-31

**Name of Applicant:** BlackRock Funds II

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer