# EDGAR Filing Document

**Accession Number:** 0001398078
**File Stem:** 0002071691-26-013148
**Filing Date:** 2026-6
**Character Count:** 1067805
**Document Hash:** c62445ade52afd1e74aed8ba7cb1fc7e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-013148.hdr.sgml**: 20260604

**ACCESSION NUMBER**: 0002071691-26-013148

**CONFORMED SUBMISSION TYPE**: NPORT-P/A

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20260604

**DATE AS OF CHANGE**: 20260604

**PERIOD START**: 20250731

**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/A
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22061
- **FILM NUMBER:** 261064324

**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 Dynamic High Income Portfolio (Series ID: S000047012)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000146951 | Investor A    |  |
| C000146952 | Investor C    |  |
| C000146953 | Institutional |  |
| C000166008 | Class K       |  |

## 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 Dynamic High Income Portfolio

- **b. EDGAR series identifier (if any):** S000047012

- **c. LEI of Series:** 5493000SBOTDGNVLKN72

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

- **a. Date of fiscal year-end:** 2025-07-31

- **b. Date as of which information is reported:** 2025-07-31

**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:** $1323484252.01

**Total Liabilities:** $60769191.02

**Net Assets:** $1262715060.99

**Cash Not Reported:** $37008976.17

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 41640.67000000 | **1-Year:** 1754.86000000 | **5-Year:** 14932.57000000 | **10-Year:** 4939.63000000 | **30-Year:** 2017.21000000

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

- **3-Month:** 50161.65000000 | **1-Year:** 4837.54000000 | **5-Year:** 38634.55000000 | **10-Year:** 3594.51000000 | **30-Year:** 1765.87000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000146953 | 3.08%                | 2.62%                | 0.37%                |
| Class ID C000146951 | 3.18%                | 2.48%                | 0.35%                |
| Class ID C000146952 | 3.00%                | 2.54%                | 0.29%                |
| Class ID C000166008 | 3.20%                | 2.50%                | 0.49%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2810703.36              | $19778730.10                               |
| Month 2  | $13589474.47             | $6233262.39                                |
| Month 3  | $7172871.63              | $-11920219.79                              |

**Designated Index Information**

- **Index Name:** 50.00% MSCI World High Div / 50.00% 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Bombardier, Inc.                                                | Bombardier, Inc.                                                                  | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     64000 | PA      | $66829.18     | 0.01%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                            | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      7374 | NS      | $875744.54    | 0.07%             | 2025-08-21      | Fixed         | 24.14%                | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                             | Brown & Brown, Inc.                                                               | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |      2993 | NS      | $273470.41    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Bank International plc                                   | Nomura Bank International plc                                                     | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |     14565 | NS      | $914323.48    | 0.07%             | 2025-09-11      | Fixed         | 18.75%                | No            |                  2 | On Loan: No      |
| Republic of Benin                                               | Benin Government Bond                                                             | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    400000 | PA      | $386876.00    | 0.03%             | 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        |    225667 | PA      | $285617.35    | 0.02%             | 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        |    186162 | PA      | $186511.34    | 0.01%             | 2040-12-09      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| SKF AB                                                          | SKF AB, Class B                                                                   | CUSIP: N/A<br>LEI: 549300B6HWYEE57O8J84       | Long             | EC               | CORP              | SE        |     14282 | NS      | $332662.90    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                 | Intercontinental Exchange, Inc.                                                   | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      5304 | NS      | $980338.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kronos International, Inc.                                      | Kronos International, Inc.                                                        | CUSIP: N/A<br>LEI: 529900NTVDLUSYY9F493       | Long             | DBT              | CORP              | US        |    105000 | PA      | $128299.03    | 0.01%             | 2029-03-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                              | J.P. Morgan Structured Products BV                                                | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     81159 | NS      | $1070089.53   | 0.08%             | 2025-09-12      | Fixed         | 43.51%                | No            |                  2 | On Loan: No      |
| Stena International SA                                          | Stena International SA                                                            | CUSIP: 85858EAD5<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $203235.00    | 0.02%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                         | Brown Group Holding LLC, 1st Lien Term Loan                                       | CUSIP: N/A<br>LEI: 25490094PF4HHK9QS109       | Long             | LON              | CORP              | US        |    342517 | PA      | $342753.83    | 0.03%             | 2031-07-01      | Variable      | 6.83%                 | 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        |     69231 | PA      | $69230.77     | 0.01%             | 2037-06-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                        | Bayer AG                                                                          | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |    200000 | PA      | $230891.62    | 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        |   2000000 | PA      | $2007595.40   | 0.16%             | 2038-01-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Agree Realty Corp.                                              | Agree Realty Corp.                                                                | CUSIP: 008492100<br>LEI: 98450090H010B37OEB68 | Long             | EC               | CORP              | US        |     13121 | NS      | $940775.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies, Inc.                                     | Minerals Technologies, Inc., 1st Lien Term Loan B                                 | CUSIP: 60315GAH1<br>LEI: 549300D3I1QU67GP6403 | Long             | LON              | CORP              | US        |    309445 | PA      | $309253.14    | 0.02%             | 2031-11-26      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| IHS Holding Ltd.                                                | IHS Holding Ltd.                                                                  | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $196640.00    | 0.02%             | 2028-11-29      | Fixed         | 6.25%                 | 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        |    547105 | PA      | $544643.19    | 0.04%             | 2031-06-23      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                           | Clydesdale Acquisition Holdings, Inc.                                             | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     88000 | PA      | $89043.26     | 0.01%             | 2029-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                    | Nutrien Ltd.                                                                      | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |     17652 | NS      | $1047323.12   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Helios Software Holdings, Inc.                                  | Helios Software Holdings, Inc.                                                    | CUSIP: N/A<br>LEI: 2138002XO5EAYFHPPT53       | Long             | DBT              | CORP              | US        |    179000 | PA      | $214127.27    | 0.02%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Arini European CLO V DAC                                        | Arini European CLO V DAC, Series 5X, Class D                                      | CUSIP: N/A<br>LEI: 635400HVHHJPCXB66K47       | Long             | ABS-CBDO         | CORP              | IE        |    100000 | PA      | $113976.12    | 0.01%             | 2039-01-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners VII Ltd.                                    | OHA Credit Partners VII Ltd., Series 2012-7A, Class D1R4                          | CUSIP: 67102QBT4<br>LEI: 549300LXLBAFTIMXZT54 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002470.50   | 0.08%             | 2038-02-20      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Oldcastle BuildingEnvelope, Inc.                                | Oldcastle BuildingEnvelope, Inc., 1st Lien Term Loan B                            | CUSIP: 68778DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    186575 | PA      | $169350.67    | 0.01%             | 2029-04-30      | Variable      | 8.55%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                    | Oracle Corp.                                                                      | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      3961 | NS      | $1005182.97   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co. (The)                                           | Kraft Heinz Co. (The)                                                             | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     13817 | NS      | $379414.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Incora Top Holdco LLC                                           | Incora Top Holdco LLC                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     25159 | PA      | $24293.93     | 0.00%             | 2033-01-31      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                             | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-510.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Corp. plc                                                 | Eaton Corp. plc                                                                   | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |       900 | NS      | $346248.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pampa Energia SA                                                | Pampa Energia SA                                                                  | CUSIP: 697660AF5<br>LEI: 254900QNIK0CVURGML24 | Long             | DBT              | CORP              | AR        |    144000 | PA      | $144000.00    | 0.01%             | 2034-12-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Inversion Escrow Issuer LLC                                     | Inversion Escrow Issuer LLC                                                       | CUSIP: 46150DAA0<br>LEI: 254900P6GHORGRVLKI95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197632.46    | 0.02%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                            | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      2300 | NS      | $242252.80    | 0.02%             | 2025-08-07      | Fixed         | 23.42%                | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                       | Standard Industries, Inc.                                                         | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    142000 | PA      | $134436.95    | 0.01%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                               | Barclays Bank plc, Series E10c                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       700 | NS      | $364152.28    | 0.03%             | 2025-09-11      | Fixed         | 14.66%                | No            |                  2 | On Loan: No      |
| Tidewater, Inc.                                                 | Tidewater, Inc.                                                                   | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39854.20     | 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        |    114000 | PA      | $131550.03    | 0.01%             | 2029-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                        | Morgan Stanley & Co. LLC                                                          | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Long             | SN               | CORP              | US        |      1700 | NS      | $132353.20    | 0.01%             | 2025-08-07      | Fixed         | 24.96%                | 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        |     56000 | PA      | $56225.68     | 0.00%             | 2028-11-06      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                             | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      1700 | NS      | $266027.28    | 0.02%             | 2025-09-15      | Fixed         | 20.41%                | No            |                  2 | On Loan: No      |
| Pachelbel Bidco SpA                                             | Pachelbel Bidco SpA                                                               | CUSIP: N/A<br>LEI: 8156005DA07CDD50CC46       | Long             | DBT              | CORP              | IT        |    100000 | PA      | $123523.49    | 0.01%             | 2031-05-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Magyar Export-Import Bank Zrt.                                  | Magyar Export-Import Bank Zrt.                                                    | CUSIP: N/A<br>LEI: 529900O4UGETQ9Q3AA63       | Long             | DBT              | NUSS              | HU        |    264000 | PA      | $325604.90    | 0.03%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                         | Williams Scotsman, Inc.                                                           | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     63000 | PA      | $64959.33     | 0.01%             | 2030-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                         | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      3200 | NS      | $107323.72    | 0.01%             | 2025-08-28      | Fixed         | 38.63%                | No            |                  2 | On Loan: No      |
| Wom New Holdco                                                  | Wom New Holdco                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2389 | NS      | $59725.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| iShares Trust                                                   | iShares International Dividend Growth ETF                                         | CUSIP: 46435G524<br>LEI: 549300ZTYP49IIVWPY18 | Long             |  | RF                | US        |     77467 | NS      | $5885167.99   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                          | UBS AG                                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |     18731 | NS      | $1073220.83   | 0.08%             | 2025-08-04      | Fixed         | 13.90%                | No            |                  2 | On Loan: No      |
| Encino Acquisition Partners Holdings LLC                        | Encino Acquisition Partners Holdings LLC                                          | CUSIP: 29254BAB3<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |     67000 | PA      | $73936.24     | 0.01%             | 2031-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                  | Community Health Systems, Inc.                                                    | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    188000 | PA      | $197095.82    | 0.02%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                               | Genesis Energy LP                                                                 | CUSIP: 37185LAQ5<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |    127000 | PA      | $131343.65    | 0.01%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco SARL                                  | Greensaif Pipelines Bidco SARL                                                    | CUSIP: 39541EAE3<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $202650.00    | 0.02%             | 2042-08-23      | Fixed         | 6.10%                 | 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        |    600000 | PA      | $595119.18    | 0.05%             | 2036-08-15      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                  | Carnival Corp.                                                                    | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     57000 | PA      | $57855.00     | 0.00%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TeamSystem SpA                                                  | TeamSystem SpA                                                                    | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |    206000 | PA      | $235750.51    | 0.02%             | 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        |     28711 | PA      | $28675.09     | 0.00%             | 2030-10-04      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                           | Republic of Indonesia                                                             | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |    143000 | PA      | $166302.03    | 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        |    391000 | PA      | $407656.60    | 0.03%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                      | Warnermedia Holdings, Inc.                                                        | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    260000 | PA      | $173797.00    | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Cablevision Lightpath LLC                                       | Cablevision Lightpath LLC                                                         | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198032.04    | 0.02%             | 2027-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                               | Exxon Mobil Corp.                                                                 | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      6279 | NS      | $700987.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardonagh Group Finco Pty Ltd.                                   | Ardonagh Group Finco Pty. Ltd., Facility 1st Lien Term Loan B                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | AU        |    522690 | PA      | $520405.86    | 0.04%             | 2031-02-18      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co.                                            | Vulcan Materials Co.                                                              | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |       296 | NS      | $81302.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co.                                           | Matador Resources Co.                                                             | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55900.60     | 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        |    114000 | PA      | $116557.02    | 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        |     13955 | NS      | $2677964.50   | 0.21%             |  |  |  | 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      | $4170.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MC Brazil Downstream Trading SARL                               | MC Brazil Downstream Trading SARL                                                 | CUSIP: N/A<br>LEI: 213800T2A7R9TYNXZI63       | Long             | DBT              | CORP              | LU        |    182442 | PA      | $147777.75    | 0.01%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                    | Performance Food Group, Inc.                                                      | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     42000 | PA      | $40380.26     | 0.00%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                            | Frontier Communications Holdings LLC                                              | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     91000 | PA      | $96405.19     | 0.01%             | 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        |     86000 | PA      | $86793.46     | 0.01%             | 2030-07-15      | Fixed         | 6.20%                 | 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        |    204062 | PA      | $198897.40    | 0.02%             | 2029-11-01      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                   | Walmart, Inc.                                                                     | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     20481 | NS      | $2006728.38   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                                                | Zions Bancorp NA                                                                  | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |       182 | NS      | $9758.84      | 0.00%             |  |  |  | No            |                  1 | 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        |   2000000 | PA      | $1999011.40   | 0.16%             | 2038-01-25      | Floating      | 5.50%                 | 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        |    195000 | PA      | $266641.07    | 0.02%             | 2032-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Clover CLO LLC                                                  | Clover CLO LLC, Series 2020-1A, Class A1RR                                        | CUSIP: 18914HAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1250000 | PA      | $1253711.25   | 0.10%             | 2037-07-15      | Floating      | 5.71%                 | 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        |     37000 | PA      | $37046.25     | 0.00%             | 2031-10-16      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| Republic of Serbia                                              | Republic of Serbia                                                                | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |    200000 | PA      | $211629.58    | 0.02%             | 2033-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fidelity Grand Harbour CLO DAC                                  | Fidelity Grand Harbour CLO DAC, Series 2021-1X, Class D                           | CUSIP: N/A<br>LEI: 635400KPYNGCFZ6MDR25       | Long             | ABS-CBDO         | CORP              | IE        |    250000 | PA      | $286684.02    | 0.02%             | 2034-10-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                | Bank of Montreal                                                                  | CUSIP: 06370D217<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |       600 | NS      | $44963.79     | 0.00%             | 2025-09-15      | Fixed         | 20.96%                | No            |                  2 | On Loan: No      |
| Evonik Industries AG                                            | Evonik Industries AG                                                              | CUSIP: N/A<br>LEI: 41GUOJQTALQHLF39XJ34       | Long             | EC               | CORP              | DE        |      5302 | NS      | $105287.51    | 0.01%             |  |  |  | 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        |    797800 | PA      | $796403.38    | 0.06%             | 2029-09-12      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                      | Sensata Technologies, Inc.                                                        | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    207000 | PA      | $211511.77    | 0.02%             | 2032-07-15      | Fixed         | 6.62%                 | 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        |   3000000 | PA      | $3009365.10   | 0.24%             | 2037-07-17      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Gates Corp.                                                     | Gates Corp., 1st Lien Term Loan B5                                                | CUSIP: 36740UAY8<br>LEI: 984500F43C791F4C7894 | Long             | LON              | CORP              | US        |    581457 | PA      | $580392.46    | 0.05%             | 2031-06-04      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                          | Waste Management, Inc.                                                            | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |       605 | NS      | $138641.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mobico Group plc                                                | Mobico Group plc                                                                  | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |    135000 | PA      | $110038.08    | 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        |    100000 | PA      | $88883.45     | 0.01%             | 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        |    158588 | NS      | $340964.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeroports de Paris SA                                           | Aeroports de Paris SA                                                             | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | EC               | CORP              | FR        |      1093 | NS      | $132662.40    | 0.01%             |  |  |  | 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        |    578718 | PA      | $578538.72    | 0.05%             | 2032-01-16      | Variable      | 7.55%                 | 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        |    394268 | PA      | $393712.32    | 0.03%             | 2029-02-01      | Variable      | 7.34%                 | 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        |    520000 | PA      | $521950.00    | 0.04%             | 2028-03-15      | Floating      | 6.43%                 | 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        |    649649 | PA      | $649876.31    | 0.05%             | 2031-02-24      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Bertrand Franchise Finance SAS                                  | Bertrand Franchise Finance SAS                                                    | CUSIP: N/A<br>LEI: 969500HGPPEHSTNJFW57       | Long             | DBT              | CORP              | FR        |    121000 | PA      | $134468.28    | 0.01%             | 2030-07-18      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                 | Permian Resources Operating LLC                                                   | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    141000 | PA      | $141838.67    | 0.01%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                  | Amphenol Corp., Class A                                                           | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      9167 | NS      | $976377.17    | 0.08%             |  |  |  | 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        |    270000 | PA      | $269156.25    | 0.02%             | 2041-06-15      | Floating      | 6.18%                 | 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        |    910000 | PA      | $910806.72    | 0.07%             | 2039-12-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Evolution AB                                                    | Evolution AB                                                                      | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |      5810 | NS      | $516864.06    | 0.04%             |  |  |  | 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        |     18000 | PA      | $18171.67     | 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        |    100000 | PA      | $117985.02    | 0.01%             | 2028-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                        | Republic of South Africa                                                          | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    279000 | PA      | $194602.50    | 0.02%             | 2046-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 13 Ltd.                                      | OHA Credit Funding 13 Ltd., Series 2022-13A, Class D2R                            | CUSIP: 67116CAW3<br>LEI: 254900P7TOYX9E9JQ066 | Long             | ABS-CBDO         | CORP              | BM        |   1000000 | PA      | $1009197.00   | 0.08%             | 2037-07-20      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                                 | JH North America Holdings, Inc.                                                   | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     81000 | PA      | $81839.57     | 0.01%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Flutter Financing B.V.                                          | Flutter Financing BV, 1st Lien Term Loan B                                        | CUSIP: N3313EAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    316000 | PA      | $315605.00    | 0.02%             | 2032-06-04      | Variable      | 6.30%                 | 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        |    318000 | PA      | $318200.34    | 0.03%             | 2032-04-21      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Element Solutions, Inc.                                         | Element Solutions, Inc., 1st Lien Term Loan B                                     | CUSIP: 72766TAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    375842 | PA      | $377251.41    | 0.03%             | 2030-12-18      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Rivian Holdings LLC                                             | Rivian Holdings LLC                                                               | CUSIP: 76954LAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $39969.15     | 0.00%             | 2031-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| eircom Finance DAC                                              | eircom Finance DAC                                                                | CUSIP: N/A<br>LEI: 254900NA4DUH50UERM85       | Long             | DBT              | CORP              | IE        |    226000 | PA      | $261585.20    | 0.02%             | 2031-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Trident Energy Finance plc                                      | Trident Energy Finance plc                                                        | CUSIP: N/A<br>LEI: 9845004ECK3FYO64I382       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205938.00    | 0.02%             | 2029-11-30      | Fixed         | 12.50%                | 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        |    972734 | PA      | $967164.16    | 0.08%             | 2033-02-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Hertz Corp.                                                     | Hertz Corp. (The), 1st Lien Term Loan                                             | CUSIP: 42804VBC4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |     51919 | PA      | $43918.56     | 0.00%             | 2028-06-30      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                         | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      5028 | NS      | $1418801.18   | 0.11%             | 2025-08-29      | Fixed         | 13.52%                | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                             | Ascent Resources Utica Holdings LLC                                               | CUSIP: 04364VAU7<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59785.37     | 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        |    259000 | PA      | $246827.00    | 0.02%             | 2030-07-08      | Variable      | 9.61%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                     | Capital One Financial Corp.                                                       | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       146 | NS      | $31390.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                             | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $310.70       | 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        |     90772 | PA      | $90821.52     | 0.01%             | 2032-01-27      | Variable      | 7.36%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                      | Baxter International, Inc.                                                        | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     29406 | NS      | $639874.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour, Inc.                                              | Under Armour, Inc.                                                                | CUSIP: 904311AD9<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22445.95     | 0.00%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Belron Finance US LLC                                           | Belron Finance 2019 LLC, 1st Lien Term Loan                                       | CUSIP: 08078UAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    925547 | PA      | $928786.71    | 0.07%             | 2031-10-16      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                            | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      6183 | NS      | $1426079.82   | 0.11%             | 2025-09-11      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                            | Royal Bank of Canada                                                              | CUSIP: C79864218<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | SN               | CORP              | CA        |     22938 | NS      | $1837900.28   | 0.15%             | 2025-08-28      | Fixed         | 19.12%                | 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      | $5069.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Potters Borrower LP                                             | Potters Borrower LP, 1st Lien Term Loan                                           | CUSIP: 73813HAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     66165 | PA      | $66413.14     | 0.01%             | 2027-12-14      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                        | Mizuho Markets Cayman LP                                                          | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |      5814 | NS      | $1804089.92   | 0.14%             | 2025-09-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                     | Huntington Bancshares, Inc.                                                       | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      1801 | NS      | $29590.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Belimo Holding AG                                               | Belimo Holding AG (Registered)                                                    | CUSIP: N/A<br>LEI: 506700339DLX749VEM23       | Long             | EC               | CORP              | CH        |       114 | NS      | $132664.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                             | Societe Generale SA                                                               | CUSIP: 83371P200<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      2972 | NS      | $1368538.92   | 0.11%             | 2025-08-04      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| Republic of South Africa                                        | Republic of South Africa                                                          | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    222000 | PA      | $211344.00    | 0.02%             | 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        |      2609 | PA      | $2243.74      | 0.00%             | 2031-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                    | NVIDIA Corp.                                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      3360 | NS      | $597643.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines, Inc.                                         | American Airlines, Inc., 1st Lien Term Loan                                       | CUSIP: 02376CBM6<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |    321810 | PA      | $320403.69    | 0.03%             | 2029-06-04      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                  | Opal Bidco SAS                                                                    | CUSIP: N/A<br>LEI: 969500R96XT7XY2UJ564       | Long             | DBT              | CORP              | FR        |    133000 | PA      | $156343.61    | 0.01%             | 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        |    105000 | PA      | $123916.33    | 0.01%             | 2031-01-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                      | PG&E Corp.                                                                        | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     39484 | NS      | $553565.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                                | Amazon.com, Inc.                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      3176 | NS      | $743533.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global LNG, Inc.                                        | Venture Global LNG, Inc.                                                          | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    314000 | PA      | $338788.37    | 0.03%             | 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        |    200000 | PA      | $195700.00    | 0.02%             | 2037-08-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Regatta VI Funding Ltd.                                         | Regatta VI Funding Ltd., Series 2016-1A, Class CR2                                | CUSIP: 75887NBA6<br>LEI: 2549001NU08X5ZRD6A39 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250370.35    | 0.02%             | 2034-04-20      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Deerfield Holdings Corp.                                        | Deerfield Holdings Corp., 2nd Lien Term Loan                                      | CUSIP: 24440EAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    181822 | PA      | $178791.03    | 0.01%             | 2028-04-07      | Variable      | 11.31%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                               | Barclays Bank plc, Series 1zzr                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      5983 | NS      | $689525.91    | 0.05%             | 2025-09-04      | Fixed         | 25.82%                | 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        |    413956 | PA      | $411173.89    | 0.03%             | 2030-04-15      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                     | Crescent Energy Finance LLC                                                       | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     69000 | PA      | $68293.09     | 0.01%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                   | Freedom Mortgage Holdings LLC                                                     | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42956.55     | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| M6 ETX Holdings II Midco LLC                                    | M6 ETX Holdings II Midco LLC, 1st Lien Term Loan                                  | CUSIP: 55285DAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    149000 | PA      | $149791.19    | 0.01%             | 2032-03-25      | Variable      | 7.36%                 | 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        |    239820 | PA      | $240549.45    | 0.02%             | 2030-05-24      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                                        | Group 1 Automotive, Inc.                                                          | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31575.48     | 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        |        80 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Sona Fios CLO V DAC                                             | Sona Fios CLO V DAC, Series 5X, Class D                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |    100000 | PA      | $114120.00    | 0.01%             | 2038-08-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                           | Mex Bonos Desarr Fix Rt                                                           | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    270000 | PA      | $274286.47    | 0.02%             | 2035-02-09      | Fixed         | 6.35%                 | 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        |    200000 | PA      | $200176.20    | 0.02%             | 2027-06-15      | Fixed         | 6.00%                 | 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        |    135000 | PA      | $142994.19    | 0.01%             | 2029-10-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Proofpoint, Inc.                                                | Proofpoint, Inc., 1st Lien Term Loan                                              | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    767721 | PA      | $768596.63    | 0.06%             | 2028-08-31      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                     | Block, Inc.                                                                       | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    397000 | PA      | $407396.64    | 0.03%             | 2032-05-15      | Fixed         | 6.50%                 | 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      | $1006312.40   | 0.08%             | 2037-04-20      | Floating      | 6.93%                 | 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        |   3000000 | PA      | $3008475.00   | 0.24%             | 2037-10-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                  | EPR Properties                                                                    | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |     11337 | NS      | $623988.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arsenal AIC Parent LLC                                          | Arsenal AIC Parent LLC                                                            | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     69000 | PA      | $73140.55     | 0.01%             | 2030-10-01      | Fixed         | 8.00%                 | 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      | $839.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                       | XPLR Infrastructure Operating Partners LP                                         | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    129000 | PA      | $135307.97    | 0.01%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Alterra Mountain Co.                                            | Alterra Mountain Co., 1st Lien Term Loan B7                                       | CUSIP: 46124CAR8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    231301 | PA      | $231686.81    | 0.02%             | 2030-05-31      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Infrastrutture Wireless Italiane SpA                            | Infrastrutture Wireless Italiane SpA                                              | CUSIP: N/A<br>LEI: 81560066183FE361C071       | Long             | EC               | CORP              | IT        |      7140 | NS      | $84411.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wrangler Holdco Corp.                                           | Wrangler Holdco Corp.                                                             | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44000 | PA      | $45459.17     | 0.00%             | 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        |    139480 | PA      | $139432.58    | 0.01%             | 2031-01-31      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                              | Dominican Republic Government Bond                                                | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    306000 | PA      | $282770.74    | 0.02%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Jabil, Inc.                                                     | Jabil, Inc.                                                                       | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |      4525 | NS      | $1009844.25   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp.                                             | Liberty Media Corp., 1st Lien Term Loan                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    258410 | PA      | $258087.16    | 0.02%             | 2031-08-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                   | Empresa Nacional del Petroleo                                                     | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $203500.00    | 0.02%             | 2034-07-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| New Gold, Inc.                                                  | New Gold, Inc.                                                                    | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |    109000 | PA      | $111859.53    | 0.01%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                               | Clarios Global LP, 1st Lien Term Loan                                             | CUSIP: C8000CAM5<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    604383 | PA      | $604080.71    | 0.05%             | 2030-05-06      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                     | Match Group Holdings II LLC                                                       | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     69000 | PA      | $64350.87     | 0.01%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Essex Property Trust, Inc.                                      | Essex Property Trust, Inc.                                                        | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |      3174 | NS      | $825811.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dufry One BV                                                    | Dufry One BV                                                                      | CUSIP: N/A<br>LEI: 7245003K5MN9U7XW0808       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $115574.94    | 0.01%             | 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        |      1261 | NS      | $98887.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI Aviation Investors LLC                                     | FTAI Aviation Investors LLC                                                       | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    153000 | PA      | $158448.48    | 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        |    235399 | PA      | $235632.33    | 0.02%             | 2031-07-01      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                            | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      3874 | NS      | $864829.68    | 0.07%             | 2025-09-18      | Fixed         | 14.58%                | No            |                  2 | On Loan: No      |
| Transocean, Inc.                                                | Transocean, Inc.                                                                  | CUSIP: 893830BL2<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    144000 | PA      | $142929.81    | 0.01%             | 2027-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Indutrade AB                                                    | Indutrade AB                                                                      | CUSIP: N/A<br>LEI: 549300FISLQ6CEFP1867       | Long             | EC               | CORP              | SE        |      4106 | NS      | $99711.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sparta US HoldCo LLC                                            | Sparta US HoldCo LLC, 1st Lien Term Loan                                          | CUSIP: 84673EAE9<br>LEI: 5493004EFF9NBQ1A8453 | Long             | LON              | CORP              | US        |    399311 | PA      | $393943.97    | 0.03%             | 2030-08-02      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Essendi SA                                                      | Essendi SA                                                                        | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |    117000 | PA      | $137345.18    | 0.01%             | 2031-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Magna International, Inc.                                       | Magna International, Inc.                                                         | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |      9785 | NS      | $401258.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ukraine                                                         | Ukraine Government Bond                                                           | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     52207 | PA      | $31846.27     | 0.00%             | 2029-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Nouryon Finance BV                                              | Nouryon Finance BV, 1st Lien Term Loan B1                                         | CUSIP: N8232NAL1<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    344594 | PA      | $344380.30    | 0.03%             | 2028-04-03      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| Kimmeridge Texas Gas LLC                                        | Kimmeridge Texas Gas LLC                                                          | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |    168000 | PA      | $172613.62    | 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        |     24538 | NS      | $912028.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services, Inc.                               | PennyMac Financial Services, Inc.                                                 | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     47000 | PA      | $48447.51     | 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: 549300NV2T8A33L0PQ58 | Long             | LON              | CORP              | US        |    128301 | PA      | $128522.93    | 0.01%             | 2030-08-09      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                          | Mauser Packaging Solutions Holding Co.                                            | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    935000 | PA      | $943158.81    | 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        |    199590 | PA      | $178642.83    | 0.01%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Keppel DC REIT                                                  | Keppel DC REIT                                                                    | CUSIP: N/A<br>LEI: 254900L7YDIFLO15BD60       | Long             | EC               | CORP              | SG        |    282000 | NS      | $513189.90    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                | NRG Energy, Inc.                                                                  | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64423.78     | 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        |      4222 | NS      | $68985.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                         | Citigroup Global Markets Holdings, Inc., Series 0M1K                              | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |    109299 | NS      | $18807570.15  | 1.49%             | 2025-08-28      | Fixed         | 17.21%                | No            |                  2 | On Loan: No      |
| Eurobank SA                                                     | Eurobank SA                                                                       | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |    276000 | PA      | $315063.55    | 0.02%             | 2036-02-07      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                            | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      8991 | NS      | $836261.50    | 0.07%             | 2025-08-06      | Fixed         | 20.33%                | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                            | Icahn Enterprises LP                                                              | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    151000 | PA      | $152876.33    | 0.01%             | 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        |     23582 | PA      | $23561.92     | 0.00%             | 2028-08-11      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| AssuredPartners, Inc.                                           | AssuredPartners, Inc., 1st Lien Term Loan                                         | CUSIP: 04621HAW3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |    852838 | PA      | $854466.67    | 0.07%             | 2031-02-14      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                              | Vale Overseas Ltd.                                                                | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    145000 | PA      | $141520.00    | 0.01%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                            | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     13996 | NS      | $2122685.86   | 0.17%             | 2025-09-11      | Fixed         | 10.36%                | No            |                  2 | On Loan: No      |
| Northern Oil & Gas, Inc.                                        | Northern Oil & Gas, Inc.                                                          | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    174000 | PA      | $175693.89    | 0.01%             | 2028-03-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                             | Cushman & Wakefield US Borrower LLC, 1st Lien Term Loan                           | CUSIP: 23340DAU6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     53060 | PA      | $53281.26     | 0.00%             | 2030-01-31      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                    | ING Groep NV                                                                      | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |     18788 | NS      | $437862.71    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                      | Cloud Software Group, Inc., 1st Lien Term Loan B                                  | CUSIP: 88632NBE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1072659 | PA      | $1076284.74   | 0.09%             | 2031-03-21      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                             | Herc Holdings, Inc.                                                               | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30713.76     | 0.00%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Wienerberger AG                                                 | Wienerberger AG                                                                   | CUSIP: N/A<br>LEI: 529900VXIFBHO0SW2I31       | Long             | EC               | CORP              | AT        |      1876 | NS      | $62888.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                               | GGAM Finance Ltd.                                                                 | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     69000 | PA      | $71084.63     | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CNT Holdings I Corp.                                            | CNT Holdings I Corp., 1st Lien Term Loan                                          | CUSIP: 12656AAF6<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |    403727 | PA      | $404255.84    | 0.03%             | 2032-11-08      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| Mitchell International, Inc.                                    | Mitchell International, Inc., 1st Lien Term Loan                                  | CUSIP: 60662WAW2<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |    580956 | PA      | $581176.53    | 0.05%             | 2031-06-17      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Tokyu Fudosan Holdings Corp.                                    | Tokyu Fudosan Holdings Corp.                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     33600 | NS      | $236935.64    | 0.02%             |  |  |  | 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        |     83000 | PA      | $82424.81     | 0.01%             | 2029-01-31      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                               | Barclays Bank plc                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      9632 | NS      | $918993.15    | 0.07%             | 2025-09-08      | Fixed         | 9.24%                 | No            |                  2 | On Loan: No      |
| Almaviva-The Italian Innovation Co. SpA                         | Almaviva-The Italian Innovation Co. SpA                                           | CUSIP: N/A<br>LEI: 815600A862DA4DD9E211       | Long             | DBT              | CORP              | IT        |    100000 | PA      | $115731.83    | 0.01%             | 2030-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ITT Holdings LLC                                                | ITT Holdings LLC                                                                  | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    143000 | PA      | $136208.76    | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                            | Howard Midstream Energy Partners LLC                                              | CUSIP: 442722AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $9384.21      | 0.00%             | 2028-07-15      | Fixed         | 8.88%                 | 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      | $5948.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kleopatra Finco SARL                                            | Kleopatra Finco SARL                                                              | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | DBT              | CORP              | LU        |    101000 | PA      | $87656.14     | 0.01%             | 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        |     12330 | PA      | $12330.30     | 0.00%             | 2032-04-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ELO SACA                                                        | ELO SACA                                                                          | CUSIP: N/A<br>LEI: 969500ASEC557H5A4F22       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $117413.32    | 0.01%             | 2028-04-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                    | BX Commercial Mortgage Trust, Series 2024-AIRC, Class A                           | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1114072 | PA      | $1117810.46   | 0.09%             | 2039-08-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Loxam SAS                                                       | Loxam SAS                                                                         | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $118847.80    | 0.01%             | 2029-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                         | Level 3 Financing, Inc.                                                           | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    108034 | PA      | $97230.60     | 0.01%             | 2030-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                   | Six Flags Entertainment Corp.                                                     | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $23421.06     | 0.00%             | 2032-05-01      | Fixed         | 6.62%                 | 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        |    395405 | PA      | $392447.05    | 0.03%             | 2036-02-15      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                        | Bristol-Myers Squibb Co.                                                          | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      6790 | NS      | $294074.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                             | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      8684 | NS      | $1207083.18   | 0.10%             | 2025-09-02      | Fixed         | 10.10%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                            | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      9629 | NS      | $1088989.95   | 0.09%             | 2025-09-12      | Fixed         | 13.92%                | 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        |    615836 | PA      | $616132.07    | 0.05%             | 2031-06-24      | Variable      | 6.11%                 | 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        |   1610000 | PA      | $1653323.49   | 0.13%             | 2041-12-10      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                 | Whirlpool Corp.                                                                   | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28930.85     | 0.00%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                | CCO Holdings LLC                                                                  | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    269000 | PA      | $276545.45    | 0.02%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fressnapf Holding SE                                            | Fressnapf Holding SE                                                              | CUSIP: N/A<br>LEI: 529900NLSO3VLFW8JQ35       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $116849.73    | 0.01%             | 2031-10-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                             | Post Holdings, Inc.                                                               | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    144000 | PA      | $143891.44    | 0.01%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                                  | Atlas Copco AB, Class A                                                           | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |     19589 | NS      | $298308.87    | 0.02%             |  |  |  | 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        |    138000 | PA      | $137800.51    | 0.01%             | 2038-07-15      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| OLA Netherlands BV                                              | OLA Netherlands BV, 1st Lien Term Loan                                            | CUSIP: 67935LAB8<br>LEI: N/A                  | Long             | LON              | CORP              | SG        |    102826 | PA      | $102054.64    | 0.01%             | 2026-12-15      | Variable      | 10.71%                | No            |                  3 | On Loan: No      |
| Williams Scotsman, Inc.                                         | Williams Scotsman, Inc.                                                           | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25620.33     | 0.00%             | 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        |     30000 | PA      | $30954.30     | 0.00%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Link REIT                                                       | Link REIT                                                                         | CUSIP: N/A<br>LEI: 529900XUE70U36QX5M62       | Long             | EC               | CORP              | HK        |     89500 | NS      | $498672.07    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AmeriTex HoldCo Intermediate LLC                                | AmeriTex HoldCo Intermediate LLC                                                  | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50848.46     | 0.00%             | 2033-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Coherent Corp.                                                  | Coherent Corp., 1st Lien Term Loan B2                                             | CUSIP: 45173JAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    437643 | PA      | $438299.31    | 0.03%             | 2029-07-02      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Prime Healthcare Services, Inc.                                 | Prime Healthcare Services, Inc.                                                   | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $44718.75     | 0.00%             | 2029-09-01      | Fixed         | 9.38%                 | 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        |    100000 | PA      | $114120.00    | 0.01%             | 2039-07-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Upland CLO Ltd.                                                 | Upland CLO Ltd., Series 2016-1A, Class CR                                         | CUSIP: 915328BA5<br>LEI: 54930052JF7HYEE5CO91 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501390.85    | 0.04%             | 2031-04-20      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| Boels Topholding BV                                             | Boels Topholding BV                                                               | CUSIP: N/A<br>LEI: 724500V913SEHSEW2O75       | Long             | DBT              | CORP              | NL        |     70000 | PA      | $82730.24     | 0.01%             | 2029-02-15      | Fixed         | 6.25%                 | 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        |   1750000 | PA      | $1753279.15   | 0.14%             | 2034-10-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co. (The)                                           | J M Smucker Co. (The)                                                             | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |       298 | NS      | $31987.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunoco LP                                                       | Sunoco LP                                                                         | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53678.45     | 0.00%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ELP Commercial Mortgage Trust                                   | ELP Commercial Mortgage Trust, Series 2021-ELP, Class G                           | CUSIP: 26863LAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    262678 | PA      | $262514.12    | 0.02%             | 2038-11-15      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                  | Braskem Netherlands Finance BV                                                    | CUSIP: 10554TAJ4<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $177187.50    | 0.01%             | 2034-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                     | Allied Universal Holdco LLC                                                       | CUSIP: N/A<br>LEI: 98450038B4549046D794       | Long             | DBT              | CORP              | GB        |    187000 | PA      | $240206.39    | 0.02%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CK Infrastructure Holdings Ltd.                                 | CK Infrastructure Holdings Ltd.                                                   | CUSIP: N/A<br>LEI: 5299005U11RQ1C27MR12       | Long             | EC               | CORP              | BM        |     13500 | NS      | $95080.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TalkTalk Telecom Group Ltd.                                     | TalkTalk Telecom Group Ltd.                                                       | CUSIP: N/A<br>LEI: 213800WF53FVDRRHRF44       | Long             | DBT              | CORP              | GB        |     76955 | PA      | $71278.25     | 0.01%             | 2027-09-01      | Fixed         | 8.25%                 | 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        |    460283 | PA      | $461148.71    | 0.04%             | 2031-01-31      | Variable      | 6.11%                 | 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        |     58000 | PA      | $59740.00     | 0.00%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Magenta Security Holdings LLC                                   | Magenta Security Holdings LLC, 1st Lien Term Loan                                 | CUSIP: 55909UAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     69176 | PA      | $30178.11     | 0.00%             | 2028-07-27      | Variable      | 11.31%                | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                              | GS Mortgage Securities Corp. Trust, Series 2021-DM, Class A                       | CUSIP: 36265AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $198500.00    | 0.02%             | 2036-11-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Utz Quality Foods LLC                                           | Utz Quality Foods LLC, 1st Lien Term Loan B                                       | CUSIP: 91809EAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    468603 | PA      | $468602.90    | 0.04%             | 2032-01-29      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                  | Alphabet, Inc., Class C                                                           | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      4145 | NS      | $799404.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloud Software Group, Inc.                                      | Cloud Software Group, Inc.                                                        | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    753000 | PA      | $760443.41    | 0.06%             | 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        |     62000 | PA      | $64137.26     | 0.01%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Goodman Group                                                   | Goodman Group                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     39345 | NS      | $879694.02    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                               | GGAM Finance Ltd.                                                                 | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     65000 | PA      | $66933.37     | 0.01%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                            | Clear Channel Outdoor Holdings, Inc.                                              | CUSIP: 18453HAE6<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    167000 | PA      | $174972.75    | 0.01%             | 2028-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                 | ABG Intermediate Holdings 2 LLC, Delayed Draw 1st Lien Term Loan                  | CUSIP: 00076VBM1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    309225 | PA      | $307969.55    | 0.02%             | 2032-02-13      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                          | Aramark Services, Inc.                                                            | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37625.26     | 0.00%             | 2028-02-01      | 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      | $-1263.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                              | Ryan Specialty LLC                                                                | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     43000 | PA      | $41258.75     | 0.00%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Clean Harbors, Inc.                                             | Clean Harbors, Inc., 1st Lien Term Loan                                           | CUSIP: 18449EAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    225997 | PA      | $227409.53    | 0.02%             | 2028-10-10      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                         | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     10164 | NS      | $1719252.05   | 0.14%             | 2025-09-04      | Fixed         | 11.16%                | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd.                                              | Trimaran CAVU Ltd., Series 2022-2A, Class AR                                      | CUSIP: 89625BAN3<br>LEI: 549300JHXVOIVLAKRV03 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2001539.40   | 0.16%             | 2038-03-27      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                  | US Foods, Inc., 1st Lien Term Loan B                                              | CUSIP: 90351HAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    268910 | PA      | $270652.27    | 0.02%             | 2028-11-22      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                               | Republic of Kenya                                                                 | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    200000 | PA      | $206000.00    | 0.02%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| New Home Co., Inc. (The)                                        | New Home Co., Inc. (The)                                                          | CUSIP: 645370AF4<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |     46000 | PA      | $47686.04     | 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        |     15429 | NS      | $556001.11    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Modena Buyer LLC                                                | Modena Buyer LLC, 1st Lien Term Loan                                              | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |    128838 | PA      | $126192.10    | 0.01%             | 2031-07-01      | Variable      | 8.81%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                            | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      2255 | NS      | $1054480.53   | 0.08%             | 2025-09-04      | Fixed         | 15.92%                | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                                  | DISH DBS Corp.                                                                    | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    124000 | PA      | $116712.23    | 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        |       474 | NS      | $174251.88    | 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      | $2265.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intel Corp.                                                     | Intel Corp.                                                                       | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      3065 | NS      | $60687.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods, Inc.                                                  | US Foods, Inc.                                                                    | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     47000 | PA      | $46028.89     | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                               | CIFC Funding Ltd., Series 2019-5A, Class A1R1                                     | CUSIP: 12554XAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2004000.00   | 0.16%             | 2035-01-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                | Altice France SA                                                                  | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |    293000 | PA      | $292324.37    | 0.02%             | 2028-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Boyne USA, Inc.                                                 | Boyne USA, Inc.                                                                   | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     51000 | PA      | $49421.97     | 0.00%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XV Ltd.                                        | Sixth Street CLO XV Ltd., Series 2020-15A, Class AR                               | CUSIP: 83012BAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003250.00   | 0.08%             | 2037-10-24      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| SGL Group ApS                                                   | SGL Group ApS                                                                     | CUSIP: N/A<br>LEI: 636700YQKGLXCPPUYE74       | Long             | DBT              | CORP              | DK        |    417000 | PA      | $481733.73    | 0.04%             | 2030-04-22      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Intuit, Inc.                                                    | Intuit, Inc.                                                                      | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       353 | NS      | $277150.89    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominican Republic                                              | Dominican Republic Government Bond                                                | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    155000 | PA      | $163060.00    | 0.01%             | 2031-02-03      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                              | J.P. Morgan Structured Products BV, Series EMTa                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      1000 | NS      | $104988.22    | 0.01%             | 2025-08-04      | Fixed         | 12.85%                | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                   | JDE Peet's NV                                                                     | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | EC               | CORP              | NL        |      5809 | NS      | $172266.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Construction Partners, Inc.                                     | Construction Partners, Inc., 1st Lien Term Loan                                   | CUSIP: 21043XAH5<br>LEI: 549300MHLFL4E8JLZU44 | Long             | LON              | CORP              | US        |     90545 | PA      | $90884.54     | 0.01%             | 2031-11-03      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                | CCO Holdings LLC                                                                  | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $109272.28    | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                        | Bausch Health Cos., Inc.                                                          | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    299000 | PA      | $307222.50    | 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        |    506967 | PA      | $507920.10    | 0.04%             | 2030-11-08      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Diamond II Ltd.                                                 | Diamond II Ltd.                                                                   | CUSIP: 25276VAA3<br>LEI: 254900KL4GQ2XC50XL44 | Long             | DBT              | CORP              | MU        |    200000 | PA      | $201446.08    | 0.02%             | 2026-07-28      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Plains GP Holdings LP                                           | Plains GP Holdings LP, Class A                                                    | CUSIP: 72651A207<br>LEI: 549300O56BSKRD8FAM12 | Long             |  |  | US        |      3668 | NS      | $71892.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcline FM Holdings LLC                                         | Arcline FM Holdings LLC, 1st Lien Term Loan                                       | CUSIP: 03960DAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    232000 | PA      | $233306.16    | 0.02%             | 2030-06-24      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Magnolia Oil & Gas Operating LLC                                | Magnolia Oil & Gas Operating LLC                                                  | CUSIP: 559665AB0<br>LEI: 984500CG376B0B99F016 | Long             | DBT              | CORP              | US        |     48000 | PA      | $48499.97     | 0.00%             | 2032-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ecovyst Catalyst Technologies LLC                               | Ecovyst Catalyst Technologies LLC, 1st Lien Term Loan                             | CUSIP: 27922JAC0<br>LEI: 254900NH3N3I82Z6Q744 | Long             | LON              | CORP              | US        |    313788 | PA      | $312611.03    | 0.02%             | 2031-06-12      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                             | Societe Generale SA                                                               | CUSIP: 83371F475<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |     52354 | NS      | $1885912.73   | 0.15%             | 2025-08-06      | Fixed         | 22.60%                | 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        |    190000 | PA      | $190118.67    | 0.02%             | 2041-04-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Chobani Holdco II LLC                                           | Chobani Holdco II LLC                                                             | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $370040.10    | 0.03%             | 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        |      2901 | NS      | $231684.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                                           | STMicroelectronics NV, NYRS                                                       | CUSIP: 861012102<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |      4868 | NS      | $123793.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WOM Chile Holdco SpA                                            | WOM Chile Holdco SpA                                                              | CUSIP: 97810KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |    442724 | PA      | $434995.36    | 0.03%             | 2032-04-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Belron UK Finance plc                                           | Belron UK Finance plc                                                             | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201877.00    | 0.02%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| New Fortress Energy, Inc.                                       | New Fortress Energy, Inc., 1st Lien Term Loan                                     | CUSIP: 64439HAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     52183 | PA      | $23808.30     | 0.00%             | 2028-10-30      | Variable      | 9.81%                 | 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        |   1000000 | PA      | $969464.00    | 0.08%             | 2038-09-06      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial, Inc.                               | Fidelity National Financial, Inc., Class A                                        | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |      3823 | NS      | $215731.89    | 0.02%             |  |  |  | No            |                  1 | 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        |     64000 | PA      | $64160.00     | 0.01%             | 2032-06-16      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                            | SoftBank Group Corp.                                                              | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    100000 | PA      | $116110.97    | 0.01%             | 2029-10-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO XXV Ltd.                                       | BlueMountain CLO XXV Ltd., Series 2019-25A, Class A1RR                            | CUSIP: 09627FBA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2006918.00   | 0.16%             | 2038-01-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                            | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      9211 | NS      | $1413805.95   | 0.11%             | 2025-09-12      | Fixed         | 12.94%                | No            |                  2 | On Loan: No      |
| Sanofi SA                                                       | Sanofi SA                                                                         | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |     28338 | NS      | $2543923.54   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                     | Toronto-Dominion Bank (The)                                                       | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |       600 | NS      | $168469.15    | 0.01%             | 2025-08-11      | Fixed         | 27.14%                | 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        |    125300 | NS      | $1623783.57   | 0.13%             |  |  |  | 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        |    170145 | PA      | $170570.36    | 0.01%             | 2031-03-26      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| EyeCare Partners LLC                                            | EyeCare Partners LLC, 1st Lien Term Loan A                                        | CUSIP: 30233PAQ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     51479 | PA      | $52177.97     | 0.00%             | 2028-08-31      | Variable      | 9.88%                 | No            |                  2 | On Loan: No      |
| Central Parent LLC                                              | Central Parent LLC                                                                | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $35629.04     | 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        |      1104 | NS      | $728960.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Generate CLO 16 Ltd.                                            | Generate CLO 16 Ltd., Series 2024-16A, Class A1                                   | CUSIP: 37149YAC3<br>LEI: 213800SVSEDOQON7JV18 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1757778.40   | 0.14%             | 2037-07-20      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                            | Clear Channel Outdoor Holdings, Inc.                                              | CUSIP: 18453HAA4<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139809.93    | 0.01%             | 2027-08-15      | Fixed         | 5.12%                 | 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        |   2000000 | PA      | $2004870.80   | 0.16%             | 2037-07-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                             | Ardonagh Finco Ltd.                                                               | CUSIP: N/A<br>LEI: 254900D2T84O1K03BA28       | Long             | DBT              | CORP              | JE        |     17000 | PA      | $20198.09     | 0.00%             | 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        |    200000 | PA      | $195750.00    | 0.02%             | 2035-03-12      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                | Altice France SA, 1st Lien Term Loan B14                                          | CUSIP: F6628DAN4<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |    483753 | PA      | $449285.78    | 0.04%             | 2028-08-15      | Variable      | 9.82%                 | 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        |    132151 | PA      | $71801.36     | 0.01%             | 2028-11-01      | Variable      | 7.81%                 | 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        |    580000 | PA      | $588646.76    | 0.05%             | 2041-07-05      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                         | Republic Services, Inc.                                                           | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      2505 | NS      | $577778.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Brambles Ltd.                                                   | Brambles Ltd.                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     50501 | NS      | $772637.55    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ciena Corp.                                                     | Ciena Corp., 1st Lien Term Loan                                                   | CUSIP: 17178HAR3<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | LON              | CORP              | US        |    286985 | PA      | $287837.59    | 0.02%             | 2030-10-24      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Republic of Latvia                                              | Latvia Government Bond                                                            | CUSIP: 518417AD2<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |    302000 | PA      | $303730.46    | 0.02%             | 2034-07-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Sumitomo Corp.                                                  | Sumitomo Corp.                                                                    | CUSIP: N/A<br>LEI: V82KK8NH1P0JS71FJC05       | Long             | EC               | CORP              | JP        |     39100 | NS      | $999387.23    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                          | UBS AG                                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |     14176 | NS      | $1762111.06   | 0.14%             | 2025-08-21      | Fixed         | 11.80%                | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                     | Apple, Inc.                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      4955 | NS      | $1028509.35   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TK Elevator US Newco, Inc.                                      | TK Elevator US Newco, Inc.                                                        | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    310000 | PA      | $308613.40    | 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        |      2053 | NS      | $558292.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Funding, Inc.                                           | Avantor Funding, Inc., 1st Lien Term Loan B6                                      | CUSIP: 05350NAP9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     17525 | PA      | $17598.40     | 0.00%             | 2027-11-08      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                          | Koninklijke Philips NV                                                            | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | EC               | CORP              | NL        |     33170 | NS      | $866246.20    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Costa Rica Senior Secured Finance                       | Liberty Costa Rica Senior Secured Finance                                         | CUSIP: 530371AA1<br>LEI: 549300W6O2PHTPCYQ751 | Long             | DBT              | CORP              | KY        |    207000 | PA      | $220506.75    | 0.02%             | 2031-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Global Partners LP                                              | Global Partners LP                                                                | CUSIP: 37954FAL8<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23356.64     | 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        |      4495 | NS      | $278866.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                                | Clarivate Science Holdings Corp.                                                  | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    198000 | PA      | $189264.43    | 0.01%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Columbus McKinnon Corp.                                         | Columbus McKinnon Corp., 1st Lien Term Loan                                       | CUSIP: 19933MAQ6<br>LEI: 549300W3HQB0HO1F3G69 | Long             | LON              | CORP              | US        |     93458 | PA      | $93457.90     | 0.01%             | 2028-05-15      | Variable      | 6.80%                 | No            |                  3 | On Loan: No      |
| Voyager Parent LLC                                              | Voyager Parent LLC                                                                | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |     62000 | PA      | $65586.33     | 0.01%             | 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        |    157000 | PA      | $163269.95    | 0.01%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4360.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Moody's Corp.                                                   | Moody's Corp.                                                                     | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      1151 | NS      | $593605.23    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco plc                                    | British American Tobacco plc                                                      | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |      6499 | NS      | $348199.24    | 0.03%             |  |  |  | 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        |    225000 | PA      | $259907.48    | 0.02%             | 2035-10-02      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| ICON plc                                                        | ICON plc                                                                          | CUSIP: N/A<br>LEI: 6354008SRQGEMC4XFI67       | Long             | EC               | CORP              | IE        |       444 | NS      | $75120.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RCI Banque SA                                                   | RCI Banque SA                                                                     | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $119201.20    | 0.01%             | 2034-10-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Serbia                                              | Republic of Serbia                                                                | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    200000 | PA      | $203562.00    | 0.02%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                     | Crescent Energy Finance LLC                                                       | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    119000 | PA      | $113844.24    | 0.01%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                         | Level 3 Financing, Inc., 1st Lien Term Loan B3                                    | CUSIP: 52729KAT3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    736000 | PA      | $741520.00    | 0.06%             | 2032-03-29      | Variable      | 8.61%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing, Inc.                                 | Automatic Data Processing, Inc.                                                   | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       248 | NS      | $76756.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corp.                                             | Expand Energy Corp.                                                               | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      1917 | NS      | $200863.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Quikrete Holdings, Inc.                                         | Quikrete Holdings, Inc.                                                           | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    310000 | PA      | $317934.45    | 0.03%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Incora Top Holdco LLC                                           | Incora Top Holdco LLC                                                             | CUSIP: 45338U101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1197 | NS      | $28883.61     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Societe Generale SA                                             | Societe Generale SA                                                               | CUSIP: 83371F442<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |     24834 | NS      | $2129118.05   | 0.17%             | 2025-08-06      | Fixed         | 29.13%                | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                            | IHO Verwaltungs GmbH                                                              | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |    225000 | PA      | $269218.94    | 0.02%             | 2028-05-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                          | Palmer Square CLO Ltd., Series 2022-1A, Class C                                   | CUSIP: 69689QAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1502339.40   | 0.12%             | 2035-04-20      | Floating      | 6.38%                 | 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        |    160997 | PA      | $160192.10    | 0.01%             | 2028-04-20      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                 | Naked Juice LLC, 1st Lien Term Loan                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    344858 | PA      | $342702.19    | 0.03%             | 2029-01-24      | Variable      | 9.80%                 | 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        |    982014 | PA      | $986923.88    | 0.08%             | 2030-04-30      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| Minerals Technologies, Inc.                                     | Minerals Technologies, Inc.                                                       | CUSIP: 603158AA4<br>LEI: 549300D3I1QU67GP6403 | Long             | DBT              | CORP              | US        |    106000 | PA      | $104349.58    | 0.01%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd.                                           | OHA Loan Funding Ltd., Series 2013-1A, Class D1R3                                 | CUSIP: 67706HCC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $1708025.53   | 0.14%             | 2037-04-23      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                    | Scotts Miracle-Gro Co. (The)                                                      | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     27000 | PA      | $24647.53     | 0.00%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy, Inc.                                            | NextEra Energy, Inc.                                                              | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |      7602 | NS      | $540198.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloudera, Inc.                                                  | Cloudera, Inc., 1st Lien Term Loan                                                | CUSIP: 74339VAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    392971 | PA      | $375900.16    | 0.03%             | 2028-10-09      | Variable      | 8.21%                 | No            |                  2 | On Loan: No      |
| AES Andes SA                                                    | AES Andes SA                                                                      | CUSIP: 00111VAA5<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $206076.00    | 0.02%             | 2029-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Komatsu Ltd.                                                    | Komatsu Ltd.                                                                      | CUSIP: N/A<br>LEI: 5493004LQ0B4T7QPQV17       | Long             | EC               | CORP              | JP        |     32300 | NS      | $1040638.21   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                 | Citigroup, Inc., Series GG                                                        | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50425.00     | 0.00%             | 2030-08-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                               | Barclays Bank plc, Series E10d                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      1700 | NS      | $182453.07    | 0.01%             | 2025-09-11      | Fixed         | 21.08%                | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                | Boeing Co. (The)                                                                  | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      1137 | NS      | $252232.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyperion Refinance SARL                                         | Hyperion Refinance SARL, 1st Lien Term Loan                                       | CUSIP: G4712JAZ5<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    631824 | PA      | $632386.22    | 0.05%             | 2031-02-18      | Variable      | 7.33%                 | 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        |    946000 | PA      | $11825.00     | 0.00%             | 2035-10-15      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                     | Match Group Holdings II LLC                                                       | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     31000 | PA      | $27738.47     | 0.00%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza, Inc.                                            | Domino's Pizza, Inc.                                                              | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |       240 | NS      | $111170.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sika AG                                                         | Sika AG (Registered)                                                              | CUSIP: N/A<br>LEI: 549300R3N69ECGYPU434       | Long             | EC               | CORP              | CH        |      1132 | NS      | $267129.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                        | Wynn Resorts Finance LLC                                                          | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     97000 | PA      | $96252.11     | 0.01%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Sun Communities, Inc.                                           | Sun Communities, Inc.                                                             | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |      9148 | NS      | $1134626.44   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUATE Petrochemical Co. KSC                                    | EQUATE Petrochemical Co. KSC                                                      | CUSIP: N/A<br>LEI: 635400J73BDO4TTGXD45       | Long             | DBT              | CORP              | KW        |    230000 | PA      | $228490.63    | 0.02%             | 2026-11-03      | Fixed         | 4.25%                 | 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        |    157605 | PA      | $157901.30    | 0.01%             | 2032-01-30      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp.                                           | Reworld Holding Corp., 1st Lien Term Loan C                                       | CUSIP: 22282GAN7<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |     18285 | PA      | $18302.94     | 0.00%             | 2028-11-30      | Variable      | 6.59%                 | 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        |    470000 | PA      | $471588.60    | 0.04%             | 2032-04-23      | Variable      | 7.44%                 | 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        |   2000000 | PA      | $1999332.00   | 0.16%             | 2038-04-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Jack Henry & Associates, Inc.                                   | Jack Henry & Associates, Inc.                                                     | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |      4156 | NS      | $705751.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitbread plc                                                   | Whitbread plc                                                                     | CUSIP: N/A<br>LEI: 21380099VMZKRMN3EX36       | Long             | EC               | CORP              | GB        |      6710 | NS      | $269546.22    | 0.02%             |  |  |  | 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        |    247883 | PA      | $247607.77    | 0.02%             | 2027-08-02      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4207.10      | 0.00%             |  |  |  | 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        |    218000 | PA      | $299812.93    | 0.02%             | 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        |      2773 | NS      | $86495.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 3 Ltd.                                     | Diameter Capital CLO 3 Ltd., Series 2022-3A, Class A2R                            | CUSIP: 25255JAN7<br>LEI: 254900L1QJX98W5ORK78 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2505361.25   | 0.20%             | 2038-01-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Madison Safety & Flow LLC                                       | Madison Safety & Flow LLC, 1st Lien Term Loan                                     | CUSIP: 55822DAM3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    156046 | PA      | $156664.33    | 0.01%             | 2031-09-26      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp.                                              | DISH Network Corp.                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    388000 | PA      | $404079.11    | 0.03%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Sonic Healthcare Ltd.                                           | Sonic Healthcare Ltd.                                                             | CUSIP: N/A<br>LEI: 549300NQQ5L2NONWR862       | Long             | EC               | CORP              | AU        |     16156 | NS      | $285296.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tele Columbus AG                                                | Tele Columbus AG                                                                  | CUSIP: N/A<br>LEI: 3912004GMFDLY04RUQ19       | Long             | DBT              | CORP              | DE        |    244913 | PA      | $190196.16    | 0.02%             | 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        |    152000 | PA      | $179533.58    | 0.01%             | 2030-05-08      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Interpump Group SpA                                             | Interpump Group SpA                                                               | CUSIP: N/A<br>LEI: 815600C79D0F31F4D395       | Long             | EC               | CORP              | IT        |      3750 | NS      | $153855.93    | 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        |     41000 | PA      | $39724.49     | 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        |   1233000 | PA      | $1234155.94   | 0.10%             | 2034-08-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| DS Admiral Bidco LLC                                            | DS Admiral Bidco LLC, 1st Lien Term Loan                                          | CUSIP: 23344UAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    131993 | PA      | $131746.02    | 0.01%             | 2031-06-26      | Variable      | 8.55%                 | 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        |    141000 | NS      | $447648.70    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                            | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      2200 | NS      | $65686.70     | 0.01%             | 2025-08-04      | Fixed         | 28.20%                | No            |                  2 | On Loan: No      |
| HSBC Bank plc                                                   | HSBC Bank plc, Series EMSM                                                        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | Long             | SN               | CORP              | GB        |      1329 | NS      | $509199.71    | 0.04%             | 2025-08-07      | Fixed         | 45.53%                | No            |                  2 | On Loan: No      |
| Fair Isaac Corp.                                                | Fair Isaac Corp.                                                                  | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |        45 | NS      | $64652.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines, Inc.                                         | American Airlines, Inc., 1st Lien Term Loan                                       | CUSIP: 02376CBR5<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |    210755 | PA      | $209437.33    | 0.02%             | 2028-02-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                         | Sasol Financing USA LLC                                                           | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197400.00    | 0.02%             | 2026-09-18      | Fixed         | 4.38%                 | 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        |    280929 | PA      | $280979.84    | 0.02%             | 2031-06-02      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| CA Magnum Holdings                                              | CA Magnum Holdings                                                                | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |    207000 | PA      | $205369.88    | 0.02%             | 2026-10-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                | Goodyear Tire & Rubber Co. (The)                                                  | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31043.56     | 0.00%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Thames Water Utilities Finance plc                              | Thames Water Utilities Finance plc                                                | CUSIP: N/A<br>LEI: 213800ESMPQ4RQ7G8351       | Long             | DBT              | CORP              | GB        |    107000 | PA      | $98242.64     | 0.01%             | 2027-06-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                | Sabre GLBL, Inc.                                                                  | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73797.50     | 0.01%             | 2030-07-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| BlackRock Funds III                                             | BlackRock Cash Funds: Institutional, SL Agency Shares                             | CUSIP: 066922519<br>LEI: 549300JDHS1T46VWOG19 | Long             | STIV             | RF                | US        |     82551 | NS      | $82552.40     | 0.01%             |  |  |  | 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      | $1002988.60   | 0.08%             | 2037-07-20      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                | Sealed Air Corp.                                                                  | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     37000 | PA      | $38107.67     | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                          | LifePoint Health, Inc.                                                            | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     18000 | PA      | $19400.16     | 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        |    134000 | PA      | $137183.84    | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                           | Cheniere Energy, Inc.                                                             | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      1578 | NS      | $372218.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurubis AG                                                      | Aurubis AG                                                                        | CUSIP: N/A<br>LEI: 5299005SHIN9ZK7GW242       | Long             | EC               | CORP              | DE        |       838 | NS      | $83586.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                            | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      1096 | NS      | $677918.74    | 0.05%             | 2025-09-08      | Fixed         | 14.79%                | 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        |    366742 | PA      | $359788.20    | 0.03%             | 2028-10-02      | Variable      | 7.84%                 | No            |                  2 | On Loan: No      |
| Galaxy US Opco, Inc.                                            | Galaxy US Opco, Inc., 1st Lien Term Loan                                          | CUSIP: 36321DAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    110607 | PA      | $101087.25    | 0.01%             | 2030-07-31      | Variable      | 10.03%                | No            |                  2 | On Loan: No      |
| Iliad Holding SASU                                              | Iliad Holding SASU                                                                | CUSIP: N/A<br>LEI: 9695009PXA7OI9NXN582       | Long             | DBT              | CORP              | FR        |    379000 | PA      | $465045.06    | 0.04%             | 2031-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Elisa OYJ                                                       | Elisa OYJ                                                                         | CUSIP: N/A<br>LEI: 743700TU2S3DXWGU7H32       | Long             | EC               | CORP              | FI        |      4743 | NS      | $244040.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Genesee & Wyoming, Inc.                                         | Genesee & Wyoming, Inc.                                                           | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |     81000 | PA      | $81933.77     | 0.01%             | 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        |     83000 | PA      | $83311.25     | 0.01%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Samarco Mineracao SA                                            | Samarco Mineracao SA                                                              | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |     40628 | PA      | $40170.94     | 0.00%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| OEG Finance plc                                                 | OEG Finance plc                                                                   | CUSIP: N/A<br>LEI: 254900KMBHWF9UK63G44       | Long             | DBT              | CORP              | GB        |    237000 | PA      | $282425.25    | 0.02%             | 2029-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| McAfee Corp.                                                    | McAfee Corp.                                                                      | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    170000 | PA      | $157622.15    | 0.01%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                              | J.P. Morgan Structured Products BV, Series 000f                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      5339 | NS      | $2516163.01   | 0.20%             | 2025-09-08      | Fixed         | 19.42%                | No            |                  2 | On Loan: No      |
| N/A                                                             | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $8.21         | 0.00%             |  |  |  | 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        |    880000 | PA      | $902124.43    | 0.07%             | 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        |     28000 | PA      | $24893.43     | 0.00%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Brookfield Property REIT, Inc.                                  | Brookfield Property REIT, Inc.                                                    | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71000 | PA      | $68965.89     | 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        |    618230 | PA      | $616875.71    | 0.05%             | 2030-09-27      | Variable      | 6.55%                 | 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: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $62181.91     | 0.00%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | U.S. Treasury 5-Year Note                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       211 | NC      | $150890.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp.                                      | Occidental Petroleum Corp.                                                        | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    106000 | PA      | $111891.61    | 0.01%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CPI Holdco B LLC                                                | CPI Holdco B LLC, 1st Lien Term Loan                                              | CUSIP: 1261MAAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    232000 | PA      | $231728.56    | 0.02%             | 2031-05-19      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP                                            | Boots Group Finco LP                                                              | CUSIP: N/A<br>LEI: 254900YVLYOVF1PF1N93       | Long             | DBT              | CORP              | US        |    100000 | PA      | $116830.35    | 0.01%             | 2032-08-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DigiCo Infrastructure REIT                                      | DigiCo Infrastructure REIT                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     67662 | NS      | $142365.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                  | Blackstone Private Credit Fund                                                    | CUSIP: 09261HBW6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    182000 | PA      | $180815.78    | 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        |    200000 | PA      | $202100.00    | 0.02%             | 2030-05-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 16 Ltd.                                      | OHA Credit Funding 16 Ltd., Series 2023-16A, Class D                              | CUSIP: 676924AJ2<br>LEI: 254900W0AHSZOPI4ZP08 | Long             | ABS-CBDO         | CORP              | BM        |   2000000 | PA      | $2020457.20   | 0.16%             | 2036-10-20      | Floating      | 8.33%                 | 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        |    135473 | PA      | $106572.71    | 0.01%             | 2028-11-30      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Merlin Properties Socimi SA                                     | Merlin Properties Socimi SA                                                       | CUSIP: N/A<br>LEI: 959800L8KD863DP30X04       | Long             | EC               | CORP              | ES        |     50294 | NS      | $696373.52    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Realty Trust, Inc.                                      | Digital Realty Trust, Inc.                                                        | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |     11510 | NS      | $2030824.40   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Windstream Services LLC                                         | Windstream Services LLC                                                           | CUSIP: 97381AAA0<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    513000 | PA      | $537054.57    | 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        |     38000 | PA      | $36893.84     | 0.00%             | 2027-12-01      | Fixed         | 4.00%                 | 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        |    230000 | PA      | $315301.71    | 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: N/A                  | Long             | LON              | CORP              | US        |    247035 | PA      | $247489.74    | 0.02%             | 2028-03-31      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                            | Icahn Enterprises LP                                                              | CUSIP: 451102CF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43000 | PA      | $43430.00     | 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        |      4411 | NS      | $402865.64    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                         | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      7864 | NS      | $2805759.86   | 0.22%             | 2025-09-15      | Fixed         | 13.91%                | No            |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.                                   | Surgery Center Holdings, Inc.                                                     | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    283000 | PA      | $290982.58    | 0.02%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                         | Kodiak Gas Services LLC                                                           | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    116000 | PA      | $118800.36    | 0.01%             | 2029-02-15      | Fixed         | 7.25%                 | 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        |    163654 | PA      | $152607.76    | 0.01%             | 2031-04-08      | Variable      | 8.64%                 | No            |                  2 | On Loan: No      |
| Digicel International Finance Ltd.                              | Digicel International Finance Ltd.                                                | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $404025.20    | 0.03%             | 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        |       650 | NS      | $368205.50    | 0.03%             |  |  |  | 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        |    108897 | PA      | $108448.59    | 0.01%             | 2029-09-28      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                               | Genesis Energy LP                                                                 | CUSIP: 37185LAL6<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29289.59     | 0.00%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                    | UBS Group AG                                                                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |    200000 | PA      | $179250.84    | 0.01%             | 2031-02-10      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp. II                                       | Blue Owl Capital Corp. II                                                         | CUSIP: 69121DAD2<br>LEI: 549300MMNWZO5XKDDX47 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39337.76     | 0.00%             | 2026-11-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                      | AT&T, Inc.                                                                        | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      7678 | NS      | $210453.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Health Systems, Inc.                                  | Community Health Systems, Inc.                                                    | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    318000 | PA      | $318500.53    | 0.03%             | 2027-03-15      | Fixed         | 5.62%                 | 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        |      7346 | PA      | $7339.23      | 0.00%             | 2032-04-01      | Variable      | 0.20%                 | No            |                  2 | On Loan: No      |
| Rexel SA                                                        | Rexel SA                                                                          | CUSIP: N/A<br>LEI: 969500N6AVPA51648T62       | Long             | EC               | CORP              | FR        |      4335 | NS      | $131023.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Midcontinent Communications                                     | Midcontinent Communications                                                       | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |     94000 | PA      | $99184.29     | 0.01%             | 2032-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank plc                                                   | Walmart, Inc., Series CD2r                                                        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | Long             | SN               | CORP              | GB        |     40072 | NS      | $3893432.81   | 0.31%             | 2025-08-21      | Fixed         | 13.24%                | No            |                  2 | On Loan: No      |
| N/A                                                             | TRSIBOXX                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2000000 | PA      | $30354.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELO SACA                                                        | ELO SACA                                                                          | CUSIP: N/A<br>LEI: 969500ASEC557H5A4F22       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $224951.72    | 0.02%             | 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        |      1751 | NS      | $109965.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                       | Panther Escrow Issuer LLC                                                         | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    647000 | PA      | $669061.02    | 0.05%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                  | BNP Paribas SA                                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |      5079 | NS      | $463094.49    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominican Republic                                              | Dominican Republic Government Bond                                                | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    383000 | PA      | $365190.50    | 0.03%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                         | Kingdom of Saudi Arabia                                                           | CUSIP: 80413TBE8<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $172626.00    | 0.01%             | 2053-01-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mattamy Group Corp.                                             | Mattamy Group Corp.                                                               | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     32000 | PA      | $30699.50     | 0.00%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Albion Financing 1 SARL                                         | Albion Financing 1 SARL                                                           | CUSIP: N/A<br>LEI: 259400W9CABUZBRDLP97       | Long             | DBT              | CORP              | LU        |    127000 | PA      | $150029.99    | 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        |    100000 | PA      | $113549.40    | 0.01%             | 2026-01-29      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                         | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     13008 | NS      | $856027.32    | 0.07%             | 2025-09-02      | Fixed         | 30.14%                | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                        | IPD 3 BV, Series JUL                                                              | CUSIP: N/A<br>LEI: 724500RBP2J59JMQB629       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $116189.26    | 0.01%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                        | Service Properties Trust                                                          | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    414000 | PA      | $440884.33    | 0.03%             | 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        |     39298 | PA      | $39364.31     | 0.00%             | 2027-08-02      | Variable      | 9.57%                 | No            |                  2 | On Loan: No      |
| Fedrigoni SpA                                                   | Fedrigoni SpA                                                                     | CUSIP: N/A<br>LEI: 8156004CE82074779D19       | Long             | DBT              | CORP              | IT        |    113000 | PA      | $125086.93    | 0.01%             | 2031-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                           | Nissan Motor Co. Ltd.                                                             | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Long             | DBT              | CORP              | JP        |    154000 | PA      | $178546.78    | 0.01%             | 2029-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                               | Barclays Bank plc                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     81135 | NS      | $1130746.12   | 0.09%             | 2025-08-07      | Fixed         | 34.10%                | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.                     | Taiwan Semiconductor Manufacturing Co. Ltd.                                       | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |     35000 | NS      | $1347475.06   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                             | Ascent Resources Utica Holdings LLC                                               | CUSIP: 04364VAK9<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |     33000 | PA      | $40073.22     | 0.00%             | 2027-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Marathon CLO Ltd.                                               | Marathon CLO Ltd., Series 2020-15A, Class C1R3                                    | CUSIP: 56579UBL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2502396.25   | 0.20%             | 2037-08-15      | Floating      | 7.53%                 | 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        |    221000 | PA      | $222657.50    | 0.02%             | 2032-05-27      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb, Inc.                                             | Bausch & Lomb, Inc.                                                               | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | DBT              | CORP              | CA        |    100000 | PA      | $115070.94    | 0.01%             | 2031-01-15      | Floating      | 5.87%                 | 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        |    270496 | PA      | $259675.83    | 0.02%             | 2027-11-24      | Variable      | 8.46%                 | No            |                  2 | On Loan: No      |
| Worldline SA                                                    | Worldline SA                                                                      | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $102434.59    | 0.01%             | 2030-06-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                             | Societe Generale SA                                                               | CUSIP: 83371F574<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |     10767 | NS      | $1316905.23   | 0.10%             | 2025-08-04      | Fixed         | 23.24%                | No            |                  2 | On Loan: No      |
| QXO Building Products, Inc.                                     | QXO Building Products, Inc.                                                       | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    258000 | PA      | $265681.69    | 0.02%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                             | Societe Generale SA                                                               | CUSIP: 83371F483<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      9017 | NS      | $1189551.93   | 0.09%             | 2025-08-06      | Fixed         | 22.08%                | 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        |    100000 | PA      | $114771.47    | 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        |    281000 | PA      | $288123.63    | 0.02%             | 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        |      2884 | NS      | $389662.59    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kia Corp.                                                       | Kia Corp.                                                                         | CUSIP: N/A<br>LEI: 988400V8MJK9N7OI5X76       | Long             | EC               | CORP              | KR        |      3627 | NS      | $265390.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CommScope LLC                                                   | CommScope LLC                                                                     | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17902.11     | 0.00%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                | Bank of Montreal                                                                  | CUSIP: 06370D209<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |      8557 | NS      | $1103038.88   | 0.09%             | 2025-08-29      | Fixed         | 32.40%                | 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        |    462675 | PA      | $463674.38    | 0.04%             | 2031-10-31      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Yamaha Motor Co. Ltd.                                           | Yamaha Motor Co. Ltd.                                                             | CUSIP: N/A<br>LEI: 3538004LR5NXILJDHY88       | Long             | EC               | CORP              | JP        |     33800 | NS      | $244469.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EastGroup Properties, Inc.                                      | EastGroup Properties, Inc.                                                        | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      5623 | NS      | $917898.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrise FinCo. I BV                                             | Sunrise FinCo. I BV                                                               | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $188520.00    | 0.01%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Motion Finco SARL                                               | Motion Finco SARL                                                                 | CUSIP: N/A<br>LEI: 2549002L1LBQZKA7UN30       | Long             | DBT              | CORP              | LU        |    102000 | PA      | $110271.63    | 0.01%             | 2030-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                    | KazMunayGas National Co. JSC                                                      | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |    200000 | PA      | $175508.00    | 0.01%             | 2047-04-19      | Fixed         | 5.75%                 | 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        |     38495 | NS      | $1838793.56   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland                                              | Republic of Poland                                                                | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     75000 | PA      | $74587.50     | 0.01%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Vertiv Group Corp.                                              | Vertiv Group Corp.                                                                | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    187000 | PA      | $181856.51    | 0.01%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Cloudera, Inc.                                                  | Cloudera, Inc., 2nd Lien Term Loan                                                | CUSIP: 74339VAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    117000 | PA      | $102009.96    | 0.01%             | 2029-10-10      | Variable      | 10.46%                | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXI Ltd.                            | Benefit Street Partners CLO XXI Ltd., Series 2020-21A, Class A1R                  | CUSIP: 08186RAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3506730.50   | 0.28%             | 2034-10-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Lasertec Corp.                                                  | Lasertec Corp.                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2900 | NS      | $292171.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                                        | Blue Racer Midstream LLC                                                          | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $41117.74     | 0.00%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Freeport Indonesia PT                                           | Freeport Indonesia PT                                                             | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | ID        |    200000 | PA      | $199902.00    | 0.02%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                        | NGL Energy Operating LLC                                                          | CUSIP: 62922LAD0<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |    142000 | PA      | $138904.63    | 0.01%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                         | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      4200 | NS      | $376178.46    | 0.03%             | 2025-08-28      | Fixed         | 19.01%                | No            |                  2 | On Loan: No      |
| Middleby Corp. (The)                                            | Middleby Corp. (The)                                                              | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |      1580 | NS      | $229416.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp.                                            | Meritage Homes Corp.                                                              | CUSIP: 59001ABF8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     81000 | PA      | $80087.19     | 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        |    459823 | PA      | $459011.64    | 0.04%             | 2033-02-15      | Floating      | 8.71%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                                     | Service Corp. International                                                       | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170402.90    | 0.01%             | 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        |    100000 | PA      | $17146.73     | 0.00%             | 2038-07-15      | Floating      | 8.81%                 | 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        |      2482 | NS      | $284727.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |     45000 | PA      | $326.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                          | LifePoint Health, Inc.                                                            | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     80000 | PA      | $85111.54     | 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        |     31000 | PA      | $30933.74     | 0.00%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DP World Salaam                                                 | DP World Salaam                                                                   | CUSIP: N/A<br>LEI: 549300SUYBT9X88E9435       | Long             | DBT              | CORP              | KY        |    348000 | PA      | $347782.50    | 0.03%             | 2025-10-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                          | UBS AG                                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |       300 | NS      | $49255.87     | 0.00%             | 2025-08-25      | Fixed         | 27.20%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                              | J.P. Morgan Structured Products BV, Series N0O1                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      4892 | NS      | $526839.31    | 0.04%             | 2025-08-29      | Fixed         | 16.36%                | No            |                  2 | On Loan: No      |
| Jefferies Finance LLC                                           | Jefferies Finance LLC, 1st Lien Term Loan                                         | CUSIP: N/A<br>LEI: 549300SKVB18YSSIDT75       | Long             | LON              | CORP              | US        |    132335 | PA      | $132583.79    | 0.01%             | 2031-10-21      | Variable      | 7.35%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                            | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      2000 | NS      | $145428.63    | 0.01%             | 2025-08-07      | Fixed         | 22.58%                | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                  | Community Health Systems, Inc.                                                    | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     62000 | PA      | $54236.05     | 0.00%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                             | Societe Generale SA                                                               | CUSIP: 83371F566<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      3860 | NS      | $906100.91    | 0.07%             | 2025-08-04      | Fixed         | 12.67%                | 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        |     12810 | PA      | $12800.19     | 0.00%             | 2031-11-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| StubHub HoldCo Sub LLC                                          | StubHub Holdco Sub LLC, 1st Lien Term Loan B                                      | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |    960592 | PA      | $950390.21    | 0.08%             | 2030-03-15      | Variable      | 9.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $6633.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CQP Holdco LP                                                   | CQP Holdco LP                                                                     | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $244229.30    | 0.02%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kleopatra Finco SARL                                            | Kleopatra Finco SARL                                                              | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | DBT              | CORP              | LU        |    310000 | PA      | $325602.90    | 0.03%             | 2026-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITE Group plc (The)                                           | UNITE Group plc (The)                                                             | CUSIP: N/A<br>LEI: 213800BBUUWVDH9YI827       | Long             | EC               | CORP              | GB        |     53035 | NS      | $522893.16    | 0.04%             |  |  |  | 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        |     28000 | PA      | $28949.79     | 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        |     47602 | NS      | $211158.81    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Paraguay Government International Bond                          | Republic of Paraguay                                                              | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |    398000 | PA      | $339235.22    | 0.03%             | 2033-01-29      | Fixed         | 2.74%                 | 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        |    143000 | PA      | $191780.17    | 0.02%             | 2029-07-31      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                              | Atmos Energy Corp.                                                                | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      1373 | NS      | $214078.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                                | Terna - Rete Elettrica Nazionale                                                  | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | EC               | CORP              | IT        |     14088 | NS      | $136314.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Regions Financial Corp.                                         | Regions Financial Corp.                                                           | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      1143 | NS      | $28952.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp.                                           | Range Resources Corp.                                                             | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |      3129 | NS      | $114896.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Level 3 Financing, Inc.                                         | Level 3 Financing, Inc.                                                           | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    549000 | PA      | $556331.58    | 0.04%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| New Mountain CLO 3 Ltd.                                         | New Mountain CLO 3 Ltd., Series CLO-3A, Class A                                   | CUSIP: 647550AA0<br>LEI: 549300CEYMYPINCEX579 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1503591.00   | 0.12%             | 2034-10-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | S&P 500 E-Mini Index                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       427 | NC      | $589635.11    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardonagh Finco Ltd.                                             | Ardonagh Finco Ltd.                                                               | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |    223000 | PA      | $232513.63    | 0.02%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trust                                 | Federal Realty Investment Trust                                                   | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               | CORP              | US        |      4862 | NS      | $448081.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies, Inc.                                        | Lumen Technologies, Inc.                                                          | CUSIP: 550241AB9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     39000 | PA      | $37982.49     | 0.00%             | 2029-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Sitio Royalties Operating Partnership LP                        | Sitio Royalties Operating Partnership LP                                          | CUSIP: 82983MAB6<br>LEI: 549300QY3ULLB2FX0O13 | Long             | DBT              | CORP              | US        |     72000 | PA      | $75118.90     | 0.01%             | 2028-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                                   | Nomura Bank International plc                                                     | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |     20955 | NS      | $1059237.08   | 0.08%             | 2025-08-22      | Fixed         | 30.09%                | No            |                  2 | On Loan: No      |
| MVM Energetika Zrt.                                             | MVM Energetika Zrt.                                                               | CUSIP: N/A<br>LEI: 529900ELI5AQ9F74PF85       | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $209378.00    | 0.02%             | 2028-06-09      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                             | Societe Generale SA                                                               | CUSIP: 83371F624<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      2640 | NS      | $715730.25    | 0.06%             | 2025-08-06      | Fixed         | 12.63%                | No            |                  2 | On Loan: No      |
| Veon Midco BV                                                   | Veon Midco BV                                                                     | CUSIP: N/A<br>LEI: 213800GOFSH7EPKBRE50       | Long             | DBT              | CORP              | NL        |    200000 | PA      | $185000.00    | 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        |    130000 | PA      | $129552.79    | 0.01%             | 2030-07-26      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                          | Palmer Square CLO Ltd., Series 2021-4A, Class D1R                                 | CUSIP: 69702EAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3002775.30   | 0.24%             | 2038-07-15      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                      | Builders FirstSource, Inc.                                                        | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31455.98     | 0.00%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                    | CaixaBank SA                                                                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |    200000 | PA      | $253631.70    | 0.02%             | 2030-01-16      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                            | Flutter Financing BV, 1st Lien Term Loan B                                        | CUSIP: N3313EAG5<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    772537 | PA      | $769060.98    | 0.06%             | 2030-12-02      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                          | Becton Dickinson & Co.                                                            | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      2249 | NS      | $400884.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre GLBL, Inc.                                                | Sabre GLBL, Inc., 1st Lien Term Loan B1                                           | CUSIP: 78571YBG4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     36877 | PA      | $36623.70     | 0.00%             | 2027-12-17      | Variable      | 7.97%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                                   | AIB Group plc                                                                     | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |    200000 | PA      | $229999.05    | 0.02%             | 2031-07-14      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                | Republic of Peru                                                                  | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    203000 | PA      | $162728.86    | 0.01%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Nucor Corp.                                                     | Nucor Corp.                                                                       | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |       443 | NS      | $63380.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                                    | UBS Group AG                                                                      | CUSIP: 902613BN7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    275000 | PA      | $281167.15    | 0.02%             | 2029-09-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Jones Deslauriers Insurance Management, Inc.                    | Jones Deslauriers Insurance Management, Inc.                                      | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |     86000 | PA      | $90734.19     | 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        |    196600 | NS      | $2035381.12   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Estate Co. Ltd.                                      | Mitsubishi Estate Co. Ltd.                                                        | CUSIP: N/A<br>LEI: 353800KOFMRGOXSJ5Z65       | Long             | EC               | CORP              | JP        |     30000 | NS      | $561672.77    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Greywolf CLO V Ltd.                                             | Greywolf CLO V Ltd., Series 2015-1A, Class BR                                     | CUSIP: 39808PAQ9<br>LEI: 549300RJBZLY8V18YD77 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501546.70    | 0.04%             | 2031-01-27      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp.                                           | Reworld Holding Corp.                                                             | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     36000 | PA      | $34380.45     | 0.00%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                             | Medline Borrower LP                                                               | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     68000 | PA      | $64849.91     | 0.01%             | 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        |      3980 | NS      | $318634.05    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LABL, Inc.                                                      | LABL, Inc.                                                                        | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |     76000 | PA      | $67421.20     | 0.01%             | 2028-11-01      | Fixed         | 5.88%                 | 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        |    282015 | PA      | $282632.32    | 0.02%             | 2031-10-31      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Archrock Partners LP                                            | Archrock Partners LP                                                              | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $116704.99    | 0.01%             | 2032-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Financial Co. LLC                                | JPMorgan Chase Financial Co. LLC                                                  | CUSIP: 48133DL24<br>LEI: 549300NJFDJOFYVV6789 | Long             | DBT              | CORP              | US        |    107000 | PA      | $126902.00    | 0.01%             | 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        |    637000 | PA      | $678297.35    | 0.05%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LKQ Corp.                                                       | LKQ Corp.                                                                         | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     13078 | NS      | $385408.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Arteria Ltd.                                              | Atlas Arteria Ltd.                                                                | CUSIP: N/A<br>LEI: 254900SGF4ZQDBH2YC59       | Long             | EC               | CORP              | AU        |     10044 | NS      | $33177.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                         | Uber Technologies, Inc.                                                           | CUSIP: 90353TAG5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24058.28     | 0.00%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                           | Albertsons Cos., Inc.                                                             | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $11696.66     | 0.00%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                               | Barclays Bank plc, Series 1zzv                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     35445 | NS      | $877821.60    | 0.07%             | 2025-09-04      | Fixed         | 25.06%                | No            |                  2 | On Loan: No      |
| Dayforce, Inc.                                                  | Dayforce, Inc., 1st Lien Term Loan B                                              | CUSIP: 23958CAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    541215 | PA      | $542567.95    | 0.04%             | 2031-03-01      | Variable      | 6.31%                 | No            |                  3 | On Loan: No      |
| Amynta Agency Borrower, Inc.                                    | Amynta Agency Borrower, Inc., 1st Lien Term Loan                                  | CUSIP: 57810JAL2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    538158 | PA      | $538292.23    | 0.04%             | 2031-12-29      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                                               | Genuine Parts Co.                                                                 | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |       634 | NS      | $81709.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta 2 (Lux) SARL                                              | Delta 2 (Lux) SARL, 1st Lien Term Loan B                                          | CUSIP: L2465BAW6<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    515839 | PA      | $515194.25    | 0.04%             | 2031-09-30      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                                   | Nomura Bank International plc                                                     | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      1000 | NS      | $80814.34     | 0.01%             | 2025-09-15      | Fixed         | 22.71%                | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                    | Fibercop SpA                                                                      | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |    144000 | PA      | $167294.88    | 0.01%             | 2030-06-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Simon Property Group, Inc.                                      | Simon Property Group, Inc.                                                        | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      6738 | NS      | $1103617.02   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Chobani LLC                                                     | Chobani LLC, 1st Lien Term Loan                                                   | CUSIP: 17026YAK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    762580 | PA      | $764966.63    | 0.06%             | 2027-10-25      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                              | J.P. Morgan Structured Products BV, Series N0O0                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     19388 | NS      | $2759292.25   | 0.22%             | 2025-08-29      | Fixed         | 17.32%                | No            |                  2 | On Loan: No      |
| Chariot Buyer LLC                                               | Chariot Buyer LLC, 1st Lien Term Loan B                                           | CUSIP: 15963CAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     71714 | PA      | $71683.86     | 0.01%             | 2032-07-22      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Essential Properties Realty Trust, Inc.                         | Essential Properties Realty Trust, Inc.                                           | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |     20532 | NS      | $626020.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Stena International SA                                          | Stena International SA                                                            | CUSIP: N/A<br>LEI: 213800A4LTGG4W55QP46       | Long             | DBT              | CORP              | LU        |    250000 | PA      | $254043.75    | 0.02%             | 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        |      4964 | NS      | $102705.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rad CLO 14 Ltd.                                                 | Rad CLO 14 Ltd., Series 2021-14A, Class D                                         | CUSIP: 75009RAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000462.30   | 0.08%             | 2035-01-15      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| ZoomInfo Technologies LLC                                       | ZoomInfo Technologies LLC                                                         | CUSIP: 98981BAA0<br>LEI: 254900NOX7TLOJ3WS309 | Long             | DBT              | CORP              | US        |     86000 | PA      | $80848.12     | 0.01%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Pike Corp.                                                      | Pike Corp., 1st Lien Term Loan                                                    | CUSIP: 72108PAR5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | LON              | CORP              | US        |    298390 | PA      | $299714.67    | 0.02%             | 2028-01-21      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                         | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       245 | NS      | $1353013.69   | 0.11%             | 2025-09-12      | Fixed         | 11.93%                | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                      | Outfront Media Capital LLC                                                        | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49000 | PA      | $51448.38     | 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        |    977235 | PA      | $975212.40    | 0.08%             | 2029-10-19      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                    | Verizon Communications, Inc.                                                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      1409 | NS      | $60248.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial, Inc.                                   | Raymond James Financial, Inc.                                                     | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |       753 | NS      | $125848.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Digicel International FinanceLtd.                               | Digicel International Finance Ltd., 1st Lien Term Loan B                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | JM        |    140000 | PA      | $139650.00    | 0.01%             | 2032-07-30      | Variable      | 9.13%                 | No            |                  3 | On Loan: No      |
| Severn Trent plc                                                | Severn Trent plc                                                                  | CUSIP: N/A<br>LEI: 213800RPBXRETY4A4C59       | Long             | EC               | CORP              | GB        |     12810 | NS      | $449212.63    | 0.04%             |  |  |  | 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        |    201681 | PA      | $201995.33    | 0.02%             | 2031-06-12      | Variable      | 6.08%                 | 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        |     80000 | PA      | $80275.00     | 0.01%             | 2041-07-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-550.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                  | Univision Communications, Inc.                                                    | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     97000 | PA      | $98510.29     | 0.01%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Peraton Corp.                                                   | Peraton Corp., 2nd Lien Term Loan B1                                              | CUSIP: 71360HAG2<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |     99844 | PA      | $63329.73     | 0.01%             | 2029-02-01      | Variable      | 12.18%                | No            |                  2 | On Loan: No      |
| Magenta Security Holdings LLC                                   | Magenta Security Holdings LLC, 1st Lien Term Loan                                 | CUSIP: 55909UAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     42215 | PA      | $35025.62     | 0.00%             | 2028-07-27      | Variable      | 11.32%                | 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        |     65503 | PA      | $65233.64     | 0.01%             | 2028-08-23      | Variable      | 8.47%                 | No            |                  2 | On Loan: No      |
| Orix JREIT, Inc.                                                | Orix JREIT, Inc.                                                                  | CUSIP: N/A<br>LEI: 353800WVNTBIU65TA247       | Long             | EC               | CORP              | JP        |       176 | NS      | $230072.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                                         | Eni SpA                                                                           | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |     76093 | NS      | $1298706.02   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                              | Kingdom of Morocco                                                                | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |    279000 | PA      | $320384.77    | 0.03%             | 2035-04-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MKS, Inc.                                                       | MKS, Inc.                                                                         | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |     96000 | PA      | $93175.49     | 0.01%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                                      | Amneal Pharmaceuticals LLC, 1st Lien Term Loan                                    | CUSIP: 03167DAQ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    198573 | PA      | $202295.76    | 0.02%             | 2028-05-04      | Variable      | 9.86%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                        | Vinci SA                                                                          | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |     21142 | NS      | $2936811.64   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                                        | Unipol Assicurazioni SpA                                                          | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | DBT              | CORP              | IT        |    100000 | PA      | $120409.15    | 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        |     62000 | PA      | $63887.65     | 0.01%             | 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        |    215000 | PA      | $219680.55    | 0.02%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                                   | Nomura Bank International plc                                                     | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      2286 | NS      | $1776686.29   | 0.14%             | 2025-08-22      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                               | Barclays Bank plc                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      3663 | NS      | $879441.86    | 0.07%             | 2025-09-08      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| K. Hovnanian Enterprises, Inc.                                  | K. Hovnanian Enterprises, Inc.                                                    | CUSIP: 48251UAM0<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    220000 | PA      | $238213.80    | 0.02%             | 2029-09-30      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                            | Osaic Holdings, Inc., 1st Lien Term Loan B4                                       | CUSIP: 00775KAK4<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |    218148 | PA      | $218215.62    | 0.02%             | 2028-08-17      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| Republic of Bulgaria                                            | Bulgaria Government Bond                                                          | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |    186000 | PA      | $181237.71    | 0.01%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                              | Johnson Controls International plc                                                | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |      2630 | NS      | $276150.00    | 0.02%             |  |  |  | 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        |    189541 | PA      | $191247.22    | 0.02%             | 2029-02-01      | Variable      | 8.36%                 | 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        |    541109 | PA      | $542461.53    | 0.04%             | 2029-12-20      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                             | Societe Generale SA                                                               | CUSIP: 83371F756<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |       313 | NS      | $1756628.16   | 0.14%             | 2025-08-01      | Fixed         | 9.58%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                           | Mex Bonos Desarr Fix Rt                                                           | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    218000 | PA      | $213572.42    | 0.02%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Teradyne, Inc.                                                  | Teradyne, Inc.                                                                    | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |       788 | NS      | $84654.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric plc                                              | nVent Electric plc                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |       394 | NS      | $30897.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Currenta Group Holdings SARL                                    | Currenta Group Holdings SARL                                                      | CUSIP: N/A<br>LEI: 222100SF79KCJKYUPE47       | Long             | DBT              | CORP              | LU        |    100000 | PA      | $115003.97    | 0.01%             | 2032-05-15      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                         | American Airlines, Inc.                                                           | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     56000 | PA      | $58527.00     | 0.00%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Assurant, Inc.                                                  | Assurant, Inc.                                                                    | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      6891 | NS      | $1290684.30   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Altera Corp.                                                    | Altera Corp., 1st Lien Term Loan B                                                | CUSIP: 40054QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    253000 | PA      | $253316.25    | 0.02%             | 2032-06-18      | Variable      | 7.07%                 | 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        |    280000 | PA      | $279125.00    | 0.02%             | 2036-10-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| NAK Naftogaz Ukraine                                            | NAK Naftogaz Ukraine                                                              | CUSIP: N/A<br>LEI: 213800PUC1T9GI6EIO63       | Long             | DBT              | CORP              | GB        |    188709 | PA      | $181974.74    | 0.01%             | 2026-07-19      | Fixed         | 7.12%                 | 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        |    154610 | PA      | $154835.36    | 0.01%             | 2028-11-16      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| Transdigm, Inc.                                                 | TransDigm, Inc., 1st Lien Term Loan L                                             | CUSIP: 89364MCD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    229442 | PA      | $230065.70    | 0.02%             | 2032-01-19      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                     | Asurion LLC, 1st Lien Term Loan B13                                               | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    580548 | PA      | $567921.52    | 0.04%             | 2030-09-19      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| Loxam SAS                                                       | Loxam SAS                                                                         | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |    108000 | PA      | $123403.66    | 0.01%             | 2031-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Globe Life, Inc.                                                | Globe Life, Inc.                                                                  | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |      6196 | NS      | $870352.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Structured Products BV                              | J.P. Morgan Structured Products BV                                                | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      6692 | NS      | $2345763.49   | 0.19%             | 2025-09-12      | Fixed         | 10.65%                | 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        |    100000 | PA      | $114233.36    | 0.01%             | 2037-10-15      | Floating      | 5.13%                 | 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        |     52208 | PA      | $48373.83     | 0.00%             | 2030-02-18      | Variable      | 7.61%                 | No            |                  2 | On Loan: No      |
| Spring Education Group, Inc.                                    | Spring Education Group, Inc., 1st Lien Term Loan                                  | CUSIP: 84840EAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    269797 | PA      | $271145.74    | 0.02%             | 2030-09-30      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| KKR & Co., Inc.                                                 | KKR & Co., Inc.                                                                   | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |       911 | NS      | $133534.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTDC Ltd.                                                     | NEXTDC Ltd.                                                                       | CUSIP: N/A<br>LEI: 529900RTERU3X7G3D672       | Long             | EC               | CORP              | AU        |     49285 | NS      | $453821.10    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Teleperformance SE                                              | Teleperformance SE                                                                | CUSIP: N/A<br>LEI: 9695004GI61FHFFNRG61       | Long             | EC               | CORP              | FR        |      1973 | NS      | $192350.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                        | Mizuho Markets Cayman LP                                                          | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |      1900 | NS      | $50741.20     | 0.00%             | 2025-08-18      | Fixed         | 25.02%                | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                            | Clear Channel Outdoor Holdings, Inc.                                              | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    288000 | PA      | $296584.42    | 0.02%             | 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        |    200000 | PA      | $219669.73    | 0.02%             | 2030-06-15      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| AltaGas Ltd.                                                    | AltaGas Ltd.                                                                      | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |     42000 | PA      | $42321.85     | 0.00%             | 2054-10-15      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP                                    | Scientific Games Holdings LP                                                      | CUSIP: 80874DAA4<br>LEI: 549300W5GPFXXB6TQ330 | Long             | DBT              | CORP              | US        |     91000 | PA      | $87665.08     | 0.01%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)                            | Hartford Insurance Group, Inc. (The)                                              | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      6136 | NS      | $763257.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Oak Hill Credit Partners X-R Ltd.                               | Oak Hill Credit Partners X-R Ltd., Series 2014-10RA, Class D1R2                   | CUSIP: 67707CBL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2003366.40   | 0.16%             | 2038-04-20      | Floating      | 6.83%                 | 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        |     71000 | PA      | $71207.32     | 0.01%             | 2032-06-02      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                      | Lamb Weston Holdings, Inc.                                                        | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |      3440 | NS      | $196320.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                            | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      2721 | NS      | $728089.31    | 0.06%             | 2025-09-08      | Fixed         | 10.00%                | 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        |    940000 | PA      | $940133.75    | 0.07%             | 2042-08-17      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP                                    | MPT Operating Partnership LP                                                      | CUSIP: 55342UAQ7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |    247000 | PA      | $256733.04    | 0.02%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Baldwin Insurance Group Holdings LLC                            | Baldwin Insurance Group Holdings LLC (The), 1st Lien Term Loan B1                 | CUSIP: 05825HAG9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    538550 | PA      | $538549.58    | 0.04%             | 2031-05-27      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                | Altice France SA                                                                  | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |    166000 | PA      | $166223.43    | 0.01%             | 2029-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Invincible Investment Corp.                                     | Invincible Investment Corp.                                                       | CUSIP: N/A<br>LEI: 353800JY6M2692VAV685       | Long             | EC               | CORP              | JP        |       383 | NS      | $170346.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tractor Supply Co.                                              | Tractor Supply Co.                                                                | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |       310 | NS      | $17654.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CK Asset Holdings Ltd.                                          | CK Asset Holdings Ltd.                                                            | CUSIP: N/A<br>LEI: 5299006GJZSGP78B8S35       | Long             | EC               | CORP              | KY        |     72500 | NS      | $332209.65    | 0.03%             |  |  |  | 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        |     81443 | PA      | $79559.61     | 0.01%             | 2027-12-17      | 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      | $8111.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Element Solutions, Inc.                                         | Element Solutions, Inc.                                                           | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |    209000 | PA      | $201339.84    | 0.02%             | 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        |      3309 | NS      | $95545.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                    | Ecopetrol SA                                                                      | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    270000 | PA      | $283230.00    | 0.02%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CCC Intelligent Solutions, Inc.                                 | CCC Intelligent Solutions, Inc., 1st Lien Term Loan                               | CUSIP: 12511BAC6<br>LEI: 5493006JEEL9RIWY5T17 | Long             | LON              | CORP              | US        |    992081 | PA      | $992706.14    | 0.08%             | 2032-01-23      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                            | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      1405 | NS      | $726198.30    | 0.06%             | 2025-09-08      | Fixed         | 10.58%                | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                           | Republic of Guatemala                                                             | CUSIP: 401494AX7<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    300000 | PA      | $320767.89    | 0.03%             | 2032-10-04      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                            | Frontier Communications Holdings LLC                                              | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $64534.02     | 0.01%             | 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        |   2000000 | PA      | $2005989.00   | 0.16%             | 2038-01-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                              | Koninklijke KPN NV                                                                | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |    290015 | NS      | $1295642.96   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayer AG                                                        | Bayer AG (Registered)                                                             | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |      7619 | NS      | $236964.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Croda International plc                                         | Croda International plc                                                           | CUSIP: N/A<br>LEI: 2138004WCNBFJEEOXV26       | Long             | EC               | CORP              | GB        |      5167 | NS      | $177836.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                          | Home Depot, Inc. (The)                                                            | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      3770 | NS      | $1385512.70   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Turkcell Iletisim Hizmetleri A/S                                | Turkcell Iletisim Hizmetleri A/S                                                  | CUSIP: 900111AD7<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $206188.00    | 0.02%             | 2032-01-24      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                             | General Mills, Inc.                                                               | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |       635 | NS      | $31102.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HT Troplast GmbH                                                | HT Troplast GmbH                                                                  | CUSIP: N/A<br>LEI: 529900Y2N2GAY3FXGP86       | Long             | DBT              | CORP              | DE        |    175000 | PA      | $209848.02    | 0.02%             | 2028-07-15      | Fixed         | 9.38%                 | 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        |     79596 | PA      | $79612.93     | 0.01%             | 2030-01-31      | Variable      | 7.80%                 | 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        |    179057 | PA      | $178920.84    | 0.01%             | 2031-11-19      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Crocs, Inc.                                                     | Crocs, Inc.                                                                       | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27117.97     | 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        |       774 | NS      | $155616.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                             | Societe Generale SA                                                               | CUSIP: 83371F590<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |     41136 | NS      | $9149420.14   | 0.72%             | 2025-08-04      | Fixed         | 17.53%                | No            |                  2 | On Loan: No      |
| AXA SA                                                          | AXA SA                                                                            | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |     48285 | NS      | $2345164.07   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Whatabrands LLC                                                 | Whatabrands LLC, 1st Lien Term Loan B                                             | CUSIP: 96244UAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    264878 | PA      | $264811.97    | 0.02%             | 2028-08-03      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Fanatics Commerce Intermediate Holdco LLC                       | Fanatics Commerce Intermediate Holdco LLC, 1st Lien Term Loan                     | CUSIP: 30709UAB0<br>LEI: 254900YDIRBC66RGAG10 | Long             | LON              | CORP              | US        |     81825 | PA      | $81825.06     | 0.01%             | 2028-11-23      | Variable      | 7.72%                 | No            |                  3 | On Loan: No      |
| Comerica, Inc.                                                  | Comerica, Inc.                                                                    | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |       167 | NS      | $11284.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Finance Corp.                                           | OneMain Finance Corp.                                                             | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     39000 | PA      | $40195.12     | 0.00%             | 2032-09-15      | Fixed         | 7.12%                 | 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        |    200498 | PA      | $200685.97    | 0.02%             | 2030-02-06      | Variable      | 6.34%                 | 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        |    121390 | PA      | $122189.96    | 0.01%             | 2031-10-03      | Variable      | 6.11%                 | 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        |    334000 | PA      | $307321.45    | 0.02%             | 2028-04-25      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                     | Toronto-Dominion Bank (The)                                                       | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |      5700 | NS      | $78399.08     | 0.01%             | 2025-09-08      | Fixed         | 27.02%                | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                     | Toronto-Dominion Bank (The)                                                       | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |      2331 | NS      | $1661532.57   | 0.13%             | 2025-08-04      | Fixed         | 33.81%                | 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        |    164000 | PA      | $159428.75    | 0.01%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pachelbel Bidco SpA                                             | Pachelbel Bidco SpA                                                               | CUSIP: N/A<br>LEI: 8156005DA07CDD50CC46       | Long             | DBT              | CORP              | IT        |    100000 | PA      | $115070.85    | 0.01%             | 2031-05-17      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | JPY Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       517 | NC      | $-2013135.43  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| CarVal CLO I Ltd.                                               | CarVal CLO I Ltd., Series 2018-1A, Class BR                                       | CUSIP: 146865AL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1602436.96   | 0.13%             | 2031-07-16      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                          | UBS AG                                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |       700 | NS      | $73401.37     | 0.01%             | 2025-08-18      | Fixed         | 24.80%                | No            |                  2 | On Loan: No      |
| Learfield Communications LLC                                    | Learfield Communications LLC, 1st Lien Term Loan                                  | CUSIP: 00165HAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    162930 | PA      | $164151.67    | 0.01%             | 2028-06-30      | Variable      | 8.83%                 | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                        | Mizuho Markets Cayman LP                                                          | CUSIP: 60700W734<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |       300 | NS      | $104651.00    | 0.01%             | 2025-09-08      | Fixed         | 21.42%                | No            |                  2 | On Loan: No      |
| Proofpoint, Inc.                                                | Proofpoint, Inc., 1st Lien Term Loan                                              | CUSIP: 74345HAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     86000 | PA      | $86098.04     | 0.01%             | 2028-08-31      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                             | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      7900 | NS      | $103572.19    | 0.01%             | 2025-08-25      | Fixed         | 27.43%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                             | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |    128665 | NS      | $1737479.77   | 0.14%             | 2025-08-08      | Fixed         | 28.72%                | No            |                  2 | On Loan: No      |
| Telstra Group Ltd.                                              | Telstra Group Ltd.                                                                | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | EC               | CORP              | AU        |    142087 | NS      | $452842.80    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                 | Sinclair Television Group, Inc.                                                   | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163201.52    | 0.01%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                           | United Airlines, Inc.                                                             | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     66000 | PA      | $64449.99     | 0.01%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                           | OneMain Finance Corp.                                                             | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    103000 | PA      | $105192.61    | 0.01%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Trane Technologies plc                                          | Trane Technologies plc                                                            | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |       867 | NS      | $379815.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                      | Lamb Weston Holdings, Inc.                                                        | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     56000 | PA      | $53273.83     | 0.00%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                              | J.P. Morgan Structured Products BV                                                | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     16614 | NS      | $1061785.79   | 0.08%             | 2025-09-12      | Fixed         | 25.79%                | No            |                  2 | On Loan: No      |
| Telecom Italia Capital SA                                       | Telecom Italia Capital SA                                                         | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     96000 | PA      | $103422.50    | 0.01%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| Lindblad Expeditions Holdings, Inc.                             | Lindblad Expeditions Holdings, Inc.                                               | CUSIP: 535219AA7<br>LEI: 549300GSPW24GZE6R597 | Long             | DBT              | CORP              | US        |     28000 | PA      | $29181.32     | 0.00%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                       | Williams Cos., Inc. (The)                                                         | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     25749 | NS      | $1543652.55   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice France SA                                                | Altice France SA                                                                  | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $173000.00    | 0.01%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Prysmian SpA                                                    | Prysmian SpA                                                                      | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | DBT              | CORP              | IT        |    200000 | PA      | $237656.27    | 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        |     86000 | PA      | $92546.66     | 0.01%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Barrick Mining Corp.                                            | Barrick Mining Corp.                                                              | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |      7760 | NS      | $163891.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                              | Venture Global Plaquemines LNG LLC                                                | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     74000 | PA      | $79915.82     | 0.01%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                   | Novelis Corp.                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    113000 | PA      | $108186.77    | 0.01%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hungary                                                         | Hungary Government Bond                                                           | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $193221.00    | 0.02%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                             | Azorra Finance Ltd.                                                               | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     21000 | PA      | $21433.24     | 0.00%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                         | Kingdom of Saudi Arabia                                                           | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |    315000 | PA      | $315491.40    | 0.02%             | 2030-04-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                        | Mizuho Markets Cayman LP                                                          | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |     10700 | NS      | $295276.15    | 0.02%             | 2025-09-08      | Fixed         | 23.02%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                               | Barclays Bank plc, Series 4540                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     29559 | NS      | $864495.41    | 0.07%             | 2025-08-01      | Fixed         | 23.70%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                | Bank of Montreal                                                                  | CUSIP: 06370D191<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |      2500 | NS      | $178410.32    | 0.01%             | 2025-08-18      | Fixed         | 25.39%                | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                             | Herc Holdings, Inc.                                                               | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44527.10     | 0.00%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                        | PNC Financial Services Group, Inc. (The)                                          | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       501 | NS      | $95325.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| USA Compression Partners LP                                     | USA Compression Partners LP                                                       | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $97114.06     | 0.01%             | 2029-03-15      | Fixed         | 7.12%                 | 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        |    180735 | PA      | $139919.92    | 0.01%             | 2028-10-06      | Variable      | 8.47%                 | No            |                  2 | On Loan: No      |
| Foundation Building Materials                                   | Foundation Building Materials, Inc., 1st Lien Term Loan                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    589823 | PA      | $567533.92    | 0.04%             | 2031-01-29      | Variable      | 8.43%                 | No            |                  2 | On Loan: No      |
| RealPage, Inc.                                                  | RealPage, Inc., 1st Lien Term Loan                                                | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    462887 | PA      | $462257.11    | 0.04%             | 2028-04-24      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                 | Telefonaktiebolaget LM Ericsson, Class B                                          | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |     99005 | NS      | $719131.37    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                  | Commerzbank AG                                                                    | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |    200000 | PA      | $243200.68    | 0.02%             | 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        |    300000 | PA      | $300375.00    | 0.02%             | 2039-06-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Alstom SA                                                       | Alstom SA                                                                         | CUSIP: N/A<br>LEI: 96950032TUYMW11FB530       | Long             | EC               | CORP              | FR        |     11678 | NS      | $273923.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Orbcomm, Inc.                                                   | Orbcomm, Inc., 1st Lien Term Loan                                                 | CUSIP: 68558RAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    105541 | PA      | $94564.83     | 0.01%             | 2028-09-01      | Variable      | 8.78%                 | No            |                  2 | On Loan: No      |
| Mativ Holdings, Inc.                                            | Mativ Holdings, Inc.                                                              | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |     32000 | PA      | $28857.94     | 0.00%             | 2029-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Wellington Management CLO 3 Ltd.                                | Wellington Management CLO 3 Ltd., Series 2024-3A, Class D1                        | CUSIP: 949575AG9<br>LEI: 2138007662K4YWZ79U31 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1003797.50   | 0.08%             | 2037-07-18      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                      | Fertitta Entertainment LLC                                                        | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     84000 | PA      | $79858.73     | 0.01%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                             | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      3500 | NS      | $204285.92    | 0.02%             | 2025-08-25      | Fixed         | 26.12%                | No            |                  2 | On Loan: No      |
| LondonMetric Property plc                                       | LondonMetric Property plc                                                         | CUSIP: N/A<br>LEI: 213800OCERWWPQDURL87       | Long             | EC               | CORP              | GB        |    362472 | NS      | $912221.82    | 0.07%             |  |  |  | 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      | $-131.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brookdale Senior Living, Inc.                                   | Brookdale Senior Living, Inc.                                                     | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               | CORP              | US        |     48787 | NS      | $378099.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Structured Products BV                              | J.P. Morgan Structured Products BV                                                | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      3500 | NS      | $1090750.15   | 0.09%             | 2025-09-12      | Fixed         | 20.06%                | No            |                  2 | On Loan: No      |
| LABL, Inc.                                                      | LABL, Inc., 1st Lien Term Loan B                                                  | CUSIP: 50168EAN2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | LON              | CORP              | US        |    360510 | PA      | $325522.79    | 0.03%             | 2028-10-30      | Variable      | 9.46%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                       | Bank of Nova Scotia (The)                                                         | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |     43803 | NS      | $2437047.68   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                                              | Banco Santander SA                                                                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |     49574 | NS      | $425879.91    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                                | UWM Holdings LLC                                                                  | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $125054.95    | 0.01%             | 2030-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| VF Ukraine PAT                                                  | VF Ukraine PAT                                                                    | CUSIP: 918212AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | UA        |    150045 | PA      | $142542.76    | 0.01%             | 2027-02-11      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                       | Vistra Operations Co. LLC                                                         | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    148000 | PA      | $156642.02    | 0.01%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                        | Enel SpA                                                                          | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |     19747 | NS      | $174134.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sixth Street CLO IX Ltd.                                        | Sixth Street CLO IX Ltd., Series 2017-9A, Class AR                                | CUSIP: 83012CAC9<br>LEI: 549300T5OQR4UD880D68 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2007000.00   | 0.16%             | 2037-07-21      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                                   | Nomura Bank International plc                                                     | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      1642 | NS      | $669200.28    | 0.05%             | 2025-09-22      | Fixed         | 10.95%                | 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        |   1150000 | PA      | $1152010.32   | 0.09%             | 2039-12-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                     | Allied Universal Holdco LLC                                                       | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    517000 | PA      | $542145.33    | 0.04%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                             | Societe Generale SA                                                               | CUSIP: 83371F665<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      2515 | NS      | $1427812.69   | 0.11%             | 2025-08-08      | Fixed         | 12.40%                | No            |                  2 | On Loan: No      |
| Eiffage SA                                                      | Eiffage SA                                                                        | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |      2336 | NS      | $313574.04    | 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        |    542511 | PA      | $542549.11    | 0.04%             | 2031-08-04      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                             | Volkswagen International Finance NV                                               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $117414.84    | 0.01%             | 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        |     87000 | PA      | $32842.50     | 0.00%             | 2029-11-01      | Variable      | 11.31%                | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                 | TransDigm, Inc., 1st Lien Term Loan J                                             | CUSIP: 89364MCA0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1381633 | PA      | $1385488.05   | 0.11%             | 2031-02-28      | Variable      | 6.80%                 | 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        |     23000 | PA      | $23038.41     | 0.00%             | 2030-05-31      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co., Inc.                                       | Church & Dwight Co., Inc.                                                         | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |       409 | NS      | $38351.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BPR Trust                                                       | BPR Trust, Series 2021-TY, Class E                                                | CUSIP: 05592AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $322331.23    | 0.03%             | 2038-09-15      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| Fiber Midco SpA                                                 | Fiber Midco SpA                                                                   | CUSIP: N/A<br>LEI: 8156000AFE5C06C4D309       | Long             | DBT              | CORP              | IT        |    100000 | PA      | $104162.95    | 0.01%             | 2029-06-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Murphy USA, Inc.                                                | Murphy USA, Inc., 1st Lien Term Loan B                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     79000 | PA      | $79578.28     | 0.01%             | 2028-01-31      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems, Inc.                                 | Advanced Drainage Systems, Inc.                                                   | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |     73000 | PA      | $74103.14     | 0.01%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                         | GFL Environmental, Inc.                                                           | CUSIP: 36168QAP9<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     87000 | PA      | $84224.21     | 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        |     42712 | NS      | $1986449.90   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                                                  | Air Liquide SA                                                                    | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |      3529 | NS      | $694283.37    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Enpro, Inc.                                                     | Enpro, Inc.                                                                       | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36319.54     | 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        |     11677 | NS      | $833737.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC Holdings LLC                                                | CSC Holdings LLC                                                                  | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    257000 | PA      | $258337.94    | 0.02%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| AHP Health Partners, Inc.                                       | AHP Health Partners, Inc.                                                         | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |    146000 | PA      | $141024.54    | 0.01%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                          | Mauser Packaging Solutions Holding Co.                                            | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27712.87     | 0.00%             | 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        |    100000 | PA      | $115537.63    | 0.01%             | 2037-02-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| GTCR Everest Borrower LLC                                       | GTCR Everest Borrower LLC, 1st Lien Term Loan                                     | CUSIP: 36269YAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    118000 | PA      | $117981.12    | 0.01%             | 2031-09-05      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                                   | Nomura Bank International plc                                                     | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      2900 | NS      | $197588.30    | 0.02%             | 2025-08-11      | Fixed         | 25.15%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                            | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     38009 | NS      | $2637336.85   | 0.21%             | 2025-09-11      | Fixed         | 19.01%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                              | J.P. Morgan Structured Products BV, Series N0O2                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      7601 | NS      | $1251640.42   | 0.10%             | 2025-08-29      | Fixed         | 11.24%                | No            |                  2 | On Loan: No      |
| Palfinger AG                                                    | Palfinger AG                                                                      | CUSIP: N/A<br>LEI: 529900IFAV83BX8O1O91       | Long             | EC               | CORP              | AT        |       879 | NS      | $36558.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | TRSIBOXX                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1500000 | PA      | $30607.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asurion LLC                                                     | Asurion LLC, 1st Lien Term Loan B9                                                | CUSIP: 04649VAY6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    233214 | PA      | $233087.76    | 0.02%             | 2027-07-30      | Variable      | 7.72%                 | No            |                  2 | On Loan: No      |
| South Bow Corp.                                                 | South Bow Corp.                                                                   | CUSIP: 83671M105<br>LEI: 2549000XS5TAFA3YF943 | Long             | EC               | CORP              | CA        |      4799 | NS      | $126021.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amsted Industries, Inc.                                         | Amsted Industries, Inc.                                                           | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     91000 | PA      | $92452.27     | 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        |      2361 | NS      | $196747.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Silver Point CLO 7 Ltd.                                         | Silver Point CLO 7 Ltd., Series 2024-7A, Class A1                                 | CUSIP: 82808UAA3<br>LEI: 254900UZNMKMPK9GWJ82 | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $1706372.11   | 0.14%             | 2038-01-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                   | Canadian National Railway Co.                                                     | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |      2853 | NS      | $266398.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Finance, Inc.                                        | Brookfield Finance, Inc.                                                          | CUSIP: 11271LAN2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     67000 | PA      | $64595.19     | 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        |     90259 | PA      | $89243.59     | 0.01%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                               | PennyMac Financial Services, Inc.                                                 | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42806.86     | 0.00%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                     | Toronto-Dominion Bank (The)                                                       | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |      2400 | NS      | $172403.46    | 0.01%             | 2025-08-04      | Fixed         | 16.24%                | No            |                  2 | On Loan: No      |
| Pikes Peak CLO 5                                                | Pikes Peak CLO 5, Series 2020-5A, Class A1R                                       | CUSIP: 72133PAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1104115.43   | 0.09%             | 2037-10-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                    | Samsung Electronics Co. Ltd.                                                      | CUSIP: 796050888<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |       635 | NS      | $794620.12    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                     | Extended Stay America Trust, Series 2021-ESH, Class F                             | CUSIP: 30227FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    193846 | PA      | $193846.48    | 0.02%             | 2038-07-15      | Floating      | 8.16%                 | 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        |    327361 | PA      | $327442.77    | 0.03%             | 2030-06-17      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co.                                             | Vertiv Holdings Co., Class A                                                      | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |      2546 | NS      | $370697.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                            | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      2800 | NS      | $216237.76    | 0.02%             | 2025-09-18      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| X Corp.                                                         | X Corp., 1st Lien Term Loan B1                                                    | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    708350 | PA      | $689642.85    | 0.05%             | 2029-10-26      | Variable      | 10.96%                | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                             | Shift4 Payments LLC                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    100000 | PA      | $119003.86    | 0.01%             | 2033-05-15      | Fixed         | 5.50%                 | 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        |    180000 | PA      | $180448.88    | 0.01%             | 2039-08-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                            | Banco de Sabadell SA                                                              | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | EC               | CORP              | ES        |    206124 | NS      | $760784.18    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                      | Garda World Security Corp.                                                        | CUSIP: 36485MAM1<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    113000 | PA      | $116371.02    | 0.01%             | 2028-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp.                                          | Encompass Health Corp.                                                            | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10505.97     | 0.00%             | 2031-04-01      | Fixed         | 4.62%                 | 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        |    168550 | PA      | $168941.47    | 0.01%             | 2028-12-15      | Variable      | 7.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4457.46      | 0.00%             |  |  |  | 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        |    239137 | PA      | $238173.56    | 0.02%             | 2031-12-02      | Variable      | 8.83%                 | 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        |   2000000 | PA      | $2006129.00   | 0.16%             | 2037-10-24      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                           | Bank of America Corp.                                                             | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    270000 | PA      | $276494.31    | 0.02%             | 2030-05-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                          | Palmer Square CLO Ltd., Series 2019-1A, Class BR                                  | CUSIP: 69700GAN2<br>LEI: 549300Y43K78UTRMTN21 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500401.90    | 0.04%             | 2034-11-14      | Floating      | 6.57%                 | 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        |    136851 | PA      | $137193.54    | 0.01%             | 2030-10-24      | Variable      | 8.29%                 | No            |                  3 | On Loan: No      |
| Arsenal AIC Parent LLC                                          | Arsenal AIC Parent LLC                                                            | CUSIP: 04288BAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    328000 | PA      | $364776.02    | 0.03%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| ams-OSRAM AG                                                    | ams-OSRAM AG, Series JUL                                                          | CUSIP: N/A<br>LEI: 5299001JPPT2QFTV5D76       | Long             | DBT              | CORP              | AT        |    100000 | PA      | $121340.37    | 0.01%             | 2029-03-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Imola Merger Corp.                                              | Imola Merger Corp.                                                                | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     69000 | PA      | $66945.84     | 0.01%             | 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        |    476959 | PA      | $475795.55    | 0.04%             | 2031-01-30      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                            | SoftBank Group Corp.                                                              | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    100000 | PA      | $118152.41    | 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        |      2000 | NS      | $209800.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp.                        | Science Applications International Corp.                                          | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40330.88     | 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: N/A                  | Long             | LON              | CORP              | US        |     76926 | PA      | $76989.76     | 0.01%             | 2031-08-01      | Variable      | 6.11%                 | 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        |     51346 | PA      | $49292.12     | 0.00%             | 2029-11-15      | Variable      | 10.46%                | No            |                  3 | On Loan: No      |
| Electricite de France SA                                        | Electricite de France SA                                                          | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |    100000 | PA      | $134672.99    | 0.01%             | 2035-06-17      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Sultanate of Oman                                               | Oman Government Bond                                                              | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |    260000 | PA      | $279240.00    | 0.02%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Chobani LLC                                                     | Chobani LLC                                                                       | CUSIP: 17027NAC6<br>LEI: 549300ISVDMZ91KNTR38 | Long             | DBT              | CORP              | US        |    118000 | PA      | $122941.25    | 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        |      3676 | NS      | $264048.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                        | Venture Global LNG, Inc.                                                          | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    446000 | PA      | $446113.73    | 0.04%             | 2029-09-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                            | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      3481 | NS      | $2262329.61   | 0.18%             | 2025-09-08      | Fixed         | 26.73%                | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                     | Federal Republic of Nigeria                                                       | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |    200000 | PA      | $162812.00    | 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        |    223000 | PA      | $225957.20    | 0.02%             | 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        |      3701 | NS      | $212266.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     63000 | PA      | $1896.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                   | Equinix, Inc.                                                                     | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       163 | NS      | $127982.71    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleos del Peru SA                                           | Petroleos del Peru SA                                                             | CUSIP: 716564AA7<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | NUSS              | PE        |    200000 | PA      | $159938.00    | 0.01%             | 2032-06-19      | Fixed         | 4.75%                 | 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        |    164000 | PA      | $165025.00    | 0.01%             | 2032-05-28      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Valaris Ltd.                                                    | Valaris Ltd.                                                                      | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    125000 | PA      | $129111.28    | 0.01%             | 2030-04-30      | Fixed         | 8.38%                 | 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        |    118562 | PA      | $106267.82    | 0.01%             | 2046-07-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Organon & Co.                                                   | Organon & Co., 1st Lien Term Loan                                                 | CUSIP: 68621XAG8<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |    129955 | PA      | $124973.67    | 0.01%             | 2031-05-19      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| RS GROUP plc                                                    | RS GROUP plc                                                                      | CUSIP: N/A<br>LEI: 549300KVXDURRKVW7R37       | Long             | EC               | CORP              | GB        |     19695 | NS      | $144934.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                 | Universal Health Services, Inc., Class B                                          | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |      3755 | NS      | $625019.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| 1011778 BC ULC                                                  | 1011778 BC ULC                                                                    | CUSIP: 68245XAJ8<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $53745.37     | 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        |    169000 | PA      | $221783.75    | 0.02%             | 2026-04-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Shell Eln                                                       | Shell Eln                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | SN               | CORP              | US        |      4465 | NS      | $735222.67    | 0.06%             | 2025-09-09      | Fixed         | 24.59%                | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                   | Clearway Energy Operating LLC                                                     | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     66000 | PA      | $64892.31     | 0.01%             | 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        |     53532 | PA      | $43806.90     | 0.00%             | 2029-12-31      | Variable      | 8.28%                 | No            |                  2 | On Loan: No      |
| Ares XLVII CLO Ltd.                                             | Ares XLVII CLO Ltd., Series 2018-47A, Class SUB                                   | CUSIP: 04016WAC7<br>LEI: 5493001J0ZSE1Y09WE50 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $128678.25    | 0.01%             | 2030-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                   | Asbury Automotive Group, Inc.                                                     | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28517.79     | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                             | Brown & Brown, Inc.                                                               | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |       217 | NS      | $19827.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark Services, Inc.                                          | Aramark Services, Inc., 1st Lien Term Loan B7                                     | CUSIP: 03852JAU5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     80745 | PA      | $80779.12     | 0.01%             | 2028-04-06      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Grifols SA                                                      | Grifols SA                                                                        | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |    155000 | PA      | $186649.18    | 0.01%             | 2030-05-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.                                   | Surgery Center Holdings, Inc., 1st Lien Term Loan                                 | CUSIP: 86880NBB8<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |    397632 | PA      | $398586.29    | 0.03%             | 2030-12-19      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| Phoenix Aviation Capital Ltd.                                   | Phoenix Aviation Capital Ltd.                                                     | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |    102000 | PA      | $106876.27    | 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        |     30000 | PA      | $31286.70     | 0.00%             | 2055-02-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                            | Clear Channel Outdoor Holdings, Inc.                                              | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    226000 | PA      | $225598.89    | 0.02%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    100000 | PA      | $4863.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                              | J.P. Morgan Structured Products BV                                                | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     12036 | NS      | $1086671.46   | 0.09%             | 2025-09-12      | Fixed         | 14.26%                | No            |                  2 | On Loan: No      |
| Tesco plc                                                       | Tesco plc                                                                         | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |    241409 | NS      | $1356337.51   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Clarios Global LP                                               | Clarios Global LP, 1st Lien Term Loan                                             | CUSIP: C8000CAP8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    558000 | PA      | $557765.64    | 0.04%             | 2032-01-28      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                              | J.P. Morgan Structured Products BV, Series 000i                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     25905 | NS      | $2725497.12   | 0.22%             | 2025-09-08      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Calpine Construction Finance Co. LP                             | Calpine Construction Finance Co. LP, 1st Lien Term Loan                           | CUSIP: 13134NAH4<br>LEI: V0Q3DOB0FIB2XI1KWU77 | Long             | LON              | CORP              | US        |    314389 | PA      | $314379.47    | 0.02%             | 2030-07-19      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Amcor plc                                                       | Amcor plc                                                                         | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | JE        |     42145 | NS      | $394055.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wilsonart LLC                                                   | Wilsonart LLC                                                                     | CUSIP: 97246JAA6<br>LEI: 549300SAZRUMYKDJBY14 | Long             | DBT              | CORP              | US        |    104000 | PA      | $95704.75     | 0.01%             | 2032-08-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Uniti Group LP                                                  | Uniti Group LP                                                                    | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    307000 | PA      | $324461.85    | 0.03%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                             | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |     32766 | NS      | $918757.92    | 0.07%             | 2025-09-02      | Fixed         | 21.01%                | No            |                  2 | On Loan: No      |
| Mahle GmbH                                                      | Mahle GmbH                                                                        | CUSIP: N/A<br>LEI: 52990098TR1QJBWIYG58       | Long             | DBT              | CORP              | DE        |    116000 | PA      | $133673.59    | 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        |      3669 | NS      | $123345.11    | 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        |     41665 | PA      | $41534.52     | 0.00%             | 2029-12-19      | Variable      | 8.86%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                             | Post Holdings, Inc.                                                               | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     32000 | PA      | $29578.07     | 0.00%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Telecom Argentina SA                                            | Telecom Argentina SA                                                              | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |    149000 | PA      | $153097.50    | 0.01%             | 2033-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Coherent Corp.                                                  | Coherent Corp.                                                                    | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78295.21     | 0.01%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Knorr-Bremse AG                                                 | Knorr-Bremse AG                                                                   | CUSIP: N/A<br>LEI: 5299001GRRO0Z25YZT52       | Long             | EC               | CORP              | DE        |      2439 | NS      | $243425.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                     | Toronto-Dominion Bank (The)                                                       | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |      1400 | NS      | $216937.85    | 0.02%             | 2025-08-11      | Fixed         | 22.09%                | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                             | Medline Borrower LP, 1st Lien Term Loan                                           | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   2020606 | PA      | $2021878.87   | 0.16%             | 2028-10-23      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                          | Freeport-McMoRan, Inc.                                                            | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      3438 | NS      | $138345.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty SR, Inc.                                           | Arbor Realty SR, Inc.                                                             | CUSIP: 03881NAJ6<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27572.27     | 0.00%             | 2030-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                         | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     20932 | NS      | $1421878.74   | 0.11%             | 2025-08-29      | Fixed         | 32.60%                | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                              | Southern Co. (The)                                                                | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      9887 | NS      | $934123.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EMRLD Borrower LP                                               | EMRLD Borrower LP                                                                 | CUSIP: 26873CAB8<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |     93000 | PA      | $95777.91     | 0.01%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                              | Republic of Panama                                                                | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $216375.00    | 0.02%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                           | WR Grace Holdings LLC                                                             | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    442000 | PA      | $407490.45    | 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        |    249000 | PA      | $224473.50    | 0.02%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MSCI, Inc.                                                      | MSCI, Inc.                                                                        | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      1395 | NS      | $783097.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co. (The)                                      | Sherwin-Williams Co. (The)                                                        | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      1365 | NS      | $451651.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Vopak NV                                            | Koninklijke Vopak NV                                                              | CUSIP: N/A<br>LEI: 724500UL634GFV1KYF10       | Long             | EC               | CORP              | NL        |      4473 | NS      | $213679.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC Group NV                                                    | KBC Group NV                                                                      | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |    200000 | PA      | $255635.65    | 0.02%             | 2028-09-05      | Variable      | 8.00%                 | 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        |     50000 | PA      | $50569.30     | 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        |     63000 | PA      | $58234.82     | 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        |    185215 | PA      | $186218.87    | 0.01%             | 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        |     10798 | NS      | $393758.43    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                    | Scotts Miracle-Gro Co. (The)                                                      | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40886.16     | 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        |    150000 | PA      | $155578.50    | 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        |    213487 | PA      | $213830.71    | 0.02%             | 2030-07-25      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                 | Citigroup, Inc.                                                                   | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     19112 | NS      | $1790794.40   | 0.14%             |  |  |  | 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        |    600000 | PA      | $15750.00     | 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        |    131000 | PA      | $148265.70    | 0.01%             | 2026-01-15      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                               | Alliant Holdings Intermediate LLC, 1st Lien Term Loan                             | CUSIP: 01881UAM7<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |   1723740 | PA      | $1723567.88   | 0.14%             | 2031-09-19      | Variable      | 7.10%                 | 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      | $-242.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SCC Power plc                                                   | SCC Power plc                                                                     | CUSIP: 78397YAC6<br>LEI: 529900IYGYC6VSDSDF37 | Long             | DBT              | CORP              | GB        |    223943 | PA      | $44788.60     | 0.00%             | 2032-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BP plc                                                          | BP plc                                                                            | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |    101594 | NS      | $544572.63    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Getty Images, Inc.                                              | Getty Images, Inc.                                                                | CUSIP: 374276AM5<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |    103000 | PA      | $98622.50     | 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        |     10959 | NS      | $317323.33    | 0.03%             |  |  |  | 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        |     87000 | PA      | $83024.14     | 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        |     51000 | PA      | $48793.02     | 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        |     22602 | NS      | $237683.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ARES1                                                           | ARES1, Series 2024-IND2, Class A                                                  | CUSIP: 04021EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    820000 | PA      | $821793.75    | 0.07%             | 2034-10-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Vivion Investments SARL                                         | Vivion Investments SARL                                                           | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |    328445 | PA      | $370188.64    | 0.03%             | 2028-08-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                    | Vistra Corp.                                                                      | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    192000 | PA      | $193874.50    | 0.02%             | 2026-12-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub, Inc.                                        | AI Aqua Merger Sub, Inc., 1st Lien Term Loan B                                    | CUSIP: N/A<br>LEI: 5493005QMH1D47U26R45       | Long             | LON              | CORP              | US        |    566312 | PA      | $565808.22    | 0.04%             | 2028-07-31      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                              | Ares Capital Corp.                                                                | CUSIP: 04010LBK8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35935.78     | 0.00%             | 2030-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APCOA Group GmbH                                                | APCOA Group GmbH                                                                  | CUSIP: N/A<br>LEI: 529900H8FIYAOV5FUW68       | Long             | DBT              | CORP              | DE        |    213000 | PA      | $247217.61    | 0.02%             | 2031-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | Euro-Bund                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       493 | NC      | $-714170.46   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                            | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      3301 | NS      | $725055.07    | 0.06%             | 2025-09-08      | Fixed         | 15.03%                | No            |                  2 | 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        |   1000000 | PA      | $1006536.10   | 0.08%             | 2036-11-15      | Floating      | 6.98%                 | 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        |     12033 | PA      | $11950.24     | 0.00%             | 2027-12-17      | Variable      | 7.97%                 | No            |                  2 | On Loan: No      |
| Georg Fischer AG                                                | Georg Fischer AG (Registered)                                                     | CUSIP: N/A<br>LEI: 529900CMRQYW4U1W2456       | Long             | EC               | CORP              | CH        |      2416 | NS      | $189000.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intrum AB                                                       | Intrum AB                                                                         | CUSIP: N/A<br>LEI: 549300UNCO2FCUWXX470       | Long             | DBT              | CORP              | SE        |    100000 | PA      | $101566.80    | 0.01%             | 2028-03-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Trust                                  | Banc of America Mortgage Trust, Series 2007-4, Class 1A1                          | CUSIP: 059513CA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21955 | PA      | $15903.53     | 0.00%             | 2037-12-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                                     | Carvana Co.                                                                       | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    353559 | PA      | $420441.93    | 0.03%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                            | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      3100 | NS      | $241783.45    | 0.02%             | 2025-08-07      | Fixed         | 26.00%                | 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      | $-340.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                    | Tallgrass Energy Partners LP                                                      | CUSIP: 87470LAD3<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40631.83     | 0.00%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                 | Live Nation Entertainment, Inc., 1st Lien Term Loan B4                            | CUSIP: 53803HAM2<br>LEI: 5493007B9BM9ZXJINO78 | Long             | LON              | CORP              | US        |    387855 | PA      | $387176.70    | 0.03%             | 2026-10-19      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | U.S. Treasury 10-Year Note                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -552 | NC      | $-109613.71   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Lune Holdings SARL                                              | Lune Holdings SARL                                                                | CUSIP: N/A<br>LEI: 54930003WQ56T0558M33       | Long             | DBT              | CORP              | LU        |    147000 | PA      | $68289.61     | 0.01%             | 2028-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Terex Corp.                                                     | Terex Corp.                                                                       | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     93000 | PA      | $93144.85     | 0.01%             | 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        |    200000 | PA      | $202007.16    | 0.02%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                              | J.P. Morgan Structured Products BV                                                | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     13423 | NS      | $1078660.20   | 0.09%             | 2025-09-12      | Fixed         | 27.09%                | No            |                  2 | On Loan: No      |
| Rithm Capital Corp.                                             | Rithm Capital Corp.                                                               | CUSIP: 64828TAC6<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25450.75     | 0.00%             | 2030-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Weber-Stephen Products LLC                                      | Weber-Stephen Products LLC, 1st Lien Term Loan B                                  | CUSIP: 94767KAN1<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |    220993 | PA      | $220647.86    | 0.02%             | 2027-10-29      | Variable      | 7.72%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                              | Credit Agricole SA                                                                | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $115133.96    | 0.01%             | 2035-03-23      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| TUI Cruises GmbH                                                | TUI Cruises GmbH                                                                  | CUSIP: N/A<br>LEI: 529900SVD83QUUIZYY18       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $119609.34    | 0.01%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                 | Trust Fibra Uno                                                                   | CUSIP: N/A<br>LEI: 54930011BLQ0JPRBAL73       | Long             | DBT              | CORP              | MX        |    200000 | PA      | $210940.00    | 0.02%             | 2032-01-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Ricoh Co. Ltd.                                                  | Ricoh Co. Ltd.                                                                    | CUSIP: N/A<br>LEI: 549300HFIB2GRUMDID72       | Long             | EC               | CORP              | JP        |     19300 | NS      | $169231.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HILT Commercial Mortgage Trust                                  | HILT Commercial Mortgage Trust, Series 2024-ORL, Class A                          | CUSIP: 403956AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100062.50    | 0.01%             | 2037-05-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Calpine Corp.                                                   | Calpine Corp.                                                                     | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1978.26      | 0.00%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                         | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      8827 | NS      | $2230732.69   | 0.18%             | 2025-09-11      | Fixed         | 26.21%                | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                              | Venture Global Plaquemines LNG LLC                                                | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    332000 | PA      | $341545.35    | 0.03%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sotera Health Holdings LLC                                      | Sotera Health Holdings LLC, 1st Lien Term Loan                                    | CUSIP: 83600VAG6<br>LEI: 549300OVT7MBXFLOFU20 | Long             | LON              | CORP              | US        |    614954 | PA      | $616110.61    | 0.05%             | 2031-05-30      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Continuum Green Energy India Pvt                                | Continuum Green Energy India Pvt                                                  | CUSIP: 89629LAA5<br>LEI: 3358004RA32K53YGBC38 | Long             | DBT              | CORP              | IN        |    192900 | PA      | $198445.88    | 0.02%             | 2033-06-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| RELX plc                                                        | RELX plc                                                                          | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |     17787 | NS      | $923705.53    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                | CCO Holdings LLC                                                                  | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    439000 | PA      | $378265.34    | 0.03%             | 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        |    150000 | PA      | $152972.45    | 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        |       953 | NS      | $140764.63    | 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        |    513431 | PA      | $513646.62    | 0.04%             | 2028-12-21      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                                   | Nomura Bank International plc                                                     | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      6285 | NS      | $1405570.80   | 0.11%             | 2025-08-21      | Fixed         | 14.12%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                         | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      3500 | NS      | $91694.56     | 0.01%             | 2025-09-11      | Fixed         | 21.93%                | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                                   | Nomura Bank International plc                                                     | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      1100 | NS      | $200303.48    | 0.02%             | 2025-08-18      | Fixed         | 15.92%                | No            |                  2 | On Loan: No      |
| EyeCare Partners LLC                                            | EyeCare Partners LLC, 1st Lien Term Loan C                                        | CUSIP: 30233PAR1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5343 | PA      | $1335.72      | 0.00%             | 2028-11-30      | Variable      | 10.98%                | No            |                  3 | On Loan: No      |
| Husky Injection Molding Systems Ltd.                            | Husky Injection Molding Systems Ltd.                                              | CUSIP: 44805RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    248000 | PA      | $255920.13    | 0.02%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO V-B Ltd.                            | Benefit Street Partners CLO V-B Ltd., Series 2018-5BA, Class A1R                  | CUSIP: 08181JAH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2008918.20   | 0.16%             | 2037-07-20      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Eutelsat SA                                                     | Eutelsat SA                                                                       | CUSIP: N/A<br>LEI: 549300MCOOY1V7P2PG30       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $105060.81    | 0.01%             | 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        |    689000 | PA      | $821403.92    | 0.07%             | 2029-04-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                        | Wynn Resorts Finance LLC                                                          | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $38111.49     | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Clorox Co. (The)                                                | Clorox Co. (The)                                                                  | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |       239 | NS      | $30008.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SCSK Corp.                                                      | SCSK Corp.                                                                        | CUSIP: N/A<br>LEI: 529900SNGFXMSUBB7864       | Long             | EC               | CORP              | JP        |      5400 | NS      | $168020.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                           | Republic of Guatemala                                                             | CUSIP: 401494AW9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    225000 | PA      | $230367.29    | 0.02%             | 2036-06-13      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                         | Ukraine Government Bond                                                           | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     34805 | PA      | $17924.58     | 0.00%             | 2034-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                               | Barclays Bank plc, Series 0014                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     13989 | NS      | $1009758.61   | 0.08%             | 2025-08-06      | Fixed         | 7.98%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                  | Univision Communications, Inc.                                                    | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28840.79     | 0.00%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                              | Vail Resorts, Inc.                                                                | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37203.50     | 0.00%             | 2030-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                    | Focus Financial Partners LLC                                                      | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127739.23    | 0.01%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Rexnord LLC                                                     | Rexnord LLC, 1st Lien Term Loan B                                                 | CUSIP: 76168JAS5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    132428 | PA      | $133118.23    | 0.01%             | 2028-10-04      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| Pai HoldCo, Inc.                                                | Pai HoldCo, Inc., 1st Lien Term Loan B                                            | CUSIP: 69315JAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    194206 | PA      | $155282.93    | 0.01%             | 2027-10-28      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                    | UBS Group AG                                                                      | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    407000 | PA      | $412223.03    | 0.03%             | 2034-08-10      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Intertek Group plc                                              | Intertek Group plc                                                                | CUSIP: N/A<br>LEI: 2138003GAT25WW1RN369       | Long             | EC               | CORP              | GB        |      5969 | NS      | $388104.47    | 0.03%             |  |  |  | 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        |    558294 | PA      | $558321.70    | 0.04%             | 2030-05-31      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                            | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      2271 | NS      | $1115820.68   | 0.09%             | 2025-08-29      | Fixed         | 14.25%                | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                                     | IQVIA, Inc.                                                                       | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    223000 | PA      | $228676.47    | 0.02%             | 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        |   1113000 | PA      | $1115782.50   | 0.09%             | 2027-11-15      | Floating      | 7.13%                 | 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        |    420176 | PA      | $419781.21    | 0.03%             | 2032-04-01      | Variable      | 7.61%                 | No            |                  2 | On Loan: No      |
| Vital Energy, Inc.                                              | Vital Energy, Inc.                                                                | CUSIP: 516806AJ5<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |     48000 | PA      | $45027.29     | 0.00%             | 2030-10-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Mobico Group plc                                                | Mobico Group plc                                                                  | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |    157000 | PA      | $146108.65    | 0.01%             | 2031-09-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    121000 | PA      | $2482.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                   | Freedom Mortgage Holdings LLC                                                     | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39606.90     | 0.00%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC                                           | Jane Street Group LLC, 1st Lien Term Loan                                         | CUSIP: 47077DAM2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    551790 | PA      | $549180.37    | 0.04%             | 2031-12-15      | Variable      | 6.33%                 | 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        |     25770 | PA      | $26306.99     | 0.00%             | 2028-06-01      | Variable      | 10.36%                | No            |                  2 | On Loan: No      |
| CNX Midstream Partners LP                                       | CNX Midstream Partners LP                                                         | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $33063.07     | 0.00%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                               | Golub Capital Private Credit Fund                                                 | CUSIP: 38179RAE5<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19923.63     | 0.00%             | 2028-08-15      | Fixed         | 5.45%                 | 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        |    382462 | PA      | $382286.20    | 0.03%             | 2027-12-15      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                               | Alliant Holdings Intermediate LLC                                                 | CUSIP: 01883LAD5<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    167000 | PA      | $164451.13    | 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        |    102000 | PA      | $98175.00     | 0.01%             | 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        |    230000 | PA      | $240120.00    | 0.02%             | 2034-04-03      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Jefferies Finance LLC                                           | Jefferies Finance LLC                                                             | CUSIP: 47232MAF9<br>LEI: 549300SKVB18YSSIDT75 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192869.14    | 0.02%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                            | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      3114 | NS      | $2160583.41   | 0.17%             | 2025-08-07      | Fixed         | 10.13%                | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                 | TransDigm, Inc.                                                                   | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    137000 | PA      | $139789.59    | 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        |    152808 | PA      | $152617.23    | 0.01%             | 2031-05-01      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                           | Avantor Funding, Inc.                                                             | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    138000 | PA      | $134907.86    | 0.01%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                              | J.P. Morgan Structured Products BV, Series N0OJ                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      8673 | NS      | $256841.33    | 0.02%             | 2025-08-21      | Fixed         | 23.39%                | No            |                  2 | On Loan: No      |
| Orion US Finco                                                  | Orion US Finco, 1st Lien Term Loan                                                | CUSIP: 68631KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    237000 | PA      | $238061.76    | 0.02%             | 2032-05-21      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                            | Otis Worldwide Corp.                                                              | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     14857 | NS      | $1273096.33   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SMC Corp.                                                       | SMC Corp.                                                                         | CUSIP: N/A<br>LEI: 353800O40V08DOZ70X62       | Long             | EC               | CORP              | JP        |      1500 | NS      | $521960.34    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                         | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      3300 | NS      | $180662.69    | 0.01%             | 2025-08-28      | Fixed         | 43.42%                | 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        |    404171 | PA      | $405436.40    | 0.03%             | 2031-01-27      | Variable      | 6.11%                 | 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        |    337993 | PA      | $338077.26    | 0.03%             | 2029-04-16      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| Four Seasons Hotels Ltd.                                        | Four Seasons Hotels Ltd., 1st Lien Term Loan B                                    | CUSIP: 35100DAV8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    693270 | PA      | $696660.43    | 0.06%             | 2029-11-30      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                                   | Nomura Bank International plc                                                     | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      3100 | NS      | $168753.08    | 0.01%             | 2025-08-11      | Fixed         | 24.08%                | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                               | Polaris Newco LLC, 1st Lien Term Loan                                             | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    618074 | PA      | $605403.04    | 0.05%             | 2028-06-02      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                             | Buckeye Partners LP                                                               | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23810.82     | 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        |     74724 | PA      | $72118.28     | 0.01%             | 2028-10-20      | Variable      | 6.97%                 | 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        |    739987 | PA      | $741607.22    | 0.06%             | 2031-10-31      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Vital Energy, Inc.                                              | Vital Energy, Inc.                                                                | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |     92000 | PA      | $80749.45     | 0.01%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Informatica LLC                                                 | Informatica LLC, 1st Lien Term Loan B                                             | CUSIP: 45673YAL0<br>LEI: 5493007SV33RZV7RPS40 | Long             | LON              | CORP              | US        |    308177 | PA      | $309717.65    | 0.02%             | 2028-10-27      | Variable      | 6.61%                 | 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        |    319625 | PA      | $284009.38    | 0.02%             | 2028-07-03      | Variable      | 8.32%                 | 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        |    239398 | PA      | $238776.05    | 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        |    109663 | PA      | $109510.23    | 0.01%             | 2029-10-04      | Variable      | 8.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2407.14     | -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        |      3100 | NS      | $168407.45    | 0.01%             | 2025-08-18      | Fixed         | 22.76%                | No            |                  2 | On Loan: No      |
| AZZ, Inc.                                                       | AZZ, Inc., 1st Lien Term Loan                                                     | CUSIP: 00247NAG7<br>LEI: 549300HD1X2NFLWPYC83 | Long             | LON              | CORP              | US        |     32373 | PA      | $32428.98     | 0.00%             | 2029-05-14      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                              | AmWINS Group, Inc.                                                                | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    106000 | PA      | $102956.33    | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | 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        |    316272 | PA      | $316923.98    | 0.03%             | 2041-03-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | Deutsche Bank AG                                                                  | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |    200000 | PA      | $246275.07    | 0.02%             | 2029-10-30      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Fortive Corp.                                                   | Fortive Corp.                                                                     | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |      4395 | NS      | $210652.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Univision Communications, Inc.                                  | Univision Communications, Inc.                                                    | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93384.08     | 0.01%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                  | Broadcom, Inc.                                                                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      7460 | NS      | $2191002.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp.                                                  | McKesson Corp.                                                                    | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       657 | NS      | $455655.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LABL, Inc.                                                      | LABL, Inc.                                                                        | CUSIP: 50168QAE5<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    209000 | PA      | $195025.95    | 0.02%             | 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        |    165000 | PA      | $169193.48    | 0.01%             | 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        |      9400 | NS      | $160454.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1677.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verisure Holding AB                                             | Verisure Holding AB                                                               | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | DBT              | CORP              | SE        |     80000 | PA      | $94812.71     | 0.01%             | 2027-10-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Howden UK Refinance plc                                         | Howden UK Refinance plc                                                           | CUSIP: 44287GAA4<br>LEI: 87550008DPN8BDG67910 | Long             | DBT              | CORP              | GB        |    207000 | PA      | $214344.98    | 0.02%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Jane Street Group                                               | Jane Street Group                                                                 | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28654.67     | 0.00%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                        | Roper Technologies, Inc.                                                          | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       172 | NS      | $94668.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise, Inc.                                           | Axon Enterprise, Inc.                                                             | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12255.62     | 0.00%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Husky Injection Molding Systems Ltd.                            | Husky Injection Molding Systems Ltd., 1st Lien Term Loan                          | CUSIP: C8856UAE8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    714067 | PA      | $713560.46    | 0.06%             | 2029-02-15      | Variable      | 8.78%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                             | Station Casinos LLC                                                               | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73319.16     | 0.01%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty Corp.                                             | Kilroy Realty Corp.                                                               | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |     22990 | NS      | $847411.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Genting Singapore Ltd.                                          | Genting Singapore Ltd.                                                            | CUSIP: N/A<br>LEI: 254900Y2N3AK93K1O866       | Long             | EC               | CORP              | SG        |    219700 | NS      | $123929.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                               | Wells Fargo & Co.                                                                 | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     44000 | PA      | $45576.12     | 0.00%             | 2029-09-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-945.82      | -0.00%            |  |  |  | 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        |    570598 | PA      | $568048.64    | 0.04%             | 2033-02-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                              | Wand NewCo 3, Inc.                                                                | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |    173000 | PA      | $181644.98    | 0.01%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Osaka Gas Co. Ltd.                                              | Osaka Gas Co. Ltd.                                                                | CUSIP: N/A<br>LEI: 353800024KMNOPQRWZ02       | Long             | EC               | CORP              | JP        |      5000 | NS      | $126506.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                         | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     15055 | NS      | $1057978.86   | 0.08%             | 2025-09-15      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                                        | Blue Racer Midstream LLC                                                          | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46000 | PA      | $47702.00     | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                       | Vistra Operations Co. LLC, 1st Lien Term Loan                                     | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |    308693 | PA      | $308964.30    | 0.02%             | 2030-12-20      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                        | Morgan Stanley & Co. LLC                                                          | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Long             | SN               | CORP              | US        |      4700 | NS      | $370736.61    | 0.03%             | 2025-08-07      | Fixed         | 23.65%                | No            |                  2 | On Loan: No      |
| BAE Systems plc                                                 | BAE Systems plc                                                                   | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |    126375 | NS      | $3015388.58   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| GoGo Intermediate Holdings LLC                                  | Gogo Intermediate Holdings LLC, 1st Lien Term Loan                                | CUSIP: 38046JAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    115615 | PA      | $114555.05    | 0.01%             | 2028-05-01      | Variable      | 8.19%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings,, Inc.                                           | Osaic Holdings, Inc., 1st Lien Term Loan                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    504000 | PA      | $504000.00    | 0.04%             | 2032-07-19      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                          | UBS AG                                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      1564 | NS      | $1092705.83   | 0.09%             | 2025-08-07      | Fixed         | 13.20%                | No            |                  2 | On Loan: No      |
| N/A                                                             | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    109000 | PA      | $3526.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Teck Resources Ltd.                                             | Teck Resources Ltd., Class B                                                      | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |      3220 | NS      | $104521.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Peraton Corp.                                                   | Peraton Corp., 1st Lien Term Loan B                                               | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    427496 | PA      | $379937.07    | 0.03%             | 2028-02-01      | Variable      | 8.21%                 | 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        |    250000 | PA      | $207281.63    | 0.02%             | 2039-01-05      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                            | Meta Platforms, Inc., Class A                                                     | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      4591 | NS      | $3550863.04   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Albion Financing 1 SARL                                         | Albion Financing 1 SARL                                                           | CUSIP: 01330AAA4<br>LEI: 259400W9CABUZBRDLP97 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $205857.20    | 0.02%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Toyota Tsusho Corp.                                             | Toyota Tsusho Corp.                                                               | CUSIP: N/A<br>LEI: 549300CEE2ENIUJNXB84       | Long             | EC               | CORP              | JP        |     23000 | NS      | $527121.79    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bracken MidCo1 plc                                              | Bracken MidCo1 plc                                                                | CUSIP: N/A<br>LEI: 213800AFGHKES7J58805       | Long             | DBT              | CORP              | GB        |    113000 | PA      | $148722.85    | 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        |      4399 | NS      | $396965.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Raizen Fuels Finance SA                                         | Raizen Fuels Finance SA                                                           | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    282000 | PA      | $279972.42    | 0.02%             | 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        |     32530 | NS      | $1284819.63   | 0.10%             |  |  |  | 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        |    125000 | PA      | $143896.28    | 0.01%             | 2035-04-30      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Xerox Corp.                                                     | Xerox Corp.                                                                       | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26732.36     | 0.00%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Air Products & Chemicals, Inc.                                  | Air Products & Chemicals, Inc.                                                    | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       690 | NS      | $198637.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Global Finance BV                                       | Darling Global Finance BV                                                         | CUSIP: N/A<br>LEI: 724500R2BQXOR6YG2Y67       | Long             | DBT              | CORP              | NL        |    141000 | PA      | $163361.06    | 0.01%             | 2032-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                     | Capital One Financial Corp.                                                       | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      4360 | NS      | $937400.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp.                                          | Costco Wholesale Corp.                                                            | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      1025 | NS      | $963131.00    | 0.08%             |  |  |  | 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        |       900 | PA      | $899.78       | 0.00%             | 2029-05-23      | Variable      | 9.57%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust                                    | JW Commercial Mortgage Trust, Series 2024-MRCO, Class A                           | CUSIP: 46657XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    605000 | PA      | $605754.74    | 0.05%             | 2039-06-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| STL Holding Co. LLC                                             | STL Holding Co. LLC                                                               | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |     27000 | PA      | $28032.32     | 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        |    100000 | PA      | $117334.09    | 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        |     43000 | PA      | $42623.52     | 0.00%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Signia Aerospace LLC                                            | Signia Aerospace LLC, Delayed Draw 1st Lien Term Loan                             | CUSIP: 82670NAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10109 | PA      | $10109.06     | 0.00%             | 2031-12-11      | Variable      | 0.00%                 | No            |                  3 | 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        |    787028 | PA      | $784729.38    | 0.06%             | 2031-12-09      | Variable      | 8.31%                 | No            |                  2 | On Loan: No      |
| Omron Corp.                                                     | Omron Corp.                                                                       | CUSIP: N/A<br>LEI: 549300ZHW0TR2QZ0NY83       | Long             | EC               | CORP              | JP        |      6400 | NS      | $164958.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corp.                                         | FUJIFILM Holdings Corp.                                                           | CUSIP: N/A<br>LEI: 529900UBKMFM0ST6H474       | Long             | EC               | CORP              | JP        |     40400 | NS      | $837986.10    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                  | Community Health Systems, Inc.                                                    | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     95000 | PA      | $90299.40     | 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        |    248571 | PA      | $117876.96    | 0.01%             | 2032-12-18      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Manitowoc Co., Inc. (The)                                       | Manitowoc Co., Inc. (The)                                                         | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32937.50     | 0.00%             | 2031-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp.                                            | Carrier Global Corp.                                                              | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      4068 | NS      | $279146.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PFP Ltd.                                                        | PFP Ltd., Series 2022-9, Class A                                                  | CUSIP: 69291QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    556842 | PA      | $556771.86    | 0.04%             | 2035-08-19      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| MKS, Inc.                                                       | MKS, Inc., 1st Lien Term Loan B                                                   | CUSIP: 55314NAZ7<br>LEI: 549300KEQATBHAGVF505 | Long             | LON              | CORP              | US        |    591666 | PA      | $590482.33    | 0.05%             | 2029-08-17      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                     | Allied Universal Holdco LLC                                                       | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    407000 | PA      | $395965.95    | 0.03%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                             | Hilton Domestic Operating Co., Inc.                                               | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     46000 | PA      | $46913.10     | 0.00%             | 2032-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Generac Holdings, Inc.                                          | Generac Holdings, Inc.                                                            | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |       732 | NS      | $142513.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Romania                                                         | Romania Government Bond                                                           | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     72000 | PA      | $72254.22     | 0.01%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                                        | AthenaHealth Group, Inc., 1st Lien Term Loan                                      | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |   1089879 | PA      | $1088276.63   | 0.09%             | 2029-02-15      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                           | Navoi Mining & Metallurgical Combinat                                             | CUSIP: 63890CAB0<br>LEI: 213800YLNAGERZ4C3M60 | Long             | DBT              | CORP              | UZ        |    200000 | PA      | $206626.00    | 0.02%             | 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        |    100000 | PA      | $114897.60    | 0.01%             | 2027-01-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                              | Venture Global Plaquemines LNG LLC                                                | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    169000 | PA      | $173851.24    | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                      | Morgan Stanley Finance LLC, Series N12I                                           | CUSIP: 61779N407<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |      3411 | NS      | $520726.34    | 0.04%             | 2025-08-14      | Fixed         | 13.36%                | No            |                  2 | On Loan: No      |
| DirecTV Financing LLC                                           | DirecTV Financing LLC                                                             | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    349000 | PA      | $347081.72    | 0.03%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                             | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      1700 | NS      | $34922.23     | 0.00%             | 2025-09-15      | Fixed         | 31.52%                | No            |                  2 | On Loan: No      |
| USI, Inc.                                                       | USI, Inc., 1st Lien Term Loan D                                                   | CUSIP: 90351NAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    531701 | PA      | $531121.41    | 0.04%             | 2029-11-21      | Variable      | 6.55%                 | 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        |   1150000 | PA      | $1152848.78   | 0.09%             | 2042-08-19      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Signia Aerospace LLC                                            | Signia Aerospace LLC, 1st Lien Term Loan                                          | CUSIP: 82670NAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    143380 | PA      | $143380.15    | 0.01%             | 2031-12-11      | Variable      | 7.30%                 | No            |                  3 | On Loan: No      |
| Stonepeak Nile Parent LLC                                       | Stonepeak Nile Parent LLC                                                         | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |     28000 | PA      | $29409.60     | 0.00%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1428.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                | Bank of Montreal                                                                  | CUSIP: 06370D175<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |      1700 | NS      | $258774.94    | 0.02%             | 2025-08-11      | Fixed         | 21.55%                | No            |                  2 | On Loan: No      |
| White Cap Buyer LLC                                             | White Cap Buyer LLC                                                               | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    537000 | PA      | $535547.47    | 0.04%             | 2028-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                            | SoftBank Group Corp.                                                              | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    234000 | PA      | $249068.37    | 0.02%             | 2032-07-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BPER Banca SpA                                                  | BPER Banca SpA                                                                    | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | DBT              | CORP              | IT        |    200000 | PA      | $237042.99    | 0.02%             | 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        |    197000 | PA      | $216521.72    | 0.02%             | 2030-10-15      | Fixed         | 11.00%                | 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      | $-353.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                      | Sensata Technologies, Inc.                                                        | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    109000 | PA      | $104302.46    | 0.01%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sekisui House Ltd.                                              | Sekisui House Ltd.                                                                | CUSIP: N/A<br>LEI: 529900GMNDOYQSAJAE76       | Long             | EC               | CORP              | JP        |     20800 | NS      | $436317.97    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Navient Corp.                                                   | Navient Corp.                                                                     | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     23000 | PA      | $25134.68     | 0.00%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                     | Beach Acquisition Bidco LLC                                                       | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    400000 | PA      | $417029.92    | 0.03%             | 2033-07-15      | Fixed         | 10.00%                | 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        |    180000 | PA      | $179943.86    | 0.01%             | 2036-08-15      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                             | Ascent Resources Utica Holdings LLC                                               | CUSIP: 04364VBA0<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31429.47     | 0.00%             | 2033-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Willis Towers Watson plc                                        | Willis Towers Watson plc                                                          | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | IE        |       850 | NS      | $268438.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Air France-KLM                                                  | Air France-KLM                                                                    | CUSIP: N/A<br>LEI: 969500AQW31GYO8JZD66       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $116402.40    | 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        |     31689 | NS      | $219774.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Darling Ingredients, Inc.                                       | Darling Ingredients, Inc.                                                         | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52332.38     | 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        |    111000 | PA      | $127623.25    | 0.01%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SPX FLOW, Inc.                                                  | SPX FLOW, Inc., 1st Lien Term Loan B                                              | CUSIP: 78470DAV0<br>LEI: 5493003YXEKRBINIEM78 | Long             | LON              | CORP              | US        |    424415 | PA      | $425170.65    | 0.03%             | 2029-04-05      | Variable      | 7.36%                 | No            |                  2 | On Loan: No      |
| Kubota Corp.                                                    | Kubota Corp.                                                                      | CUSIP: N/A<br>LEI: 549300CSY4INHEHQQT13       | Long             | EC               | CORP              | JP        |     35500 | NS      | $398105.88    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| New Mountain CLO 7 Ltd.                                         | New Mountain CLO 7 Ltd., Series CLO-7A, Class A1                                  | CUSIP: 64754YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1499352.00   | 0.12%             | 2038-03-31      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                 | Universal Health Services, Inc., Class B                                          | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |       155 | NS      | $25799.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fedrigoni SpA                                                   | Fedrigoni SpA                                                                     | CUSIP: N/A<br>LEI: 8156004CE82074779D19       | Long             | DBT              | CORP              | IT        |     19000 | PA      | $21032.32     | 0.00%             | 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        |    352000 | PA      | $433508.65    | 0.03%             | 2031-01-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PetSmart, Inc.                                                  | PetSmart LLC, 1st Lien Term Loan                                                  | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    147261 | PA      | $146770.67    | 0.01%             | 2028-02-11      | Variable      | 8.21%                 | No            |                  2 | On Loan: No      |
| Rentokil Initial plc                                            | Rentokil Initial plc                                                              | CUSIP: N/A<br>LEI: 549300VN4WV7Z6T14K68       | Long             | EC               | CORP              | GB        |     44710 | NS      | $223033.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Northriver Midstream Finance LP                                 | Northriver Midstream Finance LP                                                   | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |     37000 | PA      | $37670.51     | 0.00%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Vista Energy Argentina SAU                                      | Vista Energy Argentina SAU                                                        | CUSIP: 92841RAB6<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |    151000 | PA      | $154926.00    | 0.01%             | 2033-06-10      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd.                                         | DBS Group Holdings Ltd.                                                           | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |     51302 | NS      | $1883013.64   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Mohegan Tribal Gaming Authority                                 | Mohegan Tribal Gaming Authority                                                   | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     54000 | PA      | $55983.80     | 0.00%             | 2030-04-15      | Fixed         | 8.25%                 | 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        |    714000 | PA      | $713999.99    | 0.06%             | 2038-10-15      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Midcap Financial Issuer Trust                                   | Midcap Financial Issuer Trust                                                     | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $198275.73    | 0.02%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                              | J.P. Morgan Structured Products BV, Series EMTG                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      2531 | NS      | $509598.84    | 0.04%             | 2025-09-02      | Fixed         | 12.55%                | 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        |    680000 | PA      | $689985.66    | 0.05%             | 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        |     24472 | NS      | $1834073.43   | 0.15%             |  |  |  | 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        |     97000 | PA      | $97000.00     | 0.01%             | 2031-07-30      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                     | Toronto-Dominion Bank (The)                                                       | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |     53385 | NS      | $11088999.41  | 0.88%             | 2025-08-04      | Fixed         | 15.17%                | 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      | $1586.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                          | Arab Republic of Egypt                                                            | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    428000 | PA      | $402187.32    | 0.03%             | 2032-05-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ITOCHU Corp.                                                    | ITOCHU Corp.                                                                      | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |     42200 | NS      | $2213500.44   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Smartstop Self Storage REIT, Inc.                               | Smartstop Self Storage REIT, Inc.                                                 | CUSIP: 83192D402<br>LEI: 549300EC266625K12S42 | Long             | EC               | CORP              | US        |     20526 | NS      | $695420.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                          | Keurig Dr Pepper, Inc.                                                            | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      6539 | NS      | $213498.35    | 0.02%             |  |  |  | No            |                  1 | 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        |    142898 | PA      | $130691.39    | 0.01%             | 2047-04-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Kingspan Group plc                                              | Kingspan Group plc                                                                | CUSIP: N/A<br>LEI: 635400HM7V74SUB9OG75       | Long             | EC               | CORP              | IE        |      1477 | NS      | $122579.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                  | US Foods, Inc.                                                                    | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     27000 | PA      | $28130.27     | 0.00%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co. plc                                      | Bellis Acquisition Co. plc                                                        | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $115120.83    | 0.01%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                 | Whirlpool Corp.                                                                   | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30546.76     | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                             | Intesa Sanpaolo SpA                                                               | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |     78657 | NS      | $473929.42    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Invitation Homes, Inc.                                          | Invitation Homes, Inc.                                                            | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1426 | NS      | $43706.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                                       | MGM Resorts International                                                         | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    103000 | PA      | $104411.92    | 0.01%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                   | Comcast Corp., Class A                                                            | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     25812 | NS      | $857732.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Stillwater Mining Co.                                           | Stillwater Mining Co.                                                             | CUSIP: 86074QAQ5<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182150.00    | 0.01%             | 2029-11-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                             | Hilton Domestic Operating Co., Inc.                                               | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35033.25     | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sirva Worldwide, Inc.                                           | SIRVA Worldwide, Inc., 1st Lien Term Loan                                         | CUSIP: 82967VAX8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     39980 | PA      | $15592.35     | 0.00%             | 2029-08-20      | Variable      | 12.32%                | No            |                  3 | On Loan: No      |
| Sycamore Tree CLO Ltd.                                          | Sycamore Tree CLO Ltd., Series 2025-6A, Class D1A                                 | CUSIP: 87122HAJ1<br>LEI: 2138001M3BAXCUCAUG38 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002205.40   | 0.16%             | 2038-04-20      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                               | Standard Building Solutions, Inc.                                                 | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    155000 | PA      | $158279.34    | 0.01%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                                | Clarivate Science Holdings Corp.                                                  | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    223000 | PA      | $208849.00    | 0.02%             | 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        |     40000 | PA      | $40343.48     | 0.00%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                               | Xcel Energy, Inc.                                                                 | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      8046 | NS      | $590898.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Structured Products BV                              | J.P. Morgan Structured Products BV, Series DMT0                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      3600 | NS      | $96279.80     | 0.01%             | 2025-09-18      | Fixed         | 17.77%                | No            |                  2 | On Loan: No      |
| Conagra Brands, Inc.                                            | Conagra Brands, Inc.                                                              | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |       971 | NS      | $17730.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarios Global LP                                               | Clarios Global LP                                                                 | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | DBT              | CORP              | CA        |    157000 | PA      | $181158.04    | 0.01%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | Deutsche Bank AG                                                                  | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |    200000 | PA      | $240542.14    | 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        |      9000 | NS      | $170524.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                         | Level 3 Financing, Inc.                                                           | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    192000 | PA      | $180000.00    | 0.01%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                           | Churchill Downs, Inc., Facility 1st Lien Term Loan B1                             | CUSIP: 17148PAF8<br>LEI: 529900FODTBQC8MIS994 | Long             | LON              | CORP              | US        |     39792 | PA      | $39775.50     | 0.00%             | 2028-03-17      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Republic of Montenegro                                          | Republic of Montenegro                                                            | CUSIP: N/A<br>LEI: 747800V014106FYLL014       | Long             | DBT              | NUSS              | ME        |    191000 | PA      | $212860.00    | 0.02%             | 2027-12-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                                     | Carvana Co.                                                                       | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    122000 | PA      | $127608.13    | 0.01%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| US Acute Care Solutions LLC                                     | US Acute Care Solutions LLC                                                       | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     84000 | PA      | $85824.56     | 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        |     26000 | PA      | $24520.67     | 0.00%             | 2029-11-01      | Fixed         | 3.88%                 | 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        |     94759 | PA      | $94196.62     | 0.01%             | 2030-08-01      | Variable      | 8.55%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco SARL                                        | Eagle Funding Luxco SARL                                                          | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    465000 | PA      | $467976.00    | 0.04%             | 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        |     23000 | PA      | $24147.15     | 0.00%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| MediaTek, Inc.                                                  | MediaTek, Inc.                                                                    | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |     16000 | NS      | $724553.18    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Afflelou SAS                                                    | Afflelou SAS                                                                      | CUSIP: N/A<br>LEI: 969500I7CS80FNB7CZ43       | Long             | DBT              | CORP              | FR        |    111000 | PA      | $132673.36    | 0.01%             | 2029-07-25      | Fixed         | 6.00%                 | 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        |    153987 | PA      | $153842.00    | 0.01%             | 2029-04-04      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    100000 | PA      | $4039.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intrum AB                                                       | Intrum AB                                                                         | CUSIP: N/A<br>LEI: 549300UNCO2FCUWXX470       | Long             | DBT              | CORP              | SE        |    210000 | PA      | $201906.81    | 0.02%             | 2027-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $8694.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                      | Cloud Software Group, Inc.                                                        | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    918000 | PA      | $950002.40    | 0.08%             | 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        |    100000 | PA      | $114125.48    | 0.01%             | 2032-07-01      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| United Utilities Group plc                                      | United Utilities Group plc                                                        | CUSIP: N/A<br>LEI: 2138002IEYQAOC88ZJ59       | Long             | EC               | CORP              | GB        |     25229 | NS      | $376614.82    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                         | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       436 | NS      | $1633177.21   | 0.13%             | 2025-09-25      | Fixed         | 9.59%                 | No            |                  2 | On Loan: No      |
| Maxam Prill SARL                                                | Maxam Prill SARL                                                                  | CUSIP: N/A<br>LEI: 984500C4C5B820A6B691       | Long             | DBT              | CORP              | LU        |    224000 | PA      | $254727.64    | 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        |    505510 | PA      | $506520.53    | 0.04%             | 2028-11-01      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $5001.04      | 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        |      1151 | NS      | $905590.94    | 0.07%             | 2025-08-07      | Fixed         | 11.08%                | 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        |    461759 | PA      | $463028.92    | 0.04%             | 2031-01-15      | Variable      | 8.61%                 | 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        |    275000 | PA      | $333052.09    | 0.03%             | 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        |     59699 | PA      | $59607.90     | 0.00%             | 2028-04-03      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                           | Cardinal Health, Inc.                                                             | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      7334 | NS      | $1138383.48   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Foundation Building Materials, Inc.                             | Foundation Building Materials, Inc.                                               | CUSIP: 350392AA4<br>LEI: 549300ZVE6MONHB01I28 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1875.77      | 0.00%             | 2029-03-01      | 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      | $3449.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                           | Public Service Enterprise Group, Inc.                                             | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      6796 | NS      | $610212.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarios Global LP                                               | Clarios Global LP                                                                 | CUSIP: 18060TAD7<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |    246000 | PA      | $253633.38    | 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        |     53000 | PA      | $52392.26     | 0.00%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                       | Apollo Debt Solutions BDC                                                         | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39570.76     | 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        |    396000 | PA      | $471440.96    | 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        |      3492 | NS      | $121975.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs, Inc.                                           | Churchill Downs, Inc.                                                             | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     59000 | PA      | $58190.51     | 0.00%             | 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        |      1439 | NS      | $166022.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                                 | Cemex SAB de CV                                                                   | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $203900.00    | 0.02%             | 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        |     85143 | PA      | $85095.00     | 0.01%             | 2030-10-15      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Nidda Healthcare Holding GmbH                                   | Nidda Healthcare Holding GmbH                                                     | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |    294000 | PA      | $350258.55    | 0.03%             | 2030-02-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PointClickCare Technologies, Inc.                               | PointClickCare Technologies, Inc., 1st Lien Term Loan                             | CUSIP: C7365BAF3<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    216378 | PA      | $216377.75    | 0.02%             | 2031-11-03      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Japan Hotel REIT Investment Corp.                               | Japan Hotel REIT Investment Corp.                                                 | CUSIP: N/A<br>LEI: 353800L8KG849FP1JI68       | Long             | EC               | CORP              | JP        |       497 | NS      | $273138.34    | 0.02%             |  |  |  | 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        |     37000 | PA      | $36754.46     | 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        |    100000 | PA      | $116527.03    | 0.01%             | 3024-03-14      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Blackstone, Inc.                                                | Blackstone, Inc., Class A                                                         | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |       970 | NS      | $167771.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Funding, Inc.                                           | Resideo Funding, Inc.                                                             | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |     93000 | PA      | $94343.11     | 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        |    343000 | PA      | $323277.91    | 0.03%             | 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        |    200000 | PA      | $206338.00    | 0.02%             | 2029-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Diageo plc                                                      | Diageo plc                                                                        | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |     78167 | NS      | $1894577.43   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Cedar Funding IX CLO Ltd.                                       | Cedar Funding IX CLO Ltd., Series 2018-9A, Class SUB                              | CUSIP: 15033FAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $352810.00    | 0.03%             | 2037-07-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| TC Energy Corp.                                                 | TC Energy Corp.                                                                   | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |      8058 | NS      | $384755.54    | 0.03%             |  |  |  | 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        |    323499 | PA      | $323994.33    | 0.03%             | 2027-09-06      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| APi Group DE, Inc.                                              | APi Group DE, Inc.                                                                | CUSIP: 001877AA7<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |     41000 | PA      | $38950.95     | 0.00%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                             | Volkswagen International Finance NV                                               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $117524.05    | 0.01%             | 2033-11-15      | Variable      | 5.99%                 | 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        |     37524 | PA      | $37644.12     | 0.00%             | 2029-09-14      | Variable      | 7.04%                 | 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        |     51593 | PA      | $14415.96     | 0.00%             | 2036-03-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Bubbles Bidco SpA                                               | Bubbles Bidco SpA                                                                 | CUSIP: N/A<br>LEI: 815600073942740CEB24       | Long             | DBT              | CORP              | IT        |    111000 | PA      | $130504.14    | 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        |    100000 | PA      | $116114.06    | 0.01%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                             | Viking Cruises Ltd.                                                               | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    165000 | PA      | $177526.14    | 0.01%             | 2031-07-15      | Fixed         | 9.12%                 | 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      | $-0.01        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US Bancorp                                                      | US Bancorp                                                                        | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      2042 | NS      | $91808.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp.                                                       | PPL Corp.                                                                         | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     11934 | NS      | $425924.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International plc                          | Morgan Stanley & Co. International plc, Series 001g                               | CUSIP: 61779N381<br>LEI: 4PQUHN3JPFGFNF3BB653 | Long             | SN               | CORP              | GB        |     13386 | NS      | $685339.73    | 0.05%             | 2025-08-06      | Fixed         | 10.04%                | 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        |    100000 | PA      | $83045.58     | 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        |       228 | NS      | $25866.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Issuance BV                                         | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       600 | NS      | $102245.85    | 0.01%             | 2025-08-28      | Fixed         | 33.39%                | No            |                  2 | On Loan: No      |
| Republic of Cameroon International Bond                         | Republic of Cameroon                                                              | CUSIP: N/A<br>LEI: 54930021BO6NHYGBBV24       | Long             | DBT              | NUSS              | CM        |    300000 | PA      | $281718.00    | 0.02%             | 2031-07-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Al Rajhi Sukuk Ltd.                                             | Al Rajhi Sukuk Ltd.                                                               | CUSIP: N/A<br>LEI: 549300FHETHK3XGY8N60       | Long             | DBT              | CORP              | KY        |    290000 | PA      | $292317.10    | 0.02%             | 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        |     43000 | PA      | $45058.56     | 0.00%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                               | Wells Fargo & Co.                                                                 | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      9640 | NS      | $777273.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRVA, Inc.                                                     | SIRVA, Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        75 | NS      | $75.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                               | Barclays Bank plc, Series GMUE                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     12667 | NS      | $529915.71    | 0.04%             | 2025-09-02      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                | Sabre GLBL, Inc.                                                                  | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40636.00     | 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        |    154000 | PA      | $160764.14    | 0.01%             | 2031-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| JFE Holdings, Inc.                                              | JFE Holdings, Inc.                                                                | CUSIP: N/A<br>LEI: 3538002Y11Y03NA9B530       | Long             | EC               | CORP              | JP        |     22200 | NS      | $256922.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays plc                                                    | Barclays plc                                                                      | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $190042.22    | 0.02%             | 2028-03-15      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Virgin Media Vendor Financing Notes III DAC                     | Virgin Media Vendor Financing Notes III DAC                                       | CUSIP: N/A<br>LEI: 635400SSKC2QCGEPIQ43       | Long             | DBT              | CORP              | IE        |    130000 | PA      | $166104.75    | 0.01%             | 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: N/A                  | Long             | LON              | CORP              | US        |    275000 | PA      | $275860.75    | 0.02%             | 2032-06-25      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                             | Medline Borrower LP                                                               | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    166000 | PA      | $169260.74    | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                            | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     42226 | NS      | $1807788.80   | 0.14%             | 2025-09-04      | Fixed         | 10.18%                | No            |                  2 | On Loan: No      |
| Ardonagh Group Finance Ltd.                                     | Ardonagh Group Finance Ltd.                                                       | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |    530000 | PA      | $557369.20    | 0.04%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                            | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     45724 | NS      | $3114988.33   | 0.25%             | 2025-08-14      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                               | Barclays Bank plc                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      2759 | NS      | $2635747.77   | 0.21%             | 2025-09-08      | Fixed         | 16.99%                | No            |                  2 | On Loan: No      |
| Verisure Holding AB                                             | Verisure Holding AB                                                               | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | DBT              | CORP              | SE        |    100000 | PA      | $118088.27    | 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        |     91372 | PA      | $91486.40     | 0.01%             | 2031-02-21      | Variable      | 6.81%                 | No            |                  3 | On Loan: No      |
| Nomura Bank International plc                                   | Nomura Bank International plc                                                     | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      2800 | NS      | $97289.98     | 0.01%             | 2025-08-28      | Fixed         | 19.19%                | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                     | FTAI Aviation Investors LLC                                                       | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    169000 | PA      | $179185.29    | 0.01%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Fiesta Purchaser, Inc.                                          | Fiesta Purchaser, Inc.                                                            | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68000 | PA      | $71860.29     | 0.01%             | 2032-09-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                       | Republic of Uzbekistan                                                            | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |    165000 | PA      | $192732.42    | 0.02%             | 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        |    200000 | PA      | $182169.63    | 0.01%             | 2029-09-01      | Fixed         | 4.00%                 | 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        |    429959 | PA      | $430965.25    | 0.03%             | 2029-05-03      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     44000 | PA      | $586.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADT Security Corp. (The)                                        | ADT Security Corp. (The)                                                          | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     52000 | PA      | $49416.51     | 0.00%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                         | KeyCorp                                                                           | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |      1349 | NS      | $24174.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                           | Alexandria Real Estate Equities, Inc.                                             | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |     14323 | NS      | $1094706.89   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                          | UBS AG                                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |       800 | NS      | $247283.12    | 0.02%             | 2025-09-08      | Fixed         | 20.50%                | No            |                  2 | On Loan: No      |
| WPP plc                                                         | WPP plc                                                                           | CUSIP: N/A<br>LEI: 549300LSGBXPYHXGDT93       | Long             | EC               | CORP              | JE        |     81734 | NS      | $442539.70    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                             | Cisco Systems, Inc.                                                               | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     10814 | NS      | $736217.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Capstone Borrower, Inc.                                         | Capstone Borrower, Inc.                                                           | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |    299000 | PA      | $310726.78    | 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        |    215277 | PA      | $216474.43    | 0.02%             | 2029-07-06      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| HAT Holdings I LLC                                              | HAT Holdings I LLC                                                                | CUSIP: 418751AL7<br>LEI: 254900YE1WH1XG7Y4E44 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19678.55     | 0.00%             | 2027-06-15      | Fixed         | 8.00%                 | 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        |    206131 | PA      | $154662.21    | 0.01%             | 2029-01-24      | Variable      | 7.65%                 | 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        |    812125 | PA      | $813546.22    | 0.06%             | 2031-01-24      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Romania                                                         | Romania Government Bond                                                           | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    351000 | PA      | $341979.12    | 0.03%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| AECOM                                                           | AECOM                                                                             | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |    156000 | PA      | $157268.28    | 0.01%             | 2033-08-01      | Fixed         | 6.00%                 | 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        |    120000 | PA      | $119925.82    | 0.01%             | 2036-02-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                 | Madison IAQ LLC, 1st Lien Term Loan                                               | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    770696 | PA      | $770610.95    | 0.06%             | 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        |    140000 | PA      | $162664.59    | 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        |       757 | NS      | $108796.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui Chemical Co. Ltd.                                       | Sekisui Chemical Co. Ltd.                                                         | CUSIP: N/A<br>LEI: 529900KQIVT7NWFNMI70       | Long             | EC               | CORP              | JP        |     12100 | NS      | $209876.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaseya, Inc.                                                    | Kaseya, Inc., 1st Lien Term Loan                                                  | CUSIP: 48578AAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    775058 | PA      | $776754.88    | 0.06%             | 2032-03-22      | Variable      | 7.58%                 | 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        |    496945 | PA      | $496363.81    | 0.04%             | 2031-05-19      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Arcosa, Inc.                                                    | Arcosa, Inc.                                                                      | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    103000 | PA      | $106404.25    | 0.01%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                                   | Nomura Bank International plc                                                     | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |     10700 | NS      | $267634.34    | 0.02%             | 2025-08-25      | Fixed         | 23.30%                | No            |                  2 | On Loan: No      |
| CP Atlas Buyer, Inc.                                            | CP Atlas Buyer, Inc.                                                              | CUSIP: 12597YAC3<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13116.74     | 0.00%             | 2030-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| RLJ Lodging Trust LP                                            | RLJ Lodging Trust LP                                                              | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27582.65     | 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: N/A                  | Long             | LON              | CORP              | US        |    397055 | PA      | $396955.74    | 0.03%             | 2032-02-27      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                         | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       300 | NS      | $610952.58    | 0.05%             | 2025-09-11      | Fixed         | 19.81%                | 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        |    198005 | PA      | $198191.12    | 0.02%             | 2031-12-11      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                             | Fifth Third Bancorp                                                               | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |       843 | NS      | $35043.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Somnigroup International, Inc.                                  | Somnigroup International, Inc., 1st Lien Term Loan B                              | CUSIP: 88025BAP6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    121196 | PA      | $121347.75    | 0.01%             | 2031-10-24      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                               | FirstEnergy Corp.                                                                 | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     15791 | NS      | $674433.61    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Structured Products BV                              | J.P. Morgan Structured Products BV, Series EMTF                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      6846 | NS      | $1836605.32   | 0.15%             | 2025-09-02      | Fixed         | 16.42%                | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                    | Acrisure LLC                                                                      | CUSIP: 004961AA6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22274.97     | 0.00%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                                   | Nomura Bank International plc                                                     | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      6600 | NS      | $290051.64    | 0.02%             | 2025-08-25      | Fixed         | 18.71%                | No            |                  2 | On Loan: No      |
| Option Care Health, Inc.                                        | Option Care Health, Inc.                                                          | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |     59000 | PA      | $56354.85     | 0.00%             | 2029-10-31      | Fixed         | 4.38%                 | 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        |     66831 | PA      | $66831.23     | 0.01%             | 2029-02-15      | Variable      | 9.56%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP                                    | MPT Operating Partnership LP                                                      | CUSIP: N/A<br>LEI: WUQXXXF7PXTUPGROE843       | Long             | DBT              | CORP              | US        |    150000 | PA      | $175841.23    | 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        |     27000 | PA      | $27442.18     | 0.00%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | TRSIBOXX                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1000000 | PA      | $17142.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GYP Holdings III Corp.                                          | GYP Holdings III Corp., 1st Lien Term Loan B                                      | CUSIP: 36249VAK2<br>LEI: 549300055I1KJWZH9690 | Long             | LON              | CORP              | US        |    109594 | PA      | $109593.68    | 0.01%             | 2030-05-13      | Variable      | 6.61%                 | No            |                  3 | On Loan: No      |
| Cognizant Technology Solutions Corp.                            | Cognizant Technology Solutions Corp., Class A                                     | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     10221 | NS      | $733458.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Swatch Group AG (The)                                           | Swatch Group AG (The)                                                             | CUSIP: N/A<br>LEI: 529900NTES2LEON1JZ55       | Long             | EC               | CORP              | CH        |      1430 | NS      | $252905.95    | 0.02%             |  |  |  | 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        |     35207 | PA      | $32590.61     | 0.00%             | 2029-02-06      | Variable      | 9.08%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                           | NextEra Energy Capital Holdings, Inc.                                             | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     71000 | PA      | $72843.92     | 0.01%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                            | JPMorgan Chase & Co.                                                              | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      1630 | NS      | $482871.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Bidco plc                                              | Pinnacle Bidco plc                                                                | CUSIP: N/A<br>LEI: 2138006Z5V8OBL2A2Q06       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $278972.20    | 0.02%             | 2028-10-11      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Cubic Corp.                                                     | Cubic Corp., 1st Lien Term Loan C                                                 | CUSIP: 04921TAC8<br>LEI: 6HHLXIOGCDNZ4IRAIW26 | Long             | LON              | CORP              | US        |    119309 | PA      | $86456.33     | 0.01%             | 2028-05-25      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| Harvest Midstream I LP                                          | Harvest Midstream I LP                                                            | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     57000 | PA      | $59247.74     | 0.00%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Parkland Corp.                                                  | Parkland Corp.                                                                    | CUSIP: 70137WAN8<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |     39000 | PA      | $39863.19     | 0.00%             | 2032-08-15      | Fixed         | 6.62%                 | 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        |     98752 | PA      | $89371.01     | 0.01%             | 2031-10-07      | Variable      | 8.61%                 | No            |                  3 | 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        |    107625 | PA      | $107625.14    | 0.01%             | 2030-10-17      | Variable      | 8.07%                 | 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      | $1001655.70   | 0.08%             | 2037-07-23      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                              | J.P. Morgan Structured Products BV, Series EMTc                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      9333 | NS      | $1042662.63   | 0.08%             | 2025-08-04      | Fixed         | 14.14%                | No            |                  2 | On Loan: No      |
| SeaWorld Parks & Entertainment, Inc.                            | SeaWorld Parks & Entertainment, Inc., 1st Lien Term Loan B3                       | CUSIP: 78488CAL4<br>LEI: 549300UZV72O3371JJ53 | Long             | LON              | CORP              | US        |     72516 | PA      | $72365.06     | 0.01%             | 2031-12-04      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Acciona SA                                                      | Acciona SA                                                                        | CUSIP: N/A<br>LEI: 54930002KP75TLLLNO21       | Long             | EC               | CORP              | ES        |      1050 | NS      | $201384.86    | 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        |    350826 | PA      | $349861.07    | 0.03%             | 2031-07-02      | Variable      | 7.36%                 | No            |                  2 | On Loan: No      |
| Vortex Opco LLC                                                 | Vortex Opco LLC, 1st Lien Term Loan                                               | CUSIP: G9158TAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    133521 | PA      | $46465.31     | 0.00%             | 2028-12-18      | Variable      | 8.66%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Corp.                                                | Mitsubishi Corp.                                                                  | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |    116200 | NS      | $2291858.35   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Corp. of Canada                                           | Power Corp. of Canada                                                             | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |     19764 | NS      | $796493.76    | 0.06%             |  |  |  | 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      | $5401.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kronos International, Inc.                                      | Kronos International, Inc.                                                        | CUSIP: N/A<br>LEI: 529900NTVDLUSYY9F493       | Long             | DBT              | CORP              | US        |    170000 | PA      | $207722.25    | 0.02%             | 2029-03-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | TRSIBOXX                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1500000 | PA      | $40587.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                             | Erste Group Bank AG                                                               | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |      2229 | NS      | $203828.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NMG Parent LLC                                                  | NMG Parent LLC                                                                    | CUSIP: 629ESC039<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       602 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Reworld Holding Corp.                                           | Reworld Holding Corp., 1st Lien Term Loan B                                       | CUSIP: 22282GAM9<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |    300434 | PA      | $300734.83    | 0.02%             | 2028-11-30      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $19706.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boels Topholding BV                                             | Boels Topholding BV                                                               | CUSIP: N/A<br>LEI: 724500V913SEHSEW2O75       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $118988.36    | 0.01%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                            | SoftBank Group Corp.                                                              | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    100000 | PA      | $117068.74    | 0.01%             | 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        |    275000 | PA      | $289189.68    | 0.02%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                               | Barclays Bank plc, Series N11W                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      4340 | NS      | $1055398.67   | 0.08%             | 2025-08-29      | Fixed         | 15.11%                | No            |                  2 | On Loan: No      |
| VGP NV                                                          | VGP NV                                                                            | CUSIP: N/A<br>LEI: 315700NENYPIXFR94T49       | Long             | EC               | CORP              | BE        |      3051 | NS      | $320842.50    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                         | Level 3 Financing, Inc.                                                           | CUSIP: 527298BV4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    233370 | PA      | $264589.06    | 0.02%             | 2029-11-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Tereos Finance Groupe I SA                                      | Tereos Finance Groupe I SA                                                        | CUSIP: N/A<br>LEI: 969500183Z46A3QF8W69       | Long             | DBT              | CORP              | FR        |    132000 | PA      | $155644.00    | 0.01%             | 2028-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                            | Flutter Treasury DAC                                                              | CUSIP: N/A<br>LEI: 635400JE8VLL9UFVIC38       | Long             | DBT              | CORP              | IE        |    144000 | PA      | $164780.31    | 0.01%             | 2031-06-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                  | Morgan Stanley                                                                    | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      1740 | NS      | $247880.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilcorp Energy I LP                                             | Hilcorp Energy I LP                                                               | CUSIP: 431318BE3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    118000 | PA      | $113621.16    | 0.01%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Unilever plc                                                    | Unilever plc                                                                      | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |     34077 | NS      | $1977163.50   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3, Inc.                                   | Fortress Intermediate 3, Inc., 1st Lien Term Loan B                               | CUSIP: 34966LAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    141084 | PA      | $141084.25    | 0.01%             | 2031-06-27      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                          | Arab Republic of Egypt                                                            | CUSIP: 03846JAG5<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $203050.00    | 0.02%             | 2033-02-04      | Fixed         | 9.45%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                             | Buckeye Partners LP, 1st Lien Term Loan B6                                        | CUSIP: 11823LAQ8<br>LEI: 549300C1PQJLVEIUBK50 | Long             | LON              | CORP              | US        |    109176 | PA      | $109279.00    | 0.01%             | 2030-11-22      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| PrestigeBidCo GmbH                                              | PrestigeBidCo GmbH                                                                | CUSIP: N/A<br>LEI: 529900CSF1DNOCHMI763       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $114667.78    | 0.01%             | 2029-07-01      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                               | Republic of Chile                                                                 | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    268000 | PA      | $231083.00    | 0.02%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| PPG Industries, Inc.                                            | PPG Industries, Inc.                                                              | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      1805 | NS      | $190427.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Iliad Holding SASU                                              | Iliad Holding SASU                                                                | CUSIP: 449691AF1<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    207000 | PA      | $222044.96    | 0.02%             | 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        |     62000 | PA      | $63568.59     | 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        |     40000 | PA      | $39196.69     | 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        |      1062 | NS      | $253191.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bleriot US Bidco, Inc.                                          | Bleriot US Bidco, Inc., 1st Lien Term Loan                                        | CUSIP: 09353TAJ9<br>LEI: 254900ALCQ2A2VYD5Z08 | Long             | LON              | CORP              | US        |    206454 | PA      | $206648.40    | 0.02%             | 2030-10-31      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Ferrovial SE                                                    | Ferrovial SE                                                                      | CUSIP: N/A<br>LEI: 72450022R2ZFL41Y6I04       | Long             | EC               | CORP              | NL        |      8979 | NS      | $460290.19    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                           | Matador Resources Co.                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64188.80     | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                           | Quanta Services, Inc.                                                             | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      1036 | NS      | $420750.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Somnigroup International, Inc.                                  | Somnigroup International, Inc.                                                    | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28491.37     | 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        |     19249 | NS      | $285680.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                 | TransDigm, Inc., 1st Lien Term Loan K                                             | CUSIP: 89364MCB8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    343689 | PA      | $344799.53    | 0.03%             | 2030-03-22      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| ANGI Group LLC                                                  | ANGI Group LLC                                                                    | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $97820.10     | 0.01%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Howden UK Refinance plc                                         | Howden UK Refinance plc                                                           | CUSIP: 44287DAA1<br>LEI: 875500O63ODR8S3K5X33 | Long             | DBT              | CORP              | GB        |    207000 | PA      | $215572.28    | 0.02%             | 2032-02-15      | Fixed         | 8.12%                 | 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        |     15372 | NS      | $1729451.39   | 0.14%             | 2025-08-11      | Fixed         | 22.91%                | No            |                  2 | On Loan: No      |
| Axalta Coating Systems Ltd.                                     | Axalta Coating Systems Ltd.                                                       | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |      6360 | NS      | $180115.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC Holdings LLC                                                | CSC Holdings LLC                                                                  | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    257000 | PA      | $236313.73    | 0.02%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                             | Shift4 Payments LLC                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    100000 | PA      | $119003.86    | 0.01%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                                   | Nomura Bank International plc                                                     | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      3975 | NS      | $1202536.45   | 0.10%             | 2025-08-29      | Fixed         | 10.27%                | No            |                  2 | On Loan: No      |
| Vonovia SE                                                      | Vonovia SE                                                                        | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | EC               | CORP              | DE        |     18690 | NS      | $580055.16    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Archrock Partners LP                                            | Archrock Partners LP                                                              | CUSIP: 03959KAC4<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |    202000 | PA      | $201988.49    | 0.02%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp.                                        | SBA Communications Corp.                                                          | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |     36000 | PA      | $33553.24     | 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        |     35000 | PA      | $36526.35     | 0.00%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                  | Apollo Global Management, Inc.                                                    | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |       766 | NS      | $111315.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp.                                      | Constellation Energy Corp.                                                        | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |       376 | NS      | $130787.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Structured Products BV                              | J.P. Morgan Structured Products BV, Series N0O4                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      2773 | NS      | $530843.77    | 0.04%             | 2025-08-29      | Fixed         | 12.51%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                            | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     29038 | NS      | $524668.35    | 0.04%             | 2025-09-04      | Fixed         | 22.14%                | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                         | American Airlines, Inc., 1st Lien Term Loan                                       | CUSIP: 02376CAX3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |    202319 | PA      | $201234.54    | 0.02%             | 2027-01-29      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II LLC                                 | LCM Investments Holdings II LLC                                                   | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     79000 | PA      | $76773.87     | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                                         | Ellucian Holdings, Inc.                                                           | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |    234000 | PA      | $237045.74    | 0.02%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Waystar Technologies, Inc.                                      | Waystar Technologies, Inc., 1st Lien Term Loan                                    | CUSIP: 63939WAM5<br>LEI: 549300BIRBTAWWHCSZ09 | Long             | LON              | CORP              | US        |    122035 | PA      | $122239.18    | 0.01%             | 2029-10-22      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| Holcim AG                                                       | Holcim AG                                                                         | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |     23502 | NS      | $1874282.99   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Nibe Industrier AB                                              | Nibe Industrier AB, Class B                                                       | CUSIP: N/A<br>LEI: 549300ZQH0FIF1P0MX67       | Long             | EC               | CORP              | SE        |     27138 | NS      | $125225.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                                  | Weatherford International Ltd.                                                    | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    160000 | PA      | $164369.92    | 0.01%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| HP, Inc.                                                        | HP, Inc.                                                                          | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     10702 | NS      | $265409.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TruGreen LP                                                     | TruGreen LP, 1st Lien Term Loan B                                                 | CUSIP: 89787RAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    134135 | PA      | $129038.15    | 0.01%             | 2027-11-02      | Variable      | 8.46%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals, Inc.                                    | Vertex Pharmaceuticals, Inc.                                                      | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       474 | NS      | $216556.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Asurion LLC                                                     | Asurion LLC, 2nd Lien Term Loan B3                                                | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    120000 | PA      | $115135.20    | 0.01%             | 2028-01-31      | Variable      | 9.72%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                           | United Airlines, Inc., Facility 1st Lien Term Loan B                              | CUSIP: 90932RAP9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    232038 | PA      | $232617.78    | 0.02%             | 2031-02-24      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| KION Group AG                                                   | KION Group AG                                                                     | CUSIP: N/A<br>LEI: 5299005KY91C4C6U9H17       | Long             | EC               | CORP              | DE        |      3965 | NS      | $243748.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vertiv Group Corp.                                              | Vertiv Group Corp., 1st Lien Term Loan B3                                         | CUSIP: 92537EAF5<br>LEI: 549300ZT8RQ5VK10E643 | Long             | LON              | CORP              | US        |    666411 | PA      | $665784.34    | 0.05%             | 2027-03-02      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                  | Var Energi ASA                                                                    | CUSIP: N/A<br>LEI: 549300LIVN3FFOJN2K47       | Long             | DBT              | CORP              | NO        |    141000 | PA      | $177516.64    | 0.01%             | 2083-11-15      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                         | Ukraine Government Bond                                                           | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     12508 | PA      | $5910.03      | 0.00%             | 2036-02-01      | Variable      | 0.00%                 | 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        |    540000 | PA      | $535950.00    | 0.04%             | 2035-04-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| SURA Asset Management SA                                        | SURA Asset Management SA                                                          | CUSIP: 78486LAB8<br>LEI: 549300013ETMS1C0EA22 | Long             | DBT              | CORP              | CO        |    205000 | PA      | $214307.00    | 0.02%             | 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        |     71000 | PA      | $73081.22     | 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        |    195000 | PA      | $194730.80    | 0.02%             | 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        |    154377 | PA      | $154422.10    | 0.01%             | 2029-11-09      | Variable      | 6.11%                 | 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        |      5172 | PA      | $5146.59      | 0.00%             | 2028-06-30      | Variable      | 9.46%                 | No            |                  3 | On Loan: No      |
| Vossloh AG                                                      | Vossloh AG                                                                        | CUSIP: N/A<br>LEI: 5299003HAEOUVX3HWX43       | Long             | EC               | CORP              | DE        |      1049 | NS      | $102883.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                             | Rakuten Group, Inc.                                                               | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $218983.45    | 0.02%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                                   | Nomura Bank International plc                                                     | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      1917 | NS      | $1060489.35   | 0.08%             | 2025-09-04      | Fixed         | 10.45%                | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                                   | Nomura Bank International plc                                                     | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      5984 | NS      | $2185541.77   | 0.17%             | 2025-09-11      | Fixed         | 16.61%                | No            |                  2 | On Loan: No      |
| Flagstar Financial, Inc.                                        | Flagstar Financial, Inc.                                                          | CUSIP: 649445400<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |     24341 | NS      | $274809.89    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger NV                                                 | Schlumberger NV                                                                   | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |     13602 | NS      | $459747.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co.                                           | Colgate-Palmolive Co.                                                             | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     10154 | NS      | $851412.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CFSP Mortgage Trust                                             | CFSP Mortgage Trust, Series 2024-AHP1, Class A                                    | CUSIP: 15723BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    449614 | PA      | $430057.92    | 0.03%             | 2037-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SCC Power plc                                                   | SCC Power plc                                                                     | CUSIP: 78397YAB8<br>LEI: 529900IYGYC6VSDSDF37 | Long             | DBT              | CORP              | GB        |    206234 | PA      | $127349.50    | 0.01%             | 2028-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Applied Materials, Inc.                                         | Applied Materials, Inc.                                                           | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      7987 | NS      | $1438139.22   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa, Inc.                                                    | Arcosa, Inc.                                                                      | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     54000 | PA      | $52090.84     | 0.00%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                             | Societe Generale SA                                                               | CUSIP: 83371P309<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      2821 | NS      | $1014439.27   | 0.08%             | 2025-08-15      | Fixed         | 15.90%                | No            |                  2 | On Loan: No      |
| SES SA                                                          | SES SA                                                                            | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | DBT              | CORP              | LU        |    100000 | PA      | $117641.28    | 0.01%             | 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        |     29726 | NS      | $417712.26    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                      | Outfront Media Capital LLC                                                        | CUSIP: 69007TAC8<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |     31000 | PA      | $29428.12     | 0.00%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EG Finco Ltd.                                                   | EG Finco Ltd., 1st Lien Term Loan B                                               | CUSIP: N2820EAM0<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     60542 | PA      | $60706.57     | 0.00%             | 2028-02-07      | Variable      | 8.58%                 | 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        |    519585 | PA      | $519678.53    | 0.04%             | 2030-06-24      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                            | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     12131 | NS      | $1116585.20   | 0.09%             | 2025-08-15      | Fixed         | 18.62%                | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                        | IPD 3 BV                                                                          | CUSIP: N/A<br>LEI: 724500RBP2J59JMQB629       | Long             | DBT              | CORP              | NL        |    126000 | PA      | $146398.47    | 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        |      2092 | NS      | $90750.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                                | Roche Holding AG                                                                  | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |      6230 | NS      | $1944214.97   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                                      | Allianz SE (Registered)                                                           | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |      5530 | NS      | $2185334.63   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Radiate Holdco, LLC                                             | Radiate Holdco LLC, 1st Lien Term Loan                                            | CUSIP: 75025KAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    382617 | PA      | $331059.29    | 0.03%             | 2029-09-25      | Variable      | 9.33%                 | No            |                  2 | On Loan: No      |
| Barbados                                                        | Barbados Government Bond                                                          | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |    205000 | PA      | $204509.29    | 0.02%             | 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        |    300000 | PA      | $296730.00    | 0.02%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Adler Financing SARL                                            | ADLER Financing SARL                                                              | CUSIP: N/A<br>LEI: 213800BAQB59IVKP7S93       | Long             | DBT              | CORP              | LU        |    486812 | PA      | $584975.80    | 0.05%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| FinCo I LLC                                                     | FinCo I LLC, 1st Lien Term Loan                                                   | CUSIP: 31774BAG9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     24860 | PA      | $24839.85     | 0.00%             | 2029-06-27      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Harvest CLO XXXII DAC                                           | Harvest CLO XXXII DAC, Series 32X, Class D                                        | CUSIP: N/A<br>LEI: 635400AU6OVIWCGACH33       | Long             | ABS-CBDO         | CORP              | IE        |    110000 | PA      | $126307.80    | 0.01%             | 2037-07-25      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Aethon United BR LP                                             | Aethon United BR LP                                                               | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     92000 | PA      | $96392.17     | 0.01%             | 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        |    286000 | PA      | $341842.72    | 0.03%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                          | Palmer Square CLO Ltd., Series 2022-1A, Class D                                   | CUSIP: 69689QAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002499.90   | 0.08%             | 2035-04-20      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Brand Industrial Services, Inc.                                 | Brand Industrial Services, Inc.                                                   | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |    226000 | PA      | $205129.55    | 0.02%             | 2030-08-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Trimaran Cavu Ltd.                                              | Trimaran CAVU Ltd., Series 2021-1A, Class D1R                                     | CUSIP: 89624NAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002550.60   | 0.08%             | 2037-07-23      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| Ball Corp.                                                      | Ball Corp.                                                                        | CUSIP: N/A<br>LEI: 0BGI85ALH27ZJP15DY16       | Long             | DBT              | CORP              | US        |    123000 | PA      | $143359.69    | 0.01%             | 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        |    233707 | PA      | $232246.37    | 0.02%             | 2030-03-15      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                      | Garda World Security Corp.                                                        | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    127000 | PA      | $130944.17    | 0.01%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                             | Petroleos Mexicanos                                                               | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    203000 | PA      | $225624.35    | 0.02%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                            | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     30096 | NS      | $1851025.22   | 0.15%             | 2025-09-12      | Fixed         | 8.40%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                    | Tallgrass Energy Partners LP                                                      | CUSIP: 87470LAL5<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133382.86    | 0.01%             | 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        |    211000 | PA      | $196485.71    | 0.02%             | 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        |    478060 | PA      | $476568.29    | 0.04%             | 2028-06-02      | Variable      | 7.97%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty, Inc.                                 | Rexford Industrial Realty, Inc.                                                   | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |      5897 | NS      | $215417.41    | 0.02%             |  |  |  | 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        |   1400000 | PA      | $1402616.74   | 0.11%             | 2038-09-10      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                        | Republic of South Africa                                                          | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    252000 | PA      | $188503.56    | 0.01%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                       | Zayo Group Holdings, Inc., 1st Lien Term Loan                                     | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |   1132858 | PA      | $1091916.07   | 0.09%             | 2027-03-09      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Aroundtown Finance SARL                                         | Aroundtown Finance SARL                                                           | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |    100000 | PA      | $134006.36    | 0.01%             | 2029-05-07      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                 | Citigroup, Inc., Series EE                                                        | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     77000 | PA      | $77325.48     | 0.01%             | 2030-02-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Heathrow Finance plc                                            | Heathrow Finance plc                                                              | CUSIP: N/A<br>LEI: 549300F740QSGMPHQJ60       | Long             | DBT              | CORP              | GB        |    116000 | PA      | $153257.26    | 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        |    230000 | PA      | $236502.56    | 0.02%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                       | EQT Corp.                                                                         | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      4272 | NS      | $229620.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp.                                                    | Exelon Corp.                                                                      | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      6813 | NS      | $306176.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO Holdings LLC                                                | CCO Holdings LLC                                                                  | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    166000 | PA      | $167525.71    | 0.01%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Yokogawa Electric Corp.                                         | Yokogawa Electric Corp.                                                           | CUSIP: N/A<br>LEI: 529900MV0U7C9WWF4L22       | Long             | EC               | CORP              | JP        |      8300 | NS      | $221228.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                              | Kingdom of Morocco                                                                | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |    256000 | PA      | $241728.00    | 0.02%             | 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        |    172000 | PA      | $153698.70    | 0.01%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ION Trading Technologies SARL                                   | ION Trading Technologies SARL                                                     | CUSIP: 46205YAA9<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $193416.62    | 0.02%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.                        | International Flavors & Fragrances, Inc.                                          | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      2710 | NS      | $192491.30    | 0.02%             |  |  |  | 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        |    600000 | PA      | $15750.00     | 0.00%             | 2024-04-17      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                     | FTAI Aviation Investors LLC                                                       | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    323000 | PA      | $335127.36    | 0.03%             | 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        |    200000 | PA      | $233877.53    | 0.02%             | 2031-01-21      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp.                                           | Reworld Holding Corp.                                                             | CUSIP: 22282EAJ1<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     34000 | PA      | $32211.36     | 0.00%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                    | BX Commercial Mortgage Trust, Series 2021-SOAR, Class G                           | CUSIP: 05608WAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    630374 | PA      | $630571.47    | 0.05%             | 2038-06-15      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming, Inc.                                         | Genesee & Wyoming, Inc., 1st Lien Term Loan                                       | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |    926363 | PA      | $924269.60    | 0.07%             | 2031-04-10      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Chevron Corp.                                                   | Chevron Corp.                                                                     | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2814 | NS      | $426714.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissan Motor Co. Ltd.                                           | Nissan Motor Co. Ltd.                                                             | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $209956.03    | 0.02%             | 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        |     89000 | PA      | $87414.06     | 0.01%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                        | Venture Global LNG, Inc.                                                          | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    184000 | PA      | $190321.87    | 0.02%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-31.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                           | Axon Enterprise, Inc.                                                             | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32783.05     | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | 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        |   2000000 | PA      | $2008533.20   | 0.16%             | 2037-07-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Dun & Bradstreet Corp. (The)                                    | Dun & Bradstreet Corp. (The), 1st Lien Term Loan B2                               | CUSIP: 26483NAW0<br>LEI: RI37BMPWE56BCJ747E14 | Long             | LON              | CORP              | US        |   1158407 | PA      | $1158036.25   | 0.09%             | 2029-01-18      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                    | Antero Midstream Partners LP                                                      | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $30739.38     | 0.00%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                              | Credit Agricole SA                                                                | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |     40746 | NS      | $749911.11    | 0.06%             |  |  |  | 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        |    310031 | PA      | $310573.64    | 0.02%             | 2030-10-28      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| F5, Inc.                                                        | F5, Inc.                                                                          | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |       529 | NS      | $165799.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyrgyz Republic International Bond                              | Kyrgyz Republic International Bond                                                | CUSIP: 50158LAA6<br>LEI: 253400QJNKYYP2C7PA85 | Long             | DBT              | NUSS              | KG        |    200000 | PA      | $200000.00    | 0.02%             | 2030-06-03      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil del Norte SA                                    | Banco Mercantil del Norte SA                                                      | CUSIP: 05973KAA5<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    217000 | PA      | $212727.27    | 0.02%             | 2027-01-24      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                     | Toronto-Dominion Bank (The)                                                       | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |       400 | NS      | $114698.88    | 0.01%             | 2025-09-08      | Fixed         | 18.35%                | No            |                  2 | On Loan: No      |
| TC Energy Corp.                                                 | TC Energy Corp.                                                                   | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |      6616 | NS      | $316774.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Canadian Gaming Corp.                                     | Great Canadian Gaming Corp.                                                       | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | CA        |    126000 | PA      | $123367.03    | 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        |     49454 | NS      | $0.56         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Nomura Bank International plc                                   | Nomura Bank International plc                                                     | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      6690 | NS      | $1298876.82   | 0.10%             | 2025-09-04      | Fixed         | 19.93%                | 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        |    315554 | PA      | $315626.76    | 0.02%             | 2031-09-15      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| National Storage REIT                                           | National Storage REIT                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    152665 | NS      | $234090.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                               | EMRLD Borrower LP                                                                 | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |    637000 | PA      | $649490.93    | 0.05%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 34 Ltd.                      | Neuberger Berman Loan Advisers CLO 34 Ltd., Series 2019-34A, Class BR             | CUSIP: 64132YAS1<br>LEI: 5493009EGZQAPYYVLD80 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4000000.00   | 0.32%             | 2035-01-20      | Floating      | 6.08%                 | 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        |    178000 | PA      | $237197.50    | 0.02%             | 2031-11-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                              | Vodafone Group plc, Series 60NC10                                                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |    500000 | PA      | $551324.30    | 0.04%             | 2080-08-27      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XX Ltd.                                        | Sixth Street CLO XX Ltd., Series 2021-20A, Class BR                               | CUSIP: 83012QAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $751244.03    | 0.06%             | 2038-07-17      | Floating      | 5.91%                 | 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        |    170000 | PA      | $170743.75    | 0.01%             | 2041-07-15      | Floating      | 6.23%                 | 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        |    290000 | PA      | $294308.44    | 0.02%             | 2039-10-05      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                             | Shift4 Payments LLC                                                               | CUSIP: 82453AAB3<br>LEI: 254900GTEMR7L40VPI74 | Long             | DBT              | CORP              | US        |    237000 | PA      | $244819.82    | 0.02%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                              | Chemours Co. (The)                                                                | CUSIP: 163851AE8<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     46000 | PA      | $45063.39     | 0.00%             | 2027-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                 | Live Nation Entertainment, Inc.                                                   | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     39000 | PA      | $37905.27     | 0.00%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2417.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XVI Ltd.                            | Octagon Investment Partners XVI Ltd., Series 2013-1A, Class CR                    | CUSIP: 67590BAW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250791.95    | 0.02%             | 2030-07-17      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                  | 1011778 BC ULC                                                                    | CUSIP: 68245XAT6<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |     31000 | PA      | $31185.01     | 0.00%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Halliburton Co.                                                 | Halliburton Co.                                                                   | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |      6123 | NS      | $137155.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell's Co. (The)                                            | Campbell's Co. (The)                                                              | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |       764 | NS      | $24386.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORLEN SA                                                        | ORLEN SA                                                                          | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |    200000 | PA      | $205000.00    | 0.02%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                | CCO Holdings LLC                                                                  | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    102000 | PA      | $95433.26     | 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        |     42000 | PA      | $40931.80     | 0.00%             | 2035-02-15      | Fixed         | 7.25%                 | 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: 254900NVDM4GTLBL9E56 | Long             | LON              | CORP              | US        |    787840 | PA      | $788493.56    | 0.06%             | 2028-05-04      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II plc                                | Vedanta Resources Finance II plc                                                  | CUSIP: 92243XAH4<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |    240000 | PA      | $245160.00    | 0.02%             | 2029-09-17      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| First Citizens BancShares, Inc.                                 | First Citizens BancShares, Inc., Class A                                          | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |       337 | NS      | $672234.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sberbank of Russia PJSC                                         | Sberbank of Russia PJSC                                                           | CUSIP: N/A<br>LEI: 549300WE6TAF5EEWQS81       | Long             | EC               | CORP              | RU        |     98136 | NS      | $12.10        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Petroleos Mexicanos                                             | Petroleos Mexicanos                                                               | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    298000 | PA      | $275948.00    | 0.02%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| gategroup Finance Luxembourg SA                                 | gategroup Finance Luxembourg SA                                                   | CUSIP: N/A<br>LEI: 529900Q1OR7LI4GOGW68       | Long             | DBT              | CORP              | LU        |    300000 | PA      | $364638.68    | 0.03%             | 2027-02-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                               | American Electric Power Co., Inc.                                                 | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      5909 | NS      | $668544.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust, Inc.                                   | Starwood Property Trust, Inc.                                                     | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     54000 | PA      | $56475.34     | 0.00%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                              | Crown Castle, Inc.                                                                | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      4696 | NS      | $493502.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Aimbridge Topco LLC                                             | Aimbridge Topco LLC                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      3030 | NS      | $193917.44    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| BNP Paribas Issuance BV                                         | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     11382 | NS      | $2861245.12   | 0.23%             | 2025-09-12      | Fixed         | 21.21%                | No            |                  2 | On Loan: No      |
| ZF Europe Finance BV                                            | ZF Europe Finance BV                                                              | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $115407.46    | 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        |   2000000 | PA      | $2005994.00   | 0.16%             | 2037-10-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp.                                             | CNX Resources Corp.                                                               | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28868.17     | 0.00%             | 2032-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                         | E.ON SE                                                                           | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |     19661 | NS      | $358680.56    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Veritas, Inc.                                                   | Veritas Newco, Series G-1                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       168 | NS      | $3784.95      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Palmer Square CLO Ltd.                                          | Palmer Square CLO Ltd., Series 2021-4A, Class A1R                                 | CUSIP: 69702EAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3008766.90   | 0.24%             | 2038-07-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Thames Water Utilities Ltd.                                     | Thames Water Utilities Ltd.                                                       | CUSIP: N/A<br>LEI: 213800JKM5UQHFJOTZ25       | Long             | DBT              | CORP              | GB        |      3177 | PA      | $3503.78      | 0.00%             | 2027-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |    169000 | PA      | $6972.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DigitalBridge Group, Inc.                                       | DigitalBridge Group, Inc., Class A                                                | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |      3052 | NS      | $32778.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp. (The)                                      | Charles Schwab Corp. (The)                                                        | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      9918 | NS      | $969286.14    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Copper Corp.                                           | Southern Copper Corp.                                                             | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |      1655 | NS      | $155834.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                                             | Post Holdings, Inc.                                                               | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41051.37     | 0.00%             | 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        |    113000 | PA      | $116789.53    | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                         | SS&C Technologies, Inc., 1st Lien Term Loan B8                                    | CUSIP: N/A<br>LEI: 549300KY09TR3J12JU49       | Long             | LON              | CORP              | US        |    846082 | PA      | $848730.08    | 0.07%             | 2031-05-09      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| CMG Media Corp.                                                 | CMG Media Corp.                                                                   | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     54000 | PA      | $52390.87     | 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        |    250000 | PA      | $245215.35    | 0.02%             | 2059-01-15      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Shell plc                                                       | Shell plc                                                                         | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |      7522 | NS      | $270288.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                             | Rocket Mortgage LLC                                                               | CUSIP: 77313LAB9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |     34000 | PA      | $30080.83     | 0.00%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pure Storage, Inc.                                              | Pure Storage, Inc., Class A                                                       | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |      2511 | NS      | $149454.72    | 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      | $-1678.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tenneco, Inc.                                                   | Tenneco, Inc., 1st Lien Term Loan B                                               | CUSIP: 88037HAP9<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |    272000 | PA      | $268352.48    | 0.02%             | 2028-11-17      | Variable      | 9.42%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding LXXI Ltd.                                  | Madison Park Funding LXXI Ltd., Series 2025-71A, Class A1                         | CUSIP: 55817DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1998062.80   | 0.16%             | 2038-04-23      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                         | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      7871 | NS      | $996661.86    | 0.08%             | 2025-08-01      | Fixed         | 25.33%                | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                     | FTAI Aviation Investors LLC                                                       | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    141000 | PA      | $139736.75    | 0.01%             | 2033-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                               | NatWest Group plc                                                                 | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $265945.89    | 0.02%             | 2032-02-28      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Market Bidco Finco plc                                          | Market Bidco Finco plc                                                            | CUSIP: N/A<br>LEI: 549300UGYX6EBVHRVG53       | Long             | DBT              | CORP              | GB        |    147000 | PA      | $167415.85    | 0.01%             | 2031-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                              | Dominican Republic Government Bond                                                | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    287000 | PA      | $289439.50    | 0.02%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Boels Topholding BV                                             | Boels Topholding BV                                                               | CUSIP: N/A<br>LEI: 724500V913SEHSEW2O75       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $118988.36    | 0.01%             | 2030-05-15      | Fixed         | 5.75%                 | 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        |   1076290 | PA      | $1077151.13   | 0.09%             | 2030-06-20      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| TUI AG                                                          | TUI AG                                                                            | CUSIP: N/A<br>LEI: 529900SL2WSPV293B552       | Long             | DBT              | CORP              | DE        |    179000 | PA      | $213467.17    | 0.02%             | 2029-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Gulfport Energy Operating Corp.                                 | Gulfport Energy Operating Corp.                                                   | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38617.83     | 0.00%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                         | RHP Hotel Properties LP                                                           | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    158000 | PA      | $161804.32    | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                               | Barclays Bank plc, Series 1zzu                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     10267 | NS      | $718363.56    | 0.06%             | 2025-09-04      | Fixed         | 20.00%                | No            |                  2 | On Loan: No      |
| Western Alliance Bancorp                                        | Western Alliance Bancorp                                                          | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |       134 | NS      | $10393.04     | 0.00%             |  |  |  | No            |                  1 | 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        |    368183 | PA      | $368573.07    | 0.03%             | 2028-10-05      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4160.41      | 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        |    181000 | PA      | $182169.26    | 0.01%             | 2032-06-30      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Planet US Buyer LLC                                             | Planet US Buyer LLC, 1st Lien Term Loan                                           | CUSIP: 72706RAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    206561 | PA      | $207387.09    | 0.02%             | 2031-02-07      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                         | Molina Healthcare, Inc.                                                           | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     71000 | PA      | $70049.18     | 0.01%             | 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        |    101000 | PA      | $136565.22    | 0.01%             | 2030-06-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Avery Dennison Corp.                                            | Avery Dennison Corp.                                                              | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      2985 | NS      | $500793.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                                  | Wyndham Hotels & Resorts, Inc.                                                    | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |     38000 | PA      | $36875.79     | 0.00%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Clover CLO LLC                                                  | Clover CLO LLC, Series 2018-1A, Class D1RR                                        | CUSIP: 18914GAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $501933.20    | 0.04%             | 2037-04-20      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| AGL CLO 20 Ltd.                                                 | AGL CLO 20 Ltd., Series 2022-20A, Class A1R                                       | CUSIP: 00119CAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1504494.60   | 0.12%             | 2037-10-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Restoration Hardware, Inc.                                      | Restoration Hardware, Inc., 1st Lien Term Loan                                    | CUSIP: 76133MAC5<br>LEI: 5493008MTS3OGGMHGK69 | Long             | LON              | CORP              | US        |     54631 | PA      | $53179.55     | 0.00%             | 2028-10-20      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                              | J.P. Morgan Structured Products BV, Series EMTY                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |       800 | NS      | $75548.48     | 0.01%             | 2025-08-04      | Fixed         | 24.15%                | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC                                            | Ashton Woods USA LLC                                                              | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $26257.09     | 0.00%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                     | Toronto-Dominion Bank (The)                                                       | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |      2900 | NS      | $199400.37    | 0.02%             | 2025-08-04      | Fixed         | 26.00%                | 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        |    336158 | PA      | $335317.11    | 0.03%             | 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        |    133314 | PA      | $132316.74    | 0.01%             | 2036-02-15      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                               | Barclays Bank plc                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       600 | NS      | $60467.95     | 0.00%             | 2025-08-14      | Fixed         | 37.27%                | No            |                  2 | On Loan: No      |
| BlackRock Funds V                                               | BlackRock Floating Rate Income Portfolio, Class K Shares                          | CUSIP: 09260B739<br>LEI: NKCTR56VMOQV9WKO8Q71 | Long             |  | RF                | US        |     68426 | NS      | $658260.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Momentive Performance Materials, Inc.                           | Momentive Performance Materials, Inc., 1st Lien Term Loan                         | CUSIP: 60877JAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    350756 | PA      | $350864.65    | 0.03%             | 2028-03-29      | Variable      | 8.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | EURO STOXX 50 Index                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |       202 | NC      | $28063.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arab Republic of Egypt                                          | Arab Republic of Egypt                                                            | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $145808.00    | 0.01%             | 2061-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                | Roche Holding AG                                                                  | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |      1091 | NS      | $362577.84    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryan LLC                                                        | Ryan LLC, 1st Lien Term Loan                                                      | CUSIP: 78350LAZ8<br>LEI: 549300TG86D8HZC6TE67 | Long             | LON              | CORP              | US        |     14812 | PA      | $14814.43     | 0.00%             | 2030-11-14      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| Danaos Corp.                                                    | Danaos Corp.                                                                      | CUSIP: 23585WAA2<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |    160000 | PA      | $163143.36    | 0.01%             | 2028-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                               | Barclays Bank plc                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     56503 | NS      | $10902020.89  | 0.86%             | 2025-09-08      | Fixed         | 17.95%                | No            |                  2 | On Loan: No      |
| British Telecommunications plc                                  | British Telecommunications plc                                                    | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $142266.28    | 0.01%             | 2083-12-20      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                         | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      1978 | NS      | $739319.71    | 0.06%             | 2025-09-12      | Fixed         | 30.28%                | 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        |    808935 | PA      | $809258.57    | 0.06%             | 2032-01-30      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| Goat Holdco LLC                                                 | Goat Holdco LLC                                                                   | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     78000 | PA      | $78629.21     | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                  | Constellium SE                                                                    | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    334000 | PA      | $313459.53    | 0.02%             | 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        |    108000 | PA      | $130075.16    | 0.01%             | 2029-12-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                                   | Nomura Bank International plc                                                     | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      5547 | NS      | $547210.05    | 0.04%             | 2025-09-04      | Fixed         | 17.25%                | 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        |    125049 | PA      | $56428.48     | 0.00%             | 2028-03-02      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                         | Civitas Resources, Inc.                                                           | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39481.21     | 0.00%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                   | RCI Banque SA                                                                     | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $238402.40    | 0.02%             | 2034-10-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                            | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      6227 | NS      | $940101.66    | 0.07%             | 2025-09-12      | Fixed         | 21.94%                | No            |                  2 | On Loan: No      |
| Singapore Airlines Ltd.                                         | Singapore Airlines Ltd.                                                           | CUSIP: N/A<br>LEI: 549300ZG62N2599PWR15       | Long             | EC               | CORP              | SG        |     52400 | NS      | $273693.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NKT A/S                                                         | NKT A/S                                                                           | CUSIP: N/A<br>LEI: 529900197LKWCEQ0NL18       | Long             | EC               | CORP              | DK        |      1176 | NS      | $103456.03    | 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        |     52620 | NS      | $877610.46    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | CDIT                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |    257000 | PA      | $9051.76      | 0.00%             |  |  |  | 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        |    697681 | PA      | $697917.90    | 0.06%             | 2031-05-30      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO XIV Ltd.                                           | Trinitas CLO XIV Ltd., Series 2020-14A, Class A1R                                 | CUSIP: 89641QAN0<br>LEI: 549300095MXHZZMH2053 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001180.80   | 0.08%             | 2034-01-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                              | Chemours Co. (The), 1st Lien Term Loan B                                          | CUSIP: 16384YAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    159486 | PA      | $159286.35    | 0.01%             | 2028-08-18      | Variable      | 7.36%                 | No            |                  3 | On Loan: No      |
| Veolia Environnement SA                                         | Veolia Environnement SA                                                           | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EC               | CORP              | FR        |     24530 | NS      | $831299.33    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                                  | Anywhere Real Estate Group LLC                                                    | CUSIP: 75606DAS0<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119709.68    | 0.01%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                          | Verisk Analytics, Inc.                                                            | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |       225 | NS      | $62709.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinewood Finco plc                                              | Pinewood Finco plc                                                                | CUSIP: N/A<br>LEI: 984500EF3F7CA63ND769       | Long             | DBT              | CORP              | GB        |    273000 | PA      | $362330.72    | 0.03%             | 2030-03-27      | 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      | $965.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                       | ATI, Inc.                                                                         | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     96000 | PA      | $93863.44     | 0.01%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd.                                          | Sycamore Tree CLO Ltd., Series 2023-2A, Class DR                                  | CUSIP: 87122CAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2019931.80   | 0.16%             | 2037-01-20      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                | Gray Media, Inc.                                                                  | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89526.65     | 0.01%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Charter Next Generation, Inc.                                   | Charter Next Generation, Inc., 1st Lien Term Loan                                 | CUSIP: 16125TAM4<br>LEI: 549300KRNU8RNVGYXG75 | Long             | LON              | CORP              | US        |    844934 | PA      | $846564.31    | 0.07%             | 2030-11-29      | Variable      | 7.09%                 | No            |                  2 | On Loan: No      |
| DCC plc                                                         | DCC plc                                                                           | CUSIP: N/A<br>LEI: 213800UPS1QEE4TD3T45       | Long             | EC               | CORP              | IE        |      3754 | NS      | $235116.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                           | WR Grace Holdings LLC                                                             | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21875.99     | 0.00%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                          | UBS AG                                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      1400 | NS      | $378578.55    | 0.03%             | 2025-09-08      | Fixed         | 18.90%                | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                     | Allied Universal Holdco LLC                                                       | CUSIP: 019576AF4<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122851.92    | 0.01%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| W.R. Grace Holdings LLC                                         | WR Grace Holdings LLC, 1st Lien Term Loan                                         | CUSIP: 92943HAB5<br>LEI: 549300WNOVFRGYOAEB12 | Long             | LON              | CORP              | US        |    445401 | PA      | $445307.37    | 0.04%             | 2028-09-22      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                         | BASF SE                                                                           | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | EC               | CORP              | DE        |      7470 | NS      | $366100.32    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Allegion plc                                                    | Allegion plc                                                                      | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |      4968 | NS      | $824290.56    | 0.07%             |  |  |  | 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        |    160000 | PA      | $185199.51    | 0.01%             | 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        |      1660 | NS      | $178591.65    | 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        |    544408 | PA      | $543047.43    | 0.04%             | 2030-06-28      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Cube A&D Buyer, Inc.                                            | Cube A&D Buyer, Inc., 1st Lien Term Loan                                          | CUSIP: 22971EAB4<br>LEI: 25490058FG1NWDNJ5K52 | Long             | LON              | CORP              | US        |     78802 | PA      | $79098.01     | 0.01%             | 2031-10-18      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                             | Societe Generale SA                                                               | CUSIP: 83371F749<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      4778 | NS      | $1823293.98   | 0.14%             | 2025-08-06      | Fixed         | 14.50%                | No            |                  2 | On Loan: No      |
| Ameren Corp.                                                    | Ameren Corp.                                                                      | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      3119 | NS      | $315424.47    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OCP SA                                                          | OCP SA                                                                            | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |    232000 | PA      | $234576.27    | 0.02%             | 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        |     39000 | PA      | $40272.14     | 0.00%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Arkema SA                                                       | Arkema SA                                                                         | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | EC               | CORP              | FR        |      3172 | NS      | $215700.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Crown Holdings, Inc.                                            | Crown Holdings, Inc.                                                              | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | SN               | CORP              | US        |      5172 | NS      | $518487.84    | 0.04%             | 2025-09-04      | Fixed         | 13.90%                | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                             | Coca-Cola Co. (The)                                                               | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     15491 | NS      | $1051683.99   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co. (The)                                              | Chemours Co. (The)                                                                | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    146000 | PA      | $134090.93    | 0.01%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                         | Quikrete Holdings, Inc.                                                           | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102562.43    | 0.01%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                     | Allied Universal Holdco LLC                                                       | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    207000 | PA      | $200813.08    | 0.02%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Caterpillar, Inc.                                               | Caterpillar, Inc.                                                                 | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      1228 | NS      | $537888.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sappi Papier Holding GmbH                                       | Sappi Papier Holding GmbH                                                         | CUSIP: N/A<br>LEI: 549300XBCUMUR5CI0181       | Long             | DBT              | CORP              | AT        |    211000 | PA      | $237749.57    | 0.02%             | 2032-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                                | CMS Energy Corp.                                                                  | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     15841 | NS      | $1169065.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Azorra Finance Ltd.                                             | Azorra Finance Ltd.                                                               | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     78000 | PA      | $81217.50     | 0.01%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Ziggo Financing Partnership                                     | Ziggo Financing Partnership, 1st Lien Term Loan I                                 | CUSIP: N9833RAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    111000 | PA      | $106960.71    | 0.01%             | 2028-04-28      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                              | AmWINS Group, Inc.                                                                | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32586.40     | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Holdings, Inc.                                | SS&C Technologies Holdings, Inc.                                                  | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |      5938 | NS      | $507580.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Building Solutions, Inc.                               | Standard Building Solutions, Inc.                                                 | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    117000 | PA      | $118114.57    | 0.01%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                              | J.P. Morgan Structured Products BV, Series N0O5                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     27438 | NS      | $1289403.83   | 0.10%             | 2025-08-29      | Fixed         | 10.56%                | No            |                  2 | On Loan: No      |
| Rivers Enterprise Borrower LLC                                  | Rivers Enterprise Borrower LLC                                                    | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $37356.16     | 0.00%             | 2033-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Zegona Finance plc                                              | Zegona Finance plc                                                                | CUSIP: N/A<br>LEI: 254900B3KC1SS7T2TE92       | Long             | DBT              | CORP              | GB        |    253000 | PA      | $305906.61    | 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        |       687 | NS      | $188801.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp.                                                  | Carnival Corp.                                                                    | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    173000 | PA      | $174171.21    | 0.01%             | 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        |    150000 | PA      | $171485.77    | 0.01%             | 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        |    794967 | PA      | $794856.03    | 0.06%             | 2031-04-16      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Welltower, Inc.                                                 | Welltower, Inc.                                                                   | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |      4867 | NS      | $803395.69    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Barracuda Networks, Inc.                                        | Barracuda Networks, Inc., 1st Lien Term Loan                                      | CUSIP: 06832FAB3<br>LEI: 549300CXGRZWNMPU8080 | Long             | LON              | CORP              | US        |    297484 | PA      | $239920.65    | 0.02%             | 2029-08-15      | Variable      | 8.81%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                          | Neptune Bidco US, Inc.                                                            | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    183000 | PA      | $177103.74    | 0.01%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                         | Ukraine Government Bond                                                           | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     17761 | PA      | $6704.78      | 0.00%             | 2034-02-01      | Variable      | 0.00%                 | 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        |     93765 | PA      | $93618.73     | 0.01%             | 2031-10-09      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                            | Coterra Energy, Inc.                                                              | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     10395 | NS      | $253534.05    | 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        |     79799 | PA      | $78445.60     | 0.01%             | 2030-09-19      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                            | Flutter Treasury DAC                                                              | CUSIP: N/A<br>LEI: 635400JE8VLL9UFVIC38       | Long             | DBT              | CORP              | IE        |    100000 | PA      | $132511.38    | 0.01%             | 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        |    500000 | PA      | $500750.00    | 0.04%             | 2033-04-15      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                          | HUB International Ltd.                                                            | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    612000 | PA      | $637970.83    | 0.05%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Learfield Communications LLC                                    | Learfield Communications LLC                                                      | CUSIP: N/A<br>LEI: 549300177GK4LMS8T214       | Long             | EC               | CORP              | US        |      1086 | NS      | $97740.00     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Univision Communications, Inc.                                  | Univision Communications, Inc.                                                    | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    336000 | PA      | $345178.51    | 0.03%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corp.                                          | Filtration Group Corp., 1st Lien Term Loan                                        | CUSIP: 31732FAV8<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |    768587 | PA      | $769955.31    | 0.06%             | 2028-10-23      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                     | Allied Universal Holdco LLC, 1st Lien Term Loan                                   | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |   1080880 | PA      | $1082620.41   | 0.09%             | 2028-05-12      | Variable      | 8.21%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                          | Norfolk Southern Corp.                                                            | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      1194 | NS      | $331932.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Buzzi SpA                                                       | Buzzi SpA                                                                         | CUSIP: N/A<br>LEI: 5299003DX5YLKSVJ6K59       | Long             | EC               | CORP              | IT        |      1706 | NS      | $89086.71     | 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        |    346000 | PA      | $393781.43    | 0.03%             | 2026-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                  | EchoStar Corp.                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    233322 | PA      | $245863.06    | 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        |    530568 | PA      | $530239.44    | 0.04%             | 2031-07-16      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                             | Societe Generale SA                                                               | CUSIP: 83371F525<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      7174 | NS      | $1087391.31   | 0.09%             | 2025-08-04      | Fixed         | 15.36%                | No            |                  2 | On Loan: No      |
| Amentum Holdings, Inc.                                          | Amentum Holdings, Inc., 1st Lien Term Loan                                        | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |    276412 | PA      | $276274.29    | 0.02%             | 2031-09-29      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                         | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      1600 | NS      | $85849.99     | 0.01%             | 2025-08-28      | Fixed         | 25.06%                | No            |                  2 | On Loan: No      |
| Wolverine Escrow LLC                                            | Wolverine Escrow LLC                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     84000 | PA      | $0.01         | 0.00%             | 2026-11-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| AvalonBay Communities, Inc.                                     | AvalonBay Communities, Inc.                                                       | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      5584 | NS      | $1040187.52   | 0.08%             |  |  |  | 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        |     53886 | PA      | $44268.55     | 0.00%             | 2046-11-25      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Geberit AG                                                      | Geberit AG (Registered)                                                           | CUSIP: N/A<br>LEI: 52990093Z5OHD6T7BS47       | Long             | EC               | CORP              | CH        |       303 | NS      | $232127.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                          | UBS AG                                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      1652 | NS      | $878908.33    | 0.07%             | 2025-08-06      | Fixed         | 14.70%                | No            |                  2 | On Loan: No      |
| Republic of Colombia                                            | Republic of Colombia                                                              | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    256000 | PA      | $269312.00    | 0.02%             | 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        |     38000 | PA      | $39044.63     | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                      | Outfront Media Capital LLC                                                        | CUSIP: 69007TAE4<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |    123000 | PA      | $117102.27    | 0.01%             | 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        |      4763 | NS      | $280309.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hertz Corp. (The)                                               | Hertz Corp. (The)                                                                 | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     58000 | PA      | $60594.45     | 0.00%             | 2029-07-15      | Fixed         | 12.62%                | 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        |    740000 | PA      | $745318.75    | 0.06%             | 2041-10-15      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Noble Finance II LLC                                            | Noble Finance II LLC                                                              | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $41818.65     | 0.00%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                         | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      8904 | NS      | $689131.46    | 0.05%             | 2025-09-04      | Fixed         | 18.19%                | No            |                  2 | On Loan: No      |
| VICI Properties, Inc.                                           | VICI Properties, Inc.                                                             | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     19905 | NS      | $648903.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity, Inc.                                              | HealthEquity, Inc.                                                                | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |    227000 | PA      | $218521.66    | 0.02%             | 2029-10-01      | Fixed         | 4.50%                 | 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        |    182634 | PA      | $249608.30    | 0.02%             | 2032-03-30      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                                        | Advance Auto Parts, Inc.                                                          | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38193.38     | 0.00%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| iShares Trust                                                   | iShares Broad USD High Yield Corporate Bond ETF                                   | CUSIP: 46435U853<br>LEI: 549300X7H67ZLUE3IZ46 | Long             |  | RF                | US        |   1767868 | NS      | $66100584.52  | 5.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Radio LLC                                             | Sirius XM Radio LLC                                                               | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     53000 | PA      | $52423.48     | 0.00%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Swire Pacific Ltd.                                              | Swire Pacific Ltd., Class A                                                       | CUSIP: N/A<br>LEI: 549300KZOZHII0DGF611       | Long             | EC               | CORP              | HK        |     14500 | NS      | $131070.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of North Macedonia                                     | Republic of North Macedonia                                                       | CUSIP: N/A<br>LEI: 635400RD1N6RVNCE4958       | Long             | DBT              | NUSS              | MK        |    182000 | PA      | $217667.92    | 0.02%             | 2027-03-13      | Fixed         | 6.96%                 | No            |                  2 | On Loan: No      |
| Warehouses De Pauw CVA                                          | Warehouses De Pauw CVA                                                            | CUSIP: N/A<br>LEI: 549300HWDYC5JXC85138       | Long             | EC               | CORP              | BE        |     20310 | NS      | $473957.62    | 0.04%             |  |  |  | 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        |    200000 | PA      | $204126.00    | 0.02%             | 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        |     53770 | PA      | $53111.69     | 0.00%             | 2030-03-18      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                                       | UKG, Inc.                                                                         | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    814000 | PA      | $835705.31    | 0.07%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Tenneco, Inc.                                                   | Tenneco, Inc.                                                                     | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    119000 | PA      | $118112.95    | 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        |    161000 | PA      | $159180.52    | 0.01%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Lear Corp.                                                      | Lear Corp.                                                                        | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      1012 | NS      | $95421.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Escrow Issuer LLC                                           | AAR Escrow Issuer LLC                                                             | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $123127.08    | 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        |     24000 | PA      | $23267.61     | 0.00%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                                       | Zurich Insurance Group AG                                                         | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |      1000 | NS      | $682106.67    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Aalberts NV                                                     | Aalberts NV                                                                       | CUSIP: N/A<br>LEI: 549300EMP9DT6Q35HZ31       | Long             | EC               | CORP              | NL        |      1971 | NS      | $62997.65     | 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        |    145632 | PA      | $67354.71     | 0.01%             | 2030-01-24      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                 | Goldman Sachs Group, Inc. (The)                                                   | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     76000 | PA      | $77615.73     | 0.01%             | 2030-02-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co. Ltd.                                         | Mitsui Fudosan Co. Ltd.                                                           | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | EC               | CORP              | JP        |     23800 | NS      | $212731.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ZF Europe Finance BV                                            | ZF Europe Finance BV                                                              | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |    400000 | PA      | $434719.85    | 0.03%             | 2027-10-23      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Insulet Corp.                                                   | Insulet Corp.                                                                     | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51396.20     | 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: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |    564223 | PA      | $544356.40    | 0.04%             | 2029-03-01      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Aena SME SA                                                     | Aena SME SA                                                                       | CUSIP: N/A<br>LEI: 959800R7QMXKF0NFMT29       | Long             | EC               | CORP              | ES        |     35130 | NS      | $945985.30    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                   | UniCredit SpA                                                                     | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |      7784 | NS      | $572698.80    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 10 Ltd.                                    | Diameter Capital CLO 10 Ltd., Series 2025-10A, Class D1                           | CUSIP: 25290BAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1009183.80   | 0.08%             | 2038-04-20      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                               | CIFC Funding 2020-III Ltd., Series 2020-3A, Class DR                              | CUSIP: 12560EAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1006238.30   | 0.08%             | 2034-10-20      | Floating      | 7.69%                 | 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        |    194088 | PA      | $191116.58    | 0.02%             | 2027-10-01      | Variable      | 8.40%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                               | Barclays Bank plc                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      6770 | NS      | $1447926.86   | 0.11%             | 2025-09-08      | Fixed         | 17.33%                | 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        |    963317 | PA      | $961149.98    | 0.08%             | 2031-02-06      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| Americold Realty Trust, Inc.                                    | Americold Realty Trust, Inc.                                                      | CUSIP: 03064D108<br>LEI: 894500O3S3W62PQPO460 | Long             | EC               | CORP              | US        |     39908 | NS      | $641720.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Liquidity Funds                                       | BlackRock Liquidity Funds, T-Fund, Institutional Class                            | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        |  93288872 | NS      | $93288871.91  | 7.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellucian Holdings, Inc.                                         | Ellucian Holdings, Inc., 2nd Lien Term Loan                                       | CUSIP: 28917XAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     94000 | PA      | $96585.00     | 0.01%             | 2032-11-15      | Variable      | 9.11%                 | No            |                  3 | On Loan: No      |
| Amcor plc                                                       | Amcor plc                                                                         | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | JE        |     33102 | NS      | $309503.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Schaeffler AG                                                   | Schaeffler AG                                                                     | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $116160.27    | 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        |     85000 | PA      | $86316.40     | 0.01%             | 2032-09-15      | Fixed         | 6.12%                 | 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        |    100000 | PA      | $126362.43    | 0.01%             | 2028-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wilsonart LLC                                                   | Wilsonart LLC, 1st Lien Term Loan                                                 | CUSIP: 97246FAM8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    733012 | PA      | $712509.89    | 0.06%             | 2031-08-05      | Variable      | 8.55%                 | 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        |    139000 | PA      | $172253.25    | 0.01%             | 2035-06-28      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                              | Nationstar Mortgage Holdings, Inc.                                                | CUSIP: 63861CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $71596.66     | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                          | Truist Financial Corp.                                                            | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      1641 | NS      | $71728.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortress Intermediate 3, Inc.                                   | Fortress Intermediate 3, Inc.                                                     | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |    198000 | PA      | $207797.63    | 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        |     40000 | PA      | $40599.23     | 0.00%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                    | Fibercop SpA, Series 2034                                                         | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $188909.54    | 0.01%             | 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        |    100000 | PA      | $117841.57    | 0.01%             | 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        |      1296 | NS      | $600320.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| West Japan Railway Co.                                          | West Japan Railway Co.                                                            | CUSIP: N/A<br>LEI: 353800QGUXHZ7EBCR121       | Long             | EC               | CORP              | JP        |      4800 | NS      | $105092.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                           | Global Payments, Inc.                                                             | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      1678 | NS      | $134156.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jungheinrich AG                                                 | Jungheinrich AG (Preference)                                                      | CUSIP: N/A<br>LEI: 529900PHZORTU6FSXE73       | Long             | EP               | CORP              | DE        |      3386 | NS      | $129812.89    | 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        |    375113 | PA      | $125175.21    | 0.01%             | 2027-04-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GYP Holdings III Corp.                                          | GYP Holdings III Corp.                                                            | CUSIP: 36261NAA5<br>LEI: 549300055I1KJWZH9690 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85810.14     | 0.01%             | 2029-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                                   | Nomura Bank International plc                                                     | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      4931 | NS      | $1138210.88   | 0.09%             | 2025-08-22      | Fixed         | 13.03%                | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp.                                           | Kaiser Aluminum Corp.                                                             | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    327000 | PA      | $304955.05    | 0.02%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                            | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      9496 | NS      | $1084344.43   | 0.09%             | 2025-09-12      | Fixed         | 17.43%                | No            |                  2 | On Loan: No      |
| ICON Luxembourg SARL                                            | ICON Luxembourg SARL, 1st Lien Term Loan                                          | CUSIP: L5000DAE7<br>LEI: 635400PUWMHSPI2DDA35 | Long             | LON              | CORP              | LU        |     64092 | PA      | $64396.81     | 0.01%             | 2028-07-03      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                               | PennyMac Financial Services, Inc.                                                 | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    155000 | PA      | $157920.82    | 0.01%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                              | Chord Energy Corp.                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28560.63     | 0.00%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                               | Barclays Bank plc, Series N11X                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      3813 | NS      | $2746509.57   | 0.22%             | 2025-08-29      | Fixed         | 13.70%                | 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        |   1304000 | PA      | $1307206.28   | 0.10%             | 2039-08-15      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure LP                                          | XPLR Infrastructure LP                                                            | CUSIP: 65341BAG1<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |    115000 | PA      | $110262.00    | 0.01%             | 2026-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Illuminate Buyer LLC                                            | Illuminate Buyer LLC                                                              | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $6002.49      | 0.00%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                 | Madison IAQ LLC, 1st Lien Term Loan                                               | CUSIP: 55759VAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    386000 | PA      | $387351.00    | 0.03%             | 2032-05-06      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| TICP CLO XI Ltd.                                                | TICP CLO XI Ltd., Series 2018-11A, Class DR                                       | CUSIP: 87249QAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $302129.10    | 0.02%             | 2037-04-25      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| Endesa SA                                                       | Endesa SA                                                                         | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |     10812 | NS      | $312784.89    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Crescent Energy Finance LLC                                     | Crescent Energy Finance LLC                                                       | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    101000 | PA      | $98698.00     | 0.01%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Covia Holdings LLC                                              | Covia Holdings LLC, 1st Lien Term Loan                                            | CUSIP: 22305CAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99000 | PA      | $99278.19     | 0.01%             | 2032-02-13      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                               | Barclays Bank plc, Series GMUD                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     10894 | NS      | $526062.41    | 0.04%             | 2025-09-02      | Fixed         | 21.54%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                               | Barclays Bank plc, Series N10Y                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      4431 | NS      | $773896.74    | 0.06%             | 2025-08-20      | Fixed         | 12.63%                | 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        |    400000 | PA      | $10500.00     | 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        |    298000 | PA      | $417247.31    | 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        |   2000000 | PA      | $2006638.60   | 0.16%             | 2037-07-18      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                       | Prosus NV                                                                         | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |    231000 | PA      | $154770.00    | 0.01%             | 2050-08-03      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Edelman Financial Engines CenterLLC (The)                       | Edelman Financial Engines Center LLC (The), 1st Lien Term Loan                    | CUSIP: 27943UAM8<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |    383522 | PA      | $383917.26    | 0.03%             | 2028-04-07      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| CNH Industrial NV                                               | CNH Industrial NV                                                                 | CUSIP: N/A<br>LEI: 549300WGC2HZ5J67V817       | Long             | EC               | CORP              | NL        |      7830 | NS      | $101476.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank plc                                                   | HSBC Bank plc, Series MTT4                                                        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | Long             | SN               | CORP              | GB        |     19026 | NS      | $995711.36    | 0.08%             | 2025-08-04      | Fixed         | 28.24%                | No            |                  2 | On Loan: No      |
| Cotiviti, Inc.                                                  | Cotiviti, Inc., 1st Lien Term Loan B                                              | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    742356 | PA      | $739884.07    | 0.06%             | 2031-05-01      | Variable      | 7.08%                 | 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        |    186000 | PA      | $230042.70    | 0.02%             | 2029-03-31      | Fixed         | 10.38%                | 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        |     98000 | PA      | $98999.80     | 0.01%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 3 Ltd.                                     | Diameter Capital CLO 3 Ltd., Series 2022-3A, Class A1R                            | CUSIP: 25255JAL1<br>LEI: 254900L1QJX98W5ORK78 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2507296.00   | 0.20%             | 2038-01-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Amber Finco plc                                                 | Amber Finco plc                                                                   | CUSIP: N/A<br>LEI: 9845004C0870D380O790       | Long             | DBT              | CORP              | GB        |    304000 | PA      | $366784.94    | 0.03%             | 2029-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                               | Alliant Holdings Intermediate LLC                                                 | CUSIP: 01883LAB9<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    308000 | PA      | $301536.19    | 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        |      2245 | NS      | $982142.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC Holdings LLC                                                | CSC Holdings LLC, 1st Lien Term Loan                                              | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |     97689 | PA      | $97308.51     | 0.01%             | 2028-01-18      | Variable      | 8.94%                 | No            |                  2 | On Loan: No      |
| Nordson Corp.                                                   | Nordson Corp.                                                                     | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |      1288 | NS      | $275902.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Romania                                                         | Romania Government Bond                                                           | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    284000 | PA      | $335950.74    | 0.03%             | 2034-09-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                      | Corebridge Financial, Inc.                                                        | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39935.95     | 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        |     31000 | PA      | $31969.99     | 0.00%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                            | Osaic Holdings, Inc.                                                              | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47761.80     | 0.00%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Chariot Buyer LLC                                               | Chariot Buyer LLC, 1st Lien Term Loan                                             | CUSIP: 15963CAC0<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |    674720 | PA      | $674612.30    | 0.05%             | 2028-11-03      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                   | RCI Banque SA                                                                     | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $231598.56    | 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        |    100000 | PA      | $115698.50    | 0.01%             | 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        |    156000 | PA      | $168823.11    | 0.01%             | 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        |     21500 | NS      | $190599.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                | ArcelorMittal SA                                                                  | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | EC               | CORP              | LU        |      5773 | NS      | $179980.14    | 0.01%             |  |  |  | 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        |   1000000 | PA      | $1003843.10   | 0.08%             | 2037-04-22      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Compass Group Diversified Holdings LLC                          | Compass Group Diversified Holdings LLC                                            | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |     67000 | PA      | $62241.26     | 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        |    260000 | PA      | $262306.54    | 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        |    215000 | PA      | $224806.15    | 0.02%             | 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        |     44000 | PA      | $39306.52     | 0.00%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SHR Trust                                                       | SHR Trust, Series 2024-LXRY, Class A                                              | CUSIP: 784234AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $399999.92    | 0.03%             | 2041-10-15      | Floating      | 6.29%                 | 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        |    120000 | PA      | $137741.40    | 0.01%             | 2027-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                           | Clydesdale Acquisition Holdings, Inc.                                             | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    369000 | PA      | $377970.39    | 0.03%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Siemens AG                                                      | Siemens AG (Registered)                                                           | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |      2138 | NS      | $544555.81    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kapla Holding SAS                                               | Kapla Holding SAS                                                                 | CUSIP: N/A<br>LEI: 894500PJ28XTH66K4X83       | Long             | DBT              | CORP              | FR        |    181000 | PA      | $207323.85    | 0.02%             | 2030-07-31      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Wildfire Intermediate Holdings LLC                              | Wildfire Intermediate Holdings LLC                                                | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |     97000 | PA      | $96518.96     | 0.01%             | 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        |      8621 | NS      | $368633.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Poste Italiane SpA                                              | Poste Italiane SpA                                                                | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | EC               | CORP              | IT        |     17425 | NS      | $376465.81    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                 | Goldman Sachs Group, Inc. (The)                                                   | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       282 | NS      | $204052.38    | 0.02%             |  |  |  | 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        |    396000 | PA      | $412515.18    | 0.03%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| USI, Inc.                                                       | USI, Inc.                                                                         | CUSIP: 90346KAB5<br>LEI: 2549006D7UF7072T7I27 | Long             | DBT              | CORP              | US        |    110000 | PA      | $116138.77    | 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        |    379000 | PA      | $377768.25    | 0.03%             | 2032-07-23      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                  | EchoStar Corp.                                                                    | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    519812 | PA      | $492521.87    | 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: N/A                  | Long             | LON              | CORP              | US        |    130777 | PA      | $130859.24    | 0.01%             | 2030-06-12      | Variable      | 7.04%                 | 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        |   1083604 | PA      | $1082054.59   | 0.09%             | 2032-01-30      | Variable      | 6.86%                 | 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        |     23572 | NS      | $838609.45    | 0.07%             |  |  |  | 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        |    538052 | PA      | $535028.64    | 0.04%             | 2032-03-08      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                           | Clydesdale Acquisition Holdings, Inc.                                             | CUSIP: 18972EAC9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     89000 | PA      | $91014.07     | 0.01%             | 2030-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                             | Societe Generale SA                                                               | CUSIP: 83371F467<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |     19080 | NS      | $2258410.57   | 0.18%             | 2025-08-07      | Fixed         | 14.04%                | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                  | Raven Acquisition Holdings LLC                                                    | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    126000 | PA      | $127263.39    | 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        |     69000 | PA      | $75656.22     | 0.01%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                             | Societe Generale SA                                                               | CUSIP: 83371P101<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      3415 | NS      | $2529193.77   | 0.20%             | 2025-08-08      | Fixed         | 26.20%                | No            |                  2 | On Loan: No      |
| N/A                                                             | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-49.27       | -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      | $3141.94      | 0.00%             |  |  |  | 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        |      6689 | NS      | $461640.04    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                  | Carnival Corp.                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    204000 | PA      | $207619.16    | 0.02%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                           | Walt Disney Co. (The)                                                             | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      2021 | NS      | $240721.31    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Mexican States                                           | Mex Bonos Desarr Fix Rt                                                           | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $201250.00    | 0.02%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                             | Societe Generale SA                                                               | CUSIP: 83371F582<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |     36196 | NS      | $1867171.35   | 0.15%             | 2025-08-04      | Fixed         | 31.69%                | 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        |    427852 | PA      | $426914.80    | 0.03%             | 2030-11-01      | Variable      | 7.34%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                 | AstraZeneca plc                                                                   | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |     22419 | NS      | $3270745.35   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Esab Corp.                                                      | Esab Corp.                                                                        | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |     52000 | PA      | $53131.42     | 0.00%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ralliant Corp.                                                  | Ralliant Corp.                                                                    | CUSIP: 750940108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2896 | NS      | $132405.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Holdings Intermediate LLC                               | Alliant Holdings Intermediate LLC                                                 | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    465000 | PA      | $478009.31    | 0.04%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                         | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     31079 | NS      | $916766.21    | 0.07%             | 2025-10-01      | Fixed         | 16.25%                | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                           | Albertsons Cos., Inc.                                                             | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    102000 | PA      | $103966.15    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                  | NCL Corp. Ltd.                                                                    | CUSIP: 62886HBP5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     22000 | PA      | $22264.31     | 0.00%             | 2030-03-01      | 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      | $7634.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ERO Copper Corp.                                                | ERO Copper Corp.                                                                  | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |     91000 | PA      | $89293.75     | 0.01%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Gabonese Republic                                               | Gabon Government Bond                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GA        |    325000 | PA      | $303774.25    | 0.02%             | 2029-02-18      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                                   | Paychex, Inc.                                                                     | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      5248 | NS      | $757443.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Indicor LLC                                                     | Indicor LLC, 1st Lien Term Loan D                                                 | CUSIP: 77669LAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    189001 | PA      | $189227.67    | 0.01%             | 2029-11-22      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                 | Microsoft Corp.                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     12288 | NS      | $6555648.00   | 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        |   1220000 | PA      | $1219618.75   | 0.10%             | 2039-12-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                            | Clear Channel Outdoor Holdings, Inc.                                              | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    184000 | PA      | $167627.90    | 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        |    355000 | PA      | $358091.30    | 0.03%             | 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        |    200000 | PA      | $239679.29    | 0.02%             | 2028-07-15      | Fixed         | 9.50%                 | 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        |    310222 | PA      | $310610.28    | 0.02%             | 2031-11-25      | Variable      | 7.36%                 | 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        |    200000 | PA      | $245116.07    | 0.02%             | 2030-12-13      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Option Care Health, Inc.                                        | Option Care Health, Inc., 1st Lien Term Loan B                                    | CUSIP: 68404YAB0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | LON              | CORP              | US        |    443568 | PA      | $445599.50    | 0.04%             | 2028-10-27      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                                   | Nomura Bank International plc                                                     | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      3600 | NS      | $245020.81    | 0.02%             | 2025-09-15      | Fixed         | 14.33%                | No            |                  2 | On Loan: No      |
| N/A                                                             | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-322.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                                         | Quest Diagnostics, Inc.                                                           | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |       210 | NS      | $35156.10     | 0.00%             |  |  |  | No            |                  1 | 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        |    209282 | PA      | $204410.29    | 0.02%             | 2028-09-15      | Variable      | 8.05%                 | 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        |     93138 | PA      | $92982.10     | 0.01%             | 2030-02-06      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| Cougar JV Subsidiary LLC                                        | Cougar JV Subsidiary LLC                                                          | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $44420.84     | 0.00%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Cubic Corp.                                                     | Cubic Corp., 1st Lien Term Loan B                                                 | CUSIP: 04921TAB0<br>LEI: 6HHLXIOGCDNZ4IRAIW26 | Long             | LON              | CORP              | US        |    630790 | PA      | $460634.09    | 0.04%             | 2028-05-25      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co.                                       | Molson Coors Beverage Co., Class B                                                | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |       506 | NS      | $24652.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Galaxy XXVI CLO Ltd.                                            | Galaxy XXVI CLO Ltd., Series 2018-26A, Class BR                                   | CUSIP: 36321LAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2501352.25   | 0.20%             | 2031-11-22      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Travelport Finance                                              | Travelport Technology Ltd.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |        27 | NS      | $81996.30     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Icahn Enterprises LP                                            | Icahn Enterprises LP                                                              | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    114000 | PA      | $111064.91    | 0.01%             | 2027-05-15      | 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      | $-222.93      | -0.00%            |  |  |  | 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        |        -2 | NC      | $-3465.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Duomo Bidco SpA                                                 | Duomo Bidco SpA                                                                   | CUSIP: N/A<br>LEI: 8156008BEDB552B30829       | Long             | DBT              | CORP              | IT        |    187000 | PA      | $214747.35    | 0.02%             | 2031-07-15      | Floating      | 6.15%                 | 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        |    275360 | PA      | $275445.72    | 0.02%             | 2030-05-18      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                           | Bank of America Corp.                                                             | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     31822 | NS      | $1504225.94   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HAT Holdings I LLC                                              | HAT Holdings I LLC                                                                | CUSIP: 418751AE3<br>LEI: 254900YE1WH1XG7Y4E44 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12752.09     | 0.00%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                            | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     26385 | NS      | $1477057.70   | 0.12%             | 2025-09-11      | Fixed         | 24.27%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                      | Morgan Stanley Finance LLC, Series DMMj                                           | CUSIP: 61779N399<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       739 | NS      | $509513.53    | 0.04%             | 2025-08-07      | Fixed         | 12.97%                | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                            | Charter Communications Operating LLC, 1st Lien Term Loan B4                       | CUSIP: 16117LCB3<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |    121004 | PA      | $120761.64    | 0.01%             | 2030-12-09      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Bubbles Bidco SpA                                               | Bubbles Bidco SpA                                                                 | CUSIP: N/A<br>LEI: 815600073942740CEB24       | Long             | DBT              | CORP              | IT        |    118000 | PA      | $135967.60    | 0.01%             | 2031-09-30      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Titanium 2l Bondco SARL                                         | Titanium 2l Bondco SARL                                                           | CUSIP: N/A<br>LEI: 636700S4QMU2DWYOSF67       | Long             | DBT              | CORP              | LU        |    323700 | PA      | $104835.65    | 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        |    176152 | PA      | $189193.45    | 0.01%             | 2027-12-31      | Variable      | 5.00%                 | 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        |    112000 | PA      | $125855.01    | 0.01%             | 2029-07-31      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                  | Public Storage                                                                    | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |      3128 | NS      | $850628.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc                              | Johnson Controls International plc                                                | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |       596 | NS      | $62580.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Romania                                                         | Romania Government Bond                                                           | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    124000 | PA      | $145824.82    | 0.01%             | 2032-07-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mehilainen Yhtiot Oy                                            | Mehilainen Yhtiot Oy                                                              | CUSIP: N/A<br>LEI: 2138006X78HGYRHS5865       | Long             | DBT              | CORP              | FI        |    110000 | PA      | $126469.74    | 0.01%             | 2032-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                              | J.P. Morgan Structured Products BV                                                | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     21549 | NS      | $1081358.99   | 0.09%             | 2025-09-12      | Fixed         | 13.14%                | 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        |    207000 | PA      | $148708.80    | 0.01%             | 2050-09-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                          | UBS AG                                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      7831 | NS      | $1091328.53   | 0.09%             | 2025-08-06      | Fixed         | 20.20%                | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                      | Vmed O2 UK Financing I plc                                                        | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $185034.02    | 0.01%             | 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        |    305160 | PA      | $304906.24    | 0.02%             | 2028-09-29      | Variable      | 8.36%                 | No            |                  2 | On Loan: No      |
| Transocean, Inc.                                                | Transocean, Inc.                                                                  | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     38400 | PA      | $39811.93     | 0.00%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                  | Enbridge, Inc.                                                                    | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     39000 | PA      | $40601.73     | 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        |     11915 | NS      | $843582.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ballyrock CLO Ltd.                                              | Ballyrock CLO Ltd., Series 2020-2A, Class A2R                                     | CUSIP: 05875DAL6<br>LEI: 254900Y6C4AXEAZ9T124 | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1604815.68   | 0.13%             | 2031-10-20      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Midwest Gaming Borrower LLC                                     | Midwest Gaming Borrower LLC                                                       | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $39500.85     | 0.00%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Telenet Finance Luxembourg Notes SARL                           | Telenet Finance Luxembourg Notes SARL                                             | CUSIP: N/A<br>LEI: 2138007RI9GLJPCC3E25       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $197482.37    | 0.02%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prologis, Inc.                                                  | Prologis, Inc.                                                                    | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      6094 | NS      | $650717.32    | 0.05%             |  |  |  | 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        |    250168 | NS      | $465343.22    | 0.04%             |  |  |  | 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        |    845688 | PA      | $705624.94    | 0.06%             | 2030-08-01      | Variable      | 8.78%                 | No            |                  2 | On Loan: No      |
| NIKE, Inc.                                                      | NIKE, Inc., Class B                                                               | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |       962 | NS      | $71851.78     | 0.01%             |  |  |  | No            |                  1 | 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        |     66832 | PA      | $67041.69     | 0.01%             | 2032-03-04      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                      | Cloud Software Group, Inc., Facility 1st Lien Term Loan B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    638668 | PA      | $639536.62    | 0.05%             | 2029-03-30      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| Grand City Properties SA                                        | Grand City Properties SA                                                          | CUSIP: N/A<br>LEI: 5299002QLUYKK2WBMB18       | Long             | DBT              | CORP              | LU        |    100000 | PA      | $110342.86    | 0.01%             | 2026-03-09      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Labcorp Holdings, Inc.                                          | Labcorp Holdings, Inc.                                                            | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       211 | NS      | $54876.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Republic of Nigeria                                     | Federal Republic of Nigeria                                                       | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    200000 | PA      | $214688.00    | 0.02%             | 2034-12-09      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Regatta XXIII Funding Ltd.                                      | Regatta XXIII Funding Ltd., Series 2021-4A, Class D                               | CUSIP: 75889FAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002599.20   | 0.08%             | 2035-01-20      | Floating      | 7.64%                 | 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        |   1400000 | PA      | $1402953.58   | 0.11%             | 2038-07-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| British Telecommunications plc                                  | British Telecommunications plc                                                    | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $142266.28    | 0.01%             | 2083-12-20      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| La Financiere Atalian                                           | La Financiere Atalian                                                             | CUSIP: N/A<br>LEI: 969500ICOLJMB33J0L87       | Long             | DBT              | CORP              | FR        |    193803 | PA      | $79791.31     | 0.01%             | 2028-06-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                          | OCP SA                                                                            | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | NUSS              | MA        |    217000 | PA      | $166291.44    | 0.01%             | 2051-06-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                | Gray Media, Inc.                                                                  | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100877.13    | 0.01%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Trend Micro, Inc.                                               | Trend Micro, Inc.                                                                 | CUSIP: N/A<br>LEI: 3538005O5UJ5RNAGVE16       | Long             | EC               | CORP              | JP        |      4500 | NS      | $274403.09    | 0.02%             |  |  |  | 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        |    237826 | PA      | $237740.67    | 0.02%             | 2027-04-15      | Variable      | 7.32%                 | 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      | $240289.02    | 0.02%             | 2032-06-17      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| La Poste SA                                                     | La Poste SA                                                                       | CUSIP: N/A<br>LEI: 9695000YG7TR7PAP0L59       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $238239.19    | 0.02%             | 2031-04-16      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                        | Lumen Technologies, Inc.                                                          | CUSIP: 550241AC7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38960.99     | 0.00%             | 2030-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                    | BX Commercial Mortgage Trust, Series 2024-MF, Class A                             | CUSIP: 05612EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    256782 | PA      | $257263.29    | 0.02%             | 2039-02-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                             | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      1600 | NS      | $288709.12    | 0.02%             | 2025-09-15      | Fixed         | 24.88%                | 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        |    315814 | PA      | $311619.98    | 0.02%             | 2028-05-12      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                             | Societe Generale SA                                                               | CUSIP: 83371P507<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      4800 | NS      | $158203.58    | 0.01%             | 2025-08-25      | Fixed         | 15.67%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                               | Barclays Bank plc                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     43400 | NS      | $203194.69    | 0.02%             | 2025-09-01      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                              | J.P. Morgan Structured Products BV, Series N0OJ                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      7800 | NS      | $631543.82    | 0.05%             | 2025-08-21      | Fixed         | 22.62%                | No            |                  2 | On Loan: No      |
| Guangdong Investment Ltd.                                       | Guangdong Investment Ltd.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |    170000 | NS      | $151315.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Creative Artists Agency LLC                                     | Creative Artists Agency LLC, 1st Lien Term Loan B                                 | CUSIP: 22526WAS7<br>LEI: 5493008FV5TCFL3KHH96 | Long             | LON              | CORP              | US        |    807611 | PA      | $807780.56    | 0.06%             | 2031-10-01      | Variable      | 7.08%                 | 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        |    218000 | PA      | $5722.50      | 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        |      1835 | NS      | $186160.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Parent, Inc.                                            | Central Parent, Inc.                                                              | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $32867.09     | 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        |    243466 | PA      | $241983.47    | 0.02%             | 2029-04-16      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| APi Group DE, Inc.                                              | APi Group DE, Inc., 1st Lien Term Loan                                            | CUSIP: 00186XAN3<br>LEI: 549300XP4G7B4QYA0G83 | Long             | LON              | CORP              | US        |    568811 | PA      | $568259.50    | 0.05%             | 2029-01-03      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | Service King Midas International                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       501 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Atos SE                                                         | Atos SE                                                                           | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | SN               | CORP              | FR        |    202724 | PA      | $193184.74    | 0.02%             | 2030-12-18      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                       | Apollo Debt Solutions BDC                                                         | CUSIP: 03770DAG8<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36043.01     | 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        |      2930 | NS      | $426344.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                            | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      4639 | NS      | $4392233.51   | 0.35%             | 2025-09-26      | Fixed         | 9.71%                 | 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        |    290000 | PA      | $210856.53    | 0.02%             | 2041-11-15      | Floating      | 4.65%                 | 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        |    103000 | PA      | $138135.37    | 0.01%             | 2029-07-31      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| First Horizon Corp.                                             | First Horizon Corp.                                                               | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |       645 | NS      | $14067.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services, Inc.                               | PennyMac Financial Services, Inc.                                                 | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     41000 | PA      | $43270.66     | 0.00%             | 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        |     38000 | PA      | $39606.83     | 0.00%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                 | Permian Resources Operating LLC                                                   | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72043.99     | 0.01%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                              | Republic of Panama                                                                | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $214400.00    | 0.02%             | 2031-03-01      | Fixed         | 7.50%                 | 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        |    254000 | PA      | $305137.65    | 0.02%             | 2028-11-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                    | DaVita, Inc.                                                                      | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     47000 | PA      | $48322.30     | 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        |     19000 | PA      | $20027.90     | 0.00%             | 2029-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                         | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      5854 | NS      | $1072938.18   | 0.08%             | 2025-09-08      | Fixed         | 18.32%                | No            |                  2 | On Loan: No      |
| Skanska AB                                                      | Skanska AB, Class B                                                               | CUSIP: N/A<br>LEI: 549300UINV5RINHGMG07       | Long             | EC               | CORP              | SE        |      4979 | NS      | $116142.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                            | SoftBank Group Corp.                                                              | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    181000 | PA      | $210543.19    | 0.02%             | 2032-07-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                                        | Boost Newco Borrower LLC, 1st Lien Term Loan B2                                   | CUSIP: 92943EAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1162280 | PA      | $1163976.45   | 0.09%             | 2031-01-31      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co.                                   | Perrigo Finance Unlimited Co.                                                     | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |     91000 | PA      | $91952.41     | 0.01%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |     44865 | PA      | $1902.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                              | Nationstar Mortgage Holdings, Inc.                                                | CUSIP: 63861CAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    283000 | PA      | $295521.99    | 0.02%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                | TotalEnergies SE                                                                  | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |     31733 | NS      | $1887018.83   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Jane Street Group                                               | Jane Street Group                                                                 | CUSIP: 47077WAD0<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16866.79     | 0.00%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UFC Holdings LLC                                                | UFC Holdings LLC, 1st Lien Term Loan B4                                           | CUSIP: 90266UAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    691525 | PA      | $693115.51    | 0.05%             | 2031-11-21      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                 | TransDigm, Inc.                                                                   | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    197000 | PA      | $201619.85    | 0.02%             | 2029-03-01      | Fixed         | 6.38%                 | 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        |     43888 | PA      | $43983.87     | 0.00%             | 2030-04-18      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| VS Buyer LLC                                                    | VS Buyer LLC, 1st Lien Term Loan                                                  | CUSIP: 91834WAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    739881 | PA      | $739881.20    | 0.06%             | 2031-04-14      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                             | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      2200 | NS      | $513676.10    | 0.04%             | 2025-09-15      | Fixed         | 18.26%                | No            |                  2 | On Loan: No      |
| Kone OYJ                                                        | Kone OYJ, Class B                                                                 | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |     12050 | NS      | $739972.21    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BXP, Inc.                                                       | BXP, Inc.                                                                         | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |     12904 | NS      | $844308.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons Foods, Inc.                                             | Simmons Foods, Inc.                                                               | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49000 | PA      | $46369.57     | 0.00%             | 2029-03-01      | Fixed         | 4.62%                 | 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        |    300000 | PA      | $301079.37    | 0.02%             | 2031-10-20      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $103443.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                             | Carlyle US CLO Ltd., Series 2020-2A, Class A1R                                    | CUSIP: 14315GAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1900000 | PA      | $1903942.12   | 0.15%             | 2035-01-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                                | Oaktree CLO Ltd., Series 2020-1A, Class ARR                                       | CUSIP: 67402FAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999690.00    | 0.08%             | 2038-01-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                        | Electricite de France SA                                                          | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |    100000 | PA      | $134672.99    | 0.01%             | 2035-06-17      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| TGNR Intermediate Holdings LLC                                  | TGNR Intermediate Holdings LLC                                                    | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |     99000 | PA      | $96437.63     | 0.01%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prairie Acquiror LP                                             | Prairie Acquiror LP                                                               | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |     39000 | PA      | $40395.77     | 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        |     20457 | NS      | $1787472.95   | 0.14%             |  |  |  | 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        |   1055328 | PA      | $1055539.30   | 0.08%             | 2029-01-29      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Admiral Group plc                                               | Admiral Group plc                                                                 | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | EC               | CORP              | GB        |      9593 | NS      | $432419.12    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Transurban Group                                                | Transurban Group                                                                  | CUSIP: N/A<br>LEI: 549300ZR71SUQ4VUTM79       | Long             | EC               | CORP              | AU        |     96579 | NS      | $854707.22    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| PrestigeBidCo GmbH                                              | PrestigeBidCo GmbH                                                                | CUSIP: N/A<br>LEI: 529900CSF1DNOCHMI763       | Long             | DBT              | CORP              | DE        |    128000 | PA      | $146774.75    | 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        |    427000 | PA      | $465677.23    | 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        |     48328 | NS      | $643437.36    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Tire Corp. Ltd.                                        | Canadian Tire Corp. Ltd., Class A                                                 | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               | CORP              | CA        |      1843 | NS      | $246841.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro, Inc.                                                    | Hasbro, Inc.                                                                      | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      2281 | NS      | $171439.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSky Flight LLC                                               | OneSky Flight LLC                                                                 | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |     48000 | PA      | $50570.26     | 0.00%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel LP                                            | Pebblebrook Hotel LP                                                              | CUSIP: 70510LAA7<br>LEI: 549300DXEFK267TXZ832 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26924.38     | 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        |    238000 | PA      | $174570.69    | 0.01%             | 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        |    616280 | PA      | $616667.85    | 0.05%             | 2031-03-14      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Fortis, Inc.                                                    | Fortis, Inc.                                                                      | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |      4035 | NS      | $197440.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Investments LLC                                         | Perrigo Investments LLC, 1st Lien Term Loan B                                     | CUSIP: 71429TAF7<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |    215531 | PA      | $215890.99    | 0.02%             | 2029-04-20      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| WEX, Inc.                                                       | WEX, Inc.                                                                         | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |    144000 | PA      | $145847.23    | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Constellation Renewables LLC                                    | Constellation Renewables LLC, 1st Lien Term Loan                                  | CUSIP: 30204KAD8<br>LEI: 5493004JBPWTPTK8LB51 | Long             | LON              | CORP              | US        |    219765 | PA      | $219685.61    | 0.02%             | 2027-12-15      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| ProGroup AG                                                     | ProGroup AG                                                                       | CUSIP: N/A<br>LEI: 529900YI5W5TQ8F2FP82       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $114826.40    | 0.01%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                              | J.P. Morgan Structured Products BV, Series 000h                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      2611 | NS      | $726158.53    | 0.06%             | 2025-09-08      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| Graham Packaging Co., Inc.                                      | Graham Packaging Co., Inc.                                                        | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12979.81     | 0.00%             | 2028-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                             | Station Casinos LLC                                                               | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32753.96     | 0.00%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Goldstory SAS                                                   | Goldstory SAS                                                                     | CUSIP: N/A<br>LEI: 969500NWR67ONUJD4A26       | Long             | DBT              | CORP              | FR        |    122000 | PA      | $145215.67    | 0.01%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Star Parent, Inc.                                               | Star Parent, Inc., 1st Lien Term Loan                                             | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |    241024 | PA      | $238112.12    | 0.02%             | 2030-09-27      | Variable      | 8.30%                 | 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        |    542509 | PA      | $544695.36    | 0.04%             | 2029-08-01      | Variable      | 7.28%                 | 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        |     94797 | PA      | $90531.40     | 0.01%             | 2026-01-30      | Variable      | 9.25%                 | 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        |    312791 | PA      | $312731.74    | 0.02%             | 2029-03-19      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                                     | Pinnacle West Capital Corp.                                                       | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |      2930 | NS      | $265516.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Montreal                                                | Bank of Montreal                                                                  | CUSIP: 06370D183<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |      5800 | NS      | $485606.64    | 0.04%             | 2025-08-18      | Fixed         | 16.92%                | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                     | FTAI Aviation Investors LLC                                                       | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    142000 | PA      | $141657.20    | 0.01%             | 2028-05-01      | Fixed         | 5.50%                 | 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        |    545764 | PA      | $545311.19    | 0.04%             | 2031-09-15      | Variable      | 6.61%                 | 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        |    520000 | PA      | $520325.00    | 0.04%             | 2029-07-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Trust, Inc.                                   | Healthcare Realty Trust, Inc., Class A                                            | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |     12761 | NS      | $196008.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                             | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $6192.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dana, Inc.                                                      | Dana, Inc.                                                                        | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30251.06     | 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        |      2920 | NS      | $460104.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust                                        | Service Properties Trust                                                          | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    109000 | PA      | $113974.32    | 0.01%             | 2032-06-15      | Fixed         | 8.88%                 | 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        |     79000 | PA      | $105273.04    | 0.01%             | 2031-11-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Life Mortgage Trust                                             | Life Mortgage Trust, Series 2021-BMR, Class F                                     | CUSIP: 53218CAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    430500 | PA      | $425075.66    | 0.03%             | 2038-03-15      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                            | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     18832 | NS      | $5522792.60   | 0.44%             | 2025-08-28      | Fixed         | 12.22%                | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                       | Republic of Uzbekistan                                                            | CUSIP: 91822QVX2<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    200000 | PA      | $212560.16    | 0.02%             | 2028-10-12      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| BMP                                                             | BMP, Series 2024-MF23, Class A                                                    | CUSIP: 05593JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    290000 | PA      | $290453.13    | 0.02%             | 2041-06-15      | Floating      | 5.71%                 | 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        |    200000 | PA      | $204536.00    | 0.02%             | 2030-05-13      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corp.                                            | Alliant Energy Corp.                                                              | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      2418 | NS      | $157194.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Structured Products BV                              | J.P. Morgan Structured Products BV, Series EMTZ                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      1800 | NS      | $192053.64    | 0.02%             | 2025-08-04      | Fixed         | 30.43%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                            | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     25043 | NS      | $1304652.34   | 0.10%             | 2025-09-08      | Fixed         | 21.88%                | 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        |    140822 | PA      | $127514.29    | 0.01%             | 2029-03-08      | Variable      | 10.36%                | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                           | Elevance Health, Inc.                                                             | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      1390 | NS      | $393481.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp.                                              | State Street Corp.                                                                | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      7970 | NS      | $890647.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank plc                                               | Barclays Bank plc                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       900 | NS      | $147353.56    | 0.01%             | 2025-08-14      | Fixed         | 28.44%                | No            |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                                        | Group 1 Automotive, Inc.                                                          | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17355.08     | 0.00%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eaton Corp. plc                                                 | Eaton Corp. plc                                                                   | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |       306 | NS      | $117724.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop, Inc.                                           | Walker & Dunlop, Inc.                                                             | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $33644.49     | 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        |     22420 | PA      | $22679.82     | 0.00%             | 2030-03-29      | Variable      | 10.81%                | No            |                  2 | On Loan: No      |
| WEC US Holdings, Inc.                                           | WEC US Holdings, Inc., 1st Lien Term Loan                                         | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |    408779 | PA      | $408864.49    | 0.03%             | 2031-01-27      | Variable      | 6.58%                 | 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        |    382000 | PA      | $439586.87    | 0.03%             | 2029-04-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure LP                                          | XPLR Infrastructure LP                                                            | CUSIP: 65341BAD8<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |    111000 | PA      | $108646.80    | 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        |    309363 | PA      | $310391.17    | 0.02%             | 2029-08-15      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                               | GGAM Finance Ltd.                                                                 | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     33000 | PA      | $34907.30     | 0.00%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                            | Northern Trust Corp.                                                              | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |       185 | NS      | $24050.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                                    | AbbVie, Inc.                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      4113 | NS      | $777439.26    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group, Inc.                                             | Omnicom Group, Inc.                                                               | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      9133 | NS      | $658032.65    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aggreko Holdings, Inc.                                          | Aggreko Holdings, Inc., 1st Lien Term Loan                                        | CUSIP: 01330EAD0<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | LU        |    458965 | PA      | $460571.77    | 0.04%             | 2031-05-21      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| xAI Corp.                                                       | x.AI Corp., 1st Lien Term Loan                                                    | CUSIP: 98402XAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    226000 | PA      | $216347.54    | 0.02%             | 2030-06-28      | Variable      | 11.55%                | No            |                  2 | On Loan: No      |
| Global Net Lease, Inc.                                          | Global Net Lease, Inc.                                                            | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $52420.64     | 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        |      4424 | NS      | $200350.75    | 0.02%             |  |  |  | No            |                  1 | 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        |    320000 | PA      | $319900.00    | 0.03%             | 2037-04-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| JELD-WEN, Inc.                                                  | JELD-WEN, Inc.                                                                    | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |     44000 | PA      | $41741.83     | 0.00%             | 2027-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 37 Ltd.                                             | Elmwood CLO 37 Ltd., Series 2024-13A, Class D1                                    | CUSIP: 29004UAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2007326.00   | 0.16%             | 2038-01-17      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Trimaran Cavu Ltd.                                              | Trimaran CAVU Ltd., Series 2021-1A, Class AR                                      | CUSIP: 89624NAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2006410.80   | 0.16%             | 2037-07-23      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                            | Royal Bank of Canada                                                              | CUSIP: C79864150<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | SN               | CORP              | CA        |     18858 | NS      | $1855010.93   | 0.15%             | 2025-08-28      | Fixed         | 13.55%                | 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        |    133000 | NS      | $597204.38    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings SA                                 | ContourGlobal Power Holdings SA                                                   | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $205000.00    | 0.02%             | 2030-02-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Tempo Acquisition LLC                                           | Tempo Acquisition LLC, 1st Lien Term Loan                                         | CUSIP: 88023HAJ9<br>LEI: 549300VV0B2RPMHQGA61 | Long             | LON              | CORP              | US        |    469100 | PA      | $467707.26    | 0.04%             | 2028-08-31      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                         | SS&C Technologies, Inc.                                                           | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    155000 | PA      | $159376.89    | 0.01%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                             | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      9344 | NS      | $1263207.43   | 0.10%             | 2025-08-07      | Fixed         | 14.28%                | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                              | Vail Resorts, Inc.                                                                | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71942.23     | 0.01%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                  | NCL Corp. Ltd.                                                                    | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    178000 | PA      | $182827.45    | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Rossini SARL                                                    | Rossini SARL                                                                      | CUSIP: N/A<br>LEI: 549300EC5JCCW6F83R11       | Long             | DBT              | CORP              | LU        |     47942 | PA      | $55455.91     | 0.00%             | 2029-12-31      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                 | Madison IAQ LLC                                                                   | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    216000 | PA      | $210290.49    | 0.02%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                            | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      6578 | NS      | $1086971.34   | 0.09%             | 2025-09-11      | Fixed         | 16.85%                | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                | Sealed Air Corp.                                                                  | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |      4903 | NS      | $143510.81    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amneal Pharmaceuticals LLC                                      | Amneal Pharmaceuticals LLC, 1st Lien Term Loan B                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    532000 | PA      | $531776.56    | 0.04%             | 2028-05-04      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                             | Hilton Domestic Operating Co., Inc.                                               | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    167000 | PA      | $168253.17    | 0.01%             | 2033-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Neon Maple US Debt Mergersub, Inc.                              | Neon Maple US Debt Mergersub, Inc., 1st Lien Term Loan B1                         | CUSIP: 69425BAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    432915 | PA      | $432936.66    | 0.03%             | 2031-11-17      | Variable      | 7.33%                 | 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        |    110440 | PA      | $110532.07    | 0.01%             | 2029-06-22      | Variable      | 8.05%                 | 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        |    200000 | PA      | $200062.50    | 0.02%             | 2038-09-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                             | Union Pacific Corp.                                                               | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      5513 | NS      | $1223720.61   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corp.                                           | JetBlue Airways Corp.                                                             | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44000 | PA      | $42541.40     | 0.00%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| CONE Trust                                                      | CONE Trust, Series 2024-DFW1, Class A                                             | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $399750.40    | 0.03%             | 2041-08-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Dollar Tree, Inc.                                               | Dollar Tree, Inc.                                                                 | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      1683 | NS      | $191104.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ECL Entertainment LLC                                           | ECL Entertainment LLC, Facility 1st Lien Term Loan B                              | CUSIP: 26826TAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     84883 | PA      | $85236.56     | 0.01%             | 2030-08-30      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                                          | WEC Energy Group, Inc.                                                            | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      2368 | NS      | $258301.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                                | NRG Energy, Inc.                                                                  | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    120000 | PA      | $132085.95    | 0.01%             | 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        |    200000 | PA      | $188578.00    | 0.01%             | 2032-09-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Trust, Series 2021-VIEW, Class E                                               | CUSIP: 05606GAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    366000 | PA      | $367136.21    | 0.03%             | 2036-06-15      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                         | Ukraine Government Bond                                                           | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     15009 | PA      | $7091.75      | 0.00%             | 2035-02-01      | 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: 549300HDXQWWCBOYXP31 | Long             | LON              | CORP              | US        |    111444 | PA      | $112334.89    | 0.01%             | 2032-04-30      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Phoenix Newco, Inc.                                             | Phoenix Newco, Inc., 1st Lien Term Loan                                           | CUSIP: 71911KAE4<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |    583479 | PA      | $584062.19    | 0.05%             | 2028-11-15      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                          | UBS AG                                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |       800 | NS      | $209140.02    | 0.02%             | 2025-08-21      | Fixed         | 17.10%                | No            |                  2 | On Loan: No      |
| LS Group OpCo Acquistion LLC                                    | LS Group OpCo Acquistion LLC, 1st Lien Term Loan B                                | CUSIP: 50220KAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    231058 | PA      | $231058.49    | 0.02%             | 2031-04-23      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                | Sabre GLBL, Inc.                                                                  | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     78000 | PA      | $80337.66     | 0.01%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                | Sealed Air Corp.                                                                  | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |      1513 | NS      | $44285.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Bidco LLC                                                 | Apple Bidco LLC, 1st Lien Term Loan                                               | CUSIP: 48254EAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    786595 | PA      | $788372.39    | 0.06%             | 2031-09-23      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                               | Barclays Bank plc                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     65375 | NS      | $1799870.57   | 0.14%             | 2025-09-08      | Fixed         | 9.93%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                               | Burberry Group plc                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      6800 | NS      | $103777.48    | 0.01%             | 2025-08-14      | Fixed         | 33.62%                | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                        | NGL Energy Operating LLC                                                          | CUSIP: 62922LAC2<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |     57000 | PA      | $56405.94     | 0.00%             | 2029-02-15      | Fixed         | 8.12%                 | 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        |    650000 | PA      | $653046.88    | 0.05%             | 2041-05-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp.                                           | Western Digital Corp.                                                             | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      4664 | NS      | $367010.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co.                                                | Baker Hughes Co., Class A                                                         | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33994 | NS      | $1531429.70   | 0.12%             |  |  |  | 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        |    269804 | PA      | $253211.17    | 0.02%             | 2029-08-13      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| WESCO International, Inc.                                       | WESCO International, Inc.                                                         | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |      1240 | NS      | $256630.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                             | U.S. Treasury Ultra Bond                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       183 | NC      | $-17910.51    | -0.00%            |  |  |  | No            |                  1 | 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        |    478234 | PA      | $479579.17    | 0.04%             | 2039-12-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Star Holding LLC                                                | Star Holding LLC                                                                  | CUSIP: 85513AAA6<br>LEI: 254900BDGPE9N1WAKD59 | Long             | DBT              | CORP              | US        |     97000 | PA      | $95052.66     | 0.01%             | 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        |    200000 | PA      | $196800.00    | 0.02%             | 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        |    125000 | PA      | $141103.49    | 0.01%             | 2031-07-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1715.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Magnera Corp.                                                   | Magnera Corp.                                                                     | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |     43000 | PA      | $40473.75     | 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        |    200000 | PA      | $228240.00    | 0.02%             | 2034-09-11      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                            | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      5053 | NS      | $884476.20    | 0.07%             | 2025-09-08      | Fixed         | 22.48%                | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                                              | Cellnex Telecom SA                                                                | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |     21390 | NS      | $754843.69    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank plc                                                   | HSBC Bank plc, Series 004a                                                        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | Long             | SN               | CORP              | GB        |      6123 | NS      | $1043678.57   | 0.08%             | 2025-08-06      | Fixed         | 16.84%                | No            |                  2 | On Loan: No      |
| Boels Topholding BV                                             | Boels Topholding BV                                                               | CUSIP: N/A<br>LEI: 724500V913SEHSEW2O75       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $118186.06    | 0.01%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Heathrow Finance plc                                            | Heathrow Finance plc                                                              | CUSIP: N/A<br>LEI: 549300F740QSGMPHQJ60       | Long             | DBT              | CORP              | GB        |    175000 | PA      | $225523.12    | 0.02%             | 2027-03-01      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Sempra                                                          | Sempra                                                                            | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      7101 | NS      | $580009.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co.                                              | Tractor Supply Co.                                                                | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      4633 | NS      | $263849.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortrea Holdings, Inc.                                          | Fortrea Holdings, Inc., 1st Lien Term Loan B                                      | CUSIP: 34965PAD8<br>LEI: 5493000FIVFABOVCDU97 | Long             | LON              | CORP              | US        |     35504 | PA      | $32279.11     | 0.00%             | 2030-07-01      | Variable      | 8.08%                 | 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        |    988000 | PA      | $988033.20    | 0.08%             | 2042-02-15      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                              | Republic of Poland                                                                | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    235000 | PA      | $219783.75    | 0.02%             | 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        |    158306 | PA      | $158354.62    | 0.01%             | 2032-02-26      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                        | Comstock Resources, Inc.                                                          | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     41000 | PA      | $38703.39     | 0.00%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                              | J.P. Morgan Structured Products BV, Series EMTD                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     11960 | NS      | $540033.19    | 0.04%             | 2025-09-02      | Fixed         | 12.97%                | No            |                  2 | On Loan: No      |
| Contego CLO VII DAC                                             | Contego CLO VII DAC, Series 7X, Class DR                                          | CUSIP: N/A<br>LEI: 549300HTBV5M1YNUW859       | Long             | ABS-CBDO         | CORP              | IE        |    120000 | PA      | $137256.41    | 0.01%             | 2038-01-23      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                               | Barclays Bank plc                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     56300 | NS      | $299068.72    | 0.02%             | 2025-09-01      | Fixed         | 29.35%                | No            |                  2 | On Loan: No      |
| N/A                                                             | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $902.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                    | MH Sub I LLC, 1st Lien Term Loan                                                  | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    110591 | PA      | $98334.43     | 0.01%             | 2031-12-31      | Variable      | 8.61%                 | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                               | INEOS Finance plc                                                                 | CUSIP: N/A<br>LEI: 2138002D68XDR4LZCG32       | Long             | DBT              | CORP              | GB        |    278000 | PA      | $317906.59    | 0.03%             | 2029-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                             | Cushman & Wakefield US Borrower LLC                                               | CUSIP: 23166MAC7<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |     89000 | PA      | $95386.37     | 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        |    108000 | PA      | $123219.73    | 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        |     52000 | PA      | $52262.65     | 0.00%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CommScope LLC                                                   | CommScope LLC                                                                     | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    209000 | PA      | $202949.45    | 0.02%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Lindblad Expeditions LLC                                        | Lindblad Expeditions LLC                                                          | CUSIP: 53523LAA8<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55033.17     | 0.00%             | 2027-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Copart, Inc.                                                    | Copart, Inc.                                                                      | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |      1701 | NS      | $77106.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cedacri SpA                                                     | Cedacri SpA                                                                       | CUSIP: N/A<br>LEI: 815600E85FCD78B3EE61       | Long             | DBT              | CORP              | IT        |    100000 | PA      | $114787.17    | 0.01%             | 2028-05-15      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| BWX Technologies, Inc.                                          | BWX Technologies, Inc.                                                            | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25915.57     | 0.00%             | 2029-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                              | American International Group, Inc.                                                | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      3251 | NS      | $252375.13    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust                                                   | iShares Core Dividend Growth ETF                                                  | CUSIP: 46434V621<br>LEI: 549300KH155G8BRZXD37 | Long             |  | RF                | US        |   1230217 | NS      | $79521226.88  | 6.30%             |  |  |  | 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        |    274770 | PA      | $274426.27    | 0.02%             | 2031-01-31      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                            | Alpha Generation LLC                                                              | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56282.77     | 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        |    217000 | PA      | $210924.00    | 0.02%             | 2034-06-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Heidelberg Materials AG                                         | Heidelberg Materials AG                                                           | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |      1069 | NS      | $246612.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                             | EOG Resources, Inc.                                                               | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      1189 | NS      | $142703.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pike Corp.                                                      | Pike Corp.                                                                        | CUSIP: 721283AB5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |     22000 | PA      | $23657.52     | 0.00%             | 2031-01-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                          | Palmer Square CLO Ltd., Series 2021-3A, Class C                                   | CUSIP: 69688FAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1752624.65   | 0.14%             | 2035-01-15      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| ATS Corp.                                                       | ATS Corp.                                                                         | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |     27000 | PA      | $25660.95     | 0.00%             | 2028-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp.                                                | Fair Isaac Corp.                                                                  | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    290000 | PA      | $291361.72    | 0.02%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Thames Water Super Senior Issuer plc                            | Thames Water Super Senior Issuer plc                                              | CUSIP: N/A<br>LEI: 635400LBEYCV7F4FC741       | Long             | DBT              | CORP              | GB        |      4812 | PA      | $6989.92      | 0.00%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                            | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      9111 | NS      | $1425152.73   | 0.11%             | 2025-09-11      | Fixed         | 13.14%                | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                               | Duke Energy Corp.                                                                 | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      7083 | NS      | $861576.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Corp.                                                     | Hertz Corp. (The), 1st Lien Term Loan B                                           | CUSIP: 42804VBB6<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |    264466 | PA      | $223714.73    | 0.02%             | 2028-06-30      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| Chobani LLC                                                     | Chobani LLC                                                                       | CUSIP: 17027NAB8<br>LEI: 549300ISVDMZ91KNTR38 | Long             | DBT              | CORP              | US        |    147000 | PA      | $144152.35    | 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        |     30000 | PA      | $30526.17     | 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: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |    370147 | PA      | $369221.43    | 0.03%             | 2028-12-21      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                  | 1011778 BC ULC                                                                    | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |     43000 | PA      | $39840.03     | 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        |    100000 | PA      | $94429.41     | 0.01%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Vallourec SACA                                                  | Vallourec SACA                                                                    | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |    220000 | PA      | $232910.26    | 0.02%             | 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        |    113000 | PA      | $133709.82    | 0.01%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                        | UnitedHealth Group, Inc.                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      4311 | NS      | $1075853.16   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Corpay Technologies Operating Co. LLC                           | Corpay Technologies Operating Co. LLC, 1st Lien Term Loan B4                      | CUSIP: 33903RAZ2<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |    764129 | PA      | $763173.73    | 0.06%             | 2028-04-28      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Pinewood Finco plc                                              | Pinewood Finco plc                                                                | CUSIP: N/A<br>LEI: 984500EF3F7CA63ND769       | Long             | DBT              | CORP              | GB        |     42000 | PA      | $55743.18     | 0.00%             | 2030-03-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Vestis Corp.                                                    | Vestis Corp., 1st Lien Term Loan B1                                               | CUSIP: 92550HAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    143222 | PA      | $136598.22    | 0.01%             | 2031-02-24      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                              | General Motors Co.                                                                | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      3080 | NS      | $164287.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKWOOL A/S                                                    | ROCKWOOL A/S, Class B                                                             | CUSIP: N/A<br>LEI: 213800QRC7LNX935OZ09       | Long             | EC               | CORP              | DK        |      2006 | NS      | $87904.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHG Healthcare Services, Inc.                                   | CHG Healthcare Services, Inc., 1st Lien Term Loan                                 | CUSIP: 12541HAW3<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |    277015 | PA      | $276776.29    | 0.02%             | 2028-09-29      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                       | Essential Utilities, Inc.                                                         | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |      5143 | NS      | $189262.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerzbank AG                                                  | Commerzbank AG                                                                    | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |    200000 | PA      | $257323.25    | 0.02%             | 2031-10-09      | Variable      | 7.88%                 | 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        |    798571 | PA      | $648838.67    | 0.05%             | 2029-07-06      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                  | Community Health Systems, Inc.                                                    | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     80000 | PA      | $66939.02     | 0.01%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Essendi SA                                                      | Essendi SA                                                                        | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |    170000 | PA      | $199807.64    | 0.02%             | 2032-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                             | Societe Generale SA                                                               | CUSIP: 83371P408<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |       800 | NS      | $95415.77     | 0.01%             | 2025-08-25      | Fixed         | 23.50%                | No            |                  2 | On Loan: No      |
| Jones Deslauriers Insurance Management, Inc.                    | Jones Deslauriers Insurance Management, Inc.                                      | CUSIP: 48020RAA3<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    108000 | PA      | $114771.38    | 0.01%             | 2030-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Itelyum Regeneration Spa                                        | Itelyum Regeneration Spa                                                          | CUSIP: N/A<br>LEI: 815600051FBC23AA8A45       | Long             | DBT              | CORP              | IT        |    100000 | PA      | $117036.91    | 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        |    148000 | PA      | $172697.80    | 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        |    286000 | PA      | $292508.79    | 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        |    147000 | PA      | $151306.66    | 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        |   4650000 | PA      | $22595.05     | 0.00%             | 2048-10-15      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                              | Dominican Republic Government Bond                                                | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    150000 | PA      | $153487.50    | 0.01%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CLO Ltd.                                            | Eaton Vance CLO Ltd., Series 2019-1A, Class D1R2                                  | CUSIP: 27830XBC9<br>LEI: 5493007R7GEORNX00105 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003275.90   | 0.08%             | 2037-07-15      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Elastic NV                                                      | Elastic NV                                                                        | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |     96000 | PA      | $91303.07     | 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        |    207000 | PA      | $197167.50    | 0.02%             | 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        |    145598 | NS      | $1369831.33   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                           | NextEra Energy Capital Holdings, Inc.                                             | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     24000 | PA      | $25041.00     | 0.00%             | 2054-06-15      | Variable      | 6.75%                 | 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        |    229000 | PA      | $226449.12    | 0.02%             | 2034-11-10      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                               | CIFC Funding 2024-I Ltd., Series 2024-1A, Class A                                 | CUSIP: 12570XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1505248.20   | 0.12%             | 2037-04-18      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                             | Deutsche Telekom AG (Registered)                                                  | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |      3836 | NS      | $137581.68    | 0.01%             |  |  |  | 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        |    244225 | PA      | $245295.11    | 0.02%             | 2031-07-28      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| NEP Group, Inc.                                                 | NEP Group, Inc., 1st Lien Term Loan B                                             | CUSIP: 62908HAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    103522 | PA      | $97880.32     | 0.01%             | 2026-08-19      | Variable      | 7.84%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                               | Rocket Cos., Inc.                                                                 | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $375162.43    | 0.03%             | 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        |     64000 | PA      | $56851.77     | 0.00%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Endeavor Operating Co. LLC                                      | Endeavor Operating Co. LLC, 1st Lien Term Loan B                                  | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    905000 | PA      | $905570.15    | 0.07%             | 2032-03-24      | Variable      | 7.36%                 | No            |                  2 | On Loan: No      |
| CP Iris Holdco I, Inc.                                          | CP Iris Holdco I, Inc., 1st Lien Term Loan                                        | CUSIP: 12659EAC2<br>LEI: 25490024F0AS5UR7DB02 | Long             | LON              | CORP              | US        |    310388 | PA      | $309301.73    | 0.02%             | 2028-10-02      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                | Bombardier, Inc.                                                                  | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    170000 | PA      | $175863.13    | 0.01%             | 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        |     84061 | PA      | $84296.97     | 0.01%             | 2030-03-15      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| Fortis 333, Inc.                                                | Fortis 333, Inc., 1st Lien Term Loan B                                            | CUSIP: 34958SAB5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    149000 | PA      | $147758.83    | 0.01%             | 2032-03-29      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| Ascensus Holdings, Inc.                                         | Ascensus Holdings, Inc., 1st Lien Term Loan B                                     | CUSIP: 03836BAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    467553 | PA      | $467553.38    | 0.04%             | 2028-08-02      | Variable      | 7.36%                 | No            |                  2 | On Loan: No      |
| HAH Group Holding Co. LLC                                       | HAH Group Holding Co. LLC                                                         | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |     39000 | PA      | $37787.83     | 0.00%             | 2031-10-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services, Inc.                       | Sedgwick Claims Management Services, Inc., 1st Lien Term Loan                     | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |    997182 | PA      | $998009.78    | 0.08%             | 2031-07-31      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                               | Barclays Bank plc, Series E10b                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      4200 | NS      | $301356.04    | 0.02%             | 2025-09-11      | Fixed         | 26.64%                | No            |                  2 | On Loan: No      |
| Voya Financial, Inc.                                            | Voya Financial, Inc.                                                              | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |      2799 | NS      | $195930.00    | 0.02%             |  |  |  | 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        |    556324 | PA      | $557367.59    | 0.04%             | 2041-10-15      | Floating      | 5.83%                 | 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        |      1663 | NS      | $122300.59    | 0.01%             |  |  |  | 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        |    479517 | PA      | $480115.95    | 0.04%             | 2031-02-10      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                      | Air Canada, 1st Lien Term Loan                                                    | CUSIP: C0102MAS4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |    377012 | PA      | $376446.18    | 0.03%             | 2031-03-21      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                           | OneMain Finance Corp.                                                             | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     73000 | PA      | $71579.70     | 0.01%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Incyte Corp.                                                    | Incyte Corp.                                                                      | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      1575 | NS      | $117951.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Epicor Software Corp.                                           | Epicor Software Corp., 1st Lien Term Loan E                                       | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |    766626 | PA      | $767583.91    | 0.06%             | 2031-05-30      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| Amrize Ltd.                                                     | Amrize Ltd.                                                                       | CUSIP: N/A<br>LEI: 529900SLCCO6K43P8146       | Long             | EC               | CORP              | CH        |     17369 | NS      | $878019.26    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit AeroSystems, Inc.                                        | Spirit AeroSystems, Inc.                                                          | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     66000 | PA      | $72587.01     | 0.01%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Thames Water Utilities Finance plc                              | Thames Water Utilities Finance plc                                                | CUSIP: N/A<br>LEI: 213800ESMPQ4RQ7G8351       | Long             | DBT              | CORP              | GB        |    138000 | PA      | $105477.22    | 0.01%             | 2034-01-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                              | Ryan Specialty LLC                                                                | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     57000 | PA      | $57157.55     | 0.00%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                      | Visa, Inc., Class A                                                               | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       242 | NS      | $83603.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TELUS Corp.                                                     | TELUS Corp.                                                                       | CUSIP: 87971M103<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | EC               | CORP              | CA        |     44194 | NS      | $711901.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Finance LLC                                        | Wynn Resorts Finance LLC                                                          | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    152000 | PA      | $161668.42    | 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        |    812000 | PA      | $826688.17    | 0.07%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| WEX, Inc.                                                       | WEX, Inc., 1st Lien Term Loan B3                                                  | CUSIP: 96208UAX9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    139650 | PA      | $139359.53    | 0.01%             | 2032-03-05      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                           | Parker-Hannifin Corp.                                                             | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      1111 | NS      | $813140.90    | 0.06%             |  |  |  | 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        |    100000 | PA      | $113296.99    | 0.01%             | 2038-04-15      | Floating      | 5.17%                 | 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        |     53976 | PA      | $54073.90     | 0.00%             | 2028-05-30      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Veritas, Inc.                                                   | Veritas Newco                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |       244 | NS      | $5478.75      | 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: N/A                  | Long             | LON              | CORP              | US        |     25048 | PA      | $25037.66     | 0.00%             | 2028-11-02      | Variable      | 6.84%                 | 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        |    217000 | PA      | $227443.13    | 0.02%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| STAG Industrial, Inc.                                           | STAG Industrial, Inc.                                                             | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |     20964 | NS      | $719694.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympus Water US Holding Corp.                                  | Olympus Water US Holding Corp.                                                    | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    609000 | PA      | $621941.25    | 0.05%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                       | Republic of Turkiye (The)                                                         | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    296000 | PA      | $299182.00    | 0.02%             | 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        |    290000 | PA      | $289909.38    | 0.02%             | 2036-11-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                                      | Melco Resorts Finance Ltd.                                                        | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $205250.00    | 0.02%             | 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        |     10794 | NS      | $732427.74    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SCC Power plc                                                   | SCC Power plc                                                                     | CUSIP: 78397YAC6<br>LEI: 529900IYGYC6VSDSDF37 | Long             | DBT              | CORP              | GB        |         1 | PA      | $0.20         | 0.00%             | 2032-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                     | Asurion LLC, 2nd Lien Term Loan B4                                                | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    107000 | PA      | $100362.79    | 0.01%             | 2029-01-19      | Variable      | 9.72%                 | No            |                  2 | On Loan: No      |
| EC Finance plc                                                  | EC Finance plc                                                                    | CUSIP: N/A<br>LEI: 213800NKPB53RHYDQE45       | Long             | DBT              | CORP              | GB        |    107000 | PA      | $120255.84    | 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        |   1150000 | PA      | $1151586.89   | 0.09%             | 2029-12-17      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                           | Churchill Downs, Inc.                                                             | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    157000 | PA      | $160301.24    | 0.01%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Rand Parent LLC                                                 | Rand Parent LLC                                                                   | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $87480.76     | 0.01%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GE Aerospace                                                    | GE Aerospace                                                                      | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      2127 | NS      | $576587.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Fleet Management Corp.                                  | Element Fleet Management Corp.                                                    | CUSIP: 286181201<br>LEI: 5493000PGBS1C22ELQ16 | Long             | EC               | CORP              | CA        |     13286 | NS      | $345574.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                   | Freedom Mortgage Holdings LLC                                                     | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     67000 | PA      | $69647.51     | 0.01%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                             | Kinder Morgan, Inc.                                                               | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     16731 | NS      | $469471.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Garfunkelux Holdco 3 SA                                         | Garfunkelux Holdco 3 SA                                                           | CUSIP: N/A<br>LEI: 2221007QVSNJV7EWBX69       | Long             | DBT              | CORP              | LU        |    127018 | PA      | $148576.77    | 0.01%             | 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        |     50000 | PA      | $47041.42     | 0.00%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| American Healthcare REIT, Inc.                                  | American Healthcare REIT, Inc.                                                    | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               | CORP              | US        |     27754 | NS      | $1072414.56   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software, Inc.                                           | Paycom Software, Inc.                                                             | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |       308 | NS      | $71314.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Technologies Engineering Ltd.                         | Singapore Technologies Engineering Ltd.                                           | CUSIP: N/A<br>LEI: 254900OEXGGWCR24DG90       | Long             | EC               | CORP              | SG        |     60100 | NS      | $404309.83    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                               | Rocket Cos., Inc.                                                                 | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    179000 | PA      | $182576.99    | 0.01%             | 2033-08-01      | Fixed         | 6.38%                 | 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        |    291000 | PA      | $322645.42    | 0.03%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bangkok Bank PCL                                                | Bangkok Bank PCL                                                                  | CUSIP: 059895AW2<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |    270000 | PA      | $274290.30    | 0.02%             | 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        |    318320 | PA      | $317425.15    | 0.03%             | 2030-07-22      | Variable      | 7.97%                 | 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        |     87000 | PA      | $85822.02     | 0.01%             | 2032-06-07      | Variable      | 9.61%                 | No            |                  2 | On Loan: No      |
| Leidos Holdings, Inc.                                           | Leidos Holdings, Inc.                                                             | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      5752 | NS      | $918306.80    | 0.07%             |  |  |  | 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        |    397986 | PA      | $364157.44    | 0.03%             | 2029-11-13      | 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      | $240.62       | 0.00%             |  |  |  | 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        |       471 | NS      | $315752.91    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                      | Ares Strategic Income Fund                                                        | CUSIP: 04020EAD9<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     73000 | PA      | $72737.49     | 0.01%             | 2030-02-15      | Fixed         | 5.60%                 | 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        |    100000 | PA      | $120132.94    | 0.01%             | 2028-11-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                          | Tenet Healthcare Corp.                                                            | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    158000 | PA      | $162574.10    | 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        |     57000 | PA      | $58715.76     | 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        |     12577 | NS      | $303381.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                            | Osaic Holdings, Inc.                                                              | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29349.78     | 0.00%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Zelis Payments Buyer, Inc.                                      | Zelis Payments Buyer, Inc., 1st Lien Term Loan                                    | CUSIP: 98932TAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    616900 | PA      | $616054.85    | 0.05%             | 2031-11-26      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings, Inc.                                          | Amentum Holdings, Inc.                                                            | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     52000 | PA      | $53792.54     | 0.00%             | 2032-08-01      | Fixed         | 7.25%                 | 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        |    100000 | PA      | $112406.53    | 0.01%             | 2030-02-15      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                             | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      1200 | NS      | $137641.00    | 0.01%             | 2025-09-15      | Fixed         | 32.70%                | 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        |    130000 | PA      | $148133.33    | 0.01%             | 2039-04-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Charter Communications, Inc.                                    | Charter Communications, Inc., Class A                                             | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |       330 | NS      | $88888.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of South Africa                                        | Republic of South Africa                                                          | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $198550.00    | 0.02%             | 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        |      2045 | NS      | $546219.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Finance Corp.                                           | OneMain Finance Corp.                                                             | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    242000 | PA      | $245555.22    | 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        |      3669 | NS      | $424792.32    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                   | Novelis Corp.                                                                     | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    294000 | PA      | $263711.77    | 0.02%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp.                                          | Playtika Holding Corp.                                                            | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |     39000 | PA      | $35661.17     | 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        |    281000 | PA      | $219244.18    | 0.02%             | 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        |    104000 | PA      | $107147.04    | 0.01%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Deerfield Dakota Holding LLC                                    | Deerfield Dakota Holding LLC, 1st Lien Term Loan                                  | CUSIP: 24440EAB3<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |    681284 | PA      | $674594.18    | 0.05%             | 2027-04-09      | Variable      | 8.05%                 | 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        |    813960 | PA      | $813691.39    | 0.06%             | 2031-07-30      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Aptiv plc                                                       | Aptiv plc                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |      1499 | NS      | $102891.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ABRA Global Finance                                             | ABRA Global Finance                                                               | CUSIP: 000852AC7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    158459 | PA      | $120874.11    | 0.01%             | 2029-10-22      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                         | Quikrete Holdings, Inc., 1st Lien Term Loan B1                                    | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    351342 | PA      | $350951.97    | 0.03%             | 2031-04-14      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                  | NCL Corp. Ltd.                                                                    | CUSIP: 62886HBN0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     44000 | PA      | $46223.76     | 0.00%             | 2029-01-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Enerflex Ltd.                                                   | Enerflex Ltd.                                                                     | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |     29000 | PA      | $29863.27     | 0.00%             | 2027-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                               | Barclays Bank plc, Series 1zzt                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      4735 | NS      | $689954.76    | 0.05%             | 2025-09-04      | Fixed         | 27.95%                | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                           | Dominion Energy, Inc.                                                             | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      8669 | NS      | $506703.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Americas LLC                                              | Crown Americas LLC                                                                | CUSIP: 228180AC9<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |    136000 | PA      | $136252.69    | 0.01%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ziggo BV                                                        | Ziggo BV                                                                          | CUSIP: N/A<br>LEI: 213800TQASLF9JXH5J59       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $107558.10    | 0.01%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                                     | Service Corp. International                                                       | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     78000 | PA      | $72355.98     | 0.01%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XII-B Ltd.                          | Benefit Street Partners CLO XII-B Ltd., Series 2017-12BRA, Class B                | CUSIP: 081917AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1650000 | PA      | $1653505.26   | 0.13%             | 2037-10-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                  | Apollo Global Management, Inc.                                                    | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     74000 | PA      | $72587.16     | 0.01%             | 2054-12-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                | CVS Health Corp.                                                                  | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      7429 | NS      | $461340.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Froneri InternationalLtd.                                       | Froneri International Ltd., 1st Lien Term Loan                                    | CUSIP: G3679YAM4<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    231000 | PA      | $230452.53    | 0.02%             | 2032-07-16      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                    | DaVita, Inc.                                                                      | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |       201 | NS      | $28214.37     | 0.00%             |  |  |  | No            |                  1 | 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        |    138251 | PA      | $138268.76    | 0.01%             | 2029-11-13      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                         | Nabors Industries, Inc.                                                           | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40370.14     | 0.00%             | 2027-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                          | UBS AG                                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |     13571 | NS      | $1066948.12   | 0.08%             | 2025-08-08      | Fixed         | 18.10%                | No            |                  2 | On Loan: No      |
| Iliad Holding SASU                                              | Iliad Holding SASU                                                                | CUSIP: N/A<br>LEI: 9695009PXA7OI9NXN582       | Long             | DBT              | CORP              | FR        |    181000 | PA      | $213742.51    | 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        |      5276 | NS      | $320042.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate Group LLC                                  | Anywhere Real Estate Group LLC                                                    | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $22910.80     | 0.00%             | 2030-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     61000 | PA      | $2242.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                        | Mizuho Markets Cayman LP                                                          | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |      1600 | NS      | $167327.23    | 0.01%             | 2025-08-28      | Fixed         | 21.87%                | No            |                  2 | On Loan: No      |
| Volcan Cia Minera SAA                                           | Volcan Cia Minera SAA                                                             | CUSIP: 92863UAC0<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |    183000 | PA      | $183000.00    | 0.01%             | 2030-01-24      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp.                                                | Fair Isaac Corp.                                                                  | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     98000 | PA      | $94648.76     | 0.01%             | 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        |    232000 | PA      | $228288.00    | 0.02%             | 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        |     16086 | PA      | $16162.90     | 0.00%             | 2028-07-03      | Variable      | 6.30%                 | 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        |    790868 | PA      | $791239.33    | 0.06%             | 2029-10-09      | Variable      | 7.08%                 | 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        |    121000 | PA      | $120758.00    | 0.01%             | 2032-04-16      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Seiko Epson Corp.                                               | Seiko Epson Corp.                                                                 | CUSIP: N/A<br>LEI: 549300NIOFQDR749W206       | Long             | EC               | CORP              | JP        |     10700 | NS      | $135764.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WOM Mobile SA                                                   | WOM Mobile SA                                                                     | CUSIP: 97810LAA7<br>LEI: 549300T600VUO0QJ3063 | Long             | DBT              | CORP              | CL        |    125608 | PA      | $121954.06    | 0.01%             | 2031-04-01      | Variable      | 11.00%                | No            |                  2 | On Loan: No      |
| Pachelbel Bidco SpA                                             | Pachelbel Bidco SpA                                                               | CUSIP: N/A<br>LEI: 8156005DA07CDD50CC46       | Long             | DBT              | CORP              | IT        |    100000 | PA      | $115070.85    | 0.01%             | 2031-05-17      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Radiate Holdco LLC                                              | Radiate Holdco LLC                                                                | CUSIP: 75026JAC4<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63700.00     | 0.01%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                | Goodyear Tire & Rubber Co. (The)                                                  | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25339.49     | 0.00%             | 2033-04-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Novelis, Inc.                                                   | Novelis, Inc., 1st Lien Term Loan                                                 | CUSIP: 67000LAB8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    623438 | PA      | $625257.94    | 0.05%             | 2032-03-11      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Electronic Arts, Inc.                                           | Electronic Arts, Inc.                                                             | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      1817 | NS      | $277074.33    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Mortgage LLC                                             | Rocket Mortgage LLC                                                               | CUSIP: 74841CAB7<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18448.34     | 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        |    901000 | PA      | $885729.76    | 0.07%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                         | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      6031 | NS      | $1591448.35   | 0.13%             | 2025-08-01      | Fixed         | 11.71%                | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                   | Entergy Corp.                                                                     | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      8162 | NS      | $738089.66    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Structured Products BV                              | J.P. Morgan Structured Products BV                                                | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     10826 | NS      | $724003.91    | 0.06%             | 2025-09-12      | Fixed         | 26.54%                | No            |                  2 | On Loan: No      |
| Playtika Holding Corp.                                          | Playtika Holding Corp., Facility 1st Lien Term Loan B1                            | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |    160520 | PA      | $159024.33    | 0.01%             | 2028-03-13      | Variable      | 7.22%                 | No            |                  2 | On Loan: No      |
| Team Health Holdings, Inc.                                      | Team Health Holdings, Inc., 1st Lien Term Loan B                                  | CUSIP: 87817JAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    110000 | PA      | $109953.80    | 0.01%             | 2028-06-30      | Variable      | 8.63%                 | No            |                  2 | On Loan: No      |
| Romania                                                         | Romania Government Bond                                                           | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    127000 | PA      | $148683.67    | 0.01%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MasTec, Inc.                                                    | MasTec, Inc.                                                                      | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |      1025 | NS      | $193940.25    | 0.02%             |  |  |  | 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        |    191120 | PA      | $191119.66    | 0.02%             | 2032-04-01      | Variable      | 7.30%                 | 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      | $5734.02      | 0.00%             |  |  |  | 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        |   1000000 | PA      | $1001136.30   | 0.08%             | 2038-01-19      | Floating      | 5.59%                 | 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        |    138648 | PA      | $138474.56    | 0.01%             | 2029-11-15      | Variable      | 10.46%                | No            |                  3 | On Loan: No      |
| Six Flags Entertainment Corp.                                   | Six Flags Entertainment Corp.                                                     | CUSIP: 150190AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $28180.16     | 0.00%             | 2029-07-15      | Fixed         | 5.25%                 | 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        |     30000 | PA      | $29785.03     | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verde Purchaser LLC                                             | Verde Purchaser LLC, 1st Lien Term Loan                                           | CUSIP: 92338TAB2<br>LEI: 2549004HFEKMUGBG3Z35 | Long             | LON              | CORP              | US        |     95519 | PA      | $95817.77     | 0.01%             | 2030-11-30      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| LUKOIL PJSC                                                     | LUKOIL PJSC                                                                       | CUSIP: N/A<br>LEI: 549300LCJ1UJXHYBWI24       | Long             | EC               | CORP              | RU        |     44196 | NS      | $5.45         | 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        |    279132 | PA      | $280644.67    | 0.02%             | 2030-02-15      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                  | QUALCOMM, Inc.                                                                    | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      1399 | NS      | $205317.24    | 0.02%             |  |  |  | No            |                  1 | 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        |   1307489 | PA      | $1278913.15   | 0.10%             | 2057-07-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Bright Horizons Family Solutions LLC                            | Bright Horizons Family Solutions LLC, 1st Lien Term Loan B                        | CUSIP: 10919RAP4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    364126 | PA      | $364960.02    | 0.03%             | 2028-11-24      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                               | HSBC Holdings plc                                                                 | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |    187180 | NS      | $2280408.89   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                           | OneMain Finance Corp.                                                             | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     53000 | PA      | $55791.09     | 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        |     73000 | PA      | $73122.64     | 0.01%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                         | Quikrete Holdings, Inc., 1st Lien Term Loan B3                                    | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    307230 | PA      | $306845.96    | 0.02%             | 2032-02-10      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                        | EquipmentShare.com, Inc.                                                          | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     32000 | PA      | $33408.32     | 0.00%             | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                         | Level 3 Financing, Inc.                                                           | CUSIP: 527298CF8<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     13500 | PA      | $11576.25     | 0.00%             | 2030-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                | NRG Energy, Inc.                                                                  | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    138000 | PA      | $138374.39    | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                                       | Forvia SE                                                                         | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $113951.67    | 0.01%             | 2028-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Thames Water Utilities Finance plc                              | Thames Water Utilities Finance plc                                                | CUSIP: N/A<br>LEI: 213800ESMPQ4RQ7G8351       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $78358.36     | 0.01%             | 2029-04-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                               | Brink's Co. (The)                                                                 | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     79000 | PA      | $81370.32     | 0.01%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                              | J.P. Morgan Structured Products BV, Series N0OO                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      4900 | NS      | $211863.39    | 0.02%             | 2025-08-21      | Fixed         | 23.06%                | No            |                  2 | On Loan: No      |
| Bayer AG                                                        | Bayer AG                                                                          | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $124252.14    | 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        |     16040 | NS      | $234052.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Irca SpA                                                        | Irca SpA                                                                          | CUSIP: N/A<br>LEI: 815600CDE52BA2426216       | Long             | DBT              | CORP              | IT        |    193000 | PA      | $221098.39    | 0.02%             | 2029-12-15      | Floating      | 5.72%                 | 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        |    890925 | PA      | $883049.40    | 0.07%             | 2031-09-30      | Variable      | 6.74%                 | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                               | Brink's Co. (The)                                                                 | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35857.50     | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations, Inc.                                | Fortune Brands Innovations, Inc.                                                  | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |      8839 | NS      | $482079.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Deuce Finco plc                                                 | Deuce Finco plc                                                                   | CUSIP: N/A<br>LEI: 9845007DA2BC863E8437       | Long             | DBT              | CORP              | GB        |    120000 | PA      | $157883.71    | 0.01%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                            | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     10300 | NS      | $359632.10    | 0.03%             | 2025-08-14      | Fixed         | 14.09%                | 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      | $-2586.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                          | Arab Republic of Egypt                                                            | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    160000 | PA      | $169354.08    | 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        |     62000 | PA      | $63397.54     | 0.01%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Clover CLO LLC                                                  | Clover CLO LLC, Series 2021-3A, Class DR                                          | CUSIP: 18915FAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1002707.80   | 0.08%             | 2035-01-25      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco SARL                                  | Greensaif Pipelines Bidco SARL                                                    | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $204562.00    | 0.02%             | 2036-02-23      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                              | J.P. Morgan Structured Products BV, Series EMTE                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      5524 | NS      | $1441686.08   | 0.11%             | 2025-09-02      | Fixed         | 9.43%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                          | Chart Industries, Inc.                                                            | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    112000 | PA      | $117323.47    | 0.01%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| California Buyer Ltd.                                           | California Buyer Ltd.                                                             | CUSIP: N/A<br>LEI: 254900V5SMQ1UP1CLC26       | Long             | DBT              | CORP              | GB        |    194000 | PA      | $231525.98    | 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        |      1810 | NS      | $47186.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Bank International plc                                   | Deere & Co.                                                                       | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      4136 | NS      | $2138736.50   | 0.17%             | 2025-08-14      | Fixed         | 16.72%                | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                             | Ardonagh Finco Ltd.                                                               | CUSIP: N/A<br>LEI: 254900D2T84O1K03BA28       | Long             | DBT              | CORP              | JE        |    222000 | PA      | $263763.23    | 0.02%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                            | American Tower Corp.                                                              | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |       986 | NS      | $205472.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Forvia SE                                                       | Forvia SE                                                                         | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |    140000 | PA      | $163551.32    | 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        |    558712 | PA      | $559585.01    | 0.04%             | 2039-02-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co. plc                                      | Bellis Acquisition Co. plc                                                        | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |    193000 | PA      | $242459.78    | 0.02%             | 2030-05-14      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                         | Ukraine Government Bond                                                           | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      4753 | PA      | $2245.79      | 0.00%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                         | Level 3 Financing, Inc.                                                           | CUSIP: 527298BZ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    129000 | PA      | $145286.25    | 0.01%             | 2030-12-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Isuzu Motors Ltd.                                               | Isuzu Motors Ltd.                                                                 | CUSIP: N/A<br>LEI: 529900C0QSXVCC7AR494       | Long             | EC               | CORP              | JP        |     19900 | NS      | $255038.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                  | M&T Bank Corp.                                                                    | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      3252 | NS      | $613652.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TMK Hawk Parent Corp.                                           | TMK Hawk Parent Corp., 1st Lien Term Loan B                                       | CUSIP: 87258WAV7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    148114 | PA      | $88868.29     | 0.01%             | 2029-06-29      | Variable      | 6.36%                 | No            |                  3 | On Loan: No      |
| JH North America Holdings, Inc.                                 | JH North America Holdings, Inc.                                                   | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     44000 | PA      | $44150.66     | 0.00%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                   | Cencora, Inc.                                                                     | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      1449 | NS      | $414529.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NGL Energy Operating LLC                                        | NGL Energy Operating LLC, 1st Lien Term Loan                                      | CUSIP: 62922KAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     63021 | PA      | $63005.15     | 0.00%             | 2031-02-03      | Variable      | 8.11%                 | 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        |     35382 | PA      | $34998.42     | 0.00%             | 2030-03-11      | Variable      | 11.96%                | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                               | Duke Energy Corp.                                                                 | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     39000 | PA      | $40155.15     | 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        |    300000 | PA      | $347779.48    | 0.03%             | 2055-01-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                 | TransDigm, Inc.                                                                   | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    363000 | PA      | $364792.75    | 0.03%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                        | Mizuho Markets Cayman LP                                                          | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |      7300 | NS      | $459226.05    | 0.04%             | 2025-08-18      | Fixed         | 26.87%                | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                       | Vistra Operations Co. LLC                                                         | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67538.06     | 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        |    236010 | PA      | $233600.75    | 0.02%             | 2028-08-21      | Variable      | 8.71%                 | 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        |   2000000 | PA      | $2007213.40   | 0.16%             | 2037-10-22      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                        | CenterPoint Energy, Inc.                                                          | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     12183 | NS      | $472944.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| A2A SpA                                                         | A2A SpA                                                                           | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | DBT              | CORP              | IT        |    150000 | PA      | $179702.15    | 0.01%             | 2029-06-11      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                  | Citizens Financial Group, Inc.                                                    | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     13903 | NS      | $663451.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Medline Borrower LP                                             | Medline Borrower LP                                                               | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    404000 | PA      | $396106.61    | 0.03%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                     | First Quantum Minerals Ltd.                                                       | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    207000 | PA      | $218643.75    | 0.02%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                               | Barclays Bank plc                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      3400 | NS      | $309677.55    | 0.02%             | 2025-09-01      | Fixed         | 19.75%                | No            |                  2 | On Loan: No      |
| Emera, Inc.                                                     | Emera, Inc.                                                                       | CUSIP: 290876101<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | EC               | CORP              | CA        |     11029 | NS      | $517859.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirva-Bgrs Holdings, Inc.                                       | Sirva-Bgrs Holdings, Inc.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |        17 | NS      | $3017.00      | 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        |     15216 | NS      | $2370215.06   | 0.19%             | 2025-08-14      | Fixed         | 12.48%                | No            |                  2 | On Loan: No      |
| TTAN MHC                                                        | TTAN MHC, Series 2021-MHC, Class A                                                | CUSIP: 87303TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106849 | PA      | $106882.59    | 0.01%             | 2038-03-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                       | ATI, Inc.                                                                         | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     96000 | PA      | $93190.23     | 0.01%             | 2031-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                     | Bouygues SA                                                                       | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |      6658 | NS      | $274153.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Howard Hughes Corp. (The)                                       | Howard Hughes Corp. (The)                                                         | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     39000 | PA      | $37177.03     | 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        |    525915 | PA      | $524190.17    | 0.04%             | 2030-09-20      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties, Inc.                         | Brookfield Residential Properties, Inc.                                           | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     39000 | PA      | $35463.48     | 0.00%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Veritiv Operating Co.                                           | Veritiv Operating Co.                                                             | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |     84000 | PA      | $91045.67     | 0.01%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                               | Barclays Bank plc                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      6982 | NS      | $2226316.21   | 0.18%             | 2025-08-06      | Fixed         | 17.82%                | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                             | Petroleos Mexicanos                                                               | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    325233 | PA      | $342239.43    | 0.03%             | 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        |     36000 | PA      | $37028.84     | 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        |    100000 | PA      | $113198.17    | 0.01%             | 2030-01-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Prima Capital CRE Securitization Ltd.                           | Prima Capital CRE Securitization Ltd., Series 2016-6A, Class C                    | CUSIP: 74165WAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    697521 | PA      | $691136.75    | 0.05%             | 2040-08-24      | Fixed         | 4.00%                 | 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        |     55553 | PA      | $55379.36     | 0.00%             | 2029-12-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Packaging Corp. of America                                      | Packaging Corp. of America                                                        | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       236 | NS      | $45725.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines, Inc.                                         | American Airlines, Inc.                                                           | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8500 | PA      | $8497.02      | 0.00%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Boots Group Bidco Ltd.                                          | Boots Group Bidco Ltd., 1st Lien Term Loan                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |    298000 | PA      | $297442.74    | 0.02%             | 2032-07-16      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                      | Ares Strategic Income Fund                                                        | CUSIP: 04020EAK3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40026.45     | 0.00%             | 2030-09-09      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                     | Nationwide Building Society                                                       | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $269003.20    | 0.02%             | 2030-12-20      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                             | Hilcorp Energy I LP                                                               | CUSIP: 431318BC7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     66000 | PA      | $68872.52     | 0.01%             | 2033-11-01      | Fixed         | 8.38%                 | 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        |   1150000 | PA      | $1151078.13   | 0.09%             | 2039-12-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                            | Frontier Communications Holdings LLC                                              | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $63749.01     | 0.01%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                            | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     16016 | NS      | $726602.11    | 0.06%             | 2025-09-08      | Fixed         | 21.17%                | No            |                  2 | On Loan: No      |
| NatWest Group plc                                               | NatWest Group plc                                                                 | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |    251710 | NS      | $1747265.88   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| IMI plc                                                         | IMI plc                                                                           | CUSIP: N/A<br>LEI: 2138002W9Q21PF751R30       | Long             | EC               | CORP              | GB        |      7642 | NS      | $223260.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AGL CLO 11 Ltd.                                                 | AGL CLO 11 Ltd., Series 2021-11A, Class C                                         | CUSIP: 00851TAJ5<br>LEI: 549300G9RL3BICT9HA62 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500757.80    | 0.04%             | 2034-04-15      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                       | Standard Industries, Inc., 1st Lien Term Loan                                     | CUSIP: 85350EAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     62875 | PA      | $63012.32     | 0.00%             | 2028-09-22      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                        | Mizuho Markets Cayman LP                                                          | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |      6188 | NS      | $1159338.35   | 0.09%             | 2025-09-12      | Fixed         | 18.97%                | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                             | Station Casinos LLC                                                               | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     88000 | PA      | $89735.27     | 0.01%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FUCHS SE                                                        | FUCHS SE (Preference)                                                             | CUSIP: N/A<br>LEI: 529900SNF9E1P5ZO4P98       | Long             | EP               | CORP              | DE        |      1254 | NS      | $57383.42     | 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        |    160157 | PA      | $152389.41    | 0.01%             | 2028-05-03      | Variable      | 8.61%                 | No            |                  2 | On Loan: No      |
| Flughafen Zurich AG                                             | Flughafen Zurich AG (Registered)                                                  | CUSIP: N/A<br>LEI: 529900PFO97GCN5SYB55       | Long             | EC               | CORP              | CH        |       375 | NS      | $105688.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EMCOR Group, Inc.                                               | EMCOR Group, Inc.                                                                 | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |       360 | NS      | $225896.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank plc                                               | Barclays Bank plc                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      3884 | NS      | $540355.47    | 0.04%             | 2025-09-08      | Fixed         | 22.90%                | No            |                  2 | On Loan: No      |
| Japan Airport Terminal Co. Ltd.                                 | Japan Airport Terminal Co. Ltd.                                                   | CUSIP: N/A<br>LEI: 353800W9WEQSGUY2EO26       | Long             | EC               | CORP              | JP        |      2300 | NS      | $69850.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                          | UBS AG                                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      5797 | NS      | $1424249.22   | 0.11%             | 2025-08-07      | Fixed         | 25.80%                | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                             | Iron Mountain, Inc.                                                               | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |      7227 | NS      | $703620.72    | 0.06%             |  |  |  | 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        |    100000 | PA      | $114785.76    | 0.01%             | 2037-10-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                | Altice France SA                                                                  | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $173432.45    | 0.01%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Currenta Group Holdings SARL                                    | Currenta Group Holdings SARL                                                      | CUSIP: N/A<br>LEI: 222100SF79KCJKYUPE47       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $234407.89    | 0.02%             | 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        |     20000 | NS      | $809003.99    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SSE plc                                                         | SSE plc                                                                           | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EC               | CORP              | GB        |      2875 | NS      | $70472.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wellness Pet LLC                                                | Wellness Pet LLC, 1st Lien Term Loan B                                            | CUSIP: 95004UAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     29859 | PA      | $16198.41     | 0.00%             | 2029-12-31      | Variable      | 8.34%                 | No            |                  2 | On Loan: No      |
| Fender Musical Instruments Corp.                                | Fender Musical Instruments Corp., 1st Lien Term Loan                              | CUSIP: 31446UAN0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     13447 | PA      | $12153.13     | 0.00%             | 2028-12-01      | Variable      | 8.46%                 | 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        |    930000 | PA      | $930871.88    | 0.07%             | 2039-06-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                | Salesforce, Inc.                                                                  | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      5391 | NS      | $1392657.03   | 0.11%             |  |  |  | No            |                  1 | 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        |    220000 | PA      | $279617.10    | 0.02%             | 2028-11-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Deluxe Corp.                                                    | Deluxe Corp.                                                                      | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29855.09     | 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        |     39060 | PA      | $38864.43     | 0.00%             | 2030-03-11      | Variable      | 9.96%                 | No            |                  2 | On Loan: No      |
| MASTR Asset-Backed Securities Trust                             | MASTR Asset-Backed Securities Trust, Series 2007-HE1, Class A4                    | CUSIP: 576457AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    649703 | PA      | $548407.22    | 0.04%             | 2037-05-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                             | Petroleos Mexicanos                                                               | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | CORP              | MX        |    298000 | PA      | $296882.50    | 0.02%             | 2026-03-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                            | Republic of Colombia                                                              | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    295000 | PA      | $294188.75    | 0.02%             | 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        |      5573 | NS      | $442551.93    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co.                                                | Baker Hughes Co.                                                                  | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       710 | NS      | $31985.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd.                                                     | Garmin Ltd.                                                                       | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |       750 | NS      | $164070.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs, Inc.                                           | Churchill Downs, Inc.                                                             | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    307000 | PA      | $306241.80    | 0.02%             | 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        |    367946 | PA      | $368711.40    | 0.03%             | 2028-07-27      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                             | Buckeye Partners LP                                                               | CUSIP: 118230AP6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     28000 | PA      | $23612.96     | 0.00%             | 2044-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Gulfside Supply, Inc.                                           | Gulfside Supply, Inc., 1st Lien Term Loan                                         | CUSIP: 40273UAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     85730 | PA      | $85998.71     | 0.01%             | 2031-06-17      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Hearthside Bank Corp.                                           | Hearthside Bank Corp.                                                             | CUSIP: N/A<br>LEI: 2549001XVX1R2ITF6935       | Long             | EC               | CORP              | US        |      1291 | NS      | $25368.15     | 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        |     28000 | PA      | $29182.80     | 0.00%             | 2030-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                            | Telefonica Europe BV                                                              | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $119724.40    | 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        |    105466 | PA      | $98030.64     | 0.01%             | 2028-01-31      | Variable      | 9.47%                 | No            |                  2 | On Loan: No      |
| Colossus Acquireco LLC                                          | Colossus Acquireco LLC, 1st Lien Term Loan B                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    345000 | PA      | $343030.05    | 0.03%             | 2032-06-14      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Kaman Corp.                                                     | Kaman Corp., Delayed Draw 1st Lien Term Loan                                      | CUSIP: 48354VAN2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     14934 | PA      | $14939.12     | 0.00%             | 2032-02-26      | Variable      | 0.68%                 | No            |                  2 | On Loan: No      |
| United Natural Foods, Inc.                                      | United Natural Foods, Inc.                                                        | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89619.65     | 0.01%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                    | DNB Bank ASA                                                                      | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |     35191 | NS      | $890323.43    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Twilio, Inc.                                                    | Twilio, Inc.                                                                      | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |     47000 | PA      | $44513.09     | 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        |    274000 | PA      | $281745.71    | 0.02%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                               | CIFC Funding Ltd., Series 2018-1A, Class A1R                                      | CUSIP: 17181NAC8<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | KY        |   1347000 | PA      | $1351020.12   | 0.11%             | 2038-01-18      | Floating      | 5.65%                 | 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        |    410000 | PA      | $410383.15    | 0.03%             | 2039-01-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                         | GFL Environmental, Inc.                                                           | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     68000 | PA      | $70470.96     | 0.01%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Magenta Security Holdings LLC                                   | Magenta Security Holdings LLC, 1st Lien Term Loan                                 | CUSIP: 55909UAG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    156015 | PA      | $35415.36     | 0.00%             | 2028-07-27      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                              | AAR Corp., Series DD4M                                                            | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |       700 | NS      | $139924.96    | 0.01%             | 2025-08-14      | Fixed         | 21.07%                | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                          | HUB International Ltd.                                                            | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    957000 | PA      | $996474.84    | 0.08%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BAHA Trust                                                      | BAHA Trust, Series 2024-MAR, Class C                                              | CUSIP: 05493XAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    470000 | PA      | $483699.94    | 0.04%             | 2041-12-10      | Variable      | 7.52%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                            | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      1000 | NS      | $222127.22    | 0.02%             | 2025-08-04      | Fixed         | 22.04%                | No            |                  2 | On Loan: No      |
| Cedacri SpA                                                     | Cedacri SpA                                                                       | CUSIP: N/A<br>LEI: 815600E85FCD78B3EE61       | Long             | DBT              | CORP              | IT        |    225000 | PA      | $258739.80    | 0.02%             | 2028-05-15      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co. Ltd.                                   | Murata Manufacturing Co. Ltd.                                                     | CUSIP: N/A<br>LEI: 529900QZG6DL8ZRI7140       | Long             | EC               | CORP              | JP        |     60200 | NS      | $896021.92    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                     | Beach Acquisition Bidco LLC, 1st Lien Term Loan B                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     82000 | PA      | $82478.06     | 0.01%             | 2032-06-25      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                       | CSX Corp.                                                                         | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     15342 | NS      | $545254.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank plc                                               | Barclays Bank plc, Series GMUC                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      4060 | NS      | $905024.32    | 0.07%             | 2025-09-02      | Fixed         | 8.98%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                  | Community Health Systems, Inc.                                                    | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    161000 | PA      | $162028.56    | 0.01%             | 2034-01-15      | Fixed         | 9.75%                 | 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        |    114000 | PA      | $131255.51    | 0.01%             | 2027-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux SARL                                         | Jazz Financing Lux SARL, 1st Lien Term Loan B2                                    | CUSIP: G5080AAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    493274 | PA      | $494891.72    | 0.04%             | 2028-05-05      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| Clariane SE                                                     | Clariane SE                                                                       | CUSIP: N/A<br>LEI: 969500WEPS61H6TJM037       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $115552.56    | 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        |     44000 | PA      | $45224.12     | 0.00%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Gran Tierra Energy, Inc.                                        | Gran Tierra Energy, Inc.                                                          | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |    243000 | PA      | $199867.50    | 0.02%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                     | Caesars Entertainment, Inc.                                                       | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    210000 | PA      | $216621.72    | 0.02%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                                   | Nomura Bank International plc                                                     | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      4104 | NS      | $1078962.08   | 0.09%             | 2025-08-07      | Fixed         | 14.96%                | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II LLC                                 | LCM Investments Holdings II LLC                                                   | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     95000 | PA      | $100445.40    | 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        |     76000 | PA      | $73774.21     | 0.01%             | 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        |     64000 | PA      | $65542.40     | 0.01%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                     | Allied Universal Holdco LLC                                                       | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    208000 | PA      | $202439.47    | 0.02%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                            | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      6992 | NS      | $742338.59    | 0.06%             | 2025-08-28      | Fixed         | 12.66%                | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                                | ASR Nederland NV                                                                  | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | EC               | CORP              | NL        |      6265 | NS      | $416146.03    | 0.03%             |  |  |  | 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        |    400000 | PA      | $10500.00     | 0.00%             | 2021-12-18      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| Silver Point CLO 1 Ltd.                                         | Silver Point CLO 1 Ltd., Series 2022-1A, Class BR                                 | CUSIP: 828085AS9<br>LEI: 549300UJUGKIKZF7CD63 | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1503918.60   | 0.12%             | 2038-01-20      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                | CSC Holdings LLC, 1st Lien Term Loan B5                                           | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    566166 | PA      | $556965.53    | 0.04%             | 2027-04-15      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                  | Morgan Stanley Capital I Trust, Series 2018-H3, Class C                           | CUSIP: 61767YBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $149590.42    | 0.01%             | 2051-07-15      | Variable      | 4.81%                 | 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      | $737590.54    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                              | J.P. Morgan Structured Products BV, Series 000g                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     15564 | NS      | $2172352.44   | 0.17%             | 2025-09-08      | Fixed         | 16.43%                | No            |                  2 | On Loan: No      |
| UKG, Inc.                                                       | UKG, Inc., 1st Lien Term Loan                                                     | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   1105766 | PA      | $1105324.16   | 0.09%             | 2031-02-10      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd.                                       | United Overseas Bank Ltd.                                                         | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | EC               | CORP              | SG        |     47500 | NS      | $1319680.03   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CareTrust REIT, Inc.                                            | CareTrust REIT, Inc.                                                              | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |     27635 | NS      | $878793.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LD Celulose International GmbH                                  | LD Celulose International GmbH                                                    | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $209100.00    | 0.02%             | 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        |    326059 | NS      | $438707.87    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                 | TransDigm, Inc.                                                                   | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    563000 | PA      | $566576.18    | 0.04%             | 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        |    158000 | PA      | $183690.41    | 0.01%             | 2030-07-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings LLC                                   | Truist Insurance Holdings LLC, 1st Lien Term Loan B                               | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    804798 | PA      | $804460.37    | 0.06%             | 2031-05-06      | Variable      | 7.05%                 | 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        |    340000 | PA      | $341275.00    | 0.03%             | 2039-03-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                                     | Acadia Healthcare Co., Inc.                                                       | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39124.69     | 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        |     88000 | PA      | $91627.41     | 0.01%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Monolithic Power Systems, Inc.                                  | Monolithic Power Systems, Inc.                                                    | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |      1141 | NS      | $811524.84    | 0.06%             |  |  |  | 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      | $-18.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Waste Pro USA, Inc.                                             | Waste Pro USA, Inc.                                                               | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    260000 | PA      | $269766.38    | 0.02%             | 2033-02-01      | Fixed         | 7.00%                 | 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        |     63000 | PA      | $63157.50     | 0.01%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Origin Energy Ltd.                                              | Origin Energy Ltd.                                                                | CUSIP: N/A<br>LEI: ZSN2LWNPYW6ISMRUC664       | Long             | EC               | CORP              | AU        |     61979 | NS      | $463467.31    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Celestica, Inc.                                                 | Celestica, Inc., 1st Lien Term Loan B                                             | CUSIP: C2348CAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    382717 | PA      | $384152.27    | 0.03%             | 2031-06-20      | Variable      | 6.10%                 | 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        |   1500000 | PA      | $1508437.50   | 0.12%             | 2038-05-15      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | Deutsche Bank AG (Registered)                                                     | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |     11604 | NS      | $382195.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                          | LifePoint Health, Inc.                                                            | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    117000 | PA      | $121461.68    | 0.01%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Kapla Holding SAS                                               | Kapla Holding SAS                                                                 | CUSIP: N/A<br>LEI: 894500PJ28XTH66K4X83       | Long             | DBT              | CORP              | FR        |    171000 | PA      | $198230.24    | 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        |    147788 | PA      | $147880.44    | 0.01%             | 2041-10-15      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                   | Equinix, Inc.                                                                     | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      3308 | NS      | $2597342.36   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel SpA                                                        | Enel SpA                                                                          | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |    225000 | PA      | $262538.97    | 0.02%             | 2030-01-14      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                            | Charter Communications Operating LLC, 1st Lien Term Loan B5                       | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |    162198 | PA      | $162076.19    | 0.01%             | 2031-12-15      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Czechoslovak Group A/S                                          | Czechoslovak Group A/S                                                            | CUSIP: N/A<br>LEI: 315700SWFD7G70AVG768       | Long             | DBT              | CORP              | CZ        |    175000 | PA      | $205202.03    | 0.02%             | 2031-01-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DK Crown Holdings, Inc.                                         | DK Crown Holdings, Inc., 1st Lien Term Loan B                                     | CUSIP: 23326SAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    553812 | PA      | $553003.93    | 0.04%             | 2032-03-04      | Variable      | 6.08%                 | 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        |    385488 | PA      | $385776.90    | 0.03%             | 2031-06-24      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Henkel AG & Co. KGaA                                            | Henkel AG & Co. KGaA (Preference)                                                 | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EP               | CORP              | DE        |      4000 | NS      | $308236.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                         | Civitas Resources, Inc.                                                           | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     49000 | PA      | $50387.97     | 0.00%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| AngloGold Ashanti Holdings plc                                  | AngloGold Ashanti Holdings plc                                                    | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    200000 | PA      | $187686.00    | 0.01%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Efesto Bidc SpA                                                 | Efesto Bidco SpA, Series XR                                                       | CUSIP: 28201XAB1<br>LEI: 815600D1A091DE3F5933 | Long             | DBT              | CORP              | IT        |    407000 | PA      | $415140.46    | 0.03%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | 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        |    350000 | PA      | $351531.25    | 0.03%             | 2041-08-15      | Floating      | 6.26%                 | 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        |    577552 | PA      | $578031.87    | 0.05%             | 2031-11-13      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Cintas Corp.                                                    | Cintas Corp.                                                                      | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       344 | NS      | $76557.20     | 0.01%             |  |  |  | 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        |    300000 | PA      | $7875.00      | 0.00%             | 2024-06-01      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                         | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     16834 | NS      | $4355388.98   | 0.34%             | 2025-08-29      | Fixed         | 15.19%                | 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        |    290000 | PA      | $290043.50    | 0.02%             | 2032-07-01      | Variable      | 9.04%                 | No            |                  2 | On Loan: No      |
| Ball Corp.                                                      | Ball Corp.                                                                        | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     37000 | PA      | $33116.52     | 0.00%             | 2031-09-15      | Fixed         | 3.12%                 | 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        |    312309 | PA      | $312587.05    | 0.02%             | 2029-08-03      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                         | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      4666 | NS      | $744110.25    | 0.06%             | 2025-09-04      | Fixed         | 27.58%                | No            |                  2 | On Loan: No      |
| GFL Environmental Services, Inc.                                | GFL Environmental Services, Inc., 1st Lien Term Loan                              | CUSIP: 36257SAB8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    859000 | PA      | $859266.29    | 0.07%             | 2032-03-03      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Synthomer plc                                                   | Synthomer plc                                                                     | CUSIP: N/A<br>LEI: 213800EHT3TI1KPQQJ56       | Long             | DBT              | CORP              | GB        |    203000 | PA      | $214338.96    | 0.02%             | 2029-05-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                      | Garda World Security Corp.                                                        | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    446000 | PA      | $459416.13    | 0.04%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Hensoldt AG                                                     | Hensoldt AG                                                                       | CUSIP: N/A<br>LEI: 894500686FYLLZD3M624       | Long             | EC               | CORP              | DE        |      1555 | NS      | $170535.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Dolcetto Holdco SpA                                             | Dolcetto Holdco SpA                                                               | CUSIP: N/A<br>LEI: 81560029E819F2CE4A42       | Long             | DBT              | CORP              | IT        |    115000 | PA      | $133682.84    | 0.01%             | 2032-07-14      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Lendlease Corp. Ltd.                                            | Lendlease Corp. Ltd.                                                              | CUSIP: N/A<br>LEI: 549300MQ0F0TIIEK5592       | Long             | EC               | CORP              | AU        |     58496 | NS      | $196605.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                    | Hess Midstream Operations LP                                                      | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $3870.35      | 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        |    196000 | PA      | $199347.29    | 0.02%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AlixPartners LLP                                                | AlixPartners LLP, 1st Lien Term Loan                                              | CUSIP: 01642PBB1<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |    387139 | PA      | $387193.42    | 0.03%             | 2028-02-04      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Gates Corp.                                                     | Gates Corp.                                                                       | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |     59000 | PA      | $60715.72     | 0.00%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Thames Water Utilities Finance plc                              | Thames Water Utilities Finance plc                                                | CUSIP: N/A<br>LEI: 213800ESMPQ4RQ7G8351       | Long             | DBT              | CORP              | GB        |    138000 | PA      | $104176.94    | 0.01%             | 2030-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-31

**Name of Applicant:** BlackRock Funds II

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer