# EDGAR Filing Document

**Accession Number:** 0001398078
**File Stem:** 0002071691-25-009459
**Filing Date:** 2025-12
**Character Count:** 1122971
**Document Hash:** 557359b8deababfbfdf8d0cfda9cba7a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-009459.hdr.sgml**: 20251223

**ACCESSION NUMBER**: 0002071691-25-009459

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251223

**DATE AS OF CHANGE**: 20251223

**PERIOD START**: 20260731

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22061
- **FILM NUMBER:** 251595400

**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:** 2026-07-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1515729030.51

**Total Liabilities:** $141505753.35

**Net Assets:** $1374223277.16

**Cash Not Reported:** $101990809.52

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 39485.82000000 | **1-Year:** 1505.23000000 | **5-Year:** 13331.70000000 | **10-Year:** 11077.70000000 | **30-Year:** 3161.20000000

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

- **3-Month:** 41616.34000000 | **1-Year:** 5835.43000000 | **5-Year:** 50436.94000000 | **10-Year:** 4195.01000000 | **30-Year:** 2393.17000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000146953 | 2.07%                | 1.39%                | 0.49%                |
| Class ID C000146951 | 2.16%                | 1.25%                | 0.47%                |
| Class ID C000146952 | 1.98%                | 1.31%                | 0.40%                |
| Class ID C000166008 | 2.07%                | 1.28%                | 0.49%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $6818642.79              | $12168924.86                               |
| Month 2  | $6693263.64              | $-1600453.54                               |
| Month 3  | $16847560.52             | $-19729463.69                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Veolia Environnement SA                                         | Veolia Environnement SA                                                           | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $115994.63    | 0.01%             | 2032-10-24      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                | Bombardier, Inc.                                                                  | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     14000 | PA      | $14859.88     | 0.00%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fortive Corp.                                                   | Fortive Corp.                                                                     | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      2200 | NS      | $110405.15    | 0.01%             | 2025-11-28      | Fixed         | 16.88%                | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                  | McKesson Corp.                                                                    | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |       821 | NS      | $571282.20    | 0.04%             | 2025-11-06      | Fixed         | 10.80%                | No            |                  2 | On Loan: No      |
| Republic of Benin                                               | Benin Government Bond                                                             | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    400000 | PA      | $416000.00    | 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        |    350826 | PA      | $462227.82    | 0.03%             | 2029-12-18      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                    | BX Commercial Mortgage Trust, Series 2023-XL3, Class A                            | CUSIP: 12434GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    186162 | PA      | $186336.82    | 0.01%             | 2040-12-09      | Floating      | 5.79%                 | 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        |    300000 | PA      | $317750.17    | 0.02%             | 2031-07-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SKF AB                                                          | SKF AB, Class B                                                                   | CUSIP: N/A<br>LEI: 549300B6HWYEE57O8J84       | Long             | EC               | CORP              | SE        |     14407 | NS      | $369280.69    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                 | Intercontinental Exchange, Inc.                                                   | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      2609 | NS      | $381670.61    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kronos International, Inc.                                      | Kronos International, Inc.                                                        | CUSIP: N/A<br>LEI: 529900NTVDLUSYY9F493       | Long             | DBT              | CORP              | US        |    105000 | PA      | $120077.89    | 0.01%             | 2029-03-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                           | Mex Bonos Desarr Fix Rt                                                           | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     52000 | PA      | $283567.03    | 0.02%             | 2030-02-28      | Fixed         | 8.50%                 | 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      | $69273.80     | 0.01%             | 2037-06-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                        | Bayer AG                                                                          | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |    200000 | PA      | $233100.56    | 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      | $2005088.20   | 0.15%             | 2038-01-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Agree Realty Corp.                                              | Agree Realty Corp.                                                                | CUSIP: 008492100<br>LEI: 98450090H010B37OEB68 | Long             | EC               | CORP              | US        |     13121 | NS      | $957964.21    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus, Inc.                                                   | Maximus, Inc.                                                                     | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |      1300 | NS      | $107953.59    | 0.01%             | 2025-12-15      | Fixed         | 18.77%                | No            |                  2 | On Loan: No      |
| Minerals Technologies, Inc.                                     | Minerals Technologies, Inc., 1st Lien Term Loan B                                 | CUSIP: 60315GAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    308668 | PA      | $308667.50    | 0.02%             | 2031-11-26      | Variable      | 5.97%                 | No            |                  3 | On Loan: No      |
| IHS Holding Ltd.                                                | IHS Holding Ltd.                                                                  | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $199720.00    | 0.01%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Tesla, Inc.                                                     | Tesla, Inc., Series 00Hc                                                          | CUSIP: 61778P346<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |      6344 | NS      | $2894951.08   | 0.21%             | 2025-12-05      | Fixed         | 35.33%                | 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        |    635731 | PA      | $628845.57    | 0.05%             | 2031-06-23      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                           | Clydesdale Acquisition Holdings, Inc.                                             | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     88000 | PA      | $88351.56     | 0.01%             | 2029-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Swatch Group AG (The)                                           | Swatch Group AG (The)                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       900 | NS      | $177017.76    | 0.01%             | 2025-11-24      | Fixed         | 26.54%                | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                    | Nutrien Ltd.                                                                      | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |     20383 | NS      | $1110161.76   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Arini European CLO V DAC                                        | Arini European CLO V DAC, Series 5X, Class D                                      | CUSIP: N/A<br>LEI: 635400HVHHJPCXB66K47       | Long             | ABS-CBDO         | CORP              | IE        |    100000 | PA      | $114850.96    | 0.01%             | 2039-01-15      | Floating      | 4.83%                 | 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      | $998905.80    | 0.07%             | 2038-02-20      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                           | Clydesdale Acquisition Holdings, Inc.                                             | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39079.76     | 0.00%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| HP, Inc.                                                        | HP, Inc.                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      9000 | NS      | $251097.97    | 0.02%             | 2025-12-04      | Fixed         | 23.50%                | No            |                  2 | On Loan: No      |
| Legence Holdings LLC                                            | Legence Holdings LLC, 1st Lien Term Loan B                                        | CUSIP: 75865HAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     44702 | PA      | $44746.94     | 0.00%             | 2031-12-18      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| CP Iris Holdco I, Inc.                                          | CP Iris Holdco I, Inc., 1st Lien Term Loan                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    334096 | PA      | $331172.47    | 0.02%             | 2032-10-17      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                         | Brown Group Holding LLC, 1st Lien Term Loan                                       | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    320000 | PA      | $320780.80    | 0.02%             | 2031-07-01      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Co. (The)                                           | Kraft Heinz Co. (The)                                                             | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |      8197 | NS      | $202711.81    | 0.01%             |  |  |  | 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      | $5751.44      | 0.00%             | 2033-01-31      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Walmart, Inc.                                                   | Walmart, Inc.                                                                     | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     37243 | NS      | $3768237.49   | 0.27%             | 2025-11-20      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| Eaton Corp. plc                                                 | Eaton Corp. plc                                                                   | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |       900 | NS      | $343404.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Covia Holdings LLC                                              | Covia Holdings LLC, 1st Lien Term Loan                                            | CUSIP: 22305CAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     98752 | PA      | $98814.71     | 0.01%             | 2032-02-26      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Inversion Escrow Issuer LLC                                     | Inversion Escrow Issuer LLC                                                       | CUSIP: 46150DAA0<br>LEI: 254900P6GHORGRVLKI95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195281.80    | 0.01%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                       | Standard Industries, Inc.                                                         | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    142000 | PA      | $136952.83    | 0.01%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Tidewater, Inc.                                                 | Tidewater, Inc.                                                                   | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |     38000 | PA      | $40558.65     | 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      | $121620.47    | 0.01%             | 2029-03-15      | Fixed         | 8.50%                 | 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      | $56189.28     | 0.00%             | 2028-11-06      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Pachelbel Bidco SpA                                             | Pachelbel Bidco SpA                                                               | CUSIP: N/A<br>LEI: 8156005DA07CDD50CC46       | Long             | DBT              | CORP              | IT        |    100000 | PA      | $123502.07    | 0.01%             | 2031-05-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                          | Aramark Services, Inc., 1st Lien Term Loan B9                                     | CUSIP: 03852JBB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     80745 | PA      | $80762.17     | 0.01%             | 2028-04-06      | Variable      | 5.71%                 | 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      | $328034.97    | 0.02%             | 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        |     39000 | PA      | $40330.25     | 0.00%             | 2030-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                       | Zayo Group Holdings, Inc., 1st Lien Term Loan                                     | CUSIP: 98919XAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    975431 | PA      | $931234.48    | 0.07%             | 2030-03-11      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Wom New Holdco                                                  | Wom New Holdco                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2389 | NS      | $54947.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| iShares Trust                                                   | iShares International Dividend Growth ETF                                         | CUSIP: 46435G524<br>LEI: 549300ZTYP49IIVWPY18 | Long             |  | RF                | US        |     77467 | NS      | $6166373.20   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Bank International plc                                   | Nomura Bank International plc                                                     | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |     28009 | NS      | $1590531.64   | 0.12%             | 2025-12-16      | Fixed         | 16.16%                | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                        | Morgan Stanley & Co. LLC                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | SN               | CORP              | US        |     35945 | NS      | $2695973.19   | 0.20%             | 2025-12-17      | Fixed         | 23.24%                | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                  | Community Health Systems, Inc.                                                    | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    120000 | PA      | $129363.60    | 0.01%             | 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        |    154000 | PA      | $158618.10    | 0.01%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Romania                                                         | Romania Government Bond                                                           | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    177000 | PA      | $202182.88    | 0.01%             | 2045-10-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco SARL                                  | Greensaif Pipelines Bidco SARL                                                    | CUSIP: 39541EAE3<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $211375.00    | 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      | $599626.32    | 0.04%             | 2036-08-15      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                  | Carnival Corp.                                                                    | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     41000 | PA      | $42283.31     | 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        |    106000 | PA      | $122587.45    | 0.01%             | 2031-07-31      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| GIP Pilot Acquisition Partners LP                               | GIP Pilot Acquisition Partners LP, 1st Lien Term Loan                             | CUSIP: 31773HAE2<br>LEI: 254900NQOAOPPA12X060 | Long             | LON              | CORP              | US        |     28425 | PA      | $28397.87     | 0.00%             | 2030-10-04      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                           | Republic of Indonesia                                                             | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |    143000 | PA      | $167662.36    | 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        |    542000 | PA      | $566390.00    | 0.04%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                 | Intercontinental Exchange, Inc.                                                   | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      1400 | NS      | $207597.12    | 0.02%             | 2025-11-24      | Fixed         | 19.39%                | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                      | Warnermedia Holdings, Inc.                                                        | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    451000 | PA      | $362031.23    | 0.03%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Cummins, Inc.                                                   | Cummins, Inc.                                                                     | CUSIP: 83371T202<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      2725 | NS      | $1166203.16   | 0.08%             | 2025-11-05      | Fixed         | 14.75%                | No            |                  2 | On Loan: No      |
| Cablevision Lightpath LLC                                       | Cablevision Lightpath LLC                                                         | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195930.84    | 0.01%             | 2027-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Norwegian Krone                                                 | Norwegian Krone                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NO        |     27812 | OU      | $2745.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co.                                           | Matador Resources Co.                                                             | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56047.92     | 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      | $116767.58    | 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        |      3616 | NS      | $1016783.04   | 0.07%             |  |  |  | No            |                  1 | 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      | $150058.27    | 0.01%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                | Amazon.com, Inc.                                                                  | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      2400 | NS      | $535344.66    | 0.04%             | 2025-10-30      | Fixed         | 21.54%                | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                    | Performance Food Group, Inc.                                                      | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23405.91     | 0.00%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Gestamp Automocion SA                                           | Gestamp Automocion SA                                                             | CUSIP: N/A<br>LEI: 95980020140005484363       | Long             | DBT              | CORP              | ES        |    113000 | PA      | $132586.54    | 0.01%             | 2030-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                            | Frontier Communications Holdings LLC                                              | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     91000 | PA      | $96067.24     | 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        |     66000 | PA      | $67460.31     | 0.00%             | 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      | $202531.75    | 0.01%             | 2029-11-01      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Cintas Corp.                                                    | Cintas Corp., Series NINv                                                         | CUSIP: 61778P239<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |      5591 | NS      | $1035452.34   | 0.08%             | 2025-12-19      | Fixed         | 10.37%                | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXIX Ltd.                           | Benefit Street Partners CLO XXIX Ltd., Series 2022-29A, Class AR                  | CUSIP: 08186EAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2000000.00   | 0.15%             | 2038-01-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Virgin Media O2 Vendor Financing Notes V DAC                    | Virgin Media O2 Vendor Financing Notes V DAC                                      | CUSIP: N/A<br>LEI: 635400ASSEVCXAPVGC36       | Long             | DBT              | CORP              | IE        |    145000 | PA      | $193605.36    | 0.01%             | 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      | $1253398.25   | 0.09%             | 2037-07-15      | Floating      | 5.29%                 | 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      | $36969.29     | 0.00%             | 2031-10-16      | Variable      | 7.46%                 | No            |                  2 | On Loan: No      |
| Republic of Serbia                                              | Republic of Serbia                                                                | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |    200000 | PA      | $217636.08    | 0.02%             | 2033-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                              | J.P. Morgan Structured Products BV, Series DM8A                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      7291 | NS      | $1462729.37   | 0.11%             | 2025-12-16      | Fixed         | 13.20%                | 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      | $288824.73    | 0.02%             | 2034-10-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Evonik Industries AG                                            | Evonik Industries AG                                                              | CUSIP: N/A<br>LEI: 41GUOJQTALQHLF39XJ34       | Long             | EC               | CORP              | DE        |      9737 | NS      | $163173.06    | 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        |    794691 | PA      | $794103.15    | 0.06%             | 2029-09-12      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                      | Sensata Technologies, Inc.                                                        | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    407000 | PA      | $423693.92    | 0.03%             | 2032-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $565.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                   | Cencora, Inc., Series 00HZ                                                        | CUSIP: 61778P304<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |      9228 | NS      | $3064870.13   | 0.22%             | 2025-12-05      | Fixed         | 17.67%                | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                             | Republic of Ecuador                                                               | CUSIP: 27927IAE3<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    174920 | PA      | $159142.01    | 0.01%             | 2030-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| ECL Entertainment LLC                                           | ECL Entertainment LLC, 1st Lien Term Loan B                                       | CUSIP: 26826TAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     84883 | PA      | $84537.98     | 0.01%             | 2030-08-30      | Variable      | 6.96%                 | 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      | $3006600.00   | 0.22%             | 2037-07-17      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Gates Corp.                                                     | Gates Corp., 1st Lien Term Loan B5                                                | CUSIP: 36740UAY8<br>LEI: 984500F43C791F4C7894 | Long             | LON              | CORP              | US        |    579992 | PA      | $579377.11    | 0.04%             | 2031-06-04      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $119161.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mobico Group plc                                                | Mobico Group plc                                                                  | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |    135000 | PA      | $92879.15     | 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        |    400000 | PA      | $344443.32    | 0.03%             | 2028-01-15      | 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      | $1615.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kosmos Energy Ltd.                                              | Kosmos Energy Ltd.                                                                | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |    176469 | NS      | $277056.33    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeroports de Paris SA                                           | Aeroports de Paris SA                                                             | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | EC               | CORP              | FR        |      1023 | NS      | $140336.13    | 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        |    527390 | PA      | $527954.00    | 0.04%             | 2032-01-16      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                      | Garda World Security Corp., 1st Lien Term Loan                                    | CUSIP: C4000KAG9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |    478280 | PA      | $477883.13    | 0.03%             | 2029-02-01      | Variable      | 7.05%                 | 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      | $521625.00    | 0.04%             | 2028-03-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Applied Systems, Inc.                                           | Applied Systems, Inc., 1st Lien Term Loan B                                       | CUSIP: 03827FBD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    710867 | PA      | $711848.30    | 0.05%             | 2031-02-24      | Variable      | 6.25%                 | 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      | $135133.39    | 0.01%             | 2030-07-18      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $0.12         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| K. Hovnanian Enterprises, Inc.                                  | K. Hovnanian Enterprises, Inc.                                                    | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |     86000 | PA      | $87866.80     | 0.01%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                 | Permian Resources Operating LLC                                                   | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    274000 | PA      | $278776.09    | 0.02%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Atlas CC Acquisition Corp.                                      | Atlas CC Acquisition Corp., 1st Lien Term Loan C                                  | CUSIP: 04921TAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     83993 | PA      | $47850.24     | 0.00%             | 2029-05-25      | Variable      | 8.37%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                  | Amphenol Corp., Class A                                                           | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      1607 | NS      | $223919.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Mortgage Trust                                       | Commercial Mortgage Trust, Series 2024-WCL1, Class A                              | CUSIP: 20047DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $268987.50    | 0.02%             | 2041-06-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| ORL Trust                                                       | ORL Trust, Series 2024-GLKS, Class A                                              | CUSIP: 67120DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    910000 | PA      | $910853.13    | 0.07%             | 2039-12-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Evolution AB                                                    | Evolution AB                                                                      | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |      6575 | NS      | $438076.32    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WR Grace Holding LLC                                            | Wr Grace Holding LLC, 1st Lien Term Loan B1                                       | CUSIP: 92943HAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    199000 | PA      | $197694.56    | 0.01%             | 2032-08-19      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Nassau Cos. of New York (The)                                   | Nassau Cos. of New York (The)                                                     | CUSIP: 63155AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $16317.94     | 0.00%             | 2030-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                        | Republic of South Africa                                                          | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    279000 | PA      | $218115.23    | 0.02%             | 2046-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                            | Titulos de Tesoreria                                                              | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        | 649400000 | PA      | $167997.15    | 0.01%             | 2029-08-22      | Fixed         | 11.00%                | 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      | $1016818.30   | 0.07%             | 2037-07-20      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                  | AutoZone, Inc.                                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       679 | NS      | $2523025.52   | 0.18%             | 2025-11-26      | Fixed         | 16.69%                | No            |                  2 | On Loan: No      |
| Ithaca Energy North Sea plc                                     | Ithaca Energy North Sea plc                                                       | CUSIP: N/A<br>LEI: 213800BMMUN3AKWBIO91       | Long             | DBT              | CORP              | GB        |    129000 | PA      | $150955.69    | 0.01%             | 2031-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                              | J.P. Morgan Structured Products BV, Series DM89                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      5915 | NS      | $2027911.82   | 0.15%             | 2025-12-16      | Fixed         | 13.09%                | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                            | Flutter Financing BV, 1st Lien Term Loan B                                        | CUSIP: N3313EAJ9<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    245210 | PA      | $243677.44    | 0.02%             | 2032-06-04      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                     | Apple, Inc.                                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     26684 | NS      | $6914334.37   | 0.50%             | 2025-11-26      | Fixed         | 20.62%                | No            |                  2 | On Loan: No      |
| Clearwater Analytics LLC                                        | Clearwater Analytics LLC, 1st Lien Term Loan                                      | CUSIP: 18512EAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    318000 | PA      | $318200.34    | 0.02%             | 2032-04-21      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial, Inc.                               | Fidelity National Financial, Inc.                                                 | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      1200 | NS      | $67014.57     | 0.00%             | 2025-11-20      | Fixed         | 19.31%                | No            |                  2 | On Loan: No      |
| Element Solutions, Inc.                                         | Element Solutions, Inc., 1st Lien Term Loan B                                     | CUSIP: 72766TAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    375842 | PA      | $377826.45    | 0.03%             | 2030-12-18      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Rivian Holdings LLC                                             | Rivian Holdings LLC                                                               | CUSIP: 76954LAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $37408.03     | 0.00%             | 2031-01-15      | Fixed         | 10.00%                | 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      | $205220.00    | 0.01%             | 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      | $969710.83    | 0.07%             | 2033-02-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Hertz Corp.                                                     | Hertz Corp. (The), 1st Lien Term Loan                                             | CUSIP: 42804VBC4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |     51919 | PA      | $42958.06     | 0.00%             | 2028-06-30      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                             | Ascent Resources Utica Holdings LLC                                               | CUSIP: 04364VAU7<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59824.15     | 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      | $254920.75    | 0.02%             | 2030-07-08      | Variable      | 9.21%                 | 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        |     90545 | PA      | $90431.82     | 0.01%             | 2032-01-27      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Creative Artists Agency LLC                                     | Creative Artists Agency LLC, 1st Lien Term Loan                                   | CUSIP: 22526WAU2<br>LEI: 5493008FV5TCFL3KHH96 | Long             | LON              | CORP              | US        |    807611 | PA      | $808394.34    | 0.06%             | 2031-10-01      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                      | Baxter International, Inc.                                                        | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     33574 | NS      | $620111.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Potters Borrower LP                                             | Potters Borrower LP, 1st Lien Term Loan                                           | CUSIP: 73813HAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     65999 | PA      | $66180.27     | 0.00%             | 2027-12-14      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                    | Unibail-Rodamco-Westfield SE                                                      | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $236399.26    | 0.02%             | 2031-06-11      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Belimo Holding AG                                               | Belimo Holding AG (Registered)                                                    | CUSIP: N/A<br>LEI: 506700339DLX749VEM23       | Long             | EC               | CORP              | CH        |       209 | NS      | $225499.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                        | Republic of South Africa                                                          | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    222000 | PA      | $236658.66    | 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        |     14109 | PA      | $12592.28     | 0.00%             | 2031-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lyft, Inc.                                                      | Lyft, Inc.                                                                        | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     94304 | NS      | $1932582.68   | 0.14%             | 2025-11-06      | Fixed         | 43.57%                | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                    | NVIDIA Corp.                                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |       618 | NS      | $125138.82    | 0.01%             |  |  |  | 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      | $320702.97    | 0.02%             | 2029-06-04      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                  | Opal Bidco SAS                                                                    | CUSIP: N/A<br>LEI: 969500R96XT7XY2UJ564       | Long             | DBT              | CORP              | FR        |    233000 | PA      | $278690.26    | 0.02%             | 2032-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lottomatica Group SpA                                           | Lottomatica Group SpA                                                             | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | DBT              | CORP              | IT        |    105000 | PA      | $124871.16    | 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        |     36599 | NS      | $584120.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                                | Amazon.com, Inc.                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      3696 | NS      | $902637.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global LNG, Inc.                                        | Venture Global LNG, Inc.                                                          | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    314000 | PA      | $335399.73    | 0.02%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                                             | Minejesa Capital BV                                                               | CUSIP: 602736AB6<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $199300.00    | 0.01%             | 2037-08-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                | Altice France SA                                                                  | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |    215836 | PA      | $240144.28    | 0.02%             | 2032-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sobha Sukuk I Holding Ltd.                                      | Sobha Sukuk I Holding Ltd.                                                        | CUSIP: N/A<br>LEI: 254900VZENPT8NAXW686       | Long             | DBT              | CORP              | AE        |    200000 | PA      | $200358.00    | 0.01%             | 2030-09-11      | Fixed         | 7.12%                 | 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        |    412901 | PA      | $410324.17    | 0.03%             | 2030-04-15      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                     | Crescent Energy Finance LLC                                                       | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29342.10     | 0.00%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Husky Injection Molding Systems Ltd.                            | Husky Injection Molding Systems Ltd., 1st Lien Term Loan                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |    712264 | PA      | $713930.94    | 0.05%             | 2029-02-15      | Variable      | 8.29%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                   | Freedom Mortgage Holdings LLC                                                     | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     42000 | PA      | $43789.79     | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Nidda Healthcare Holding GmbH                                   | Nidda Healthcare Holding GmbH                                                     | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |    320000 | PA      | $371199.34    | 0.03%             | 2032-10-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                                  | Wyndham Hotels & Resorts, Inc., 1st Lien Term Loan                                | CUSIP: 98310CAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    239215 | PA      | $239633.41    | 0.02%             | 2030-05-24      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                                        | Group 1 Automotive, Inc.                                                          | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31620.28     | 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      |
| Dominion Energy, Inc.                                           | Dominion Energy, Inc.                                                             | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      2600 | NS      | $153407.22    | 0.01%             | 2025-11-20      | Fixed         | 14.71%                | No            |                  2 | On Loan: No      |
| Sona Fios CLO V DAC                                             | Sona Fios CLO V DAC, Series 5X, Class D                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |    100000 | PA      | $115487.96    | 0.01%             | 2038-08-25      | Floating      | 5.33%                 | 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      | $200515.60    | 0.01%             | 2027-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                  | Carnival Corp., Series DLzh                                                       | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     32580 | NS      | $942122.48    | 0.07%             | 2025-11-06      | Fixed         | 39.88%                | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                  | Olympus Water US Holding Corp.                                                    | CUSIP: N/A<br>LEI: 549300YU2GGVCBN3MY89       | Long             | DBT              | CORP              | US        |    135000 | PA      | $146821.81    | 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        |    765778 | PA      | $768542.29    | 0.06%             | 2028-08-31      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                     | Block, Inc.                                                                       | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    261000 | PA      | $270801.59    | 0.02%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                      | Baxter International, Inc.                                                        | CUSIP: 60701B135<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |     13700 | NS      | $258495.84    | 0.02%             | 2025-11-28      | Fixed         | 24.52%                | No            |                  2 | On Loan: No      |
| Equity LifeStyle Properties, Inc.                               | Equity LifeStyle Properties, Inc.                                                 | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |     19018 | NS      | $1161048.90   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco plc                                    | British American Tobacco plc, Series 0001                                         | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      3500 | NS      | $180136.57    | 0.01%             | 2025-11-06      | Fixed         | 25.51%                | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd.                                          | Sycamore Tree CLO Ltd., Series 2023-3A, Class CR                                  | CUSIP: 87122FAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1005527.30   | 0.07%             | 2037-04-20      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 43B Ltd.                             | Golub Capital Partners CLO 43B Ltd., Series 2019-43A, Class A1R                   | CUSIP: 38180PAA4<br>LEI: 2549006E2S3MDN9M6Q69 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3006966.00   | 0.22%             | 2037-10-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                  | EPR Properties                                                                    | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |      8145 | NS      | $399267.90    | 0.03%             |  |  |  | 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      | $73302.08     | 0.01%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Gartner, Inc.                                                   | Gartner, Inc.                                                                     | CUSIP: 06370D449<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |      4538 | NS      | $1124847.46   | 0.08%             | 2025-11-05      | Fixed         | 19.80%                | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                       | XPLR Infrastructure Operating Partners LP                                         | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    113000 | PA      | $118229.30    | 0.01%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Wrangler Holdco Corp.                                           | Wrangler Holdco Corp.                                                             | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $21923.39     | 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      | $139348.89    | 0.01%             | 2031-01-31      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $98.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intuit, Inc.                                                    | Intuit, Inc., Series 000S                                                         | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      4421 | NS      | $2936204.89   | 0.21%             | 2025-11-24      | Fixed         | 9.89%                 | No            |                  2 | On Loan: No      |
| Lavender Dutch Borrower Co. BV                                  | Lavender Dutch Borrower Co. BV, 1st Lien Term Loan B                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |    214000 | PA      | $214000.00    | 0.02%             | 2032-09-27      | Variable      | 7.01%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials Inc.                                | Solstice Advanced Materials, Inc., 1st Lien Term Loan B                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    322000 | PA      | $322334.88    | 0.02%             | 2032-09-17      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| US Foods Holding Corp.                                          | US Foods Holding Corp.                                                            | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |     11648 | NS      | $847162.59    | 0.06%             | 2025-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                   | Empresa Nacional del Petroleo                                                     | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $210420.00    | 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        |    160000 | PA      | $167319.84    | 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        |    937864 | PA      | $937282.87    | 0.07%             | 2030-05-06      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Xylem, Inc.                                                     | Xylem, Inc.                                                                       | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |       695 | NS      | $104840.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Holdings II LLC                                     | Match Group Holdings II LLC                                                       | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     69000 | PA      | $64943.46     | 0.00%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                               | Barclays Bank plc, Series E0UG                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     17924 | NS      | $4999749.38   | 0.36%             | 2025-12-09      | Fixed         | 23.06%                | No            |                  2 | On Loan: No      |
| Hologic, Inc.                                                   | Hologic, Inc.                                                                     | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3948.40      | 0.00%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Dufry One BV                                                    | Dufry One BV                                                                      | CUSIP: N/A<br>LEI: 7245003K5MN9U7XW0808       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $118473.14    | 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      | $144195.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI Aviation Investors LLC                                     | FTAI Aviation Investors LLC                                                       | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    323000 | PA      | $338299.86    | 0.02%             | 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        |    235571 | PA      | $236453.94    | 0.02%             | 2031-07-01      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $279872.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                                           | United Mexican States                                                             | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     38000 | PA      | $194512.10    | 0.01%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                   | Centene Corp.                                                                     | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |      1100 | NS      | $39852.13     | 0.00%             | 2025-11-24      | Fixed         | 42.46%                | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                        | Morgan Stanley & Co. LLC                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | SN               | CORP              | US        |     18158 | NS      | $5103955.76   | 0.37%             | 2025-12-17      | Fixed         | 22.86%                | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                     | Toronto-Dominion Bank (The)                                                       | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |       200 | NS      | $356335.73    | 0.03%             | 2025-12-18      | Fixed         | 19.62%                | No            |                  2 | On Loan: No      |
| N/A                                                             | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-116.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Indutrade AB                                                    | Indutrade AB                                                                      | CUSIP: N/A<br>LEI: 549300FISLQ6CEFP1867       | Long             | EC               | CORP              | SE        |      7610 | NS      | $203432.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sparta US HoldCo LLC                                            | Sparta US HoldCo LLC, 1st Lien Term Loan                                          | CUSIP: 84673EAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    508082 | PA      | $489211.76    | 0.04%             | 2030-08-02      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                         | Citigroup Global Markets Holdings, Inc., Series D17F                              | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |     14230 | NS      | $3129734.49   | 0.23%             | 2025-12-10      | Fixed         | 22.63%                | No            |                  2 | On Loan: No      |
| Essendi SA                                                      | Essendi SA                                                                        | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |    117000 | PA      | $139701.10    | 0.01%             | 2031-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Rand                                                            | Rand                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | ZA        |         1 | OU      | $0.03         | 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      | $-30.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Magna International, Inc.                                       | Magna International, Inc.                                                         | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |     11245 | NS      | $531242.17    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ukraine                                                         | Ukraine Government Bond                                                           | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     52207 | PA      | $35814.00     | 0.00%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Nouryon Finance BV                                              | Nouryon Finance BV, 1st Lien Term Loan B1                                         | CUSIP: N8232NAL1<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |    343720 | PA      | $342860.53    | 0.02%             | 2028-04-03      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| Caturus Energy LLC                                              | Caturus Energy LLC                                                                | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |    246000 | PA      | $250758.13    | 0.02%             | 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        |     23912 | NS      | $904617.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services, Inc.                               | PennyMac Financial Services, Inc.                                                 | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     23000 | PA      | $24080.49     | 0.00%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Aretec Group, Inc.                                              | Aretec Group, Inc., 1st Lien Term Loan B3                                         | CUSIP: 04009DAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    127979 | PA      | $128397.09    | 0.01%             | 2030-08-09      | Variable      | 7.46%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                          | Mauser Packaging Solutions Holding Co.                                            | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   1221000 | PA      | $1224207.57   | 0.09%             | 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      | $148276.09    | 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        |    275460 | NS      | $505451.24    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                | NRG Energy, Inc.                                                                  | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65245.92     | 0.00%             | 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        |      4422 | NS      | $80807.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurobank SA                                                     | Eurobank SA                                                                       | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |    276000 | PA      | $321652.16    | 0.02%             | 2036-02-07      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                               | Yum! Brands, Inc.                                                                 | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      7554 | NS      | $1045371.77   | 0.08%             | 2025-11-05      | Fixed         | 10.40%                | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                            | Icahn Enterprises LP                                                              | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    282000 | PA      | $283032.97    | 0.02%             | 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        |     23522 | PA      | $23051.36     | 0.00%             | 2028-08-11      | Variable      | 7.93%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                              | Vale Overseas Ltd.                                                                | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    145000 | PA      | $151017.50    | 0.01%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                    | ING Groep NV                                                                      | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |     34318 | NS      | $856909.37    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                             | Herc Holdings, Inc.                                                               | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6196.00      | 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        |      3348 | NS      | $99384.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                               | GGAM Finance Ltd.                                                                 | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     69000 | PA      | $71583.02     | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                          | Northrop Grumman Corp.                                                            | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       552 | NS      | $322064.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CNT Holdings I Corp.                                            | CNT Holdings I Corp., 1st Lien Term Loan                                          | CUSIP: 12656AAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    402715 | PA      | $403242.67    | 0.03%             | 2032-11-08      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Mitchell International, Inc.                                    | Mitchell International, Inc., 1st Lien Term Loan                                  | CUSIP: 60662WAW2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    534492 | PA      | $534754.31    | 0.04%             | 2031-06-17      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| Tokyu Fudosan Holdings Corp.                                    | Tokyu Fudosan Holdings Corp.                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     30400 | NS      | $244984.26    | 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      | $82809.93     | 0.01%             | 2029-01-31      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| Citigroup Capital XIII                                          | Citigroup Capital XIII                                                            | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |     28290 | NS      | $2831110.36   | 0.21%             | 2025-12-03      | Fixed         | 23.40%                | No            |                  2 | On Loan: No      |
| ITT Holdings LLC                                                | ITT Holdings LLC                                                                  | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    209000 | PA      | $202431.67    | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty, Inc.                                 | Rexford Industrial Realty, Inc.                                                   | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      3900 | NS      | $161704.32    | 0.01%             | 2025-11-20      | Fixed         | 19.70%                | No            |                  2 | On Loan: No      |
| KLA Corp.                                                       | KLA Corp.                                                                         | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       185 | NS      | $223616.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kleopatra Finco SARL                                            | Kleopatra Finco SARL                                                              | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | DBT              | CORP              | LU        |    101897 | PA      | $5899.25      | 0.00%             | 2029-09-01      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Citrin Cooperman Advisors LLC                                   | Citrin Cooperman Advisors LLC, Delayed Draw 1st Lien Term Loan                    | CUSIP: 17737EAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     24661 | PA      | $24650.24     | 0.00%             | 2032-04-01      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| New Immo Holding SA                                             | New Immo Holding SA                                                               | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $119501.15    | 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      | $1115464.89   | 0.08%             | 2039-08-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                 | Microsoft Corp., Series 00HY                                                      | CUSIP: 61778P312<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |     13281 | NS      | $6905357.12   | 0.50%             | 2025-12-05      | Fixed         | 16.58%                | No            |                  2 | On Loan: No      |
| Loxam SAS                                                       | Loxam SAS                                                                         | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |     90000 | PA      | $107332.55    | 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        |    141034 | PA      | $130280.16    | 0.01%             | 2030-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Analog Devices, Inc.                                            | Analog Devices, Inc.                                                              | CUSIP: 83371T756<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |     11706 | NS      | $2758456.89   | 0.20%             | 2025-11-26      | Fixed         | 15.74%                | No            |                  2 | On Loan: No      |
| N/A                                                             | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3159.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                         | VZ Secured Financing BV                                                           | CUSIP: N/A<br>LEI: 549300MG611MYCOWY949       | Long             | DBT              | CORP              | NL        |    241000 | PA      | $278239.15    | 0.02%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                             | Cisco Systems, Inc.                                                               | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     14313 | NS      | $1022445.81   | 0.07%             | 2025-11-26      | Fixed         | 19.13%                | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Trust, Series 2021-LBA, Class GV                                               | CUSIP: 05609BBM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    395405 | PA      | $395417.37    | 0.03%             | 2036-02-15      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                       | Sanofi SA                                                                         | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      3100 | NS      | $313277.66    | 0.02%             | 2025-12-11      | Fixed         | 17.96%                | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                        | Bristol-Myers Squibb Co.                                                          | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      3950 | NS      | $181976.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trans Union LLC                                                 | Trans Union LLC, 1st Lien Term Loan B9                                            | CUSIP: 89334GBG8<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |    489289 | PA      | $488398.63    | 0.04%             | 2031-06-24      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| BAHA Trust                                                      | BAHA Trust, Series 2024-MAR, Class A                                              | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1610000 | PA      | $1665269.21   | 0.12%             | 2041-12-10      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                        | Argentine Republic (The)                                                          | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    200000 | PA      | $163700.00    | 0.01%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                | CCO Holdings LLC                                                                  | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    776000 | PA      | $787671.04    | 0.06%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                 | Eli Lilly & Co.                                                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      2292 | NS      | $1977675.12   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                                             | Post Holdings, Inc.                                                               | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    228000 | PA      | $230917.03    | 0.02%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LSF12 Crown US Commercial Bidco LLC                             | LSF12 Crown US Commercial Bidco LLC, 1st Lien Term Loan                           | CUSIP: 50221UAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    177555 | PA      | $178497.82    | 0.01%             | 2031-12-02      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| Danaher Corp.                                                   | Danaher Corp.                                                                     | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      4187 | NS      | $901796.06    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Copco AB                                                  | Atlas Copco AB, Class A                                                           | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |     36001 | NS      | $603235.11    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                                     | Keysight Technologies, Inc.                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      1188 | NS      | $203796.82    | 0.01%             | 2025-12-03      | Fixed         | 19.95%                | No            |                  2 | On Loan: No      |
| MHP                                                             | MHP Commercial Mortgage Trust, Series 2021-STOR, Class J                          | CUSIP: 55293BAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    138000 | PA      | $137033.99    | 0.01%             | 2038-07-15      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                   | Stryker Corp.                                                                     | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      1484 | NS      | $528660.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OLA Netherlands BV                                              | OLA Netherlands BV, 1st Lien Term Loan                                            | CUSIP: 67935LAB8<br>LEI: N/A                  | Long             | LON              | CORP              | SG        |    102534 | PA      | $101765.20    | 0.01%             | 2026-12-15      | Variable      | 10.31%                | No            |                  3 | On Loan: No      |
| Williams Scotsman, Inc.                                         | Williams Scotsman, Inc.                                                           | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25739.28     | 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      | $31356.00     | 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      | $466081.56    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AmeriTex HoldCo Intermediate LLC                                | AmeriTex HoldCo Intermediate LLC                                                  | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $52303.83     | 0.00%             | 2033-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Prime Healthcare Services, Inc.                                 | Prime Healthcare Services, Inc.                                                   | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $47341.80     | 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      | $115454.45    | 0.01%             | 2039-07-25      | Floating      | 5.28%                 | 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      | $501328.85    | 0.04%             | 2031-04-20      | Floating      | 7.05%                 | 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        |    143000 | PA      | $157828.86    | 0.01%             | 2030-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Boels Topholding BV                                             | Boels Topholding BV                                                               | CUSIP: N/A<br>LEI: 724500V913SEHSEW2O75       | Long             | DBT              | CORP              | NL        |     70000 | PA      | $83302.65     | 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      | $1751086.75   | 0.13%             | 2034-10-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                       | Sunoco LP                                                                         | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41865.76     | 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      | $261939.51    | 0.02%             | 2038-11-15      | Floating      | 7.26%                 | 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      | $238864.87    | 0.02%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                     | Apple, Inc., Series DMSy                                                          | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     24994 | NS      | $6704964.12   | 0.49%             | 2025-12-03      | Fixed         | 15.81%                | No            |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                                          | Howmet Aerospace, Inc.                                                            | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |       176 | NS      | $36247.20     | 0.00%             |  |  |  | No            |                  1 | 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        |    459118 | PA      | $460665.33    | 0.03%             | 2031-01-31      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Global Aircraft Leasing Co. Ltd.                                | Global Aircraft Leasing Co. Ltd.                                                  | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     58000 | PA      | $59662.28     | 0.00%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Utz Quality Foods LLC                                           | Utz Quality Foods LLC, 1st Lien Term Loan B                                       | CUSIP: 91809EAG6<br>LEI: 549300K2HU2ISL0R2Q75 | Long             | LON              | CORP              | US        |    323603 | PA      | $323159.56    | 0.02%             | 2032-01-29      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                  | Alphabet, Inc., Class C                                                           | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      1666 | NS      | $469512.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloud Software Group, Inc.                                      | Cloud Software Group, Inc.                                                        | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    754000 | PA      | $759691.19    | 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      | $65155.92     | 0.00%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Goodman Group                                                   | Goodman Group                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     35655 | NS      | $769013.64    | 0.06%             |  |  |  | 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        |    158826 | PA      | $158428.87    | 0.01%             | 2032-02-13      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Smurfit WestRock plc                                            | Smurfit WestRock plc                                                              | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      1400 | NS      | $79363.23     | 0.01%             | 2025-12-11      | Fixed         | 18.81%                | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                          | Aramark Services, Inc.                                                            | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37947.44     | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                              | Ryan Specialty LLC                                                                | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42035.91     | 0.00%             | 2030-02-01      | Fixed         | 4.38%                 | 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      | $2002533.80   | 0.15%             | 2038-03-27      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Shell plc                                                       | Shell plc                                                                         | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      9100 | NS      | $331726.97    | 0.02%             | 2025-11-24      | Fixed         | 19.06%                | 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      | $270291.93    | 0.02%             | 2028-11-22      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                               | Republic of Kenya                                                                 | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    200000 | PA      | $214562.00    | 0.02%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Resideo Funding, Inc.                                           | Resideo Funding, Inc., 1st Lien Term Loan                                         | CUSIP: 76090LAM6<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |    253000 | PA      | $252367.50    | 0.02%             | 2032-08-13      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| New Home Co., Inc. (The)                                        | New Home Co., Inc. (The)                                                          | CUSIP: 645370AF4<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |     46000 | PA      | $48243.24     | 0.00%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Modena Buyer LLC                                                | Modena Buyer LLC, 1st Lien Term Loan                                              | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |    128514 | PA      | $125429.58    | 0.01%             | 2031-07-01      | Variable      | 8.09%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                 | TransDigm, Inc.                                                                   | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     57000 | PA      | $58909.44     | 0.00%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                        | Electricite de France SA                                                          | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |    300000 | PA      | $342980.23    | 0.02%             | 2031-01-06      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                                  | DISH DBS Corp.                                                                    | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $172185.00    | 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        |      1029 | NS      | $450372.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods, Inc.                                                  | US Foods, Inc.                                                                    | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     47000 | PA      | $46480.05     | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                | Bonos de la Tesoreria                                                             | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |    372000 | PA      | $120459.38    | 0.01%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp.                                         | Boston Scientific Corp.                                                           | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      5494 | NS      | $553355.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WULF Compute LLC                                                | WULF Compute LLC                                                                  | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    236000 | PA      | $245174.49    | 0.02%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Boyne USA, Inc.                                                 | Boyne USA, Inc.                                                                   | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $38243.97     | 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      | $1002701.50   | 0.07%             | 2037-10-24      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| SGL Group ApS                                                   | SGL Group ApS                                                                     | CUSIP: N/A<br>LEI: 636700YQKGLXCPPUYE74       | Long             | DBT              | CORP              | DK        |    360000 | PA      | $408493.45    | 0.03%             | 2030-04-22      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Intuit, Inc.                                                    | Intuit, Inc.                                                                      | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       412 | NS      | $275030.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominican Republic                                              | Dominican Republic Government Bond                                                | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    155000 | PA      | $166759.85    | 0.01%             | 2031-02-03      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                   | JDE Peet's NV                                                                     | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | EC               | CORP              | NL        |      7143 | NS      | $259963.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Construction Partners, Inc.                                     | Construction Partners, Inc., 1st Lien Term Loan                                   | CUSIP: 21043XAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     90318 | PA      | $90430.40     | 0.01%             | 2031-11-03      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                        | Morgan Stanley & Co. LLC                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | SN               | CORP              | US        |    409153 | NS      | $3203605.88   | 0.23%             | 2025-12-16      | Fixed         | 30.40%                | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                | CCO Holdings LLC                                                                  | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $109349.49    | 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      | $313423.76    | 0.02%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                             | Hilton Domestic Operating Co., Inc., 1st Lien Term Loan B4                        | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |    506967 | PA      | $508006.28    | 0.04%             | 2030-11-08      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Diamond II Ltd.                                                 | Diamond II Ltd.                                                                   | CUSIP: 25276VAA3<br>LEI: 254900KL4GQ2XC50XL44 | Long             | DBT              | CORP              | MU        |    200000 | PA      | $201202.00    | 0.01%             | 2026-07-28      | Fixed         | 7.95%                 | 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      | $48667.44     | 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        |    377831 | PA      | $376414.33    | 0.03%             | 2031-06-12      | Variable      | 5.84%                 | 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      | $189881.57    | 0.01%             | 2041-04-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Chobani Holdco II LLC                                           | Chobani Holdco II LLC                                                             | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    361387 | PA      | $382819.42    | 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        |      5359 | NS      | $558749.29    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                                           | STMicroelectronics NV, NYRS                                                       | CUSIP: 861012102<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |      2696 | NS      | $65971.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WOM Chile Holdco SpA                                            | WOM Chile Holdco SpA                                                              | CUSIP: 97810KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |    454418 | PA      | $404432.02    | 0.03%             | 2032-04-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                     | Phillips 66                                                                       | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      3626 | NS      | $493643.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Belron UK Finance plc                                           | Belron UK Finance plc                                                             | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202633.60    | 0.01%             | 2029-10-15      | Fixed         | 5.75%                 | 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      | $981080.80    | 0.07%             | 2038-09-06      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| iliad SA                                                        | iliad SA                                                                          | CUSIP: N/A<br>LEI: 969500FZ9BTRZS3JNB97       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $232859.00    | 0.02%             | 2032-01-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial, Inc.                               | Fidelity National Financial, Inc., Class A                                        | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |      3699 | NS      | $204332.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHG Healthcare Services, Inc.                                   | CHG Healthcare Services, Inc., 1st Lien Term Loan                                 | CUSIP: 12541HAX1<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |    276322 | PA      | $277081.85    | 0.02%             | 2028-09-29      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                  | Constellium SE                                                                    | CUSIP: 21039CAD6<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $257133.50    | 0.02%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                              | J.P. Morgan Structured Products BV, Series DMUI                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     54397 | NS      | $2888146.83   | 0.21%             | 2025-12-10      | Fixed         | 20.72%                | No            |                  2 | On Loan: No      |
| WhiteWater Matterhorn Holdings, LLC                             | WhiteWater Matterhorn Holdings LLC, 1st Lien Term Loan                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     64000 | PA      | $64010.24     | 0.00%             | 2032-06-16      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Chicago US MidCo III LP                                         | Chicago US MidCo III LP, Delayed Draw 1st Lien Term Loan                          | CUSIP: 16825PAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     62272 | PA      | $62193.99     | 0.00%             | 2032-10-08      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| SoftBank Group Corp.                                            | SoftBank Group Corp.                                                              | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    400000 | PA      | $477649.80    | 0.03%             | 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      | $2004833.20   | 0.15%             | 2038-01-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Entain Holdings (Gibraltar) Ltd.                                | Entain Holdings (Gibraltar) Ltd., 1st Lien Term Loan B5                           | CUSIP: G3168QAB3<br>LEI: N/A                  | Long             | LON              | CORP              | GI        |     84996 | PA      | $84597.62     | 0.01%             | 2032-07-30      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                       | Sanofi SA                                                                         | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |     35147 | NS      | $3555570.56   | 0.26%             |  |  |  | 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        |    147600 | NS      | $1930814.88   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Intrum Investments And Financing AB                             | Intrum Investments And Financing AB                                               | CUSIP: N/A<br>LEI: 984500D7B1EFD7460452       | Long             | DBT              | CORP              | SE        |     50890 | PA      | $54459.38     | 0.00%             | 2027-09-11      | Fixed         | 7.75%                 | 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        |    169718 | PA      | $170226.65    | 0.01%             | 2031-03-26      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| EyeCare Partners LLC                                            | EyeCare Partners LLC, 1st Lien Term Loan A                                        | CUSIP: 30233PAQ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     51479 | PA      | $51769.22     | 0.00%             | 2028-08-31      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| Central Parent LLC                                              | Central Parent LLC                                                                | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $35157.62     | 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      | $645994.56    | 0.05%             |  |  |  | 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      | $1755375.13   | 0.13%             | 2037-07-20      | Floating      | 5.42%                 | 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      | $2004521.20   | 0.15%             | 2037-07-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                             | Ardonagh Finco Ltd.                                                               | CUSIP: N/A<br>LEI: 254900D2T84O1K03BA28       | Long             | DBT              | CORP              | JE        |    217000 | PA      | $259609.93    | 0.02%             | 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      | $208100.00    | 0.02%             | 2035-03-12      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $197.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medical Solutions Holdings, Inc.                                | Medical Solutions Holdings, Inc., 1st Lien Term Loan                              | CUSIP: 58462QAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    131811 | PA      | $39872.78     | 0.00%             | 2028-11-01      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| EQT Trust                                                       | EQT Trust, Series 2024-EXTR, Class A                                              | CUSIP: 29439DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    580000 | PA      | $593297.49    | 0.04%             | 2041-07-05      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| GSK plc                                                         | GSK plc                                                                           | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |     41388 | NS      | $969036.04    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Brambles Ltd.                                                   | Brambles Ltd.                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     56480 | NS      | $917775.91    | 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      | $1329.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ciena Corp.                                                     | Ciena Corp., 1st Lien Term Loan                                                   | CUSIP: 17178HAR3<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | LON              | CORP              | US        |    286264 | PA      | $286570.66    | 0.02%             | 2030-10-24      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Omnicom Group, Inc.                                             | Omnicom Group, Inc.                                                               | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     35736 | NS      | $2710791.23   | 0.20%             | 2025-12-01      | Fixed         | 16.01%                | No            |                  2 | On Loan: No      |
| Republic of Latvia                                              | Latvia Government Bond                                                            | CUSIP: 518417AD2<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |    302000 | PA      | $312192.50    | 0.02%             | 2034-07-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp.                            | Cognizant Technology Solutions Corp., Series EMtB                                 | CUSIP: 61778P189<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |      2000 | NS      | $143483.58    | 0.01%             | 2025-11-10      | Fixed         | 19.85%                | No            |                  2 | On Loan: No      |
| Sumitomo Corp.                                                  | Sumitomo Corp.                                                                    | CUSIP: N/A<br>LEI: V82KK8NH1P0JS71FJC05       | Long             | EC               | CORP              | JP        |     44500 | NS      | $1294547.09   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                          | Cleveland-Cliffs, Inc.                                                            | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256726.00    | 0.02%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours, Inc.                                         | DuPont de Nemours, Inc.                                                           | CUSIP: 83371T400<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |     12211 | NS      | $977501.90    | 0.07%             | 2025-11-05      | Fixed         | 16.09%                | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                 | AES Corp. (The)                                                                   | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     74000 | PA      | $75536.31     | 0.01%             | 2055-01-15      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| TK Elevator US Newco, Inc.                                      | TK Elevator US Newco, Inc.                                                        | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    310000 | PA      | $309642.66    | 0.02%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Market Bidco Finco plc                                          | Market Bidco Finco plc                                                            | CUSIP: N/A<br>LEI: 549300UGYX6EBVHRVG53       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $115262.01    | 0.01%             | 2031-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ResMed, Inc.                                                    | ResMed, Inc.                                                                      | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |      1543 | NS      | $380935.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Philips NV                                          | Koninklijke Philips NV                                                            | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | EC               | CORP              | NL        |     33110 | NS      | $907054.95    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                             | Iron Mountain, Inc.                                                               | CUSIP: N/A<br>LEI: SQL3F6CKNNBM3SQGHX24       | Long             | DBT              | CORP              | US        |    184000 | PA      | $212882.93    | 0.02%             | 2034-01-15      | Fixed         | 4.75%                 | 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      | $218891.12    | 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      | $23325.70     | 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        |      5262 | NS      | $292244.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Medtronic plc                                                   | Medtronic plc                                                                     | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      3800 | NS      | $348985.50    | 0.03%             | 2025-12-08      | Fixed         | 16.18%                | 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      | $190684.97    | 0.01%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                      | Charles Schwab Corp. (The)                                                        | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |      1300 | NS      | $122829.32    | 0.01%             | 2025-11-13      | Fixed         | 24.35%                | No            |                  2 | On Loan: No      |
| Columbus McKinnon Corp.                                         | Columbus McKinnon Corp., 1st Lien Term Loan                                       | CUSIP: 19933MAQ6<br>LEI: 549300W3HQB0HO1F3G69 | Long             | LON              | CORP              | US        |     92378 | PA      | $92262.14     | 0.01%             | 2028-05-15      | Variable      | 6.50%                 | No            |                  3 | On Loan: No      |
| Voyager Parent LLC                                              | Voyager Parent LLC                                                                | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94354.47     | 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      | $164608.38    | 0.01%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | U.S. Treasury Ultra Bond                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       183 | NC      | $804192.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco plc                                    | British American Tobacco plc                                                      | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |      4829 | NS      | $247319.88    | 0.02%             |  |  |  | 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      | $264934.64    | 0.02%             | 2035-10-02      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                   | RCI Banque SA                                                                     | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $120520.69    | 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      | $210000.00    | 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        |    151000 | PA      | $142617.03    | 0.01%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing, Inc.                                 | Automatic Data Processing, Inc.                                                   | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      2127 | NS      | $553658.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corp.                                             | Expand Energy Corp.                                                               | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      3225 | NS      | $333174.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Quikrete Holdings, Inc.                                         | Quikrete Holdings, Inc.                                                           | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    337000 | PA      | $349540.44    | 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      | $6846.84      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| IHO Verwaltungs GmbH                                            | IHO Verwaltungs GmbH                                                              | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |    325000 | PA      | $393319.83    | 0.03%             | 2028-05-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                      | AAdvantage Loyalty IP Ltd., 1st Lien Term Loan                                    | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    160594 | PA      | $160722.06    | 0.01%             | 2028-04-20      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                 | Naked Juice LLC, 1st Lien Term Loan                                               | CUSIP: 62984CAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    344858 | PA      | $346726.68    | 0.03%             | 2029-01-24      | Variable      | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $11.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                          | TK Elevator Midco GmbH, 1st Lien Term Loan B1                                     | CUSIP: D9000BAJ1<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | DE        |    979559 | PA      | $985073.69    | 0.07%             | 2030-04-30      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                   | Cencora, Inc.                                                                     | CUSIP: 83371T681<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      9248 | NS      | $3031604.90   | 0.22%             | 2025-11-26      | Fixed         | 19.86%                | No            |                  2 | On Loan: No      |
| Minerals Technologies, Inc.                                     | Minerals Technologies, Inc.                                                       | CUSIP: 603158AA4<br>LEI: 549300D3I1QU67GP6403 | Long             | DBT              | CORP              | US        |    106000 | PA      | $104761.92    | 0.01%             | 2028-07-01      | 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      | $125.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                | GE HealthCare Technologies, Inc.                                                  | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |      4822 | NS      | $361408.90    | 0.03%             |  |  |  | No            |                  1 | 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      | $1704714.61   | 0.12%             | 2037-04-23      | Floating      | 7.16%                 | 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      | $24995.30     | 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        |      8368 | NS      | $681155.20    | 0.05%             |  |  |  | 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      | $-1.31        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cloudera, Inc.                                                  | Cloudera, Inc., 1st Lien Term Loan                                                | CUSIP: 74339VAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    139976 | PA      | $134027.25    | 0.01%             | 2028-10-09      | Variable      | 8.01%                 | No            |                  2 | On Loan: No      |
| AES Andes SA                                                    | AES Andes SA                                                                      | CUSIP: 00111VAA5<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $206690.00    | 0.02%             | 2029-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| ACP Tara Holdings, Inc.                                         | ACP Tara Holdings, Inc., 1st Lien Term Loan B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     64000 | PA      | $64160.00     | 0.00%             | 2032-09-17      | Variable      | 7.23%                 | No            |                  3 | On Loan: No      |
| Alliant Holdings Intermediate LLC                               | Alliant Holdings Intermediate LLC, 1st Lien Term Loan                             | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |   1719431 | PA      | $1717178.45   | 0.12%             | 2031-09-19      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Komatsu Ltd.                                                    | Komatsu Ltd.                                                                      | CUSIP: N/A<br>LEI: 5493004LQ0B4T7QPQV17       | Long             | EC               | CORP              | JP        |     37200 | NS      | $1244376.26   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                 | Citigroup, Inc., Series GG                                                        | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    157000 | PA      | $161768.72    | 0.01%             | 2030-08-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                | Boeing Co. (The)                                                                  | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      1237 | NS      | $248661.74    | 0.02%             |  |  |  | No            |                  1 | 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      | $11816.49     | 0.00%             | 2035-10-15      | Floating      | 7.85%                 | 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      | $28100.28     | 0.00%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Sika AG                                                         | Sika AG (Registered)                                                              | CUSIP: N/A<br>LEI: 549300R3N69ECGYPU434       | Long             | EC               | CORP              | CH        |      2070 | NS      | $405694.86    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                        | Wynn Resorts Finance LLC                                                          | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $64981.80     | 0.00%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Arcline FM Holdings LLC                                         | Arcline FM Holdings LLC, 1st Lien Term Loan                                       | CUSIP: 03960DAJ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    231420 | PA      | $232056.41    | 0.02%             | 2030-06-24      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| EQUATE Petrochemical Co. KSC                                    | EQUATE Petrochemical Co. KSC                                                      | CUSIP: N/A<br>LEI: 635400J73BDO4TTGXD45       | Long             | DBT              | CORP              | KW        |    230000 | PA      | $229496.88    | 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        |    145790 | PA      | $145699.51    | 0.01%             | 2032-01-30      | Variable      | 6.31%                 | 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      | $18284.66     | 0.00%             | 2028-11-30      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| Opal LLC                                                        | Opal LLC, Facility 1st Lien Term Loan B2                                          | CUSIP: F7000QAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    470000 | PA      | $471837.70    | 0.03%             | 2032-04-23      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| 1988 CLO 2 Ltd.                                                 | 1988 CLO 2 Ltd., Series 2023-2A, Class A1R                                        | CUSIP: 653947AJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002256.00   | 0.15%             | 2038-04-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Whitbread plc                                                   | Whitbread plc                                                                     | CUSIP: N/A<br>LEI: 21380099VMZKRMN3EX36       | Long             | EC               | CORP              | GB        |      6996 | NS      | $266339.26    | 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        |    227765 | PA      | $227590.07    | 0.02%             | 2027-08-02      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                   | Teva Pharmaceutical Finance Netherlands II BV                                     | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |    218000 | PA      | $301533.24    | 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        |      3969 | NS      | $115645.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                                   | Nomura Bank International plc                                                     | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      9839 | NS      | $2158790.61   | 0.16%             | 2025-12-23      | Fixed         | 17.38%                | 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      | $2502839.50   | 0.18%             | 2038-01-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp.                                              | DISH Network Corp.                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    532000 | PA      | $560080.56    | 0.04%             | 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        |     18937 | NS      | $262099.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tele Columbus AG                                                | Tele Columbus AG                                                                  | CUSIP: N/A<br>LEI: 3912004GMFDLY04RUQ19       | Long             | DBT              | CORP              | DE        |    152159 | PA      | $119652.52    | 0.01%             | 2029-01-01      | Variable      | 10.00%                | No            |                  2 | On Loan: No      |
| Wintershall Dea Finance 2 BV                                    | Wintershall Dea Finance 2 BV                                                      | CUSIP: N/A<br>LEI: 529900DV88FUQZSVVL48       | Long             | DBT              | CORP              | NL        |    152000 | PA      | $181476.81    | 0.01%             | 2030-05-08      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                       | CSX Corp., Series MTPJ                                                            | CUSIP: 61778P205<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |      1500 | NS      | $52256.90     | 0.00%             | 2025-11-14      | Fixed         | 24.14%                | No            |                  2 | On Loan: No      |
| Interpump Group SpA                                             | Interpump Group SpA                                                               | CUSIP: N/A<br>LEI: 815600C79D0F31F4D395       | Long             | EC               | CORP              | IT        |      6971 | NS      | $359775.75    | 0.03%             |  |  |  | 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      | $41095.94     | 0.00%             | 2029-10-26      | Variable      | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-4813.40     | -0.00%            |  |  |  | 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      | $1233000.00   | 0.09%             | 2034-08-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Danish Krone                                                    | Danish Krone                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | DK        |     48100 | OU      | $7423.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DS Admiral Bidco LLC                                            | DS Admiral Bidco LLC, 1st Lien Term Loan                                          | CUSIP: 23344UAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    127158 | PA      | $125727.23    | 0.01%             | 2031-06-26      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| Wharf Real Estate Investment Co. Ltd.                           | Wharf Real Estate Investment Co. Ltd.                                             | CUSIP: N/A<br>LEI: 529900QLPKS8U9QOPB59       | Long             | EC               | CORP              | KY        |    171000 | NS      | $486703.76    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Pinnacle Buyer, LLC                                             | Pinnacle Buyer, LLC, 1st Lien Term Loan B                                         | CUSIP: 72349UAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    217917 | PA      | $218734.18    | 0.02%             | 2032-09-13      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                         | American Airlines, Inc., 1st Lien Term Loan                                       | CUSIP: 02376CBR5<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |    210755 | PA      | $210206.58    | 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      | $198622.00    | 0.01%             | 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        |    280189 | PA      | $279141.53    | 0.02%             | 2031-06-02      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| CA Magnum Holdings                                              | CA Magnum Holdings                                                                | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |    207000 | PA      | $205965.00    | 0.01%             | 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        |     61000 | PA      | $58060.88     | 0.00%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2089.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                               | Barclays Bank plc, Series MU0R                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     10104 | NS      | $2198586.09   | 0.16%             | 2025-12-16      | Fixed         | 19.20%                | No            |                  2 | On Loan: No      |
| New Zealand Dollar                                              | New Zealand Dollar                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NZ        |       152 | OU      | $86.87        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre GLBL, Inc.                                                | Sabre GLBL, Inc.                                                                  | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66150.00     | 0.00%             | 2030-07-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| Ballyrock CLO 14 Ltd.                                           | Ballyrock CLO 14 Ltd., Series 2020-14A, Class A2R                                 | CUSIP: 05874XAQ2<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001345.40   | 0.07%             | 2037-07-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                | Sealed Air Corp.                                                                  | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25870.00     | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                     | Sysco Corp.                                                                       | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      1100 | NS      | $82750.73     | 0.01%             | 2025-12-08      | Fixed         | 13.36%                | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                          | LifePoint Health, Inc.                                                            | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     18000 | PA      | $19433.03     | 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        |     49000 | PA      | $51186.77     | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                                            | Allstate Corp. (The)                                                              | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |     10275 | NS      | $1969785.41   | 0.14%             | 2025-11-05      | Fixed         | 9.18%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                           | Cheniere Energy, Inc.                                                             | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |       978 | NS      | $207336.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Egyptian Pound                                                  | Egyptian Pound                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | EG        |     35216 | OU      | $745.46       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications, Inc.                                    | Charter Communications, Inc., Series E137                                         | CUSIP: 61778P262<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |      3011 | NS      | $709654.96    | 0.05%             | 2025-12-03      | Fixed         | 39.22%                | No            |                  2 | On Loan: No      |
| Windstream Services LLC                                         | Windstream Services LLC                                                           | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    103000 | PA      | $102813.57    | 0.01%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Aurubis AG                                                      | Aurubis AG                                                                        | CUSIP: N/A<br>LEI: 5299005SHIN9ZK7GW242       | Long             | EC               | CORP              | DE        |      1521 | NS      | $198318.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                               | Lamar Media Corp.                                                                 | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $61380.58     | 0.00%             | 2033-11-01      | Fixed         | 5.38%                 | 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        |    158805 | PA      | $146324.17    | 0.01%             | 2028-10-02      | Variable      | 7.37%                 | No            |                  2 | On Loan: No      |
| Galaxy US Opco, Inc.                                            | Galaxy US Opco, Inc., 1st Lien Term Loan                                          | CUSIP: 36321DAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    111333 | PA      | $100270.25    | 0.01%             | 2030-07-31      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                               | Iliad Holding SAS                                                                 | CUSIP: N/A<br>LEI: 9695009BGMXB527HV965       | Long             | DBT              | CORP              | FR        |    379000 | PA      | $467920.68    | 0.03%             | 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        |      5837 | NS      | $257202.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Genesee & Wyoming, Inc.                                         | Genesee & Wyoming, Inc.                                                           | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107119.64    | 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        |     57000 | PA      | $57869.32     | 0.00%             | 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        |     41542 | PA      | $41399.79     | 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        |    437000 | PA      | $527066.53    | 0.04%             | 2029-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Encore Issuances SA                                             | Encore Issuances SA, Series 155                                                   | CUSIP: N/A<br>LEI: 529900AZGF6OODGSBY09       | Long             | DBT              | CORP              | LU        |     36525 | PA      | $37744.23     | 0.00%             | 2025-11-06      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| McAfee Corp.                                                    | McAfee Corp.                                                                      | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    123000 | PA      | $112599.18    | 0.01%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Snap-on, Inc.                                                   | Snap-on, Inc.                                                                     | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |       303 | NS      | $101671.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ams-OSRAM AG                                                    | ams-OSRAM AG                                                                      | CUSIP: N/A<br>LEI: 5299001JPPT2QFTV5D76       | Long             | DBT              | CORP              | AT        |    100000 | PA      | $122989.16    | 0.01%             | 2029-03-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Hudson Yards Mortgage Trust                                     | Hudson Yards Mortgage Trust, Series 2025-SPRL, Class A                            | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    880000 | PA      | $911054.50    | 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      | $26271.76     | 0.00%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                            | American Express Co.                                                              | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      1017 | NS      | $366862.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Property REIT, Inc.                                  | Brookfield Property REIT, Inc.                                                    | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71000 | PA      | $69938.92     | 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        |    616672 | PA      | $616931.39    | 0.04%             | 2030-09-27      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                    | UBS Group AG                                                                      | CUSIP: 902613BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $200043.80    | 0.01%             | 2030-08-05      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| Amynta Agency Borrower, Inc. and Amynta Warranty Borrower, Inc. | Amynta Agency Borrower, Inc. and Amynta Warranty Borrower, Inc.                   | CUSIP: 03238AAA3<br>LEI: 5493000GP6HBRVTWBO85 | Long             | DBT              | CORP              | US        |     97000 | PA      | $99939.20     | 0.01%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp.                                                  | AppLovin Corp.                                                                    | CUSIP: 83371T509<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      2392 | NS      | $1507072.26   | 0.11%             | 2025-11-06      | Fixed         | 36.33%                | No            |                  2 | On Loan: No      |
| Bright Horizons Family Solutions LLC                            | Bright Horizons Family Solutions LLC, 1st Lien Term Loan B                        | CUSIP: 10919RAR0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    327714 | PA      | $328614.76    | 0.02%             | 2032-08-23      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                      | Occidental Petroleum Corp.                                                        | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    106000 | PA      | $113792.70    | 0.01%             | 2030-09-01      | Fixed         | 6.62%                 | 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      | $119344.93    | 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        |     97337 | NS      | $165432.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                  | Blackstone Private Credit Fund                                                    | CUSIP: 09261HBW6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101418.60    | 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      | $205260.00    | 0.01%             | 2030-05-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                | Kroger Co. (The)                                                                  | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      3893 | NS      | $247711.59    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eyecare Partners LLC                                            | EyeCare Partners LLC, 1st Lien Term Loan B                                        | CUSIP: 30233PAT7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    136723 | PA      | $79598.78     | 0.01%             | 2028-11-30      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                                            | Allstate Corp. (The)                                                              | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |       840 | NS      | $160876.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Merlin Properties Socimi SA                                     | Merlin Properties Socimi SA                                                       | CUSIP: N/A<br>LEI: 959800L8KD863DP30X04       | Long             | EC               | CORP              | ES        |     42981 | NS      | $669569.57    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Realty Trust, Inc.                                      | Digital Realty Trust, Inc.                                                        | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |      6808 | NS      | $1160151.28   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Windstream Services LLC                                         | Windstream Services LLC                                                           | CUSIP: 97381AAA0<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    650000 | PA      | $663744.85    | 0.05%             | 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      | $37447.37     | 0.00%             | 2027-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                          | Ardagh Metal Packaging Finance USA LLC                                            | CUSIP: N/A<br>LEI: 635400YUJMWFYRBL5293       | Long             | DBT              | CORP              | US        |    200000 | PA      | $215225.03    | 0.02%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CD&R Firefly Bidco plc                                          | CD&R Firefly Bidco plc                                                            | CUSIP: N/A<br>LEI: 213800OAU5VX61DYZ558       | Long             | DBT              | CORP              | GB        |    430000 | PA      | $590394.12    | 0.04%             | 2029-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Primo Brands Corp.                                              | Primo Brands Corp., 1st Lien Term Loan                                            | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |    246415 | PA      | $247018.22    | 0.02%             | 2028-03-31      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                            | Icahn Enterprises LP                                                              | CUSIP: 451102CF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43000 | PA      | $43152.65     | 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        |      5227 | NS      | $472753.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Middleby Corp. (The)                                            | Middleby Corp. (The)                                                              | CUSIP: 83371T764<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |       800 | NS      | $100428.27    | 0.01%             | 2025-11-17      | Fixed         | 28.34%                | No            |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.                                   | Surgery Center Holdings, Inc.                                                     | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    412000 | PA      | $423911.74    | 0.03%             | 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        |    171000 | PA      | $177571.87    | 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        |    163244 | PA      | $145205.78    | 0.01%             | 2031-04-08      | Variable      | 8.29%                 | No            |                  2 | On Loan: No      |
| Tokyo Gas Co. Ltd.                                              | Tokyo Gas Co. Ltd.                                                                | CUSIP: N/A<br>LEI: 353800678EIJLOQSWZ83       | Long             | EC               | CORP              | JP        |      3900 | NS      | $136867.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                               | Merck & Co., Inc.                                                                 | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     14384 | NS      | $1236736.32   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Digicel International Finance Ltd.                              | Digicel International Finance Ltd.                                                | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $399000.00    | 0.03%             | 2032-08-01      | Fixed         | 8.62%                 | No            |                  2 | 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        |    288166 | PA      | $283416.88    | 0.02%             | 2029-09-28      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                               | Genesis Energy LP                                                                 | CUSIP: 37185LAL6<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29180.61     | 0.00%             | 2028-02-01      | Fixed         | 7.75%                 | 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      | $39246.27     | 0.00%             | 2026-11-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp.                                              | Hormel Foods Corp.                                                                | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |      7026 | NS      | $151691.34    | 0.01%             |  |  |  | No            |                  1 | 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        |      7126 | PA      | $7106.60      | 0.00%             | 2032-04-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Swedish Krona                                                   | Swedish Krona                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SE        |     76685 | OU      | $8071.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexel SA                                                        | Rexel SA                                                                          | CUSIP: N/A<br>LEI: 969500N6AVPA51648T62       | Long             | EC               | CORP              | FR        |      7586 | NS      | $263044.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkshire Hathaway, Inc.                                        | Berkshire Hathaway, Inc.                                                          | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      7361 | NS      | $3540800.93   | 0.26%             | 2025-12-01      | Fixed         | 9.95%                 | No            |                  2 | On Loan: No      |
| Midcontinent Communications                                     | Midcontinent Communications                                                       | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |    138000 | PA      | $140565.56    | 0.01%             | 2032-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| New Immo Holding SA                                             | New Immo Holding SA                                                               | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $228674.48    | 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        |      3193 | NS      | $211009.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| New Mountain CLO 3 Ltd.                                         | New Mountain CLO 3 Ltd., Series CLO-3A, Class A1R                                 | CUSIP: 647550AQ5<br>LEI: 549300CEYMYPINCEX579 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1503993.75   | 0.11%             | 2038-10-20      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                       | Panther Escrow Issuer LLC                                                         | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    745000 | PA      | $769940.37    | 0.06%             | 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        |      9302 | NS      | $720514.43    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominican Republic                                              | Dominican Republic Government Bond                                                | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    383000 | PA      | $374574.00    | 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      | $183147.08    | 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      | $31041.54     | 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      | $151905.22    | 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      | $114802.88    | 0.01%             | 2026-01-29      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                        | Service Properties Trust                                                          | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    644000 | PA      | $679315.03    | 0.05%             | 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        |     13786 | PA      | $13784.45     | 0.00%             | 2027-08-02      | Variable      | 9.10%                 | No            |                  2 | On Loan: No      |
| Fedrigoni SpA                                                   | Fedrigoni SpA                                                                     | CUSIP: N/A<br>LEI: 8156004CE82074779D19       | Long             | DBT              | CORP              | IT        |    113000 | PA      | $126838.41    | 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        |    354000 | PA      | $418597.17    | 0.03%             | 2029-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                               | Clarios Global LP                                                                 | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    202000 | PA      | $206682.77    | 0.02%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                             | Ascent Resources Utica Holdings LLC                                               | CUSIP: 04364VAK9<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |     33000 | PA      | $38888.19     | 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      | $2509249.00   | 0.18%             | 2037-08-15      | Floating      | 7.41%                 | 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        |    220448 | PA      | $221274.18    | 0.02%             | 2032-05-27      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb, Inc.                                             | Bausch + Lomb Netherlands BV                                                      | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | DBT              | CORP              | CA        |    100000 | PA      | $116668.35    | 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        |    269793 | PA      | $251582.04    | 0.02%             | 2027-11-24      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| CPI Holdco B LLC                                                | CPI Holdco B LLC, 1st Lien Term Loan                                              | CUSIP: 1261MAAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    214000 | PA      | $213828.80    | 0.02%             | 2031-05-19      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Worldline SA                                                    | Worldline SA                                                                      | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $91667.75     | 0.01%             | 2030-06-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                         | Sasol Financing USA LLC                                                           | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $169450.00    | 0.01%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                        | Bayer AG, Series DLzu                                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      5500 | NS      | $170209.39    | 0.01%             | 2025-11-06      | Fixed         | 27.40%                | No            |                  2 | On Loan: No      |
| QXO Building Products, Inc.                                     | QXO Building Products, Inc.                                                       | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    258000 | PA      | $267095.27    | 0.02%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                               | CIFC Funding Ltd., Series 2019-5A, Class A1R2                                     | CUSIP: 12554XAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2400000 | PA      | $2403479.28   | 0.17%             | 2038-10-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Avoca CLO XVIII DAC                                             | Avoca CLO XVIII DAC, Series 18X, Class DR                                         | CUSIP: N/A<br>LEI: 549300K6K5XESJRIKM24       | Long             | ABS-CBDO         | CORP              | IE        |    100000 | PA      | $114952.12    | 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        |    199000 | PA      | $203506.36    | 0.01%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BE Semiconductor Industries NV                                  | BE Semiconductor Industries NV                                                    | CUSIP: N/A<br>LEI: 7245007A1YFLI2GNYX06       | Long             | EC               | CORP              | NL        |      3293 | NS      | $561443.84    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1611.76     | -0.00%            |  |  |  | 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        |    461512 | PA      | $462841.66    | 0.03%             | 2031-10-31      | Variable      | 6.16%                 | 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      | $1331.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamaha Motor Co. Ltd.                                           | Yamaha Motor Co. Ltd.                                                             | CUSIP: N/A<br>LEI: 3538004LR5NXILJDHY88       | Long             | EC               | CORP              | JP        |     38500 | NS      | $277383.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EastGroup Properties, Inc.                                      | EastGroup Properties, Inc.                                                        | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      5623 | NS      | $981382.19    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrise FinCo. I BV                                             | Sunrise FinCo. I BV                                                               | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $381064.00    | 0.03%             | 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      | $104402.38    | 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      | $189038.00    | 0.01%             | 2047-04-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Energean plc                                                    | Energean plc                                                                      | CUSIP: N/A<br>LEI: 549300RVMKU0CYUZBB05       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $115744.50    | 0.01%             | 2031-05-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                                   | Industria de Diseno Textil SA                                                     | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |     44766 | NS      | $2471996.62   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland                                              | Republic of Poland                                                                | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     75000 | PA      | $76177.50     | 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        |    177000 | PA      | $174372.35    | 0.01%             | 2028-11-15      | Fixed         | 4.12%                 | 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      | $3499988.10   | 0.25%             | 2034-10-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Lasertec Corp.                                                  | Lasertec Corp.                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3300 | NS      | $670006.90    | 0.05%             |  |  |  | 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      | $40953.43     | 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      | $200662.00    | 0.01%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                            | SoftBank Group Corp.                                                              | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    200000 | PA      | $204000.00    | 0.01%             | 2031-01-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                        | NGL Energy Operating LLC                                                          | CUSIP: 62922LAD0<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |    192000 | PA      | $196322.30    | 0.01%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Middleby Corp. (The)                                            | Middleby Corp. (The)                                                              | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |      1090 | NS      | $135410.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp.                                            | Meritage Homes Corp.                                                              | CUSIP: 59001ABF8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    107000 | PA      | $106581.31    | 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      | $459378.80    | 0.03%             | 2033-02-15      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                                     | Service Corp. International                                                       | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    148000 | PA      | $150153.84    | 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      | $17847.71     | 0.00%             | 2038-07-15      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                          | Cie de Saint-Gobain SA                                                            | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |      4428 | NS      | $429790.83    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |     45000 | PA      | $1128.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                          | LifePoint Health, Inc.                                                            | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     80000 | PA      | $86383.20     | 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      | $31027.16     | 0.00%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                         | Citigroup Global Markets Holdings, Inc.                                           | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |     12916 | NS      | $6786846.27   | 0.49%             | 2025-12-16      | Fixed         | 17.47%                | No            |                  2 | On Loan: No      |
| Sunoco LP                                                       | Sunoco LP                                                                         | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    443000 | PA      | $449866.50    | 0.03%             | 2030-09-18      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                           | DirecTV Financing LLC                                                             | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     78000 | PA      | $77678.90     | 0.01%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                  | Community Health Systems, Inc.                                                    | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     62000 | PA      | $58117.40     | 0.00%             | 2030-05-15      | Fixed         | 5.25%                 | 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      | $12808.78     | 0.00%             | 2031-11-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                             | Iron Mountain, Inc., 1st Lien Term Loan                                           | CUSIP: 46284NAV1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | LON              | CORP              | US        |     80000 | PA      | $79983.20     | 0.01%             | 2031-01-31      | Variable      | 5.96%                 | 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        |    564061 | PA      | $563355.56    | 0.04%             | 2030-03-15      | Variable      | 8.71%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                        | Vinci SA                                                                          | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      2500 | NS      | $248636.90    | 0.02%             | 2025-11-17      | Fixed         | 24.58%                | No            |                  2 | On Loan: No      |
| CQP Holdco LP                                                   | CQP Holdco LP                                                                     | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $247343.83    | 0.02%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SPX FLOW, Inc.                                                  | SPX FLOW, Inc., 1st Lien Term Loan                                                | CUSIP: 78470DAW8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    667451 | PA      | $670821.82    | 0.05%             | 2029-04-05      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Kleopatra Finco SARL                                            | Kleopatra Finco SARL                                                              | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | DBT              | CORP              | LU        |    310000 | PA      | $141141.99    | 0.01%             | 2026-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1680.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITE Group plc (The)                                           | UNITE Group plc (The)                                                             | CUSIP: N/A<br>LEI: 213800BBUUWVDH9YI827       | Long             | EC               | CORP              | GB        |     59693 | NS      | $445263.42    | 0.03%             |  |  |  | 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      | $29340.16     | 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      | $221549.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                          | Republic of Paraguay                                                              | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |    398000 | PA      | $352432.98    | 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      | $186324.54    | 0.01%             | 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        |      2125 | NS      | $364905.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp.                                         | Regions Financial Corp.                                                           | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      5412 | NS      | $130970.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp.                                           | Range Resources Corp.                                                             | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |      3129 | NS      | $111235.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Level 3 Financing, Inc.                                         | Level 3 Financing, Inc.                                                           | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    716423 | PA      | $733822.77    | 0.05%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                       | O'Reilly Automotive, Inc., Series 00Ha                                            | CUSIP: 61778P338<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |     27818 | NS      | $2662336.49   | 0.19%             | 2025-12-05      | Fixed         | 15.88%                | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                             | Ardonagh Finco Ltd.                                                               | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |    600000 | PA      | $627571.20    | 0.05%             | 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      | $467675.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies, Inc.                                        | Lumen Technologies, Inc.                                                          | CUSIP: 550241AB9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38487.34     | 0.00%             | 2029-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial, Inc.                               | Fidelity National Financial, Inc.                                                 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      2800 | NS      | $156067.38    | 0.01%             | 2025-11-24      | Fixed         | 22.26%                | No            |                  2 | On Loan: No      |
| Ipsen SA                                                        | Ipsen SA                                                                          | CUSIP: N/A<br>LEI: 549300M6SGDPB4Z94P11       | Long             | EC               | CORP              | FR        |      2146 | NS      | $301580.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MVM Energetika Zrt.                                             | MVM Energetika Zrt.                                                               | CUSIP: N/A<br>LEI: 529900ELI5AQ9F74PF85       | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $211938.00    | 0.02%             | 2028-06-09      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC                                       | Stonepeak Nile Parent LLC, 1st Lien Term Loan                                     | CUSIP: 86184XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    129000 | PA      | $128811.66    | 0.01%             | 2032-04-09      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Veon Midco BV                                                   | Veon Midco BV                                                                     | CUSIP: N/A<br>LEI: 213800GOFSH7EPKBRE50       | Long             | DBT              | CORP              | NL        |    200000 | PA      | $187518.54    | 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      | $132238.60    | 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      | $3005678.10   | 0.22%             | 2038-07-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                      | Builders FirstSource, Inc.                                                        | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32104.31     | 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      | $257040.95    | 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: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    770577 | PA      | $766338.47    | 0.06%             | 2030-12-02      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                          | Becton Dickinson & Co.                                                            | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      4625 | NS      | $826533.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Filtration Group Corp.                                          | Filtration Group Corp., 1st Lien Term Loan                                        | CUSIP: 31732FAX4<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |    768587 | PA      | $771308.02    | 0.06%             | 2028-10-23      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                | Sabre GLBL, Inc., 1st Lien Term Loan B1                                           | CUSIP: 78571YBG4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     36758 | PA      | $34797.69     | 0.00%             | 2027-12-17      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                                   | AIB Group plc                                                                     | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |    200000 | PA      | $235986.65    | 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      | $168388.50    | 0.01%             | 2032-12-01      | Fixed         | 1.86%                 | 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      | $90319.61     | 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        |    185300 | NS      | $1872872.90   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Estate Co. Ltd.                                      | Mitsubishi Estate Co. Ltd.                                                        | CUSIP: N/A<br>LEI: 353800KOFMRGOXSJ5Z65       | Long             | EC               | CORP              | JP        |     15800 | NS      | $334831.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                    | Trivium Packaging Finance BV                                                      | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $207194.80    | 0.02%             | 2030-07-15      | Fixed         | 8.25%                 | 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        |    423885 | PA      | $424950.99    | 0.03%             | 2031-01-27      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp.                                           | Reworld Holding Corp.                                                             | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     36000 | PA      | $33827.17     | 0.00%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                | Boeing Co. (The), Series EMtA                                                     | CUSIP: 61778P163<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |       900 | NS      | $181989.70    | 0.01%             | 2025-11-10      | Fixed         | 23.43%                | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                             | Medline Borrower LP                                                               | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     68000 | PA      | $66048.84     | 0.00%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Orion OYJ                                                       | Orion OYJ, Class B                                                                | CUSIP: N/A<br>LEI: 74370029VAHCXDR7B745       | Long             | EC               | CORP              | FI        |      9412 | NS      | $657267.71    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LABL, Inc.                                                      | LABL, Inc.                                                                        | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |     76000 | PA      | $54178.23     | 0.00%             | 2028-11-01      | Fixed         | 5.88%                 | 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      | $-0.47        | -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      | $10987.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co., Inc.                                   | Dynasty Acquisition Co., Inc., 1st Lien Term Loan B2                              | CUSIP: 26812CAP1<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |    281306 | PA      | $281671.83    | 0.02%             | 2031-10-31      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Archrock Partners LP                                            | Archrock Partners LP                                                              | CUSIP: 03959KAD2<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |    166000 | PA      | $170605.17    | 0.01%             | 2032-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Aroundtown Finance SARL                                         | Aroundtown Finance Sarl                                                           | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |    250000 | PA      | $282973.39    | 0.02%             | 2031-04-30      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                      | Cloud Software Group, Inc.                                                        | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    325000 | PA      | $341514.55    | 0.02%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                     | Petrobras Global Finance BV                                                       | CUSIP: 71645WAS0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    315000 | PA      | $321079.50    | 0.02%             | 2041-01-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                | Bank of Montreal                                                                  | CUSIP: 06370D456<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |      3100 | NS      | $101643.05    | 0.01%             | 2025-11-20      | Fixed         | 26.60%                | No            |                  2 | On Loan: No      |
| Bayer AG                                                        | Bayer AG                                                                          | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |    400000 | PA      | $475855.33    | 0.03%             | 2082-03-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                           | Bank of America Corp., Series E13B                                                | CUSIP: 61778P296<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |     54147 | NS      | $2844030.28   | 0.21%             | 2025-12-03      | Fixed         | 13.40%                | No            |                  2 | On Loan: No      |
| United Mexican States                                           | Mex Bonos Desarr Fix Rt                                                           | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     61000 | PA      | $309169.87    | 0.02%             | 2036-02-21      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Dayforce, Inc.                                                  | Dayforce, Inc., 1st Lien Term Loan B                                              | CUSIP: 23958CAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    539855 | PA      | $539855.08    | 0.04%             | 2031-03-01      | Variable      | 5.84%                 | No            |                  3 | On Loan: No      |
| Delta 2 (Lux) SARL                                              | Delta 2 (Lux) SARL, 1st Lien Term Loan B                                          | CUSIP: L2465BAW6<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |    774249 | PA      | $774489.24    | 0.06%             | 2031-09-30      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Coherent Corp.                                                  | Coherent Corp., 1st Lien Term Loan B3                                             | CUSIP: 45173JAT1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    224821 | PA      | $224890.74    | 0.02%             | 2029-07-02      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                    | Fibercop SpA                                                                      | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |    144000 | PA      | $169372.63    | 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      | $1184270.88   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International, Inc.                                 | Papa John's International, Inc.                                                   | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |     16665 | NS      | $829701.06    | 0.06%             | 2025-11-07      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| Chariot Buyer LLC                                               | Chariot Buyer LLC, 1st Lien Term Loan                                             | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |    744568 | PA      | $746429.57    | 0.05%             | 2032-09-08      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Essential Properties Realty Trust, Inc.                         | Essential Properties Realty Trust, Inc.                                           | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |     22970 | NS      | $686343.60    | 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      | $255221.50    | 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        |     12616 | NS      | $308082.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Point Operating Co. LP                                     | Five Point Operating Co. LP                                                       | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25550.50     | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | 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      | $1001191.50   | 0.07%             | 2035-01-15      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| ZoomInfo Technologies LLC                                       | ZoomInfo Technologies LLC                                                         | CUSIP: 98981BAA0<br>LEI: 254900NOX7TLOJ3WS309 | Long             | DBT              | CORP              | US        |     86000 | PA      | $81118.14     | 0.01%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | U.S. Treasury 10-Year Note                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     -1260 | NC      | $311001.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pike Corp.                                                      | Pike Corp., 1st Lien Term Loan                                                    | CUSIP: 72108PAR5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | LON              | CORP              | US        |    297611 | PA      | $299414.26    | 0.02%             | 2028-01-21      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                | Salesforce, Inc.                                                                  | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      3416 | NS      | $862601.66    | 0.06%             | 2025-12-01      | Fixed         | 22.79%                | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                            | Steel Dynamics, Inc.                                                              | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |       461 | NS      | $72284.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Capital LLC                                      | Outfront Media Capital LLC                                                        | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49000 | PA      | $51761.88     | 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        |    972540 | PA      | $974368.46    | 0.07%             | 2029-10-19      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                    | Verizon Communications, Inc.                                                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      1409 | NS      | $55993.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp.                                                       | AAR Corp.                                                                         | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       600 | NS      | $145032.13    | 0.01%             | 2025-11-24      | Fixed         | 16.57%                | No            |                  2 | On Loan: No      |
| Raymond James Financial, Inc.                                   | Raymond James Financial, Inc.                                                     | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |       411 | NS      | $65213.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Digicel International Finance Ltd.                              | Digicel International Finance Ltd., 1st Lien Term Loan                            | CUSIP: G2761UAC5<br>LEI: N/A                  | Long             | LON              | CORP              | JM        |    160000 | PA      | $157040.00    | 0.01%             | 2032-08-09      | Variable      | 9.49%                 | No            |                  2 | On Loan: No      |
| Severn Trent plc                                                | Severn Trent plc                                                                  | CUSIP: N/A<br>LEI: 213800RPBXRETY4A4C59       | Long             | EC               | CORP              | GB        |     13013 | NS      | $475690.27    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Generac Power Systems, Inc.                                     | Generac Power Systems, Inc., 1st Lien Term Loan                                   | CUSIP: 36874VAQ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    201171 | PA      | $201841.31    | 0.01%             | 2031-06-12      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                                  | ARES Commercial Mortgage Trust, Series 2024-IND, Class A                          | CUSIP: 03990DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80000 | PA      | $80150.00     | 0.01%             | 2041-07-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                  | Univision Communications, Inc.                                                    | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     73000 | PA      | $74664.77     | 0.01%             | 2031-07-31      | Fixed         | 8.50%                 | 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      | $65565.09     | 0.00%             | 2028-08-23      | Variable      | 8.08%                 | No            |                  2 | On Loan: No      |
| Orix JREIT, Inc.                                                | Orix JREIT, Inc.                                                                  | CUSIP: N/A<br>LEI: 353800WVNTBIU65TA247       | Long             | EC               | CORP              | JP        |       352 | NS      | $238261.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                                         | Eni SpA                                                                           | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |     87842 | NS      | $1619761.11   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                              | Kingdom of Morocco                                                                | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |    279000 | PA      | $332201.80    | 0.02%             | 2035-04-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MKS, Inc.                                                       | MKS, Inc.                                                                         | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |    123000 | PA      | $147600.00    | 0.01%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                        | Vinci SA                                                                          | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |     27544 | NS      | $3683082.02   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                                        | Unipol Assicurazioni SpA                                                          | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | DBT              | CORP              | IT        |    100000 | PA      | $121422.34    | 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        |     36000 | PA      | $37369.51     | 0.00%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RR Donnelley & Sons Co.                                         | RR Donnelley & Sons Co.                                                           | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |    266000 | PA      | $272735.12    | 0.02%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                                               | Genuine Parts Co.                                                                 | CUSIP: 83371T665<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      2385 | NS      | $305581.69    | 0.02%             | 2025-12-10      | Fixed         | 16.45%                | No            |                  2 | On Loan: No      |
| Republic of Bulgaria                                            | Bulgaria Government Bond                                                          | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |    186000 | PA      | $186024.18    | 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        |      1749 | NS      | $200068.11    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pregis TopCo LLC                                                | Pregis Topco LLC, 1st Lien Term Loan                                              | CUSIP: 74045BAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    189066 | PA      | $190130.75    | 0.01%             | 2029-02-01      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems US Holdings, Inc.                        | Axalta Coating Systems US Holdings, Inc., Facility 1st Lien Term Loan B7          | CUSIP: 90347BAP3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    536554 | PA      | $537069.23    | 0.04%             | 2029-12-20      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| nVent Electric plc                                              | nVent Electric plc                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |       394 | NS      | $45053.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp.                                                       | RTX Corp.                                                                         | CUSIP: 83371T814<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      1200 | NS      | $197580.94    | 0.01%             | 2025-11-13      | Fixed         | 23.21%                | No            |                  2 | On Loan: No      |
| Currenta Group Holdings SARL                                    | Currenta Group Holdings SARL                                                      | CUSIP: N/A<br>LEI: 222100SF79KCJKYUPE47       | Long             | DBT              | CORP              | LU        |    100000 | PA      | $115733.69    | 0.01%             | 2032-05-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                         | American Airlines, Inc.                                                           | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     56000 | PA      | $58423.79     | 0.00%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Invitation Homes, Inc.                                          | Invitation Homes, Inc.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | SN               | CORP              | US        |     73522 | NS      | $2083781.57   | 0.15%             | 2025-12-03      | Fixed         | 16.61%                | No            |                  2 | On Loan: No      |
| Gryphon Debt Merger Sub, Inc.                                   | Gryphon Debt Merger Sub, Inc., 1st Lien Term Loan                                 | CUSIP: 40054QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    253000 | PA      | $254108.14    | 0.02%             | 2032-09-13      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| HONO Mortgage Trust                                             | HONO Mortgage Trust, Series 2021-LULU, Class A                                    | CUSIP: 40390MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    280000 | PA      | $277200.00    | 0.02%             | 2036-10-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                         | Molina Healthcare, Inc.                                                           | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      2400 | NS      | $367344.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NAK Naftogaz Ukraine                                            | NAK Naftogaz Ukraine                                                              | CUSIP: N/A<br>LEI: 213800PUC1T9GI6EIO63       | Long             | DBT              | CORP              | GB        |    188709 | PA      | $186737.00    | 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        |    154219 | PA      | $154749.78    | 0.01%             | 2028-11-16      | Variable      | 7.76%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                 | TransDigm, Inc., 1st Lien Term Loan L                                             | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    228864 | PA      | $228989.56    | 0.02%             | 2032-01-19      | Variable      | 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      | $69.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asurion LLC                                                     | Asurion LLC, 1st Lien Term Loan B13                                               | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    579097 | PA      | $576444.81    | 0.04%             | 2030-09-19      | Variable      | 8.21%                 | No            |                  2 | On Loan: No      |
| Loxam SAS                                                       | Loxam SAS                                                                         | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |    308000 | PA      | $353896.71    | 0.03%             | 2031-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Contego CLO V DAC                                               | Contego CLO V DAC, Series 5X, Class DR                                            | CUSIP: N/A<br>LEI: 549300RF10WJ1D9VYK55       | Long             | ABS-CBDO         | CORP              | IE        |    100000 | PA      | $115182.16    | 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        |     86988 | PA      | $74538.54     | 0.01%             | 2030-02-18      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| NEXTDC Ltd.                                                     | NEXTDC Ltd.                                                                       | CUSIP: N/A<br>LEI: 529900RTERU3X7G3D672       | Long             | EC               | CORP              | AU        |     32082 | NS      | $329833.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Teleperformance SE                                              | Teleperformance SE                                                                | CUSIP: N/A<br>LEI: 9695004GI61FHFFNRG61       | Long             | EC               | CORP              | FR        |      2163 | NS      | $154456.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                            | Clear Channel Outdoor Holdings, Inc.                                              | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    533000 | PA      | $558779.61    | 0.04%             | 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      | $221170.34    | 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      | $43055.72     | 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        |    134000 | PA      | $122400.83    | 0.01%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | 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      | $2000986.60   | 0.15%             | 2038-04-20      | Floating      | 6.38%                 | 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      | $71236.43     | 0.01%             | 2032-06-02      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                      | Lamb Weston Holdings, Inc.                                                        | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |      3258 | NS      | $201116.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                                               | FirstEnergy Corp.                                                                 | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |     61198 | NS      | $2813683.09   | 0.20%             | 2025-11-26      | Fixed         | 22.47%                | No            |                  2 | On Loan: No      |
| LoanCore 2025 Issuer LLC                                        | LoanCore 2025 Issuer LLC, Series 2025-CRE8, Class A                               | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    940000 | PA      | $939324.01    | 0.07%             | 2042-08-17      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP                                    | MPT Operating Partnership LP                                                      | CUSIP: 55342UAQ7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |    363000 | PA      | $380308.93    | 0.03%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                         | Progressive Corp. (The)                                                           | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      2078 | NS      | $428068.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Invincible Investment Corp.                                     | Invincible Investment Corp.                                                       | CUSIP: N/A<br>LEI: 353800JY6M2692VAV685       | Long             | EC               | CORP              | JP        |       782 | NS      | $349392.86    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                          | Becton Dickinson & Co.                                                            | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      3782 | NS      | $677277.00    | 0.05%             | 2025-11-06      | Fixed         | 13.19%                | No            |                  2 | On Loan: No      |
| CK Asset Holdings Ltd.                                          | CK Asset Holdings Ltd.                                                            | CUSIP: N/A<br>LEI: 5299006GJZSGP78B8S35       | Long             | EC               | CORP              | KY        |     72500 | NS      | $358675.40    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Baldwin Insurance Group Holdings LLC                            | Baldwin Insurance Group Holdings LLC (The), 1st Lien Term Loan B2                 | CUSIP: 05825HAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    231524 | PA      | $231813.83    | 0.02%             | 2031-05-26      | Variable      | 6.55%                 | No            |                  3 | On Loan: No      |
| Planview Parent, Inc.                                           | Planview Parent, Inc., 1st Lien Term Loan B                                       | CUSIP: 72751PAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     81237 | PA      | $79130.12     | 0.01%             | 2027-12-17      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Element Solutions, Inc.                                         | Element Solutions, Inc.                                                           | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |    209000 | PA      | $202270.22    | 0.01%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                | Raiffeisen Bank International AG                                                  | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | EC               | CORP              | AT        |      6051 | NS      | $225582.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                    | Ecopetrol SA                                                                      | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    270000 | PA      | $292693.50    | 0.02%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                       | Westinghouse Air Brake Technologies Corp.                                         | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |       174 | NS      | $35572.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CCC Intelligent Solutions, Inc.                                 | CCC Intelligent Solutions, Inc., 1st Lien Term Loan                               | CUSIP: 12511BAC6<br>LEI: 5493006JEEL9RIWY5T17 | Long             | LON              | CORP              | US        |    989588 | PA      | $990053.57    | 0.07%             | 2032-01-23      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                      | Vmed O2 UK Financing I plc                                                        | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $234735.79    | 0.02%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                           | Republic of Guatemala                                                             | CUSIP: 401494AX7<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    300000 | PA      | $330063.12    | 0.02%             | 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      | $64732.99     | 0.00%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Regatta XXIV Funding Ltd.                                       | Regatta XXIV Funding Ltd., Series 2021-5A, Class AR                               | CUSIP: 75889HAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2005072.40   | 0.15%             | 2038-01-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                              | Koninklijke KPN NV                                                                | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |    161466 | NS      | $747178.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayer AG                                                        | Bayer AG (Registered)                                                             | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |     24253 | NS      | $754377.20    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Croda International plc                                         | Croda International plc                                                           | CUSIP: N/A<br>LEI: 2138004WCNBFJEEOXV26       | Long             | EC               | CORP              | GB        |      5311 | NS      | $201611.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Grifols SA                                                      | Grifols SA                                                                        | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |    300000 | PA      | $363305.56    | 0.03%             | 2030-05-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2293.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                 | Solventum Corp.                                                                   | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |      3524 | NS      | $243296.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Energean plc                                                    | Energean plc                                                                      | CUSIP: N/A<br>LEI: 549300RVMKU0CYUZBB05       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $115752.57    | 0.01%             | 2031-05-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Turkcell Iletisim Hizmetleri A/S                                | Turkcell Iletisim Hizmetleri A/S                                                  | CUSIP: 900111AD7<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $209662.00    | 0.02%             | 2032-01-24      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| HT Troplast GmbH                                                | HT Troplast GmbH                                                                  | CUSIP: N/A<br>LEI: 529900Y2N2GAY3FXGP86       | Long             | DBT              | CORP              | DE        |    175000 | PA      | $209512.87    | 0.02%             | 2028-07-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                         | Citigroup Global Markets Holdings, Inc., Series DM1c                              | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |      1900 | NS      | $46779.72     | 0.00%             | 2025-12-18      | Fixed         | 24.20%                | No            |                  2 | On Loan: No      |
| Guardian US Holdco LLC                                          | Guardian US Holdco LLC, 1st Lien Term Loan                                        | CUSIP: 40147EAB5<br>LEI: 254900OSYC6XQ21DY128 | Long             | LON              | CORP              | US        |     79394 | PA      | $79410.87     | 0.01%             | 2030-01-31      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                  | Raven Acquisition Holdings LLC, 1st Lien Term Loan                                | CUSIP: 75419XAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    178608 | PA      | $178592.08    | 0.01%             | 2031-11-19      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| Crocs, Inc.                                                     | Crocs, Inc.                                                                       | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27544.49     | 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        |       264 | NS      | $65094.79     | 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      | $-1397.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                           | Cardinal Health, Inc.                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     13349 | NS      | $2266211.60   | 0.16%             | 2025-12-09      | Fixed         | 19.63%                | No            |                  2 | On Loan: No      |
| AXA SA                                                          | AXA SA                                                                            | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |     54684 | NS      | $2372651.90   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Robinhood Markets, Inc.                                         | Robinhood Markets, Inc., Series 122z                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      2685 | NS      | $384880.78    | 0.03%             | 2025-12-01      | Fixed         | 43.69%                | No            |                  2 | On Loan: No      |
| Whatabrands LLC                                                 | Whatabrands LLC, 1st Lien Term Loan B                                             | CUSIP: 96244UAJ6<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |    194213 | PA      | $194562.25    | 0.01%             | 2028-08-03      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                           | OneMain Finance Corp.                                                             | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     39000 | PA      | $40252.64     | 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        |    199995 | PA      | $200121.00    | 0.01%             | 2030-02-06      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| McCormick & Co., Inc.                                           | McCormick & Co., Inc. (Non-Voting)                                                | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |      1553 | NS      | $99640.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods, Inc.                                                  | US Foods, Inc., 1st Lien Term Loan B                                              | CUSIP: 90351HAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    121085 | PA      | $121955.60    | 0.01%             | 2031-10-03      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp.                                          | Costco Wholesale Corp., Series F11L                                               | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      5025 | NS      | $4565625.03   | 0.33%             | 2025-12-12      | Fixed         | 9.72%                 | 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      | $311598.79    | 0.02%             | 2028-04-25      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| Intrum Investments And Financing AB                             | Intrum Investments And Financing AB, Series 1                                     | CUSIP: N/A<br>LEI: 984500D7B1EFD7460452       | Long             | DBT              | CORP              | SE        |    139948 | PA      | $140984.04    | 0.01%             | 2028-09-11      | Fixed         | 7.75%                 | 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        |    241000 | PA      | $236982.12    | 0.02%             | 2029-10-30      | 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      | $115.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pachelbel Bidco SpA                                             | Pachelbel Bidco SpA                                                               | CUSIP: N/A<br>LEI: 8156005DA07CDD50CC46       | Long             | DBT              | CORP              | IT        |    100000 | PA      | $116116.40    | 0.01%             | 2031-05-17      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Pachelbel Bidco SpA                                             | Pachelbel Bidco SpA                                                               | CUSIP: N/A<br>LEI: 8156005DA07CDD50CC46       | Long             | DBT              | CORP              | IT        |    100000 | PA      | $123502.07    | 0.01%             | 2031-05-17      | Fixed         | 7.12%                 | No            |                  2 | 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      | $1598312.16   | 0.12%             | 2031-07-16      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1005.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                       | UDR, Inc.                                                                         | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |     19625 | NS      | $661166.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Learfield Communications LLC                                    | Learfield Communications LLC, 1st Lien Term Loan                                  | CUSIP: 00165HAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    162520 | PA      | $163562.08    | 0.01%             | 2028-06-30      | Variable      | 8.66%                 | No            |                  2 | On Loan: No      |
| Proofpoint, Inc.                                                | Proofpoint, Inc., 1st Lien Term Loan                                              | CUSIP: 74345HAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     86000 | PA      | $86310.46     | 0.01%             | 2028-08-31      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                      | Archer-Daniels-Midland Co.                                                        | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     15492 | NS      | $937015.85    | 0.07%             | 2025-11-05      | Fixed         | 15.96%                | No            |                  2 | On Loan: No      |
| Telstra Group Ltd.                                              | Telstra Group Ltd.                                                                | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | EC               | CORP              | AU        |    168448 | NS      | $538164.20    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                 | Sinclair Television Group, Inc.                                                   | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    234000 | PA      | $238467.06    | 0.02%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                  | NCL Corp. Ltd.                                                                    | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    212000 | PA      | $214420.83    | 0.02%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Lender LLC                                    | Rivers Enterprise Lender LLC                                                      | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $41334.17     | 0.00%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                           | OneMain Finance Corp.                                                             | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     71000 | PA      | $73013.42     | 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      | $388979.55    | 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      | $54087.07     | 0.00%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Henkel AG & Co. KGaA                                            | Henkel AG & Co. KGaA, Series MTQH                                                 | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | Long             | SN               | CORP              | GB        |      2800 | NS      | $227248.35    | 0.02%             | 2025-11-06      | Fixed         | 17.00%                | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                | CSC Holdings LLC                                                                  | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185576.88    | 0.01%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Telecom Italia Capital SA                                       | Telecom Italia Capital SA                                                         | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    151000 | PA      | $168830.36    | 0.01%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                                   | Nomura Bank International plc                                                     | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |     22565 | NS      | $2785596.83   | 0.20%             | 2025-12-17      | Fixed         | 15.92%                | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                       | Williams Cos., Inc. (The)                                                         | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     17919 | NS      | $1036972.53   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co., Inc.                                  | American Water Works Co., Inc.                                                    | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      1179 | NS      | $151418.97    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prysmian SpA                                                    | Prysmian SpA                                                                      | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | DBT              | CORP              | IT        |    200000 | PA      | $240624.22    | 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        |     46000 | PA      | $49611.09     | 0.00%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                           | Walt Disney Co. (The), Series DM02                                                | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |       400 | NS      | $44578.39     | 0.00%             | 2025-12-04      | Fixed         | 25.28%                | No            |                  2 | On Loan: No      |
| Barrick Mining Corp.                                            | Barrick Mining Corp.                                                              | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |      3446 | NS      | $113028.80    | 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      | $81377.73     | 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      | $109186.25    | 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      | $201562.50    | 0.01%             | 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        |    105000 | PA      | $109826.12    | 0.01%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Lear Corp.                                                      | Lear Corp.                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       700 | NS      | $73539.54     | 0.01%             | 2025-11-10      | Fixed         | 33.23%                | No            |                  2 | On Loan: No      |
| Hologic, Inc.                                                   | Hologic, Inc.                                                                     | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      4030 | NS      | $297857.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Saudi Arabia                                         | Kingdom of Saudi Arabia                                                           | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |    315000 | PA      | $318742.20    | 0.02%             | 2030-04-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                             | Herc Holdings, Inc.                                                               | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     43000 | PA      | $45335.03     | 0.00%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| USA Compression Partners LP                                     | USA Compression Partners LP                                                       | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    127000 | PA      | $131170.68    | 0.01%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Deepocean Ltd.                                                  | Deepocean Ltd.                                                                    | CUSIP: N/A<br>LEI: 213800OYKN2J6ZFIFU40       | Long             | DBT              | CORP              | JE        |    100000 | PA      | $117162.84    | 0.01%             | 2031-04-08      | Fixed         | 6.00%                 | 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        |    135735 | PA      | $107134.59    | 0.01%             | 2028-10-06      | Variable      | 8.28%                 | No            |                  2 | On Loan: No      |
| Ball Corp.                                                      | Ball Corp.                                                                        | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     46000 | PA      | $46558.95     | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RealPage, Inc.                                                  | RealPage, Inc., 1st Lien Term Loan                                                | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    416801 | PA      | $415800.89    | 0.03%             | 2028-04-24      | Variable      | 7.26%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Co. (The)                                           | Kraft Heinz Co. (The)                                                             | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |      4900 | NS      | $122421.16    | 0.01%             | 2025-12-15      | Fixed         | 26.72%                | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                         | Talen Energy Supply LLC, 1st Lien Term Loan B                                     | CUSIP: 87422LBA7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    195000 | PA      | $194838.15    | 0.01%             | 2032-10-12      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                 | Telefonaktiebolaget LM Ericsson, Class B                                          | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |    112652 | NS      | $1142952.28   | 0.08%             |  |  |  | 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      | $300281.25    | 0.02%             | 2039-06-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Alstom SA                                                       | Alstom SA                                                                         | CUSIP: N/A<br>LEI: 96950032TUYMW11FB530       | Long             | EC               | CORP              | FR        |     21307 | NS      | $532836.71    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Orbcomm, Inc.                                                   | Orbcomm, Inc., 1st Lien Term Loan                                                 | CUSIP: 68558RAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    105267 | PA      | $97371.96     | 0.01%             | 2028-09-01      | Variable      | 8.50%                 | No            |                  3 | On Loan: No      |
| Mativ Holdings, Inc.                                            | Mativ Holdings, Inc.                                                              | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31009.21     | 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      | $1004290.30   | 0.07%             | 2037-07-18      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                      | Fertitta Entertainment LLC                                                        | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    169000 | PA      | $161696.61    | 0.01%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LondonMetric Property plc                                       | LondonMetric Property plc                                                         | CUSIP: N/A<br>LEI: 213800OCERWWPQDURL87       | Long             | EC               | CORP              | GB        |    388358 | NS      | $971596.26    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Amynta Agency Borrower, Inc.                                    | Amynta Agency Borrower, Inc., 1st Lien Term Loan                                  | CUSIP: 57810JAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    538158 | PA      | $538577.46    | 0.04%             | 2031-12-29      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Brookdale Senior Living, Inc.                                   | Brookdale Senior Living, Inc.                                                     | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               | CORP              | US        |     80835 | NS      | $749340.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LABL, Inc.                                                      | LABL, Inc., 1st Lien Term Loan B                                                  | CUSIP: 50168EAN2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | LON              | CORP              | US        |    424408 | PA      | $318607.30    | 0.02%             | 2028-10-30      | Variable      | 8.94%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                       | Bank of Nova Scotia (The)                                                         | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |     50984 | NS      | $3343922.26   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                                              | Banco Santander SA                                                                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |     90951 | NS      | $926807.95    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                                | UWM Holdings LLC                                                                  | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    174000 | PA      | $177268.59    | 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      | $144043.21    | 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        |    118000 | PA      | $125225.61    | 0.01%             | 2031-10-15      | Fixed         | 7.75%                 | 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      | $465.87       | 0.00%             |  |  |  | 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      | $2005309.60   | 0.15%             | 2037-07-21      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                 | TransDigm, Inc.                                                                   | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    397000 | PA      | $411404.35    | 0.03%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings, Inc.                                     | Endo Finance Holdings, Inc., 1st Lien Term Loan                                   | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    129597 | PA      | $128754.60    | 0.01%             | 2031-04-23      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| Avianca Midco 2 plc                                             | Avianca Midco 2 plc                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |    165000 | PA      | $165103.13    | 0.01%             | 2028-12-01      | Fixed         | 9.00%                 | 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      | $1151424.51   | 0.08%             | 2039-12-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                     | Allied Universal Holdco LLC                                                       | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    695000 | PA      | $723645.00    | 0.05%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Eiffage SA                                                      | Eiffage SA                                                                        | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |      4272 | NS      | $525668.96    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                               | EMRLD Borrower LP, 1st Lien Term Loan                                             | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    562559 | PA      | $560179.33    | 0.04%             | 2031-08-04      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                             | Volkswagen International Finance NV                                               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $119159.34    | 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      | $17835.00     | 0.00%             | 2029-11-01      | Variable      | 10.94%                | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                 | TransDigm, Inc., 1st Lien Term Loan J                                             | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   1378144 | PA      | $1379660.28   | 0.10%             | 2031-02-28      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Alterra Mountain Co.                                            | Alterra Mountain Co., 1st Lien Term Loan B8                                       | CUSIP: 46124CAS6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    254301 | PA      | $254778.63    | 0.02%             | 2030-05-31      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                       | BPR Trust, Series 2021-TY, Class E                                                | CUSIP: 05592AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $321361.11    | 0.02%             | 2038-09-15      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Fiber Midco SpA                                                 | Fiber Midco SpA                                                                   | CUSIP: N/A<br>LEI: 8156000AFE5C06C4D309       | Long             | DBT              | CORP              | IT        |    100000 | PA      | $101966.40    | 0.01%             | 2029-06-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems, Inc.                                 | Advanced Drainage Systems, Inc.                                                   | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |     73000 | PA      | $74367.58     | 0.01%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                         | GFL Environmental, Inc.                                                           | CUSIP: 36168QAP9<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     87000 | PA      | $85084.96     | 0.01%             | 2029-08-15      | Fixed         | 4.38%                 | 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      | $754.95       | 0.00%             |  |  |  | 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        |     43885 | NS      | $2160533.80   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Enpro, Inc.                                                     | Enpro, Inc.                                                                       | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36826.78     | 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      | $805129.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC Holdings LLC                                                | CSC Holdings LLC                                                                  | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    257000 | PA      | $225487.43    | 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        |    214000 | PA      | $212888.16    | 0.02%             | 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        |     51000 | PA      | $50357.93     | 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      | $115701.44    | 0.01%             | 2037-02-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Rentokil Initial plc                                            | Rentokil Initial plc, Series MTNR                                                 | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     43400 | NS      | $238001.47    | 0.02%             | 2025-12-11      | Fixed         | 13.22%                | No            |                  2 | On Loan: No      |
| Palfinger AG                                                    | Palfinger AG                                                                      | CUSIP: N/A<br>LEI: 529900IFAV83BX8O1O91       | Long             | EC               | CORP              | AT        |      1603 | NS      | $60050.52     | 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      | $12.48        | 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      | $-37.22       | -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        |    232605 | PA      | $232648.98    | 0.02%             | 2027-07-30      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                             | Medline Borrower LP, 1st Lien Term Loan                                           | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   1963935 | PA      | $1965545.03   | 0.14%             | 2028-10-23      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| South Bow Corp.                                                 | South Bow Corp.                                                                   | CUSIP: 83671M105<br>LEI: 2549000XS5TAFA3YF943 | Long             | EC               | CORP              | CA        |      4799 | NS      | $124438.07    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amsted Industries, Inc.                                         | Amsted Industries, Inc.                                                           | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    134000 | PA      | $138681.29    | 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        |      4299 | NS      | $424344.18    | 0.03%             |  |  |  | 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      | $1704799.78   | 0.12%             | 2038-01-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                   | Canadian National Railway Co.                                                     | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |      4400 | NS      | $421914.37    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Finance, Inc.                                        | Brookfield Finance, Inc.                                                          | CUSIP: 11271LAN2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $99475.12     | 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        |     92289 | PA      | $91973.06     | 0.01%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| OVH Groupe SA                                                   | OVH Groupe SA                                                                     | CUSIP: N/A<br>LEI: 9695001J8OSOVX4TP939       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $232927.87    | 0.02%             | 2031-02-05      | Fixed         | 4.75%                 | 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      | $1102197.47   | 0.08%             | 2037-10-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                    | CaixaBank SA                                                                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |    200000 | PA      | $231754.20    | 0.02%             | 2035-03-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                    | Samsung Electronics Co. Ltd.                                                      | CUSIP: 796050888<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |       505 | NS      | $942498.78    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                      | PG&E Corp.                                                                        | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |      4800 | NS      | $77101.82     | 0.01%             | 2025-12-15      | Fixed         | 19.21%                | No            |                  2 | On Loan: No      |
| Signal Harmonic CLO I DAC                                       | Signal Harmonic CLO I DAC, Series 1X, Class DR                                    | CUSIP: N/A<br>LEI: 635400CPGNMPPUYRUY64       | Long             | ABS-CBDO         | CORP              | IE        |    100000 | PA      | $115504.34    | 0.01%             | 2038-07-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance SARL                                       | ION Platform Finance SARL                                                         | CUSIP: N/A<br>LEI: 6488IU1F9M51Z3P60R77       | Long             | DBT              | CORP              | LU        |    479000 | PA      | $565494.12    | 0.04%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Capstone Borrower, Inc.                                         | Capstone Borrower, Inc., 1st Lien Term Loan                                       | CUSIP: 14071CAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    281538 | PA      | $280893.70    | 0.02%             | 2030-06-17      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co.                                             | Vertiv Holdings Co., Class A                                                      | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |      2546 | NS      | $491021.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Assets Holdings Ltd.                                      | Power Assets Holdings Ltd.                                                        | CUSIP: N/A<br>LEI: 254900JOWYUW1ZX4DF47       | Long             | EC               | CORP              | HK        |     18500 | NS      | $117525.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| X Corp.                                                         | X Corp., 1st Lien Term Loan B1                                                    | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    706534 | PA      | $688241.93    | 0.05%             | 2029-10-26      | Variable      | 10.45%                | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                             | Shift4 Payments LLC                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    200000 | PA      | $238400.11    | 0.02%             | 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      | $180506.25    | 0.01%             | 2039-08-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                            | Banco de Sabadell SA                                                              | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | EC               | CORP              | ES        |    222419 | NS      | $833825.83    | 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      | $115628.27    | 0.01%             | 2028-02-15      | Fixed         | 7.75%                 | 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        |     84990 | PA      | $85074.66     | 0.01%             | 2028-12-15      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| PDD Holdings, Inc.                                              | PDD Holdings, Inc., Series MTNY                                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |       700 | NS      | $94692.65     | 0.01%             | 2025-11-10      | Fixed         | 24.58%                | 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        |    238539 | PA      | $237900.15    | 0.02%             | 2031-12-02      | Variable      | 8.63%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                               | CIFC Funding Ltd., Series 2014-2RA, Class AR                                      | CUSIP: 12548RAH7<br>LEI: 549300O8WGQU5B6HEB94 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2005069.60   | 0.15%             | 2037-10-24      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                           | Bank of America Corp.                                                             | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    466000 | PA      | $485106.00    | 0.04%             | 2030-05-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Rollins, Inc.                                                   | Rollins, Inc., Series 000v                                                        | CUSIP: 61778P387<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |     28084 | NS      | $1607799.28   | 0.12%             | 2025-12-09      | Fixed         | 15.57%                | No            |                  2 | On Loan: No      |
| Action Environmental Group, Inc. (The)                          | Action Environmental Group, Inc. (The), 1st Lien Term Loan                        | CUSIP: 00507JAF3<br>LEI: 549300BB30QUQC86W666 | Long             | LON              | CORP              | US        |    136676 | PA      | $136675.93    | 0.01%             | 2030-10-24      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                          | Arsenal AIC Parent LLC                                                            | CUSIP: 04288BAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    533000 | PA      | $592385.26    | 0.04%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Imola Merger Corp.                                              | Imola Merger Corp.                                                                | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     69000 | PA      | $68013.67     | 0.00%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                              | Wand NewCo 3, Inc., 1st Lien Term Loan                                            | CUSIP: 93369PAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    480942 | PA      | $479523.64    | 0.03%             | 2031-01-30      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                            | SoftBank Group Corp.                                                              | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    100000 | PA      | $121750.94    | 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        |      5040 | NS      | $497246.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp.                        | Science Applications International Corp.                                          | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40682.83     | 0.00%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Vizient, Inc.                                                   | Vizient, Inc., 1st Lien Term Loan B8                                              | CUSIP: 92855LAR7<br>LEI: 5493007V6T3HZ7777P70 | Long             | LON              | CORP              | US        |     75040 | PA      | $75071.06     | 0.01%             | 2031-08-01      | Variable      | 5.71%                 | 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        |     51217 | PA      | $47119.59     | 0.00%             | 2029-11-15      | Variable      | 10.06%                | 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      | $134258.42    | 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      | $291280.60    | 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        |    281000 | PA      | $292241.41    | 0.02%             | 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        |      6765 | NS      | $483884.67    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                        | Venture Global LNG, Inc.                                                          | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    802000 | PA      | $749601.97    | 0.05%             | 2029-09-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                     | Federal Republic of Nigeria                                                       | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |    200000 | PA      | $177500.00    | 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        |    158000 | PA      | $162677.75    | 0.01%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Recordati Industria Chimica e Farmaceutica SpA                  | Recordati Industria Chimica e Farmaceutica SpA                                    | CUSIP: N/A<br>LEI: 815600FBF92FD3531704       | Long             | EC               | CORP              | IT        |      8598 | NS      | $511768.16    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                   | Equinix, Inc.                                                                     | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       163 | NS      | $137899.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EMRLD Borrower LP                                               | EMRLD Borrower LP                                                                 | CUSIP: N/A<br>LEI: 5493000GJYE7GAQCUC61       | Long             | DBT              | CORP              | US        |    100000 | PA      | $120442.62    | 0.01%             | 2030-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Petroleos del Peru SA                                           | Petroleos del Peru SA                                                             | CUSIP: 716564AA7<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | NUSS              | PE        |    200000 | PA      | $170500.00    | 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        |    163180 | PA      | $163669.54    | 0.01%             | 2032-05-28      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| Deere & Co.                                                     | Deere & Co.                                                                       | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       900 | NS      | $415467.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Ltd.                                                    | Valaris Ltd.                                                                      | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    123000 | PA      | $128277.56    | 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        |    116969 | PA      | $107488.65    | 0.01%             | 2046-07-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                     | Sysco Corp.                                                                       | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      2120 | NS      | $157473.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co.                                                   | Organon & Co., 1st Lien Term Loan                                                 | CUSIP: 68621XAG8<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |    129955 | PA      | $117162.09    | 0.01%             | 2031-05-19      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| RS GROUP plc                                                    | RS GROUP plc                                                                      | CUSIP: N/A<br>LEI: 549300KVXDURRKVW7R37       | Long             | EC               | CORP              | GB        |     34436 | NS      | $252033.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Amkor Technology, Inc.                                          | Amkor Technology, Inc.                                                            | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23397.46     | 0.00%             | 2033-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                  | 1011778 BC ULC                                                                    | CUSIP: 68245XAJ8<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $54295.48     | 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      | $220582.50    | 0.02%             | 2026-04-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                   | Clearway Energy Operating LLC                                                     | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     66000 | PA      | $65630.50     | 0.00%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wellness Pet LLC                                                | Wellness Pet LLC, 1st Lien Term Loan A                                            | CUSIP: 95004UAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     53532 | PA      | $42022.67     | 0.00%             | 2029-12-31      | Variable      | 7.95%                 | 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      | $7825.00      | 0.00%             | 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      | $28761.57     | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hambridge Euro CLO DAC                                          | Hambridge Euro CLO DAC, Series 1X, Class D                                        | CUSIP: N/A<br>LEI: 635400P8G4JAUUUQGV26       | Long             | ABS-CBDO         | CORP              | IE        |    100000 | PA      | $115265.00    | 0.01%             | 2038-10-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Grifols SA                                                      | Grifols SA                                                                        | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |    155000 | PA      | $187707.88    | 0.01%             | 2030-05-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Phoenix Aviation Capital Ltd.                                   | Phoenix Aviation Capital Ltd.                                                     | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |    202000 | PA      | $212797.30    | 0.02%             | 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        |     19000 | PA      | $20351.30     | 0.00%             | 2055-02-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                           | OneMain Finance Corp.                                                             | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    126000 | PA      | $125746.25    | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                            | Clear Channel Outdoor Holdings, Inc.                                              | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    226000 | PA      | $236320.06    | 0.02%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations, Inc.                                | Fortune Brands Innovations, Inc., Series EMt8                                     | CUSIP: 61778P197<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |      4200 | NS      | $215167.61    | 0.02%             | 2025-11-10      | Fixed         | 30.45%                | No            |                  2 | On Loan: No      |
| Tesco plc                                                       | Tesco plc                                                                         | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |    277738 | NS      | $1676058.20   | 0.12%             |  |  |  | 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      | $559222.02    | 0.04%             | 2032-01-28      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Calpine Construction Finance Co. LP                             | Calpine Construction Finance Co. LP, 1st Lien Term Loan                           | CUSIP: 13134NAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    314389 | PA      | $314596.40    | 0.02%             | 2030-07-19      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Wilsonart LLC                                                   | Wilsonart LLC                                                                     | CUSIP: 97246JAA6<br>LEI: 549300SAZRUMYKDJBY14 | Long             | DBT              | CORP              | US        |    104000 | PA      | $98223.86     | 0.01%             | 2032-08-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Mahle GmbH                                                      | Mahle GmbH                                                                        | CUSIP: N/A<br>LEI: 52990098TR1QJBWIYG58       | Long             | DBT              | CORP              | DE        |    116000 | PA      | $138213.64    | 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        |      6739 | NS      | $227041.55    | 0.02%             |  |  |  | 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      | $41497.85     | 0.00%             | 2029-12-19      | Variable      | 8.66%                 | No            |                  2 | On Loan: No      |
| Electronic Arts, Inc.                                           | Electronic Arts, Inc.                                                             | CUSIP: 285512AF6<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |     46000 | PA      | $41986.14     | 0.00%             | 2051-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Air France-KLM                                                  | Air France-KLM                                                                    | CUSIP: N/A<br>LEI: 969500AQW31GYO8JZD66       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $236418.21    | 0.02%             | 2030-05-21      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                             | Post Holdings, Inc.                                                               | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     32000 | PA      | $30050.19     | 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        |     43750 | PA      | $44423.75     | 0.00%             | 2033-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Coherent Corp.                                                  | Coherent Corp.                                                                    | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79144.16     | 0.01%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | NDIRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   1425000 | PA      | $292.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                         | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     25828 | NS      | $6965265.77   | 0.51%             | 2025-12-10      | Fixed         | 14.16%                | No            |                  2 | On Loan: No      |
| Knorr-Bremse AG                                                 | Knorr-Bremse AG                                                                   | CUSIP: N/A<br>LEI: 5299001GRRO0Z25YZT52       | Long             | EC               | CORP              | DE        |      4453 | NS      | $414342.95    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                          | Freeport-McMoRan, Inc.                                                            | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      3438 | NS      | $143364.60    | 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      | $27474.39     | 0.00%             | 2030-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Stakeholder Midstream LLC                                       | Stakeholder Midstream LLC, 1st Lien Term Loan                                     | CUSIP: 85256HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    160000 | PA      | $161400.00    | 0.01%             | 2031-01-02      | Variable      | 8.04%                 | No            |                  2 | On Loan: No      |
| Italgas SpA                                                     | Italgas SpA                                                                       | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | EC               | CORP              | IT        |     11704 | NS      | $122809.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                              | Southern Co. (The)                                                                | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      8608 | NS      | $809496.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EMRLD Borrower LP                                               | EMRLD Borrower LP                                                                 | CUSIP: 26873CAB8<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |     93000 | PA      | $96577.25     | 0.01%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                           | WR Grace Holdings LLC                                                             | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    593000 | PA      | $542618.54    | 0.04%             | 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      | $238666.50    | 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        |       184 | NS      | $108293.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co. (The)                                      | Sherwin-Williams Co. (The)                                                        | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |       507 | NS      | $174884.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                                                    | NVIDIA Corp.                                                                      | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     43510 | NS      | $8585293.16   | 0.62%             | 2025-11-26      | Fixed         | 26.64%                | No            |                  2 | On Loan: No      |
| Koninklijke Vopak NV                                            | Koninklijke Vopak NV                                                              | CUSIP: N/A<br>LEI: 724500UL634GFV1KYF10       | Long             | EC               | CORP              | NL        |      2493 | NS      | $112975.25    | 0.01%             |  |  |  | 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        |     29000 | PA      | $29755.83     | 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      | $57035.12     | 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      | $181510.70    | 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        |     19678 | NS      | $717517.21    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Madison Safety & Flow LLC                                       | Madison Safety & Flow LLC, 1st Lien Term Loan B                                   | CUSIP: 55822DAN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    129972 | PA      | $130459.24    | 0.01%             | 2031-09-26      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                    | Scotts Miracle-Gro Co. (The)                                                      | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41600.05     | 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      | $160312.50    | 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        |    212949 | PA      | $212949.24    | 0.02%             | 2030-07-25      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                 | Citigroup, Inc.                                                                   | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     11809 | NS      | $1195425.07   | 0.09%             |  |  |  | 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      | $9000.00      | 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      | $150361.97    | 0.01%             | 2026-01-15      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                | Sealed Air Corp., Series 0033                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      6100 | NS      | $206039.42    | 0.01%             | 2025-11-28      | Floating      | 21.46%                | 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        |    110559 | NS      | $647744.30    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Franc                                                     | Swiss Franc                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CH        |      6753 | OU      | $8390.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Images, Inc.                                              | Getty Images, Inc.                                                                | CUSIP: 374276AM5<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |    103000 | PA      | $102236.51    | 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        |     13085 | NS      | $394860.27    | 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        |    120000 | PA      | $115994.62    | 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        |     67000 | PA      | $62176.00     | 0.00%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Orkla ASA                                                       | Orkla ASA                                                                         | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Long             | EC               | CORP              | NO        |     28464 | NS      | $289089.26    | 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      | $820512.50    | 0.06%             | 2034-10-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Vivion Investments SARL                                         | Vivion Investments SARL                                                           | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |    330908 | PA      | $381174.80    | 0.03%             | 2028-08-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                    | Vistra Corp.                                                                      | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    192000 | PA      | $193903.10    | 0.01%             | 2026-12-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $518.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cousins Properties, Inc.                                        | Cousins Properties, Inc.                                                          | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |     35630 | NS      | $923885.90    | 0.07%             |  |  |  | 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      | $-327.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| APCOA Group GmbH                                                | APCOA Group GmbH                                                                  | CUSIP: N/A<br>LEI: 529900H8FIYAOV5FUW68       | Long             | DBT              | CORP              | DE        |    555000 | PA      | $653109.14    | 0.05%             | 2031-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Centurion Accommodation REIT                                    | Centurion Accommodation REIT                                                      | CUSIP: N/A<br>LEI: 254900NE2W0T2HDOXF24       | Long             | EC               | CORP              | SG        |     58800 | NS      | $47885.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Palmer Square CLO Ltd.                                          | Palmer Square CLO Ltd., Series 2020-3A, Class BR2                                 | CUSIP: 69701RBC0<br>LEI: 549300IUW4WDDDVSMS20 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1005532.50   | 0.07%             | 2036-11-15      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                | Sabre GLBL, Inc., 1st Lien Term Loan B2                                           | CUSIP: 78571YBF6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     12033 | PA      | $11391.19     | 0.00%             | 2027-12-17      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Georg Fischer AG                                                | Georg Fischer AG (Registered)                                                     | CUSIP: N/A<br>LEI: 529900CMRQYW4U1W2456       | Long             | EC               | CORP              | CH        |      4365 | NS      | $308210.20    | 0.02%             |  |  |  | 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        |     21777 | PA      | $16209.61     | 0.00%             | 2037-12-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CITGO Petroleum Corp.                                           | CITGO Petroleum Corp.                                                             | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    156000 | PA      | $162223.93    | 0.01%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                                     | Carvana Co.                                                                       | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    562348 | PA      | $625746.55    | 0.05%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Hudson River Trading LLC                                        | Hudson River Trading LLC, 1st Lien Term Loan B1                                   | CUSIP: 44413EAJ7<br>LEI: 549300SMOBUC8O5UOE10 | Long             | LON              | CORP              | US        |    115000 | PA      | $115111.55    | 0.01%             | 2030-03-18      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                    | Tallgrass Energy Partners LP                                                      | CUSIP: 87470LAD3<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40752.86     | 0.00%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LyondellBasell Industries NV                                    | LyondellBasell Industries NV, Class A                                             | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | NL        |      4900 | NS      | $227458.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zayo Group Holdings, Inc.                                       | Zayo Group Holdings, Inc.                                                         | CUSIP: 98919VAD7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     65987 | PA      | $60378.11     | 0.00%             | 2030-09-09      | Variable      | 13.75%                | No            |                  2 | On Loan: No      |
| Lune Holdings SARL                                              | Lune Holdings SARL                                                                | CUSIP: N/A<br>LEI: 54930003WQ56T0558M33       | Long             | DBT              | CORP              | LU        |    147000 | PA      | $11533.87     | 0.00%             | 2028-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                          | Becton Dickinson & Co.                                                            | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      1600 | NS      | $287295.45    | 0.02%             | 2025-11-03      | Fixed         | 22.67%                | No            |                  2 | On Loan: No      |
| Terex Corp.                                                     | Terex Corp.                                                                       | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    124000 | PA      | $125760.06    | 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      | $205989.72    | 0.01%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                          | UBS AG                                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      4754 | NS      | $1103132.62   | 0.08%             | 2025-12-16      | Fixed         | 13.80%                | No            |                  2 | On Loan: No      |
| Evergy, Inc.                                                    | Evergy, Inc., Series MTPH                                                         | CUSIP: 61778P213<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |      1800 | NS      | $133207.86    | 0.01%             | 2025-11-14      | Fixed         | 18.43%                | No            |                  2 | On Loan: No      |
| Williams-Sonoma, Inc.                                           | Williams-Sonoma, Inc.                                                             | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |       354 | NS      | $68796.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Agricole SA                                              | Credit Agricole SA                                                                | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $118140.17    | 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      | $120161.90    | 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      | $218592.00    | 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        |     21800 | NS      | $187017.52    | 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      | 5.57%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                   | Walmart, Inc., Series DmTd                                                        | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     28073 | NS      | $2863739.83   | 0.21%             | 2025-12-03      | Fixed         | 13.13%                | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                            | SoftBank Group Corp.                                                              | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    103000 | PA      | $126511.91    | 0.01%             | 2033-07-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Calpine Corp.                                                   | Calpine Corp.                                                                     | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1995.12      | 0.00%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                              | Venture Global Plaquemines LNG LLC                                                | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    541000 | PA      | $566672.07    | 0.04%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Medtronic plc                                                   | Medtronic plc, Series DMTJ                                                        | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     40333 | NS      | $3674400.99   | 0.27%             | 2025-11-19      | Fixed         | 9.45%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                | CCO Holdings LLC                                                                  | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    439000 | PA      | $368638.64    | 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      | $151249.05    | 0.01%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Legrand SA                                                      | Legrand SA                                                                        | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               | CORP              | FR        |      1638 | NS      | $282862.45    | 0.02%             |  |  |  | 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        |    512032 | PA      | $512564.98    | 0.04%             | 2028-12-21      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Sodexo SA                                                       | Sodexo SA                                                                         | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | EC               | CORP              | FR        |      2120 | NS      | $117385.30    | 0.01%             |  |  |  | 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        |      5493 | PA      | $1153.48      | 0.00%             | 2028-11-30      | Variable      | 10.72%                | No            |                  3 | On Loan: No      |
| Goldman Sachs Internation                                       | Goldman Sachs Internation                                                         | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | US        |      2600 | NS      | $350863.95    | 0.03%             | 2025-12-18      | Fixed         | 43.49%                | No            |                  2 | On Loan: No      |
| Husky Injection Molding Systems Ltd.                            | Husky Injection Molding Systems Ltd.                                              | CUSIP: 44805RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    365000 | PA      | $377096.47    | 0.03%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| OneDigital Borrower LLC                                         | OneDigital Borrower LLC, 1st Lien Term Loan                                       | CUSIP: 68277FAN9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     59848 | PA      | $59823.34     | 0.00%             | 2031-07-02      | Variable      | 7.16%                 | 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      | $2006112.40   | 0.15%             | 2037-07-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2957.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eutelsat SA                                                     | Eutelsat SA                                                                       | CUSIP: N/A<br>LEI: 549300MCOOY1V7P2PG30       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $108369.84    | 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        |    589000 | PA      | $705036.35    | 0.05%             | 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        |    144000 | PA      | $146307.17    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SCSK Corp.                                                      | SCSK Corp.                                                                        | CUSIP: N/A<br>LEI: 529900SNGFXMSUBB7864       | Long             | EC               | CORP              | JP        |      6500 | NS      | $238853.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                           | Republic of Guatemala                                                             | CUSIP: 401494AW9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    225000 | PA      | $242550.00    | 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      | $19525.61     | 0.00%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                  | Univision Communications, Inc.                                                    | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29097.59     | 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        |     34000 | PA      | $34436.22     | 0.00%             | 2030-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                         | Qnity Electronics, Inc.                                                           | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63671.46     | 0.00%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                    | Focus Financial Partners LLC                                                      | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |    207000 | PA      | $213349.63    | 0.02%             | 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      | $132853.37    | 0.01%             | 2028-10-04      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Yen                                                             | Yen                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | JP        |   1206607 | OU      | $7829.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pai HoldCo, Inc.                                                | Pai HoldCo, Inc., 1st Lien Term Loan B                                            | CUSIP: 69315JAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    113907 | PA      | $94757.30     | 0.01%             | 2027-10-28      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                               | Eversource Energy                                                                 | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |      3715 | NS      | $274204.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                                    | UBS Group AG                                                                      | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $203491.11    | 0.01%             | 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        |      6485 | NS      | $431953.52    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Albion Financing 1 SARL                                         | Albion Financing 1 SARL                                                           | CUSIP: N/A<br>LEI: 259400W9CABUZBRDLP97       | Long             | DBT              | CORP              | LU        |    100000 | PA      | $119610.41    | 0.01%             | 2030-05-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                    | Nasdaq, Inc.                                                                      | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      1134 | NS      | $96945.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Emrld Borrower LP                                               | EMRLD Borrower LP, 1st Lien Term Loan B                                           | CUSIP: 26872NAC3<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    771884 | PA      | $769545.34    | 0.06%             | 2030-05-31      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                                     | IQVIA, Inc.                                                                       | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    137000 | PA      | $142790.44    | 0.01%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WMRK Commercial Mortgage Trust                                  | WMRK Commercial Mortgage Trust, Series 2022-WMRK, Class A                         | CUSIP: 929342AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1113000 | PA      | $1121344.83   | 0.08%             | 2027-11-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                           | Clydesdale Acquisition Holdings, Inc., 1st Lien Term Loan B                       | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    419346 | PA      | $418218.07    | 0.03%             | 2032-04-01      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Netherlands BV and Bausch & Lomb, Inc.            | Bausch + Lomb Netherlands BV and Bausch & Lomb, Inc.                              | CUSIP: N/A<br>LEI: 894500KLOKHY6FFDSA39       | Long             | DBT              | CORP              | CA        |    100000 | PA      | $116668.35    | 0.01%             | 2031-01-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Vital Energy, Inc.                                              | Vital Energy, Inc.                                                                | CUSIP: 516806AJ5<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32901.25     | 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        |    259000 | PA      | $228717.98    | 0.02%             | 2031-09-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                   | Freedom Mortgage Holdings LLC                                                     | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39900.00     | 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: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |    765346 | PA      | $757738.32    | 0.06%             | 2031-12-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos., Inc. (The)                           | Interpublic Group of Cos., Inc. (The)                                             | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |      2472 | NS      | $63431.52     | 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      | $1607.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyperion Refinance SARL                                         | Hyperion Refinance SARL, 1st Lien Term Loan B                                     | CUSIP: G4712JBB7<br>LEI: 213800R6D9EVRN5D3117 | Long             | LON              | CORP              | LU        |    630244 | PA      | $631095.17    | 0.05%             | 2031-02-17      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                        | Lumen Technologies, Inc., 1st Lien Term Loan A                                    | CUSIP: 55024EAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     25420 | PA      | $25738.19     | 0.00%             | 2028-06-01      | Variable      | 9.96%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Co.                                                | Baker Hughes Co., Series E138                                                     | CUSIP: 61778P254<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |     68429 | NS      | $3273438.57   | 0.24%             | 2025-12-03      | Fixed         | 23.76%                | 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      | $33502.05     | 0.00%             | 2030-04-15      | Fixed         | 4.75%                 | 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        |    381501 | PA      | $381962.79    | 0.03%             | 2027-12-15      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                               | Alliant Holdings Intermediate LLC                                                 | CUSIP: 01883LAD5<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    705000 | PA      | $703045.88    | 0.05%             | 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        |    150000 | PA      | $143946.00    | 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      | $247480.00    | 0.02%             | 2034-04-03      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                 | TransDigm, Inc.                                                                   | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    137000 | PA      | $139702.60    | 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        |     97561 | PA      | $96870.52     | 0.01%             | 2031-05-01      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                           | Avantor Funding, Inc.                                                             | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    124000 | PA      | $122007.63    | 0.01%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Orion US Finco, Inc.                                            | Orion US Finco, Inc., 1st Lien Term Loan                                          | CUSIP: 68631KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    237000 | PA      | $238038.06    | 0.02%             | 2032-10-08      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                            | Otis Worldwide Corp.                                                              | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      1844 | NS      | $171049.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants, Inc.                                        | Darden Restaurants, Inc.                                                          | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |       892 | NS      | $160693.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deep Blue Operating I LLC                                       | Deep Blue Operating I LLC, 1st Lien Term Loan                                     | CUSIP: 24369TAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     72000 | PA      | $72135.36     | 0.01%             | 2032-10-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| SBA Senior Finance II LLC                                       | SBA Senior Finance II LLC, 1st Lien Term Loan B                                   | CUSIP: 78404XAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    403148 | PA      | $403926.20    | 0.03%             | 2031-01-27      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                              | Light & Wonder International, Inc., 1st Lien Term Loan B2                         | CUSIP: 80875AAW1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |    337141 | PA      | $337458.31    | 0.02%             | 2029-04-16      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                               | Rocket Cos., Inc.                                                                 | CUSIP: 77311WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    283000 | PA      | $297124.20    | 0.02%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                               | Polaris Newco LLC, 1st Lien Term Loan                                             | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    382079 | PA      | $364885.01    | 0.03%             | 2028-06-02      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                             | Buckeye Partners LP                                                               | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     23000 | PA      | $24004.66     | 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        |     74530 | PA      | $72309.58     | 0.01%             | 2028-10-20      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                        | Morgan Stanley & Co. LLC                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | SN               | CORP              | US        |     40321 | NS      | $8236950.13   | 0.60%             | 2025-12-19      | Fixed         | 26.52%                | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co., Inc.                                   | Dynasty Acquisition Co., Inc., 1st Lien Term Loan B1                              | CUSIP: 26812CAN6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |    738127 | PA      | $739086.95    | 0.05%             | 2031-10-31      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Vital Energy, Inc.                                              | Vital Energy, Inc.                                                                | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    135000 | PA      | $127758.33    | 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        |    307380 | PA      | $308244.19    | 0.02%             | 2028-10-27      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                 | Live Nation Entertainment, Inc., 1st Lien Term Loan B                             | CUSIP: 53803HAY6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    409000 | PA      | $408488.75    | 0.03%             | 2032-10-21      | Variable      | 5.76%                 | No            |                  3 | On Loan: No      |
| Nordson Corp.                                                   | Nordson Corp.                                                                     | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      4694 | NS      | $1088130.78   | 0.08%             | 2025-11-26      | Fixed         | 14.35%                | No            |                  2 | On Loan: No      |
| Lonza Group AG                                                  | Lonza Group AG, Facility 1st Lien Term Loan B                                     | CUSIP: L4780EAC8<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    318826 | PA      | $282680.84    | 0.02%             | 2028-07-03      | Variable      | 8.03%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                          | LifePoint Health, Inc., 1st Lien Term Loan B1                                     | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    273709 | PA      | $273629.67    | 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        |    114388 | PA      | $113179.88    | 0.01%             | 2029-10-04      | Variable      | 7.61%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                         | Citigroup Global Markets Holdings, Inc., Series DM1e                              | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |       600 | NS      | $315890.20    | 0.02%             | 2025-12-18      | Fixed         | 19.50%                | No            |                  2 | On Loan: No      |
| VF Corp.                                                        | VF Corp.                                                                          | CUSIP: 918204BE7<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    100000 | PA      | $114684.40    | 0.01%             | 2029-03-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Chicago US MidCo III LP                                         | Chicago US MidCo III LP, 1st Lien Term Loan                                       | CUSIP: 16825PAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    419297 | PA      | $418772.88    | 0.03%             | 2032-10-08      | Variable      | 6.18%                 | No            |                  3 | On Loan: No      |
| Lowe's Cos., Inc.                                               | Lowe's Cos., Inc.                                                                 | CUSIP: 83371T723<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      7595 | NS      | $1820974.36   | 0.13%             | 2025-11-19      | Fixed         | 15.97%                | No            |                  2 | On Loan: No      |
| AHP Health Partners, Inc.                                       | AHP Health Partners, Inc., 1st Lien Term Loan B                                   | CUSIP: 00130MAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     45465 | PA      | $45606.99     | 0.00%             | 2032-09-20      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Sotera Health Holdings LLC                                      | Sotera Health Holdings LLC, 1st Lien Term Loan                                    | CUSIP: 83600VAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    584166 | PA      | $585626.75    | 0.04%             | 2031-05-30      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| AZZ, Inc.                                                       | AZZ, Inc., 1st Lien Term Loan                                                     | CUSIP: 00247NAG7<br>LEI: 549300HD1X2NFLWPYC83 | Long             | LON              | CORP              | US        |     27907 | PA      | $27969.53     | 0.00%             | 2029-05-14      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                     | Intel Corp., Series E0UE                                                          | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     13823 | NS      | $550536.74    | 0.04%             | 2025-12-09      | Fixed         | 41.04%                | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                            | Campbell's Co. (The)                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      4100 | NS      | $125193.22    | 0.01%             | 2025-11-20      | Fixed         | 29.23%                | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                              | AmWINS Group, Inc.                                                                | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    106000 | PA      | $102373.88    | 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        |    286736 | PA      | $286914.90    | 0.02%             | 2041-03-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | Deutsche Bank AG                                                                  | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |    200000 | PA      | $252149.10    | 0.02%             | 2029-10-30      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Rollins, Inc.                                                   | Rollins, Inc.                                                                     | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |      1198 | NS      | $69016.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp.                                                   | Fortive Corp.                                                                     | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |      3067 | NS      | $154392.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Europe SE                                        | Morgan Stanley Europe SE, Series E13D                                             | CUSIP: 61778P353<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |     13794 | NS      | $3037694.56   | 0.22%             | 2025-12-03      | Fixed         | 22.20%                | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                  | Univision Communications, Inc.                                                    | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    130000 | PA      | $137224.45    | 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        |      3539 | NS      | $1308120.57   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Dollar                                                 | Canadian Dollar                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CA        |     29265 | OU      | $20865.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp.                                                  | McKesson Corp.                                                                    | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      1278 | NS      | $1036892.52   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Group Corp.                                              | Vertiv Group Corp., 1st Lien Term Loan B4                                         | CUSIP: 92537EAG3<br>LEI: 549300ZT8RQ5VK10E643 | Long             | LON              | CORP              | US        |    975708 | PA      | $977317.66    | 0.07%             | 2032-08-12      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| LABL, Inc.                                                      | LABL, Inc.                                                                        | CUSIP: 50168QAE5<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    209000 | PA      | $155827.95    | 0.01%             | 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        |    309000 | PA      | $319348.41    | 0.02%             | 2054-10-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Kyowa Kirin Co. Ltd.                                            | Kyowa Kirin Co. Ltd.                                                              | CUSIP: N/A<br>LEI: 529900TBXKVTQGYA3582       | Long             | EC               | CORP              | JP        |      9700 | NS      | $150195.15    | 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      | $59.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gates Global LLC                                                | Gates Global LLC, 1st Lien Term Loan B4                                           | CUSIP: 36740UAX0<br>LEI: 549300XI79MQJV13DW27 | Long             | LON              | CORP              | US        |     80000 | PA      | $79908.00     | 0.01%             | 2029-11-16      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Howden UK Refinance plc                                         | Howden UK Refinance plc                                                           | CUSIP: 44287GAA4<br>LEI: 87550008DPN8BDG67910 | Long             | DBT              | CORP              | GB        |    407000 | PA      | $419488.39    | 0.03%             | 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        |     90000 | PA      | $93885.28     | 0.01%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                             | Station Casinos LLC                                                               | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73825.26     | 0.01%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Genting Singapore Ltd.                                          | Genting Singapore Ltd.                                                            | CUSIP: N/A<br>LEI: 254900Y2N3AK93K1O866       | Long             | EC               | CORP              | SG        |    276000 | NS      | $154711.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                               | Wells Fargo & Co.                                                                 | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     44000 | PA      | $46211.13     | 0.00%             | 2029-09-15      | Variable      | 6.85%                 | 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      | $569211.67    | 0.04%             | 2033-02-15      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                              | Wand NewCo 3, Inc.                                                                | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |    278000 | PA      | $290547.25    | 0.02%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                | Altice France SA                                                                  | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    154020 | PA      | $147466.90    | 0.01%             | 2032-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                                        | Blue Racer Midstream LLC                                                          | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46000 | PA      | $47720.91     | 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        |    402909 | PA      | $403449.07    | 0.03%             | 2030-12-20      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Toll Brothers, Inc.                                             | Toll Brothers, Inc., Series 000F                                                  | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      8316 | NS      | $1128182.71   | 0.08%             | 2025-12-09      | Fixed         | 16.93%                | No            |                  2 | On Loan: No      |
| UBS AG                                                          | UBS AG                                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |     88976 | NS      | $3696666.79   | 0.27%             | 2025-12-09      | Fixed         | 18.50%                | No            |                  2 | On Loan: No      |
| BAE Systems plc                                                 | BAE Systems plc                                                                   | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |    115406 | NS      | $2842852.26   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| GoGo Intermediate Holdings LLC                                  | Gogo Intermediate Holdings LLC, 1st Lien Term Loan                                | CUSIP: 38046JAB0<br>LEI: 2549003PQSV921SNHM89 | Long             | LON              | CORP              | US        |    115615 | PA      | $113426.64    | 0.01%             | 2028-05-01      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                            | Osaic Holdings, Inc., 1st Lien Term Loan                                          | CUSIP: 68773JAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    504000 | PA      | $504630.00    | 0.04%             | 2032-08-02      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Dutch Bros, Inc.                                                | Dutch Bros, Inc.                                                                  | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     16020 | NS      | $882621.08    | 0.06%             | 2025-11-06      | Fixed         | 32.15%                | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                             | Abbott Laboratories                                                               | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     12749 | NS      | $1576031.38   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Holdings II LLC                                     | Match Group Holdings II LLC                                                       | CUSIP: 57667JAC6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     78000 | PA      | $78523.85     | 0.01%             | 2033-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Teck Resources Ltd.                                             | Teck Resources Ltd., Class B                                                      | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |      8283 | NS      | $355506.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Peraton Corp.                                                   | Peraton Corp., 1st Lien Term Loan B                                               | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    426355 | PA      | $366908.51    | 0.03%             | 2028-02-01      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust          | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2022-OPO, Class D  | CUSIP: 46655AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $201667.20    | 0.01%             | 2039-01-05      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                    | Oriental Republic of Uruguay                                                      | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   3075000 | PA      | $77456.99     | 0.01%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                                   | Nomura Bank International plc                                                     | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      5139 | NS      | $1784793.67   | 0.13%             | 2025-12-16      | Fixed         | 25.42%                | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                            | Meta Platforms, Inc., Class A                                                     | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      1665 | NS      | $1079502.75   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Albion Financing 1 SARL                                         | Albion Financing 1 SARL                                                           | CUSIP: 01330AAA4<br>LEI: 259400W9CABUZBRDLP97 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $206416.40    | 0.02%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                                | UWM Holdings LLC                                                                  | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $79856.08     | 0.01%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Toyota Tsusho Corp.                                             | Toyota Tsusho Corp.                                                               | CUSIP: N/A<br>LEI: 549300CEE2ENIUJNXB84       | Long             | EC               | CORP              | JP        |     26400 | NS      | $806948.89    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bracken MidCo1 plc                                              | Bracken MidCo1 plc                                                                | CUSIP: N/A<br>LEI: 213800AFGHKES7J58805       | Long             | DBT              | CORP              | GB        |    113000 | PA      | $146562.57    | 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        |     10998 | NS      | $997518.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Raizen Fuels Finance SA                                         | Raizen Fuels Finance SA                                                           | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    282000 | PA      | $239171.25    | 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        |     38072 | NS      | $1558309.86   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                  | Hewlett Packard Enterprise Co., Series D4KK                                       | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | Long             | SN               | CORP              | GB        |      6300 | NS      | $154858.27    | 0.01%             | 2025-11-20      | Fixed         | 26.00%                | No            |                  2 | On Loan: No      |
| Eurobank Ergasias Services & Holdings SA                        | Eurobank Ergasias Services & Holdings SA                                          | CUSIP: N/A<br>LEI: JEUVK5RWVJEN8W0C9M24       | Long             | DBT              | CORP              | GR        |    125000 | PA      | $144754.24    | 0.01%             | 2035-04-30      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Air Products & Chemicals, Inc.                                  | Air Products & Chemicals, Inc.                                                    | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      2280 | NS      | $553105.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympus Water US Holding Corp.                                  | Olympus Water US Holding Corp.                                                    | CUSIP: N/A<br>LEI: 549300YU2GGVCBN3MY89       | Long             | DBT              | CORP              | US        |    158000 | PA      | $180297.37    | 0.01%             | 2033-02-15      | Fixed         | 6.12%                 | 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      | $956.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Darling Global Finance BV                                       | Darling Global Finance BV                                                         | CUSIP: N/A<br>LEI: 724500R2BQXOR6YG2Y67       | Long             | DBT              | CORP              | NL        |    141000 | PA      | $165739.94    | 0.01%             | 2032-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp.                                          | Costco Wholesale Corp.                                                            | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       564 | NS      | $514057.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Television, Inc.                                           | Gray Television, Inc., 1st Lien Term Loan B                                       | CUSIP: 389376BC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       900 | PA      | $899.44       | 0.00%             | 2029-05-23      | Variable      | 9.38%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust                                    | JW Commercial Mortgage Trust, Series 2024-MRCO, Class A                           | CUSIP: 46657XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    605000 | PA      | $605756.25    | 0.04%             | 2039-06-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| STL Holding Co. LLC                                             | STL Holding Co. LLC                                                               | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |     27000 | PA      | $28310.28     | 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        |    200000 | PA      | $239863.01    | 0.02%             | 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      | $43742.87     | 0.00%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Clover Holdings 2 LLC                                           | Clover Holdings 2 LLC, 1st Lien Term Loan                                         | CUSIP: 18914DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    640418 | PA      | $639419.36    | 0.05%             | 2031-12-09      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| Omron Corp.                                                     | Omron Corp.                                                                       | CUSIP: N/A<br>LEI: 549300ZHW0TR2QZ0NY83       | Long             | EC               | CORP              | JP        |      7400 | NS      | $206347.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corp.                                         | FUJIFILM Holdings Corp.                                                           | CUSIP: N/A<br>LEI: 529900UBKMFM0ST6H474       | Long             | EC               | CORP              | JP        |     46600 | NS      | $1080033.82   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                  | Community Health Systems, Inc.                                                    | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    536000 | PA      | $530640.00    | 0.04%             | 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      | $163735.80    | 0.01%             | 2032-12-18      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| East Japan Railway Co.                                          | East Japan Railway Co.                                                            | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | EC               | CORP              | JP        |      3100 | NS      | $75717.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Manitowoc Co., Inc. (The)                                       | Manitowoc Co., Inc. (The)                                                         | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32579.45     | 0.00%             | 2031-10-01      | Fixed         | 9.25%                 | 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      | $-1744.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amber Finco plc                                                 | Amber Finco plc                                                                   | CUSIP: N/A<br>LEI: 9845004C0870D380O790       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $121154.67    | 0.01%             | 2029-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp.                                            | Carrier Global Corp.                                                              | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      7008 | NS      | $416905.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS, Inc.                                                       | MKS, Inc., 1st Lien Term Loan B                                                   | CUSIP: 55314NAZ7<br>LEI: 549300KEQATBHAGVF505 | Long             | LON              | CORP              | US        |    540020 | PA      | $540311.38    | 0.04%             | 2029-08-17      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                     | Allied Universal Holdco LLC                                                       | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    407000 | PA      | $398627.52    | 0.03%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Gruppo San Donato SpA                                           | Gruppo San Donato SpA                                                             | CUSIP: N/A<br>LEI: 8156003649DB0704FC22       | Long             | DBT              | CORP              | IT        |    100000 | PA      | $118434.79    | 0.01%             | 2031-10-31      | Fixed         | 6.50%                 | 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      | $47467.63     | 0.00%             | 2032-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Baytex Energy Corp.                                             | Baytex Energy Corp.                                                               | CUSIP: 07317QAK1<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |     37000 | PA      | $36433.34     | 0.00%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Meade Pipeline Co. LLC                                          | Meade Pipeline Co LLC, 1st Lien Term Loan                                         | CUSIP: 58307PAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     66000 | PA      | $66000.00     | 0.00%             | 2032-09-22      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                           | Cardinal Health, Inc.                                                             | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      1800 | NS      | $278847.95    | 0.02%             | 2025-11-03      | Fixed         | 23.74%                | No            |                  2 | On Loan: No      |
| Generac Holdings, Inc.                                          | Generac Holdings, Inc.                                                            | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |       732 | NS      | $122990.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Romania                                                         | Romania Government Bond                                                           | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     72000 | PA      | $72900.00     | 0.01%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                                   | Nomura Bank International plc                                                     | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      2493 | NS      | $2013214.28   | 0.15%             | 2025-12-10      | Fixed         | 18.42%                | No            |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                                        | AthenaHealth Group, Inc., 1st Lien Term Loan                                      | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    652260 | PA      | $648894.35    | 0.05%             | 2029-02-15      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                     | Capital One Financial Corp., Series DMT0                                          | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     13929 | NS      | $3060823.32   | 0.22%             | 2025-12-03      | Fixed         | 24.54%                | No            |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                           | Navoi Mining & Metallurgical Combinat                                             | CUSIP: 63890CAB0<br>LEI: 213800YLNAGERZ4C3M60 | Long             | DBT              | CORP              | UZ        |    200000 | PA      | $213750.00    | 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      | $115620.48    | 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        |    221000 | PA      | $234063.53    | 0.02%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing LLC                                           | DirecTV Financing LLC                                                             | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    233000 | PA      | $233010.95    | 0.02%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Aurium CLO VII DAC                                              | Aurium CLO VII DAC, Series 7X, Class DR                                           | CUSIP: N/A<br>LEI: 549300V2IBKMYWMKX423       | Long             | ABS-CBDO         | CORP              | IE        |    100000 | PA      | $114664.34    | 0.01%             | 2038-10-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Pinnacle Buyer, LLC                                             | Pinnacle Buyer, LLC, Delayed Draw 1st Lien Term Loan B                            | CUSIP: 72349UAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     41907 | PA      | $42064.27     | 0.00%             | 2032-10-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                           | International Business Machines Corp., Series 00He                                | CUSIP: 61778P379<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |      3225 | NS      | $970309.09    | 0.07%             | 2025-12-05      | Fixed         | 28.89%                | No            |                  2 | On Loan: No      |
| Sable International Finance Ltd.                                | Sable International Finance Ltd.                                                  | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $200000.00    | 0.01%             | 2032-10-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| USI, Inc.                                                       | USI, Inc., 1st Lien Term Loan D                                                   | CUSIP: 90351NAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    530362 | PA      | $530892.03    | 0.04%             | 2029-11-21      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Versant Media Group, Inc.                                       | Versant Media Group, Inc.                                                         | CUSIP: 925283AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59000 | PA      | $60140.30     | 0.00%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer LLC                                            | FS Rialto Issuer LLC, Series 2025-FL10, Class A                                   | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1150000 | PA      | $1149107.49   | 0.08%             | 2042-08-19      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC                                       | Stonepeak Nile Parent LLC                                                         | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |     28000 | PA      | $29612.29     | 0.00%             | 2032-03-15      | Fixed         | 7.25%                 | 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      | $537005.22    | 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        |    131000 | PA      | $144760.10    | 0.01%             | 2032-07-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                          | LifePoint Health, Inc.                                                            | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    280000 | PA      | $308728.72    | 0.02%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                      | Sensata Technologies, Inc.                                                        | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     85000 | PA      | $81965.23     | 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        |     24200 | NS      | $519217.62    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Navient Corp.                                                   | Navient Corp.                                                                     | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3296.07      | 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        |    600000 | PA      | $644199.60    | 0.05%             | 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      | $179887.95    | 0.01%             | 2036-08-15      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                             | Ascent Resources Utica Holdings LLC                                               | CUSIP: 04364VBA0<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |     63000 | PA      | $64126.25     | 0.00%             | 2033-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3364.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Willis Towers Watson plc                                        | Willis Towers Watson plc                                                          | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | IE        |       800 | NS      | $250480.00    | 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      | $118209.11    | 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        |     30469 | NS      | $202988.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Darling Ingredients, Inc.                                       | Darling Ingredients, Inc.                                                         | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52556.24     | 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        |    311000 | PA      | $365399.63    | 0.03%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fraport AG Frankfurt Airport Services Worldwide                 | Fraport AG Frankfurt Airport Services Worldwide                                   | CUSIP: N/A<br>LEI: 5299001ERX0K10IZUL40       | Long             | EC               | CORP              | DE        |      1894 | NS      | $162343.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kubota Corp.                                                    | Kubota Corp.                                                                      | CUSIP: N/A<br>LEI: 549300CSY4INHEHQQT13       | Long             | EC               | CORP              | JP        |     40500 | NS      | $524360.21    | 0.04%             |  |  |  | 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      | $1501628.85   | 0.11%             | 2038-03-31      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Luna 1.5 SARL                                                   | Luna 1.5 SARL                                                                     | CUSIP: N/A<br>LEI: 64884UZ60Y77J5XK5C41       | Long             | DBT              | CORP              | LU        |    141000 | PA      | $168431.38    | 0.01%             | 2032-07-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Fedrigoni SpA                                                   | Fedrigoni SpA                                                                     | CUSIP: N/A<br>LEI: 8156004CE82074779D19       | Long             | DBT              | CORP              | IT        |     19000 | PA      | $21326.81     | 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        |    153000 | PA      | $186597.25    | 0.01%             | 2031-01-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                                    | Hasbro, Inc.                                                                      | CUSIP: 83371T780<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      1700 | NS      | $129484.65    | 0.01%             | 2025-11-17      | Fixed         | 24.50%                | No            |                  2 | On Loan: No      |
| Rentokil Initial plc                                            | Rentokil Initial plc                                                              | CUSIP: N/A<br>LEI: 549300VN4WV7Z6T14K68       | Long             | EC               | CORP              | GB        |     58827 | NS      | $328340.13    | 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      | $37705.37     | 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      | $155764.05    | 0.01%             | 2033-06-10      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                       | Sunoco LP                                                                         | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36993.93     | 0.00%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd.                                         | DBS Group Holdings Ltd.                                                           | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |     59302 | NS      | $2455253.23   | 0.18%             |  |  |  | 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      | $56059.20     | 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      | $713107.49    | 0.05%             | 2038-10-15      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Midcap Financial Issuer Trust                                   | Midcap Financial Issuer Trust                                                     | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $196447.88    | 0.01%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                   | Transocean International Ltd.                                                     | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     58000 | PA      | $59731.25     | 0.00%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                           | Albertsons Cos., Inc.                                                             | CUSIP: 01309QAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     84000 | PA      | $84370.12     | 0.01%             | 2034-03-31      | Fixed         | 5.75%                 | 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      | $706194.69    | 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        |     28194 | NS      | $2156533.17   | 0.16%             |  |  |  | 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        |     96756 | PA      | $96804.66     | 0.01%             | 2031-07-30      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1.15         | 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      | $434848.00    | 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        |     48500 | NS      | $2809280.25   | 0.20%             |  |  |  | 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      | $705068.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAmpac PG Borrower LLC                                        | ProAmpac PG Borrower LLC, 1st Lien Term Loan B                                    | CUSIP: 74274NAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     45884 | PA      | $45800.03     | 0.00%             | 2028-09-15      | Variable      | 8.02%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                          | Keurig Dr Pepper, Inc.                                                            | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     23628 | NS      | $641736.48    | 0.05%             |  |  |  | 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        |    141209 | PA      | $132265.37    | 0.01%             | 2047-04-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Picard Groupe SAS                                               | Picard Groupe SAS                                                                 | CUSIP: N/A<br>LEI: 969500C0PA29TV19CT55       | Long             | DBT              | CORP              | FR        |    300000 | PA      | $362678.58    | 0.03%             | 2029-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Kingspan Group plc                                              | Kingspan Group plc                                                                | CUSIP: N/A<br>LEI: 635400HM7V74SUB9OG75       | Long             | EC               | CORP              | IE        |      2712 | NS      | $203069.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                  | US Foods, Inc.                                                                    | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13639.20     | 0.00%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                             | Union Pacific Corp.                                                               | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       300 | NS      | $66599.79     | 0.00%             | 2025-11-20      | Fixed         | 13.54%                | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co. plc                                      | Bellis Acquisition Co. plc                                                        | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $117194.36    | 0.01%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BP plc                                                          | BP plc                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     66200 | NS      | $374757.90    | 0.03%             | 2025-12-11      | Fixed         | 23.11%                | No            |                  2 | On Loan: No      |
| UBS AG                                                          | UBS AG                                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |     20638 | NS      | $1927001.84   | 0.14%             | 2025-12-09      | Fixed         | 19.60%                | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                             | Intesa Sanpaolo SpA                                                               | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |    142013 | NS      | $915322.83    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MGM Resorts International                                       | MGM Resorts International                                                         | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     77000 | PA      | $78394.09     | 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        |     32067 | NS      | $892584.95    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Stillwater Mining Co.                                           | Stillwater Mining Co.                                                             | CUSIP: 86074QAQ5<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186500.00    | 0.01%             | 2029-11-16      | Fixed         | 4.50%                 | 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        |     40491 | PA      | $15386.67     | 0.00%             | 2029-08-20      | Variable      | 12.20%                | No            |                  2 | On Loan: No      |
| Option Care Health, Inc.                                        | Option Care Health, Inc., 1st Lien Term Loan                                      | CUSIP: 68404YAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    443568 | PA      | $444308.72    | 0.03%             | 2032-09-16      | Variable      | 5.71%                 | No            |                  2 | 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      | $2007183.20   | 0.15%             | 2038-04-20      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                               | Standard Building Solutions, Inc.                                                 | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    107000 | PA      | $109996.19    | 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        |    327000 | PA      | $305053.13    | 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      | $39388.60     | 0.00%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                    | Humana, Inc., Series E0OB                                                         | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      2608 | NS      | $725920.12    | 0.05%             | 2025-11-05      | Fixed         | 21.65%                | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                               | Xcel Energy, Inc.                                                                 | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      9269 | NS      | $752364.73    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarios Global LP                                               | Clarios Global LP                                                                 | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | DBT              | CORP              | CA        |    457000 | PA      | $537295.05    | 0.04%             | 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      | $250047.13    | 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        |      9500 | NS      | $187815.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                         | Level 3 Financing, Inc.                                                           | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    338000 | PA      | $323212.50    | 0.02%             | 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        |     39688 | PA      | $39638.71     | 0.00%             | 2028-03-17      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Republic of Montenegro                                          | Republic of Montenegro                                                            | CUSIP: N/A<br>LEI: 747800V014106FYLL014       | Long             | DBT              | NUSS              | ME        |    191000 | PA      | $217060.20    | 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      | $127413.21    | 0.01%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                              | J.P. Morgan Structured Products BV, Series DM88                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      5152 | NS      | $3419500.28   | 0.25%             | 2025-12-16      | Fixed         | 20.75%                | No            |                  2 | On Loan: No      |
| US Acute Care Solutions LLC                                     | US Acute Care Solutions LLC                                                       | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    136000 | PA      | $138490.16    | 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      | $24693.86     | 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        |    114468 | PA      | $107075.87    | 0.01%             | 2030-08-01      | Variable      | 8.24%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco SARL                                        | Eagle Funding Luxco SARL                                                          | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    465000 | PA      | $472026.15    | 0.03%             | 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      | $24202.30     | 0.00%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                              | Light & Wonder International, Inc.                                                | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     71000 | PA      | $70686.18     | 0.01%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co., Inc. (The)                           | Kansai Electric Power Co., Inc. (The)                                             | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | EC               | CORP              | JP        |      4900 | NS      | $76440.79     | 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      | $2014.62      | 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      | $179.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cooper Cos., Inc. (The)                                         | Cooper Cos., Inc. (The)                                                           | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |      3846 | NS      | $268873.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Afflelou SAS                                                    | Afflelou SAS                                                                      | CUSIP: N/A<br>LEI: 969500I7CS80FNB7CZ43       | Long             | DBT              | CORP              | FR        |    111000 | PA      | $133589.58    | 0.01%             | 2029-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield U.S. Borrower LLC                           | Cushman & Wakefield US Borrower LLC, 1st Lien Term Loan                           | CUSIP: 23340DAW2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     47460 | PA      | $47539.26     | 0.00%             | 2030-01-31      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP                                    | Scientific Games Holdings LP, 1st Lien Term Loan                                  | CUSIP: 80875CAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    178536 | PA      | $176259.57    | 0.01%             | 2029-04-04      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    100000 | PA      | $2885.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CoorsTek, Inc.                                                  | CoorsTek, Inc., 1st Lien Term Loan B                                              | CUSIP: 21702EAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    129000 | PA      | $128355.00    | 0.01%             | 2032-10-12      | Variable      | 6.68%                 | No            |                  3 | On Loan: No      |
| TKO Worldwide Holdings LLC                                      | TKO Worldwide Holdings LLC, 1st Lien Term Loan B5                                 | CUSIP: 90266UAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    907251 | PA      | $909083.84    | 0.07%             | 2031-11-21      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                      | Cloud Software Group, Inc.                                                        | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   1214000 | PA      | $1255688.76   | 0.09%             | 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      | $115553.24    | 0.01%             | 2032-07-01      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| United Utilities Group plc                                      | United Utilities Group plc                                                        | CUSIP: N/A<br>LEI: 2138002IEYQAOC88ZJ59       | Long             | EC               | CORP              | GB        |     27022 | NS      | $426312.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Maxam Prill SARL                                                | Maxam Prill SARL                                                                  | CUSIP: N/A<br>LEI: 984500C4C5B820A6B691       | Long             | DBT              | CORP              | LU        |    374000 | PA      | $438488.96    | 0.03%             | 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        |    449243 | PA      | $450976.65    | 0.03%             | 2028-11-01      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Connect Finco SARL                                              | Connect Finco SARL                                                                | CUSIP: 20752TAB0<br>LEI: 2594001KNYIQ456J2792 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211782.80    | 0.02%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                           | Nissan Motor Co. Ltd.                                                             | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Long             | DBT              | CORP              | JP        |    100000 | PA      | $119461.57    | 0.01%             | 2033-07-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Dollar Tree, Inc.                                               | Dollar Tree, Inc.                                                                 | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      1400 | NS      | $138497.53    | 0.01%             | 2025-11-03      | Fixed         | 29.00%                | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                             | Bausch + Lomb Corp., 1st Lien Term Loan                                           | CUSIP: C0787FAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    460605 | PA      | $463022.86    | 0.03%             | 2031-01-15      | Variable      | 8.21%                 | 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        |    247500 | PA      | $300258.12    | 0.02%             | 2030-04-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WEX, Inc.                                                       | WEX, Inc., 1st Lien Term Loan B2                                                  | CUSIP: 96208UAW1<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |     59549 | PA      | $59344.02     | 0.00%             | 2028-04-03      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                           | Cardinal Health, Inc.                                                             | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      6768 | NS      | $1291131.36   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Millrose Properties, Inc.                                       | Millrose Properties, Inc.                                                         | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    147000 | PA      | $148916.97    | 0.01%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                           | Public Service Enterprise Group, Inc.                                             | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      5027 | NS      | $404975.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarios Global LP                                               | Clarios Global LP                                                                 | CUSIP: 18060TAD7<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |    246000 | PA      | $255023.28    | 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      | $53769.19     | 0.00%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                           | DirecTV Financing LLC                                                             | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    143000 | PA      | $142153.30    | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                       | Apollo Debt Solutions BDC                                                         | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21052.16     | 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      | $487531.66    | 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      | $107937.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs, Inc.                                           | Churchill Downs, Inc.                                                             | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     59000 | PA      | $58469.12     | 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        |      4129 | NS      | $497661.66    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                                 | Cemex SAB de CV                                                                   | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $208040.00    | 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        |     84929 | PA      | $84742.76     | 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      | $352617.11    | 0.03%             | 2030-02-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                         | Qnity Electronics, Inc.                                                           | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     82000 | PA      | $83445.91     | 0.01%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AllSpring Buyer LLC                                             | AllSpring Buyer LLC, 1st Lien Term Loan                                           | CUSIP: 98922AAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    145634 | PA      | $145852.54    | 0.01%             | 2030-11-01      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| Viking Ocean Cruises Ship VII Ltd.                              | Viking Ocean Cruises Ship VII Ltd.                                                | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     37000 | PA      | $36963.56     | 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      | $117906.95    | 0.01%             | 3024-03-14      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Resideo Funding, Inc.                                           | Resideo Funding, Inc.                                                             | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    124000 | PA      | $126924.91    | 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        |    530000 | PA      | $511957.58    | 0.04%             | 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      | $211250.00    | 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        |     90161 | NS      | $2073861.26   | 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      | $275100.00    | 0.02%             | 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        |     10662 | NS      | $535019.47    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Dollar                                                | Hong Kong Dollar                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HK        |     17599 | OU      | $2264.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Asplundh Tree Expert LLC                                        | Asplundh Tree Expert LLC, 1st Lien Term Loan                                      | CUSIP: 04538FAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    322620 | PA      | $322636.43    | 0.02%             | 2027-09-06      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                          | UBS AG                                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      7431 | NS      | $3559824.89   | 0.26%             | 2025-12-09      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                           | Nissan Motor Co. Ltd.                                                             | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $211185.20    | 0.02%             | 2032-07-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| APi Group DE, Inc.                                              | APi Group DE, Inc.                                                                | CUSIP: 001877AA7<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |     41000 | PA      | $39573.45     | 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      | $119631.90    | 0.01%             | 2033-11-15      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Holdings, Inc.                                | SS&C Technologies Holdings, Inc.                                                  | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      4800 | NS      | $411362.63    | 0.03%             | 2025-11-24      | Fixed         | 16.80%                | No            |                  2 | On Loan: No      |
| Propulsion BC Newco LLC                                         | Propulsion BC Newco LLC, 1st Lien Term Loan                                       | CUSIP: 74347UAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     37430 | PA      | $37544.02     | 0.00%             | 2029-09-14      | Variable      | 6.74%                 | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                                   | Nomura Bank International plc                                                     | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      2393 | NS      | $1383419.05   | 0.10%             | 2025-12-17      | Fixed         | 16.37%                | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                          | GSAA Home Equity Trust, Series 2006-5, Class 1A1                                  | CUSIP: 362334GQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     51240 | PA      | $14575.79     | 0.00%             | 2036-03-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Bubbles Bidco SpA                                               | Bubbles Bidco SpA                                                                 | CUSIP: N/A<br>LEI: 815600073942740CEB24       | Long             | DBT              | CORP              | IT        |    111000 | PA      | $131617.10    | 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        |    200000 | PA      | $236939.45    | 0.02%             | 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        |    139000 | PA      | $148917.51    | 0.01%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Zillow Group, Inc.                                              | Zillow Group, Inc.                                                                | CUSIP: 83371T855<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |     11223 | NS      | $805750.80    | 0.06%             | 2025-11-06      | Fixed         | 23.04%                | No            |                  2 | On Loan: No      |
| Chubu Electric Power Co., Inc.                                  | Chubu Electric Power Co., Inc.                                                    | CUSIP: N/A<br>LEI: 529900A76GOP0PGNHT63       | Long             | EC               | CORP              | JP        |      5900 | NS      | $82044.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PPL Corp.                                                       | PPL Corp.                                                                         | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |      6197 | NS      | $226314.44    | 0.02%             |  |  |  | No            |                  1 | 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      | $85952.10     | 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        |      1156 | NS      | $155909.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom, Inc.                                                    | Dexcom, Inc.                                                                      | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      4147 | NS      | $241438.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Cameroon International Bond                         | Republic of Cameroon                                                              | CUSIP: N/A<br>LEI: 54930021BO6NHYGBBV24       | Long             | DBT              | NUSS              | CM        |    300000 | PA      | $284625.00    | 0.02%             | 2031-07-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                              | Johnson Controls International plc, Series DLzx                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      5186 | NS      | $581181.37    | 0.04%             | 2025-11-06      | Fixed         | 11.38%                | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                         | Level 3 Financing, Inc.                                                           | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    543000 | PA      | $557879.83    | 0.04%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare, Inc.                                            | HCA Healthcare, Inc., Series 00Hd                                                 | CUSIP: 61778P361<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |      6034 | NS      | $2741407.73   | 0.20%             | 2025-12-05      | Fixed         | 16.77%                | No            |                  2 | On Loan: No      |
| Al Rajhi Sukuk Ltd.                                             | Al Rajhi Sukuk Ltd.                                                               | CUSIP: N/A<br>LEI: 549300FHETHK3XGY8N60       | Long             | DBT              | CORP              | KY        |    290000 | PA      | $294060.00    | 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        |     35000 | PA      | $35907.09     | 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        |      5995 | NS      | $521385.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRVA, Inc.                                                     | SIRVA, Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        75 | NS      | $62.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                | Sabre GLBL, Inc.                                                                  | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40216.69     | 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        |    274000 | PA      | $286768.65    | 0.02%             | 2031-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| New Taiwan Dollar                                               | New Taiwan Dollar                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | TW        |         0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JFE Holdings, Inc.                                              | JFE Holdings, Inc.                                                                | CUSIP: N/A<br>LEI: 3538002Y11Y03NA9B530       | Long             | EC               | CORP              | JP        |     23600 | NS      | $270461.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays plc                                                    | Barclays plc                                                                      | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $190886.24    | 0.01%             | 2028-03-15      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                     | L3Harris Technologies, Inc.                                                       | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |       600 | NS      | $174653.57    | 0.01%             | 2025-12-15      | Fixed         | 17.19%                | No            |                  2 | On Loan: No      |
| Virgin Media Vendor Financing Notes III DAC                     | Virgin Media Vendor Financing Notes III DAC                                       | CUSIP: N/A<br>LEI: 635400SSKC2QCGEPIQ43       | Long             | DBT              | CORP              | IE        |    130000 | PA      | $166180.08    | 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: 9QU0CG1O4LSOB6IFK895 | Long             | LON              | CORP              | US        |    275000 | PA      | $276245.75    | 0.02%             | 2032-06-25      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                             | Medline Borrower LP                                                               | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    154000 | PA      | $158427.96    | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ardonagh Group Finance Ltd.                                     | Ardonagh Group Finance Ltd.                                                       | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |    530000 | PA      | $553017.37    | 0.04%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Verisure Holding AB                                             | Verisure Holding AB                                                               | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | DBT              | CORP              | SE        |    100000 | PA      | $118958.11    | 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        |    160142 | PA      | $160342.21    | 0.01%             | 2031-02-21      | Variable      | 6.54%                 | No            |                  3 | On Loan: No      |
| Vivion Investments SARL                                         | Vivion Investments SARL                                                           | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |    109000 | PA      | $125248.09    | 0.01%             | 2029-02-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                 | Wynn Macau Ltd.                                                                   | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $196350.00    | 0.01%             | 2029-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                     | FTAI Aviation Investors LLC                                                       | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    155000 | PA      | $164724.55    | 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      | $73172.66     | 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      | $195563.84    | 0.01%             | 2027-05-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                          | Ardagh Metal Packaging Finance USA LLC                                            | CUSIP: 03969YAB4<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186462.02    | 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        |    243851 | PA      | $244141.19    | 0.02%             | 2029-05-03      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| ADT Security Corp. (The)                                        | ADT Security Corp. (The)                                                          | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     48000 | PA      | $46482.15     | 0.00%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WPP plc                                                         | WPP plc                                                                           | CUSIP: N/A<br>LEI: 549300LSGBXPYHXGDT93       | Long             | EC               | CORP              | JE        |     85474 | NS      | $322978.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wabash National Corp.                                           | Wabash National Corp.                                                             | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |     48000 | PA      | $42303.24     | 0.00%             | 2028-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                             | Cisco Systems, Inc.                                                               | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      4882 | NS      | $356923.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Capstone Borrower, Inc.                                         | Capstone Borrower, Inc.                                                           | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |    448000 | PA      | $457068.42    | 0.03%             | 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        |    184524 | PA      | $185257.96    | 0.01%             | 2029-07-06      | Variable      | 5.74%                 | 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        |    205614 | PA      | $155238.91    | 0.01%             | 2029-01-24      | Variable      | 7.35%                 | 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      | $811718.94    | 0.06%             | 2031-01-24      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                       | Zayo Group Holdings, Inc.                                                         | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    484357 | PA      | $460546.01    | 0.03%             | 2030-03-09      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| Romania                                                         | Romania Government Bond                                                           | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    351000 | PA      | $353376.49    | 0.03%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| AECOM                                                           | AECOM                                                                             | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |    185000 | PA      | $189858.10    | 0.01%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                       | Sunoco LP                                                                         | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37023.87     | 0.00%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Public Power Corp. SA                                           | Public Power Corp. SA                                                             | CUSIP: N/A<br>LEI: 213800T9Y5XCOVRZ4Y57       | Long             | DBT              | CORP              | GR        |    100000 | PA      | $117196.36    | 0.01%             | 2030-10-31      | Fixed         | 4.25%                 | 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      | $119929.30    | 0.01%             | 2036-02-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                 | Madison IAQ LLC, 1st Lien Term Loan                                               | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    768694 | PA      | $769654.78    | 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      | $165184.20    | 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        |      1400 | NS      | $197123.06    | 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        |     15600 | NS      | $270258.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaseya, Inc.                                                    | Kaseya, Inc., 1st Lien Term Loan                                                  | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |    798052 | PA      | $797637.36    | 0.06%             | 2032-03-22      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| CPI HoldCo B LLC                                                | CPI Holdco B LLC, 1st Lien Term Loan                                              | CUSIP: 1261MAAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    727109 | PA      | $726527.41    | 0.05%             | 2031-05-19      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Arcosa, Inc.                                                    | Arcosa, Inc.                                                                      | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    154000 | PA      | $161282.81    | 0.01%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CP Atlas Buyer, Inc.                                            | CP Atlas Buyer, Inc.                                                              | CUSIP: 12597YAC3<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13561.24     | 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      | $27786.06     | 0.00%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Apex Group Treasury LLC                                         | Apex Group Treasury LLC, 1st Lien Term Loan B                                     | CUSIP: G0472CAK1<br>LEI: 254900N6HRPDDNW7HP03 | Long             | LON              | CORP              | US        |    416279 | PA      | $388700.50    | 0.03%             | 2032-02-27      | Variable      | 7.75%                 | 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        |    197508 | PA      | $197600.33    | 0.01%             | 2031-12-11      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                | Altice France SA                                                                  | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    181020 | PA      | $173796.14    | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Somnigroup International, Inc.                                  | Somnigroup International, Inc., 1st Lien Term Loan B                              | CUSIP: 88025BAP6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    100588 | PA      | $101049.05    | 0.01%             | 2031-10-24      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                               | FirstEnergy Corp.                                                                 | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     12669 | NS      | $580620.27    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of South Africa                                        | Republic of South Africa                                                          | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |  11158000 | PA      | $605999.97    | 0.04%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Science Applications International Corp.                        | Science Applications International Corp.                                          | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69794.19     | 0.01%             | 2033-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Option Care Health, Inc.                                        | Option Care Health, Inc.                                                          | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |     59000 | PA      | $56940.94     | 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        |     66662 | PA      | $62940.70     | 0.00%             | 2029-02-15      | Variable      | 9.26%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP                                    | MPT Operating Partnership LP                                                      | CUSIP: N/A<br>LEI: WUQXXXF7PXTUPGROE843       | Long             | DBT              | CORP              | US        |    250000 | PA      | $299609.39    | 0.02%             | 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      | $27559.41     | 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      | $26178.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp.                            | Cognizant Technology Solutions Corp., Class A                                     | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      1141 | NS      | $83156.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Progroup AG                                                     | ProGroup AG                                                                       | CUSIP: N/A<br>LEI: 529900YI5W5TQ8F2FP82       | Long             | DBT              | CORP              | DE        |    300000 | PA      | $349565.16    | 0.03%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Swatch Group AG (The)                                           | Swatch Group AG (The)                                                             | CUSIP: N/A<br>LEI: 529900NTES2LEON1JZ55       | Long             | EC               | CORP              | CH        |      1329 | NS      | $277743.35    | 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        |     35118 | PA      | $32407.51     | 0.00%             | 2029-02-06      | Variable      | 8.95%                 | 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      | $73897.58     | 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        |      2860 | NS      | $889803.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks, Inc.                                           | Arista Networks, Inc., Series EMU3                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     18069 | NS      | $2730018.43   | 0.20%             | 2025-11-07      | Fixed         | 32.87%                | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                                           | NXP Semiconductors NV, Series EMSv                                                | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |       901 | NS      | $191350.95    | 0.01%             | 2025-12-01      | Fixed         | 23.93%                | No            |                  2 | On Loan: No      |
| Exgen Renewables IV LLC                                         | Exgen Renewables IV LLC, 1st Lien Term Loan                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    239765 | PA      | $239414.67    | 0.02%             | 2027-12-15      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Pinnacle Bidco plc                                              | Pinnacle Bidco plc                                                                | CUSIP: N/A<br>LEI: 2138006Z5V8OBL2A2Q06       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $276502.49    | 0.02%             | 2028-10-11      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Harvest Midstream I LP                                          | Harvest Midstream I LP                                                            | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     57000 | PA      | $59070.75     | 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      | $39815.37     | 0.00%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ZF Finance GmbH                                                 | ZF Finance GmbH                                                                   | CUSIP: N/A<br>LEI: 5493001N9T6QDCCXB426       | Long             | DBT              | CORP              | DE        |    200000 | PA      | $215050.92    | 0.02%             | 2028-05-03      | Fixed         | 2.25%                 | 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        |     98505 | PA      | $78779.37     | 0.01%             | 2031-10-07      | Variable      | 8.21%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                               | FirstEnergy Corp.                                                                 | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |     61056 | NS      | $2811812.66   | 0.20%             | 2025-12-05      | Fixed         | 19.79%                | No            |                  2 | On Loan: No      |
| JFL-Tiger Acquisition Co., Inc.                                 | JFL-Tiger Acquisition Co., Inc., 1st Lien Term Loan                               | CUSIP: 465966AB5<br>LEI: 254900KPFL42CYD2VY03 | Long             | LON              | CORP              | US        |    107352 | PA      | $107441.08    | 0.01%             | 2030-10-17      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Trimaran Cavu Ltd.                                              | Trimaran CAVU Ltd., Series 2021-1A, Class BR                                      | CUSIP: 89624NAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002022.80   | 0.07%             | 2037-07-23      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| SeaWorld Parks & Entertainment, Inc.                            | SeaWorld Parks & Entertainment, Inc., 1st Lien Term Loan B3                       | CUSIP: 78488CAL4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     72333 | PA      | $72061.98     | 0.01%             | 2031-12-04      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Acciona SA                                                      | Acciona SA                                                                        | CUSIP: N/A<br>LEI: 54930002KP75TLLLNO21       | Long             | EC               | CORP              | ES        |      1861 | NS      | $411917.49    | 0.03%             |  |  |  | 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        |    349944 | PA      | $346882.35    | 0.03%             | 2031-07-02      | Variable      | 6.96%                 | No            |                  3 | On Loan: No      |
| Vortex Opco LLC                                                 | Vortex Opco LLC, 1st Lien Term Loan                                               | CUSIP: G9158TAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    133521 | PA      | $22921.55     | 0.00%             | 2028-12-18      | Variable      | 8.37%                 | No            |                  2 | On Loan: No      |
| Outfront Media, Inc.                                            | Outfront Media, Inc.                                                              | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |     27276 | NS      | $482512.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Corp.                                                | Mitsubishi Corp.                                                                  | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |    133700 | NS      | $3210492.12   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                         | Citigroup Global Markets Holdings, Inc., Series DMTm                              | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |      6161 | NS      | $2840590.65   | 0.21%             | 2025-12-16      | Fixed         | 14.46%                | No            |                  2 | On Loan: No      |
| Power Corp. of Canada                                           | Power Corp. of Canada                                                             | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |     22903 | NS      | $1072850.95   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kronos International, Inc.                                      | Kronos International, Inc.                                                        | CUSIP: N/A<br>LEI: 529900NTVDLUSYY9F493       | Long             | DBT              | CORP              | US        |    170000 | PA      | $194411.83    | 0.01%             | 2029-03-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                             | Erste Group Bank AG                                                               | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |      4078 | NS      | $422435.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Reworld Holding Corp.                                           | Reworld Holding Corp., 1st Lien Term Loan B                                       | CUSIP: 22282GAM9<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |    299680 | PA      | $299679.54    | 0.02%             | 2028-11-30      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                               | Exxon Mobil Corp.                                                                 | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     26254 | NS      | $3011467.53   | 0.22%             | 2025-11-03      | Fixed         | 8.47%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                  | NiSource, Inc.                                                                    | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |      5792 | NS      | $243901.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boels Topholding BV                                             | Boels Topholding BV                                                               | CUSIP: N/A<br>LEI: 724500V913SEHSEW2O75       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $119183.40    | 0.01%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                 | Wynn Macau Ltd.                                                                   | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $201614.00    | 0.01%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                            | SoftBank Group Corp.                                                              | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    100000 | PA      | $119689.27    | 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        |    419000 | PA      | $447397.93    | 0.03%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| VGP NV                                                          | VGP NV                                                                            | CUSIP: N/A<br>LEI: 315700NENYPIXFR94T49       | Long             | EC               | CORP              | BE        |      2854 | NS      | $329711.66    | 0.02%             |  |  |  | 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      | $155891.26    | 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      | $166264.83    | 0.01%             | 2031-06-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Haleon plc                                                      | Haleon plc                                                                        | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               | CORP              | GB        |    134254 | NS      | $624312.24    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                  | Morgan Stanley                                                                    | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      5577 | NS      | $914628.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilcorp Energy I LP                                             | Hilcorp Energy I LP                                                               | CUSIP: 431318BE3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     93000 | PA      | $88349.65     | 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        |     39272 | NS      | $2356491.85   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3, Inc.                                   | Fortress Intermediate 3, Inc., 1st Lien Term Loan B                               | CUSIP: 34966LAD6<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |    141084 | PA      | $141260.61    | 0.01%             | 2031-06-27      | Variable      | 7.11%                 | No            |                  3 | On Loan: No      |
| Arab Republic of Egypt                                          | Arab Republic of Egypt                                                            | CUSIP: 03846JAG5<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $218192.00    | 0.02%             | 2033-02-04      | Fixed         | 9.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $14.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Worldline SA                                                    | Worldline SA                                                                      | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $99961.84     | 0.01%             | 2027-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PrestigeBidCo GmbH                                              | PrestigeBidCo GmbH                                                                | CUSIP: N/A<br>LEI: 529900CSF1DNOCHMI763       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $115884.72    | 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      | $240530.00    | 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        |      3718 | NS      | $363434.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Iliad Holding SAS                                               | Iliad Holding SAS                                                                 | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    207000 | PA      | $222166.05    | 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      | $65097.02     | 0.00%             | 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      | $39325.75     | 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        |      2669 | NS      | $560623.45    | 0.04%             |  |  |  | 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        |    270934 | PA      | $271357.01    | 0.02%             | 2030-10-31      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Ferrovial SE                                                    | Ferrovial SE                                                                      | CUSIP: N/A<br>LEI: 72450022R2ZFL41Y6I04       | Long             | EC               | CORP              | NL        |     16444 | NS      | $1009075.41   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                           | Matador Resources Co.                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    103000 | PA      | $103949.15    | 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      | $465298.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Somnigroup International, Inc.                                  | Somnigroup International, Inc.                                                    | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28891.59     | 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        |     20298 | NS      | $299007.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                             | Lithia Motors, Inc.                                                               | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51088.74     | 0.00%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | CDIT                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    143000 | PA      | $172.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANGI Group LLC                                                  | ANGI Group LLC                                                                    | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    154000 | PA      | $141622.48    | 0.01%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                              | General Motors Co.                                                                | CUSIP: 60701B200<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |      2100 | NS      | $129192.18    | 0.01%             | 2025-12-08      | Fixed         | 24.02%                | No            |                  2 | On Loan: No      |
| Howden UK Refinance plc                                         | Howden UK Refinance plc                                                           | CUSIP: 44287DAA1<br>LEI: 875500O63ODR8S3K5X33 | Long             | DBT              | CORP              | GB        |    207000 | PA      | $213646.36    | 0.02%             | 2032-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems Ltd.                                     | Axalta Coating Systems Ltd.                                                       | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |      3660 | NS      | $104200.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group, Inc.                                             | Omnicom Group, Inc.                                                               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |     34294 | NS      | $2614157.83   | 0.19%             | 2025-12-05      | Fixed         | 18.19%                | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                | CSC Holdings LLC                                                                  | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    257000 | PA      | $213122.99    | 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      | $119200.05    | 0.01%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                      | Vonovia SE                                                                        | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | EC               | CORP              | DE        |     20921 | NS      | $628796.63    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Archrock Partners LP                                            | Archrock Partners LP                                                              | CUSIP: 03959KAC4<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |    202000 | PA      | $202859.71    | 0.01%             | 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        |     22000 | PA      | $20796.43     | 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      | $36645.31     | 0.00%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                     | Block, Inc.                                                                       | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    132000 | PA      | $134969.47    | 0.01%             | 2033-08-15      | 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      | $886.50       | 0.00%             |  |  |  | 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      | $201831.38    | 0.01%             | 2027-01-29      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II LLC                                 | LCM Investments Holdings II LLC                                                   | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     49000 | PA      | $47700.81     | 0.00%             | 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        |    331000 | PA      | $334994.18    | 0.02%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| iShares, Inc.                                                   | iShares Core MSCI Emerging Markets ETF                                            | CUSIP: 46434G103<br>LEI: 5493007C24Z3ZDJ0VD06 | Long             |  | RF                | US        |    400433 | NS      | $27337560.91  | 1.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings, Inc.                                          | Labcorp Holdings, Inc., Series 0032                                               | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       300 | NS      | $77169.17     | 0.01%             | 2025-11-28      | Floating      | 16.37%                | No            |                  2 | On Loan: No      |
| Holcim AG                                                       | Holcim AG                                                                         | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |     30462 | NS      | $2708109.43   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Nibe Industrier AB                                              | Nibe Industrier AB, Class B                                                       | CUSIP: N/A<br>LEI: 549300ZQH0FIF1P0MX67       | Long             | EC               | CORP              | SE        |     49738 | NS      | $193545.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDW Corp.                                                       | CDW Corp.                                                                         | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |       800 | NS      | $126153.00    | 0.01%             | 2025-11-24      | Fixed         | 21.20%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                               | Barclays Bank plc, Series DMT7                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     41662 | NS      | $8258807.31   | 0.60%             | 2025-12-12      | Fixed         | 26.39%                | No            |                  2 | On Loan: No      |
| HP, Inc.                                                        | HP, Inc.                                                                          | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     19830 | NS      | $548696.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TruGreen LP                                                     | TruGreen LP, 1st Lien Term Loan B                                                 | CUSIP: 89787RAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     83915 | PA      | $82105.83     | 0.01%             | 2027-11-02      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                     | Asurion LLC, 2nd Lien Term Loan B3                                                | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    120000 | PA      | $117393.60    | 0.01%             | 2028-01-31      | Variable      | 9.33%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                           | United Airlines, Inc., Facility 1st Lien Term Loan B                              | CUSIP: 90932RAP9<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |    321222 | PA      | $321681.75    | 0.02%             | 2031-02-24      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| KION Group AG                                                   | KION Group AG                                                                     | CUSIP: N/A<br>LEI: 5299005KY91C4C6U9H17       | Long             | EC               | CORP              | DE        |      7250 | NS      | $515144.91    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                                           | NXP Semiconductors NV, Series DMSz                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       875 | NS      | $185894.92    | 0.01%             | 2025-12-03      | Fixed         | 23.76%                | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                               | Lowe's Cos., Inc.                                                                 | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      2505 | NS      | $596515.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Var Energi ASA                                                  | Var Energi ASA                                                                    | CUSIP: N/A<br>LEI: 549300LIVN3FFOJN2K47       | Long             | DBT              | CORP              | NO        |    141000 | PA      | $180391.62    | 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      | $6347.81      | 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      | $532912.50    | 0.04%             | 2035-04-15      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| SURA Asset Management SA                                        | SURA Asset Management SA                                                          | CUSIP: 78486LAB8<br>LEI: 549300013ETMS1C0EA22 | Long             | DBT              | CORP              | CO        |    205000 | PA      | $219555.00    | 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      | $73870.32     | 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        |    399000 | PA      | $411472.05    | 0.03%             | 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        |    153988 | PA      | $153660.48    | 0.01%             | 2029-11-09      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1140.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp.                                           | Kaiser Aluminum Corp.                                                             | CUSIP: 483007AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $124543.01    | 0.01%             | 2034-03-01      | Fixed         | 5.88%                 | 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      | $1960.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                | Sabre GLBL, Inc., 1st Lien Term Loan B2                                           | CUSIP: 78571YBJ8<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |      5172 | PA      | $4758.66      | 0.00%             | 2028-06-30      | Variable      | 9.06%                 | No            |                  2 | On Loan: No      |
| Vossloh AG                                                      | Vossloh AG                                                                        | CUSIP: N/A<br>LEI: 5299003HAEOUVX3HWX43       | Long             | EC               | CORP              | DE        |      1922 | NS      | $175292.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Flagstar Bank NA                                                | Flagstar Bank NA                                                                  | CUSIP: 649445400<br>LEI: SS1TRMSN6BRNMOREEV51 | Long             | EC               | CORP              | US        |     15133 | NS      | $172818.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                                | NRG Energy, Inc.                                                                  | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    473000 | PA      | $481141.64    | 0.04%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                         | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      9302 | NS      | $3541621.10   | 0.26%             | 2025-12-10      | Fixed         | 19.34%                | No            |                  2 | On Loan: No      |
| Won                                                             | Won                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | KR        |      4467 | OU      | $3.14         | 0.00%             |  |  |  | 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      | $435843.06    | 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      | $125287.16    | 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        |      1477 | NS      | $344288.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos., Inc. (The)                                            | TJX Cos., Inc. (The)                                                              | CUSIP: 83371T731<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |     17179 | NS      | $2407962.83   | 0.18%             | 2025-11-19      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Arcosa, Inc.                                                    | Arcosa, Inc.                                                                      | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38919.94     | 0.00%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                           | Global Payments, Inc.                                                             | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      1000 | NS      | $78809.90     | 0.01%             | 2025-11-03      | Fixed         | 30.42%                | No            |                  2 | On Loan: No      |
| CBOE Global Markets, Inc.                                       | CBOE Global Markets, Inc.                                                         | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |       133 | NS      | $32670.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SES SA                                                          | SES SA                                                                            | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | DBT              | CORP              | LU        |    100000 | PA      | $121364.66    | 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        |     32623 | NS      | $489152.94    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                      | Outfront Media Capital LLC                                                        | CUSIP: 69007TAC8<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |     87000 | PA      | $84041.85     | 0.01%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                          | Aramark Services, Inc., 1st Lien Term Loan B8                                     | CUSIP: 03852JAV3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |    519585 | PA      | $519990.28    | 0.04%             | 2030-06-24      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                        | IPD 3 BV                                                                          | CUSIP: N/A<br>LEI: 724500RBP2J59JMQB629       | Long             | DBT              | CORP              | NL        |    126000 | PA      | $148003.16    | 0.01%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                | Roche Holding AG                                                                  | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |     10696 | NS      | $3464652.92   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                               | Barclays Bank plc, Series JUMY                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     10697 | NS      | $3923137.92   | 0.29%             | 2025-12-17      | Fixed         | 24.81%                | No            |                  2 | On Loan: No      |
| Allianz SE                                                      | Allianz SE (Registered)                                                           | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |      6211 | NS      | $2495839.79   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Radiate Holdco LLC                                              | Radiate Holdco LLC, 1st Lien Term Loan                                            | CUSIP: 75025KAM0<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | LON              | CORP              | US        |    452053 | PA      | $352036.62    | 0.03%             | 2029-09-25      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Barbados                                                        | Barbados Government Bond                                                          | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |    303000 | PA      | $316635.00    | 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      | $299550.00    | 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        |    604093 | PA      | $752450.93    | 0.05%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                              | State Street Corp.                                                                | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     19236 | NS      | $2217554.55   | 0.16%             | 2025-12-09      | Fixed         | 15.53%                | 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      | $127629.13    | 0.01%             | 2037-07-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Aethon United BR LP                                             | Aethon United BR LP                                                               | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    142000 | PA      | $147319.08    | 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      | $339552.47    | 0.02%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Brand Industrial Services, Inc.                                 | Brand Industrial Services, Inc.                                                   | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |    226000 | PA      | $217451.46    | 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      | $1003988.70   | 0.07%             | 2037-07-23      | Floating      | 7.26%                 | 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        |    233120 | PA      | $232683.91    | 0.02%             | 2030-03-15      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                      | Garda World Security Corp.                                                        | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    127000 | PA      | $129227.96    | 0.01%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                    | Tallgrass Energy Partners LP                                                      | CUSIP: 87470LAL5<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    204000 | PA      | $210016.98    | 0.02%             | 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        |    384000 | PA      | $368326.81    | 0.03%             | 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        |    476818 | PA      | $476341.30    | 0.03%             | 2028-06-02      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty, Inc.                                 | Rexford Industrial Realty, Inc.                                                   | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |      5449 | NS      | $225152.68    | 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      | $1404263.70   | 0.10%             | 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      | $212562.00    | 0.02%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                         | SS&C Technologies, Inc., 1st Lien Term Loan B8                                    | CUSIP: 78466DBJ2<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |    969952 | PA      | $971853.05    | 0.07%             | 2031-05-09      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                                  | Weatherford International Ltd.                                                    | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    148000 | PA      | $151250.23    | 0.01%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Aroundtown Finance SARL                                         | Aroundtown Finance SARL                                                           | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |    100000 | PA      | $136664.39    | 0.01%             | 2029-05-07      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                        | Bausch Health Cos., Inc.                                                          | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $36400.00     | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                 | Citigroup, Inc., Series EE                                                        | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     77000 | PA      | $78339.95     | 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        |    266000 | PA      | $351447.80    | 0.03%             | 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        |    218000 | PA      | $225793.06    | 0.02%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                        | IPD 3 BV                                                                          | CUSIP: N/A<br>LEI: 724500RBP2J59JMQB629       | Long             | DBT              | CORP              | NL        |    300000 | PA      | $352388.48    | 0.03%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                          | Keurig Dr Pepper, Inc., Series DM03                                               | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      4100 | NS      | $111709.55    | 0.01%             | 2025-12-04      | Fixed         | 21.92%                | No            |                  2 | On Loan: No      |
| EQT Corp.                                                       | EQT Corp.                                                                         | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      4272 | NS      | $228893.76    | 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      | $0.36         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                    | Exelon Corp.                                                                      | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      6821 | NS      | $314584.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp.                                                    | Target Corp.                                                                      | CUSIP: 83371T749<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |     32703 | NS      | $2963035.25   | 0.22%             | 2025-11-19      | Fixed         | 30.77%                | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                | CCO Holdings LLC                                                                  | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     94000 | PA      | $94739.78     | 0.01%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Henry Schein, Inc.                                              | Henry Schein, Inc.                                                                | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      5990 | NS      | $378568.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Yokogawa Electric Corp.                                         | Yokogawa Electric Corp.                                                           | CUSIP: N/A<br>LEI: 529900MV0U7C9WWF4L22       | Long             | EC               | CORP              | JP        |      9500 | NS      | $284187.38    | 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      | $245280.00    | 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        |    287000 | PA      | $275769.01    | 0.02%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp.                                              | Brown-Forman Corp., Class B                                                       | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |      3675 | NS      | $100070.25    | 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        |    600000 | PA      | $9000.00      | 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        |    275000 | PA      | $288186.80    | 0.02%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                         | Eni SpA                                                                           | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |    200000 | PA      | $236881.00    | 0.02%             | 2031-01-21      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming, Inc.                                         | Genesee & Wyoming, Inc., 1st Lien Term Loan                                       | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |    924030 | PA      | $921562.62    | 0.07%             | 2031-04-10      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| VS Buyer LLC                                                    | VS Buyer LLC, 1st Lien Term Loan                                                  | CUSIP: 91834WAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    739881 | PA      | $732482.41    | 0.05%             | 2031-04-14      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                           | Nissan Motor Co. Ltd.                                                             | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $212710.35    | 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      | $87836.21     | 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      | $188901.02    | 0.01%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Workday, Inc.                                                   | Workday, Inc., Series BSKi                                                        | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |       700 | NS      | $168762.43    | 0.01%             | 2025-12-15      | Fixed         | 23.08%                | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                               | Cigna Group (The)                                                                 | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      4239 | NS      | $1036053.99   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise, Inc.                                           | Axon Enterprise, Inc.                                                             | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21705.70     | 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      | $2007291.80   | 0.15%             | 2037-07-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                               | Republic of Kenya                                                                 | CUSIP: 491798AQ7<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    200000 | PA      | $195000.00    | 0.01%             | 2038-10-09      | Fixed         | 8.80%                 | 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      | $30980.69     | 0.00%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                   | Owens Corning                                                                     | CUSIP: 83371T707<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      7789 | NS      | $995530.98    | 0.07%             | 2025-11-06      | Fixed         | 25.19%                | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                              | Credit Agricole SA                                                                | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |     43641 | NS      | $787780.16    | 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        |    309250 | PA      | $309110.99    | 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      | $133863.45    | 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      | $201000.00    | 0.01%             | 2030-06-03      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TC Energy Corp.                                                 | TC Energy Corp.                                                                   | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |      6616 | NS      | $331858.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Canadian Gaming Corp.                                     | Great Canadian Gaming Corp.                                                       | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | CA        |    185000 | PA      | $180874.91    | 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      |
| Telenet Financing USD LLC                                       | Telenet Financing USD LLC, Facility 1st Lien Term Loan                            | CUSIP: B9000TBJ3<br>LEI: 213800BMPOX34U6DWN81 | Long             | LON              | CORP              | US        |     80000 | PA      | $79585.60     | 0.01%             | 2028-05-01      | Variable      | 6.15%                 | 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        |    564347 | PA      | $565582.68    | 0.04%             | 2031-09-15      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Aurizon Holdings Ltd.                                           | Aurizon Holdings Ltd.                                                             | CUSIP: N/A<br>LEI: 5299005PC1O6NOWL3H48       | Long             | EC               | CORP              | AU        |     34841 | NS      | $78165.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas CC Acquisition Corp.                                      | Atlas CC Acquisition Corp., 1st Lien Term Loan B                                  | CUSIP: 04921TAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    629213 | PA      | $358456.13    | 0.03%             | 2029-05-25      | Variable      | 8.37%                 | No            |                  2 | On Loan: No      |
| National Storage REIT                                           | National Storage REIT                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    326524 | NS      | $491345.60    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                         | Qnity Electronics, Inc., 1st Lien Term Loan B                                     | CUSIP: 74737SAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    614000 | PA      | $613619.32    | 0.04%             | 2032-08-12      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                               | EMRLD Borrower LP                                                                 | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |    529000 | PA      | $543828.40    | 0.04%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                               | American Electric Power Co., Inc.                                                 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     13884 | NS      | $1564914.17   | 0.11%             | 2025-11-06      | Fixed         | 8.05%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                      | Cloud Software Group, Inc., 1st Lien Term Loan B                                  | CUSIP: 88632NBK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1072659 | PA      | $1072326.63   | 0.08%             | 2031-03-21      | Variable      | 7.48%                 | No            |                  2 | On Loan: No      |
| B&M European Value Retail SA                                    | B&M European Value Retail SA                                                      | CUSIP: N/A<br>LEI: 213800UK7ZRLY2K1X530       | Long             | DBT              | CORP              | LU        |    178000 | PA      | $229775.73    | 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      | $558045.53    | 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      | $751497.83    | 0.05%             | 2038-07-17      | Floating      | 5.53%                 | 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      | $170584.38    | 0.01%             | 2041-07-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust          | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2024-OMNI, Class A | CUSIP: 46593JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    290000 | PA      | $295077.73    | 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        |    307000 | PA      | $317079.84    | 0.02%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                                   | ION Platform Finance US, Inc., 1st Lien Term Loan                                 | CUSIP: 46206RAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    838000 | PA      | $819890.82    | 0.06%             | 2032-09-30      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| Murphy USA, Inc.                                                | Murphy USA, Inc., 1st Lien Term Loan B                                            | CUSIP: 62675KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79000 | PA      | $79559.32     | 0.01%             | 2032-04-07      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                              | Chemours Co. (The)                                                                | CUSIP: 163851AE8<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     46000 | PA      | $45819.40     | 0.00%             | 2027-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co. plc                                      | Bellis Acquisition Co. plc                                                        | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |    300000 | PA      | $351583.09    | 0.03%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                    | Target Corp.                                                                      | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      5547 | NS      | $514317.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment, Inc.                                 | Live Nation Entertainment, Inc.                                                   | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38053.95     | 0.00%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                    | Zimmer Biomet Holdings, Inc.                                                      | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      2851 | NS      | $286696.56    | 0.02%             |  |  |  | No            |                  1 | 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      | $250630.15    | 0.02%             | 2030-07-17      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                  | 1011778 BC ULC                                                                    | CUSIP: 68245XAT6<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |     31000 | PA      | $31550.90     | 0.00%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                            | Campbell's Co. (The)                                                              | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |      5680 | NS      | $171138.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Australian Dollar                                               | Australian Dollar                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AU        |      5451 | OU      | $3566.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group, Inc.                                               | Match Group, Inc., Series DMTK                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     59705 | NS      | $1939663.05   | 0.14%             | 2025-11-06      | Fixed         | 28.32%                | No            |                  2 | On Loan: No      |
| Insulet Corp.                                                   | Insulet Corp.                                                                     | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |       877 | NS      | $274509.77    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm, Inc.                                                 | TransDigm, Inc., 1st Lien Term Loan                                               | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    762000 | PA      | $762167.64    | 0.06%             | 2032-08-19      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                | CCO Holdings LLC                                                                  | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    102000 | PA      | $95616.25     | 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        |     24000 | PA      | $23118.70     | 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: N/A                  | Long             | LON              | CORP              | US        |    785865 | PA      | $787059.63    | 0.06%             | 2028-05-04      | Variable      | 7.20%                 | 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      | $251472.00    | 0.02%             | 2029-09-17      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                  | ConocoPhillips                                                                    | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     10724 | NS      | $952934.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bombardier Recreational Products, Inc.                          | Bombardier Recreational Products, Inc., 1st Lien Term Loan                        | CUSIP: 09776MAT1<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    136658 | PA      | $136452.51    | 0.01%             | 2031-01-22      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares, Inc.                                 | First Citizens BancShares, Inc., Class A                                          | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |       377 | NS      | $687957.14    | 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      | $12.15        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Petroleos Mexicanos                                             | Petroleos Mexicanos                                                               | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    298000 | PA      | $291652.60    | 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      | $367316.33    | 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        |      5768 | NS      | $693659.68    | 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      | $56873.56     | 0.00%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                                   | ION Platform Finance US, Inc.                                                     | CUSIP: 46206AAA0<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190988.48    | 0.01%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                              | Crown Castle, Inc.                                                                | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      8017 | NS      | $723293.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aimbridge Topco LLC                                             | Aimbridge Topco LLC                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1250 | NS      | $80622.42     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Primaris REIT                                                   | Primaris REIT                                                                     | CUSIP: 74167K109<br>LEI: 549300WUM45OXSEVOT03 | Long             | EC               | CORP              | CA        |     26194 | NS      | $287236.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp.                                               | QuidelOrtho Corp., 1st Lien Term Loan B                                           | CUSIP: 74840YAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    183000 | PA      | $181684.23    | 0.01%             | 2032-08-20      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| ZF Europe Finance BV                                            | ZF Europe Finance BV                                                              | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $117923.96    | 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      | $2004955.80   | 0.15%             | 2037-10-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp.                                             | CNX Resources Corp.                                                               | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     28000 | PA      | $29194.06     | 0.00%             | 2032-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                  | Apollo Global Management, Inc.                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      1758 | NS      | $216668.23    | 0.02%             | 2025-11-26      | Fixed         | 24.77%                | No            |                  2 | On Loan: No      |
| E.ON SE                                                         | E.ON SE                                                                           | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |     35896 | NS      | $667894.72    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Veritas Newco                                                   | Veritas Newco                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       168 | NS      | $3953.17      | 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      | $3006906.00   | 0.22%             | 2038-07-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Indian Rupee                                                    | Indian Rupee                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | IN        |    320170 | OU      | $3606.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions, Inc.                            | Broadridge Financial Solutions, Inc.                                              | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |       437 | NS      | $96314.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice France SA                                                | Altice France SA                                                                  | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |    225639 | PA      | $249029.27    | 0.02%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DigitalBridge Group, Inc.                                       | DigitalBridge Group, Inc., Class A                                                | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |      4724 | NS      | $55884.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Europe SE                                        | Morgan Stanley Europe SE                                                          | CUSIP: 61778P395<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |     10052 | NS      | $2175905.37   | 0.16%             | 2025-12-09      | Fixed         | 20.51%                | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                           | Parker-Hannifin Corp.                                                             | CUSIP: 83371T871<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      1751 | NS      | $1345624.86   | 0.10%             | 2025-11-06      | Fixed         | 16.88%                | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                      | Charles Schwab Corp. (The)                                                        | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      1990 | NS      | $188094.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Copper Corp.                                           | Southern Copper Corp.                                                             | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |      1671 | NS      | $231934.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                                             | Post Holdings, Inc.                                                               | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41480.23     | 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        |    205000 | PA      | $214569.20    | 0.02%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                | NRG Energy, Inc.                                                                  | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    178000 | PA      | $179254.98    | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CMG Media Corp.                                                 | CMG Media Corp.                                                                   | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     54000 | PA      | $47227.81     | 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      | $243726.58    | 0.02%             | 2059-01-15      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Shell plc                                                       | Shell plc                                                                         | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |     12456 | NS      | $466968.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                             | Rocket Mortgage LLC                                                               | CUSIP: 77313LAB9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23022.22     | 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      | $247835.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp.                                                    | Lennar Corp., Class A                                                             | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      1101 | NS      | $136270.77    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenneco, Inc.                                                   | Tenneco, Inc., 1st Lien Term Loan B                                               | CUSIP: 88037HAP9<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |    377000 | PA      | $370440.20    | 0.03%             | 2028-11-17      | Variable      | 9.30%                 | 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      | $1998860.00   | 0.15%             | 2038-04-23      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                     | FTAI Aviation Investors LLC                                                       | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    172000 | PA      | $173490.72    | 0.01%             | 2033-04-15      | Fixed         | 5.88%                 | 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      | $169435.16    | 0.01%             | 2031-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Boels Topholding BV                                             | Boels Topholding BV                                                               | CUSIP: N/A<br>LEI: 724500V913SEHSEW2O75       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $119183.40    | 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        |   1073130 | PA      | $1076445.84   | 0.08%             | 2030-06-20      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| TUI AG                                                          | TUI AG                                                                            | CUSIP: N/A<br>LEI: 529900SL2WSPV293B552       | Long             | DBT              | CORP              | DE        |    179000 | PA      | $213954.69    | 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      | $38798.62     | 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        |    346000 | PA      | $357112.48    | 0.03%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC                       | Oryx Midstream Services Permian Basin LLC, 1st Lien Term Loan                     | CUSIP: 68764JAJ0<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |    367259 | PA      | $367949.25    | 0.03%             | 2028-10-05      | Variable      | 6.23%                 | 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        |    146000 | PA      | $146791.32    | 0.01%             | 2032-06-30      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Planet US Buyer LLC                                             | Planet US Buyer LLC, 1st Lien Term Loan                                           | CUSIP: 72706RAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    206039 | PA      | $206941.68    | 0.02%             | 2031-02-07      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                         | Molina Healthcare, Inc.                                                           | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59385.57     | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ocado Group plc                                                 | Ocado Group plc                                                                   | CUSIP: N/A<br>LEI: 213800LO8F61YB8MBC74       | Long             | DBT              | CORP              | GB        |    101000 | PA      | $132319.40    | 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        |       425 | NS      | $74328.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                                  | Wyndham Hotels & Resorts, Inc.                                                    | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37350.56     | 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      | $503857.30    | 0.04%             | 2037-04-20      | Floating      | 7.33%                 | 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      | $1504178.25   | 0.11%             | 2037-10-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Restoration Hardware, Inc.                                      | Restoration Hardware, Inc., 1st Lien Term Loan                                    | CUSIP: 76133MAC5<br>LEI: 5493008MTS3OGGMHGK69 | Long             | LON              | CORP              | US        |     54490 | PA      | $53162.18     | 0.00%             | 2028-10-20      | Variable      | 7.31%                 | 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      | $-686.51      | -0.00%            |  |  |  | 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      | $26357.78     | 0.00%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $39.06        | 0.00%             |  |  |  | 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      | $336369.28    | 0.02%             | 2031-12-09      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Trust, Series 2021-LBA, Class GJV                                              | CUSIP: 05609BAR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    133314 | PA      | $133321.55    | 0.01%             | 2036-02-15      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp.                                      | Edwards Lifesciences Corp.                                                        | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      4861 | NS      | $400789.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Funds V                                               | BlackRock Floating Rate Income Portfolio, Class K Shares                          | CUSIP: 09260B739<br>LEI: NKCTR56VMOQV9WKO8Q71 | Long             |  | RF                | US        |     69638 | NS      | $666435.19    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arab Republic of Egypt                                          | Arab Republic of Egypt                                                            | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $163312.00    | 0.01%             | 2061-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                      | Outfront Media Capital LLC, 1st Lien Term Loan                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    180000 | PA      | $179830.80    | 0.01%             | 2032-09-24      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                | Roche Holding AG                                                                  | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |      1324 | NS      | $449185.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryan LLC                                                        | Ryan LLC, 1st Lien Term Loan                                                      | CUSIP: 78350LAZ8<br>LEI: 549300TG86D8HZC6TE67 | Long             | LON              | CORP              | US        |     14775 | PA      | $14701.13     | 0.00%             | 2030-11-14      | Variable      | 7.46%                 | No            |                  2 | On Loan: No      |
| Danaos Corp.                                                    | Danaos Corp.                                                                      | CUSIP: 23585WAA2<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |    160000 | PA      | $161173.44    | 0.01%             | 2028-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                         | Level 3 Financing, Inc., 1st Lien Term Loan B4                                    | CUSIP: 52729KAU0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    855000 | PA      | $853503.75    | 0.06%             | 2032-03-29      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| British Telecommunications plc                                  | British Telecommunications plc                                                    | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $141419.15    | 0.01%             | 2083-12-20      | Variable      | 8.38%                 | 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        |    806902 | PA      | $807741.68    | 0.06%             | 2032-01-30      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                    | Humana, Inc., Series E11F                                                         | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |     12375 | NS      | $3434751.38   | 0.25%             | 2025-11-05      | Fixed         | 33.29%                | No            |                  2 | On Loan: No      |
| Goat Holdco LLC                                                 | Goat Holdco LLC                                                                   | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $67396.75     | 0.00%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                  | Constellium SE                                                                    | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    334000 | PA      | $318894.56    | 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      | $131329.26    | 0.01%             | 2029-12-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                         | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      5096 | NS      | $2044589.99   | 0.15%             | 2025-12-09      | Fixed         | 14.10%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                              | J.P. Morgan Structured Products BV, Series DM87                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      7839 | NS      | $1534844.72   | 0.11%             | 2025-12-16      | Fixed         | 29.42%                | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                      | Vmed O2 UK Financing I plc                                                        | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |    118000 | PA      | $138494.11    | 0.01%             | 2032-04-15      | Fixed         | 5.62%                 | 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        |    124728 | PA      | $40536.68     | 0.00%             | 2028-03-02      | Variable      | 7.09%                 | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                         | Civitas Resources, Inc.                                                           | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     39000 | PA      | $40094.13     | 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      | $241041.38    | 0.02%             | 2034-10-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Dawn Bidco LLC                                                  | Dawn Bidco LLC, 1st Lien Term Loan                                                | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    730000 | PA      | $727262.50    | 0.05%             | 2032-10-07      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| RealTruck Group, Inc.                                           | RealTruck Group, Inc., 1st Lien Term Loan                                         | CUSIP: 89778PAG2<br>LEI: 54930007KT5CX7XNSD31 | Long             | LON              | CORP              | US        |     49062 | PA      | $42910.61     | 0.00%             | 2028-01-31      | Variable      | 8.03%                 | No            |                  2 | On Loan: No      |
| Singapore Airlines Ltd.                                         | Singapore Airlines Ltd.                                                           | CUSIP: N/A<br>LEI: 549300ZG62N2599PWR15       | Long             | EC               | CORP              | SG        |     66800 | NS      | $340046.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NKT A/S                                                         | NKT A/S                                                                           | CUSIP: N/A<br>LEI: 529900197LKWCEQ0NL18       | Long             | EC               | CORP              | DK        |      2154 | NS      | $241120.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | CDIT                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |    257000 | PA      | $11711.27     | 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        |    444947 | PA      | $443603.13    | 0.03%             | 2031-05-30      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                         | Veolia Environnement SA                                                           | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EC               | CORP              | FR        |     30506 | NS      | $1008135.75   | 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        |    141829 | PA      | $142855.84    | 0.01%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Pinewood Finco plc                                              | Pinewood Finco plc                                                                | CUSIP: N/A<br>LEI: 984500EF3F7CA63ND769       | Long             | DBT              | CORP              | GB        |    273000 | PA      | $361755.33    | 0.03%             | 2030-03-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                       | ATI, Inc.                                                                         | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     96000 | PA      | $95501.45     | 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      | $2001491.40   | 0.15%             | 2037-01-20      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                | Gray Media, Inc.                                                                  | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    147000 | PA      | $143923.07    | 0.01%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Jones Deslauriers Insurance Management, Inc.                    | Jones Deslauriers Insurance Management, Inc.                                      | CUSIP: 48020RAE5<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    103000 | PA      | $102047.23    | 0.01%             | 2033-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                  | AutoZone, Inc.                                                                    | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       894 | NS      | $3322675.91   | 0.24%             | 2025-12-10      | Fixed         | 10.24%                | No            |                  2 | On Loan: No      |
| TAG Immobilien AG                                               | TAG Immobilien AG                                                                 | CUSIP: N/A<br>LEI: 529900TAE68USJNXLR59       | Long             | EC               | CORP              | DE        |      7202 | NS      | $119559.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Next Generation, Inc.                                   | Charter Next Generation, Inc., 1st Lien Term Loan                                 | CUSIP: 16125TAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    842722 | PA      | $845570.12    | 0.06%             | 2030-11-29      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| DCC plc                                                         | DCC plc                                                                           | CUSIP: N/A<br>LEI: 213800UPS1QEE4TD3T45       | Long             | EC               | CORP              | IE        |      3743 | NS      | $246585.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                           | WR Grace Holdings LLC                                                             | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13873.54     | 0.00%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                     | Allied Universal Holdco LLC                                                       | CUSIP: 019576AF4<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    444000 | PA      | $455498.27    | 0.03%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                         | BASF SE                                                                           | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | EC               | CORP              | DE        |     13657 | NS      | $673861.70    | 0.05%             |  |  |  | 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        |    460000 | PA      | $537556.63    | 0.04%             | 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        |      3031 | NS      | $327022.46    | 0.02%             |  |  |  | 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        |    243023 | PA      | $240442.29    | 0.02%             | 2030-06-28      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                                    | Ameren Corp.                                                                      | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      1918 | NS      | $195674.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OCP SA                                                          | OCP SA                                                                            | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |    232000 | PA      | $258691.60    | 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      | $40460.67     | 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        |      4012 | NS      | $238163.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| M6 ETX Holdings II Midco LLC                                    | M6 ETX Holdings II Midco LLC, 1st Lien Term Loan                                  | CUSIP: 55285DAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    139597 | PA      | $139728.42    | 0.01%             | 2032-04-01      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Worldline SA                                                    | Worldline SA                                                                      | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |     18400 | PA      | $20413.45     | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp.                                           | Reworld Holding Corp., 1st Lien Term Loan                                         | CUSIP: 22282GAR8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     96000 | PA      | $95680.32     | 0.01%             | 2031-01-15      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| USA Compression Partners LP                                     | USA Compression Partners LP                                                       | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    164000 | PA      | $164629.60    | 0.01%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                              | Chemours Co. (The)                                                                | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    296000 | PA      | $283637.09    | 0.02%             | 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        |    147000 | PA      | $152962.03    | 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      | $202598.81    | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Caterpillar, Inc.                                               | Caterpillar, Inc.                                                                 | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      1228 | NS      | $708875.28    | 0.05%             |  |  |  | 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      | $237791.34    | 0.02%             | 2032-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                          | UBS AG                                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |     73475 | NS      | $2083296.37   | 0.15%             | 2025-12-10      | Fixed         | 14.40%                | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                                | CMS Energy Corp.                                                                  | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      4847 | NS      | $356496.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Azorra Finance Ltd.                                             | Azorra Finance Ltd.                                                               | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     78000 | PA      | $82095.00     | 0.01%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CF Industries Holdings, Inc.                                    | CF Industries Holdings, Inc.                                                      | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      8570 | NS      | $714894.29    | 0.05%             | 2025-11-05      | Fixed         | 16.79%                | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                    | NVIDIA Corp.                                                                      | CUSIP: 60701B218<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |       300 | NS      | $57672.48     | 0.00%             | 2025-12-08      | Fixed         | 31.87%                | No            |                  2 | On Loan: No      |
| Ziggo Financing Partnership                                     | Ziggo Financing Partnership, 1st Lien Term Loan                                   | CUSIP: N9833RAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     33720 | PA      | $33665.25     | 0.00%             | 2028-04-28      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                              | AmWINS Group, Inc.                                                                | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32618.85     | 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        |      7387 | NS      | $627304.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Building Solutions, Inc.                               | Standard Building Solutions, Inc.                                                 | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    201000 | PA      | $204969.35    | 0.01%             | 2033-08-01      | Fixed         | 6.25%                 | 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      | $37392.02     | 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        |    227700 | PA      | $277157.65    | 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        |       931 | NS      | $269152.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                     | Marsh & McLennan Cos., Inc.                                                       | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      1323 | NS      | $235692.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp.                                                  | Carnival Corp.                                                                    | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     57000 | PA      | $58555.11     | 0.00%             | 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      | $173176.59    | 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        |    792955 | PA      | $794461.37    | 0.06%             | 2031-04-16      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Welltower, Inc.                                                 | Welltower, Inc.                                                                   | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |      1951 | NS      | $353209.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Barracuda Networks, Inc.                                        | Barracuda Networks, Inc., 1st Lien Term Loan                                      | CUSIP: 06832FAB3<br>LEI: 549300CXGRZWNMPU8080 | Long             | LON              | CORP              | US        |    296721 | PA      | $246216.10    | 0.02%             | 2029-08-15      | Variable      | 8.34%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                          | Neptune Bidco US, Inc.                                                            | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    157000 | PA      | $155037.50    | 0.01%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| Sappi Papier Holding GmbH                                       | Sappi Papier Holding GmbH                                                         | CUSIP: N/A<br>LEI: 549300XBCUMUR5CI0181       | Long             | DBT              | CORP              | AT        |    100000 | PA      | $112697.31    | 0.01%             | 2032-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                         | Ukraine Government Bond                                                           | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     17761 | PA      | $7397.46      | 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        |     93530 | PA      | $93389.71     | 0.01%             | 2031-10-09      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                            | Coterra Energy, Inc.                                                              | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     14399 | NS      | $340680.34    | 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        |     79598 | PA      | $79288.35     | 0.01%             | 2030-09-19      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                            | Flutter Treasury DAC                                                              | CUSIP: N/A<br>LEI: 635400JE8VLL9UFVIC38       | Long             | DBT              | CORP              | IE        |    100000 | PA      | $132554.93    | 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      | $501240.65    | 0.04%             | 2033-04-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance SARL                                       | ION Platform Finance SARL                                                         | CUSIP: N/A<br>LEI: 6488IU1F9M51Z3P60R77       | Long             | DBT              | CORP              | LU        |    100000 | PA      | $113032.29    | 0.01%             | 2032-09-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Chobani LLC                                                     | Chobani LLC, 1st Lien Term Loan B                                                 | CUSIP: 17026YAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1102000 | PA      | $1104071.76   | 0.08%             | 2032-10-22      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| West Pharmaceutical Services, Inc.                              | West Pharmaceutical Services, Inc.                                                | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |      1679 | NS      | $473595.53    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB International Ltd.                                          | HUB International Ltd.                                                            | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    600000 | PA      | $626398.80    | 0.05%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Techem Verwaltungsgesellschaft 675 mbH                          | Techem Verwaltungsgesellschaft 675 mbH                                            | CUSIP: N/A<br>LEI: 529900N0M7FQHNAV1A41       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $115886.21    | 0.01%             | 2032-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Learfield Communications LLC                                    | Learfield Communications LLC                                                      | CUSIP: N/A<br>LEI: 549300177GK4LMS8T214       | Long             | EC               | CORP              | US        |       786 | NS      | $82530.00     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Univision Communications, Inc.                                  | Univision Communications, Inc.                                                    | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    536000 | PA      | $551781.98    | 0.04%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bright Horizons Family Solutions, Inc.                          | Bright Horizons Family Solutions, Inc.                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      8651 | NS      | $941204.14    | 0.07%             | 2025-11-05      | Fixed         | 20.51%                | No            |                  2 | On Loan: No      |
| Altice France SA                                                | Altice France SA                                                                  | CUSIP: 02090DAC2<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     26500 | PA      | $25275.70     | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                          | Norfolk Southern Corp.                                                            | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       735 | NS      | $208284.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Buzzi SpA                                                       | Buzzi SpA                                                                         | CUSIP: N/A<br>LEI: 5299003DX5YLKSVJ6K59       | Long             | EC               | CORP              | IT        |      3055 | NS      | $184042.93    | 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      | $386729.28    | 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        |    313322 | PA      | $344928.19    | 0.03%             | 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        |    544204 | PA      | $542702.47    | 0.04%             | 2031-07-16      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings, Inc.                                          | Amentum Holdings, Inc., 1st Lien Term Loan                                        | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |    252000 | PA      | $251622.00    | 0.02%             | 2031-09-29      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| AlixPartners LLP                                                | AlixPartners LLP, 1st Lien Term Loan                                              | CUSIP: 01642PBE5<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |    599141 | PA      | $596559.14    | 0.04%             | 2032-08-12      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | U.S. Treasury 5-Year Note                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       210 | NC      | $4207.96      | 0.00%             |  |  |  | No            |                  1 | 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        |      5072 | NS      | $882122.24    | 0.06%             |  |  |  | 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        |     53301 | PA      | $45019.48     | 0.00%             | 2046-11-25      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Geberit AG                                                      | Geberit AG (Registered)                                                           | CUSIP: N/A<br>LEI: 52990093Z5OHD6T7BS47       | Long             | EC               | CORP              | CH        |       553 | NS      | $404256.37    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                                            | Republic of Colombia                                                              | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    256000 | PA      | $281408.00    | 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        |     95000 | PA      | $99088.42     | 0.01%             | 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        |    111000 | PA      | $107193.19    | 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        |      8708 | NS      | $443170.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hertz Corp. (The)                                               | Hertz Corp. (The)                                                                 | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57413.75     | 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      | $741850.00    | 0.05%             | 2041-10-15      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Noble Finance II LLC                                            | Noble Finance II LLC                                                              | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25946.08     | 0.00%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties, Inc.                                           | VICI Properties, Inc.                                                             | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     19905 | NS      | $596950.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity, Inc.                                              | HealthEquity, Inc.                                                                | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |    227000 | PA      | $220904.68    | 0.02%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chemours Co. LLC                                                | Chemours Co. LLC, 1st Lien Term Loan B4                                           | CUSIP: 16384YAM9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    581080 | PA      | $570765.71    | 0.04%             | 2032-10-15      | Variable      | 7.46%                 | No            |                  2 | On Loan: No      |
| Cirsa Finance International Sarl                                | Cirsa Finance International Sarl                                                  | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |    100000 | PA      | $116519.20    | 0.01%             | 2032-10-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Unique Pub Finance Co. plc (The)                                | Unique Pub Finance Co. plc (The), Series N                                        | CUSIP: N/A<br>LEI: 213800FOMWLKHQTI5562       | Long             | ABS-O            | CORP              | GB        |    177958 | PA      | $245942.24    | 0.02%             | 2032-03-30      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                     | Rogers Communications, Inc., Class B                                              | CUSIP: 775109200<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | EC               | CORP              | CA        |      1499 | NS      | $58670.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts, Inc.                                        | Advance Auto Parts, Inc.                                                          | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38341.37     | 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        |    986069 | NS      | $37056473.02  | 2.70%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services, Inc.                               | PennyMac Financial Services, Inc.                                                 | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     48000 | PA      | $49199.28     | 0.00%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Swire Pacific Ltd.                                              | Swire Pacific Ltd., Class A                                                       | CUSIP: N/A<br>LEI: 549300KZOZHII0DGF611       | Long             | EC               | CORP              | HK        |     16000 | NS      | $132149.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                   | Comcast Corp., Series EMt9                                                        | CUSIP: 61778P171<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |      7600 | NS      | $212875.11    | 0.02%             | 2025-11-10      | Fixed         | 22.80%                | No            |                  2 | On Loan: No      |
| Republic of North Macedonia                                     | Republic of North Macedonia                                                       | CUSIP: N/A<br>LEI: 635400RD1N6RVNCE4958       | Long             | DBT              | NUSS              | MK        |    182000 | PA      | $218370.79    | 0.02%             | 2027-03-13      | Fixed         | 6.96%                 | No            |                  2 | On Loan: No      |
| Singapore Dollar                                                | Singapore Dollar                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SG        |     17785 | OU      | $13663.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet, Inc.                                                  | Fortinet, Inc.                                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     11278 | NS      | $948607.91    | 0.07%             | 2025-11-07      | Fixed         | 24.56%                | No            |                  2 | On Loan: No      |
| Warehouses De Pauw CVA                                          | Warehouses De Pauw CVA                                                            | CUSIP: N/A<br>LEI: 549300HWDYC5JXC85138       | Long             | EC               | CORP              | BE        |     20310 | NS      | $515766.38    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                | CVS Health Corp.                                                                  | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      6526 | NS      | $512058.04    | 0.04%             | 2025-11-24      | Fixed         | 30.68%                | No            |                  2 | On Loan: No      |
| Alpha Star Holding IX Ltd.                                      | Alpha Star Holding IX Ltd.                                                        | CUSIP: N/A<br>LEI: 254900IL2SBV9ANGBE89       | Long             | DBT              | CORP              | AE        |    200000 | PA      | $204000.00    | 0.01%             | 2028-08-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Rand Parent LLC                                                 | Rand Parent LLC, 1st Lien Term Loan B                                             | CUSIP: 75223LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    319964 | PA      | $313120.38    | 0.02%             | 2030-03-18      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                                       | UKG, Inc.                                                                         | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    844000 | PA      | $868778.15    | 0.06%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Tenneco, Inc.                                                   | Tenneco, Inc.                                                                     | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    198000 | PA      | $197459.80    | 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        |    266000 | PA      | $263696.36    | 0.02%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Finastra USA, Inc.                                              | Finastra USA, Inc., 1st Lien Term Loan                                            | CUSIP: 31772YAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    967000 | PA      | $954738.44    | 0.07%             | 2032-09-15      | Variable      | 8.04%                 | No            |                  2 | On Loan: No      |
| AAR Escrow Issuer LLC                                           | AAR Escrow Issuer LLC                                                             | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $149713.23    | 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      | $23400.54     | 0.00%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Turquoise Topco Ltd.                                            | Turquoise Topco Ltd., 1st Lien Term Loan B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    191000 | PA      | $188135.00    | 0.01%             | 2032-08-13      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| Aalberts NV                                                     | Aalberts NV                                                                       | CUSIP: N/A<br>LEI: 549300EMP9DT6Q35HZ31       | Long             | EC               | CORP              | NL        |      3551 | NS      | $112500.12    | 0.01%             |  |  |  | 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        |    147493 | PA      | $61525.09     | 0.00%             | 2030-01-24      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                 | Goldman Sachs Group, Inc. (The)                                                   | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     76000 | PA      | $79081.88     | 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        |     79700 | NS      | $829868.52    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ZF Europe Finance BV                                            | ZF Europe Finance BV                                                              | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |    500000 | PA      | $553906.71    | 0.04%             | 2027-10-23      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Insulet Corp.                                                   | Insulet Corp.                                                                     | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39590.30     | 0.00%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| McAfee Corp.                                                    | McAfee Corp., 1st Lien Term Loan B1                                               | CUSIP: 57906HAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    422318 | PA      | $399440.79    | 0.03%             | 2029-03-01      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| Aena SME SA                                                     | Aena SME SA                                                                       | CUSIP: N/A<br>LEI: 959800R7QMXKF0NFMT29       | Long             | EC               | CORP              | ES        |     28273 | NS      | $767928.22    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                   | UniCredit SpA                                                                     | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |     14118 | NS      | $1045391.20   | 0.08%             |  |  |  | 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      | $1011649.90   | 0.07%             | 2038-04-20      | Floating      | 7.13%                 | 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        |    193580 | PA      | $191644.18    | 0.01%             | 2027-10-01      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                                   | ION Platform Finance US, Inc.                                                     | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |    274000 | PA      | $267251.30    | 0.02%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Blackfin Pipeline LLC                                           | Blackfin Pipeline LLC, 1st Lien Term Loan                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    115000 | PA      | $114856.25    | 0.01%             | 2032-10-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Voya Financial, Inc.                                            | Voya Financial, Inc., Series EMUC                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      2700 | NS      | $199921.84    | 0.01%             | 2025-11-20      | Fixed         | 24.29%                | 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        |    960879 | PA      | $950789.44    | 0.07%             | 2031-02-06      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds                                       | BlackRock Liquidity Funds, T-Fund, Institutional Class                            | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        | 157274353 | NS      | $157274353.48 | 11.44%            |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies, Inc.                                      | Agilent Technologies, Inc.                                                        | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      4193 | NS      | $613687.48    | 0.04%             |  |  |  | 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      | $94910.86     | 0.01%             | 2032-11-15      | Variable      | 8.71%                 | No            |                  2 | On Loan: No      |
| Weber-Stephen Products LLC                                      | Weber-Stephen Products LLC, 1st Lien Term Loan B                                  | CUSIP: 94767KAR2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    381000 | PA      | $379731.27    | 0.03%             | 2032-10-01      | Variable      | 7.74%                 | No            |                  2 | On Loan: No      |
| Schaeffler AG                                                   | Schaeffler AG                                                                     | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $117648.62    | 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        |     57000 | PA      | $58521.79     | 0.00%             | 2032-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                       | O'Reilly Automotive, Inc.                                                         | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     27921 | NS      | $2667786.39   | 0.19%             | 2025-12-01      | Fixed         | 13.99%                | 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      | $125017.34    | 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: 549300SAZRUMYKDJBY14 | Long             | LON              | CORP              | US        |    761090 | PA      | $734863.13    | 0.05%             | 2031-08-05      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| National Bank of Greece SA                                      | National Bank of Greece SA                                                        | CUSIP: N/A<br>LEI: 5UMCZOEYKCVFAW8ZLO05       | Long             | DBT              | CORP              | GR        |    139000 | PA      | $172251.89    | 0.01%             | 2035-06-28      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | TRSIBOXX                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   5000000 | PA      | $38312.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3, Inc.                                   | Fortress Intermediate 3, Inc.                                                     | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |    278000 | PA      | $289881.72    | 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      | $41937.64     | 0.00%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                   | RCI Banque SA                                                                     | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $117108.44    | 0.01%             | 2037-03-24      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                    | Fibercop SpA, Series 2034                                                         | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $188361.52    | 0.01%             | 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      | $122080.35    | 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        |       161 | NS      | $64152.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                                    | UBS Group AG                                                                      | CUSIP: 902613BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $202021.60    | 0.01%             | 2035-02-05      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| West Japan Railway Co.                                          | West Japan Railway Co.                                                            | CUSIP: N/A<br>LEI: 353800QGUXHZ7EBCR121       | Long             | EC               | CORP              | JP        |      5500 | NS      | $113036.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                           | Global Payments, Inc.                                                             | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      1598 | NS      | $124260.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WR Grace Holdings LLC                                           | WR Grace Holdings LLC                                                             | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    160000 | PA      | $154539.20    | 0.01%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Jungheinrich AG                                                 | Jungheinrich AG (Preference)                                                      | CUSIP: N/A<br>LEI: 529900PHZORTU6FSXE73       | Long             | EP               | CORP              | DE        |      6216 | NS      | $222148.49    | 0.02%             |  |  |  | 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      | $124698.81    | 0.01%             | 2027-04-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Amcor plc                                                       | Amcor plc                                                                         | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |    403355 | NS      | $3159442.74   | 0.23%             | 2025-12-01      | Fixed         | 26.06%                | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp.                                           | Kaiser Aluminum Corp.                                                             | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $458002.33    | 0.03%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ICON Luxembourg SARL                                            | ICON Luxembourg SARL, 1st Lien Term Loan                                          | CUSIP: L5000DAE7<br>LEI: 635400PUWMHSPI2DDA35 | Long             | LON              | CORP              | LU        |     63580 | PA      | $63843.05     | 0.00%             | 2028-07-03      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance SARL                                       | ION Platform Finance SARL                                                         | CUSIP: N/A<br>LEI: 6488IU1F9M51Z3P60R77       | Long             | DBT              | CORP              | LU        |    119000 | PA      | $134678.48    | 0.01%             | 2030-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                               | PennyMac Financial Services, Inc.                                                 | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    253000 | PA      | $263901.52    | 0.02%             | 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      | $28593.04     | 0.00%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Intrum Investments And Financing AB                             | Intrum Investments And Financing AB                                               | CUSIP: N/A<br>LEI: 984500D7B1EFD7460452       | Long             | DBT              | CORP              | SE        |     63613 | PA      | $63263.67     | 0.00%             | 2029-09-11      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BAMLL Trust                                                     | BAMLL Trust, Series 2024-BHP, Class A                                             | CUSIP: 05493WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1304000 | PA      | $1306464.04   | 0.10%             | 2039-08-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure LP                                          | XPLR Infrastructure LP                                                            | CUSIP: 65341BAG1<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |    115000 | PA      | $112700.00    | 0.01%             | 2026-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Carlyle Group, Inc. (The)                                       | Carlyle Group, Inc. (The)                                                         | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      2200 | NS      | $119728.77    | 0.01%             | 2025-12-04      | Fixed         | 30.51%                | No            |                  2 | On Loan: No      |
| Illuminate Buyer LLC                                            | Illuminate Buyer LLC                                                              | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $6016.73      | 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        |    385035 | PA      | $386190.11    | 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      | $301077.60    | 0.02%             | 2037-04-25      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| Endesa SA                                                       | Endesa SA                                                                         | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |     12885 | NS      | $461745.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Crescent Energy Finance LLC                                     | Crescent Energy Finance LLC                                                       | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87258.92     | 0.01%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| WESCO International, Inc.                                       | WESCO International, Inc., Series EMUB                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       600 | NS      | $135819.62    | 0.01%             | 2025-11-20      | Fixed         | 30.04%                | 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      | $6000.00      | 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        |    398000 | PA      | $553767.53    | 0.04%             | 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      | $2005172.00   | 0.15%             | 2037-07-18      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                       | Prosus NV                                                                         | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |    231000 | PA      | $164876.25    | 0.01%             | 2050-08-03      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    330000 | PA      | $8006.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                               | Rocket Cos., Inc.                                                                 | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $72606.41     | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Edelman Financial Engines CenterLLC (The)                       | Edelman Financial Engines Center LLC (The), 1st Lien Term Loan                    | CUSIP: 27943UAM8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    382559 | PA      | $383775.14    | 0.03%             | 2028-04-07      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| CNH Industrial NV                                               | CNH Industrial NV                                                                 | CUSIP: N/A<br>LEI: 549300WGC2HZ5J67V817       | Long             | EC               | CORP              | NL        |      9130 | NS      | $95773.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cotiviti, Inc.                                                  | Cotiviti, Inc., 1st Lien Term Loan B                                              | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    740486 | PA      | $712103.36    | 0.05%             | 2031-05-01      | Variable      | 6.88%                 | 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      | $218182.30    | 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        |     72000 | PA      | $73767.60     | 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      | $2505748.00   | 0.18%             | 2038-01-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Amber Finco plc                                                 | Amber Finco plc                                                                   | CUSIP: N/A<br>LEI: 9845004C0870D380O790       | Long             | DBT              | CORP              | GB        |    304000 | PA      | $368310.22    | 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      | $303319.08    | 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        |       507 | NS      | $238290.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrise FinCo. I BV                                             | Sunrise FinCo. I BV                                                               | CUSIP: N/A<br>LEI: 213800MNFBDEQRS6HZ22       | Long             | DBT              | CORP              | NL        |    170000 | PA      | $198602.16    | 0.01%             | 2032-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                | CSC Holdings LLC, 1st Lien Term Loan                                              | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    162271 | PA      | $160569.22    | 0.01%             | 2028-01-18      | Variable      | 8.53%                 | No            |                  2 | On Loan: No      |
| Nordson Corp.                                                   | Nordson Corp.                                                                     | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |       143 | NS      | $33168.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities, Inc.                                       | Century Communities, Inc.                                                         | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |     51000 | PA      | $50848.81     | 0.00%             | 2033-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Romania                                                         | Romania Government Bond                                                           | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    284000 | PA      | $341883.78    | 0.02%             | 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      | $41183.68     | 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      | $32141.95     | 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      | $48219.27     | 0.00%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                   | RCI Banque SA                                                                     | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $234216.88    | 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      | $117576.43    | 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        |    105000 | PA      | $113151.05    | 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        |      7800 | NS      | $76551.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Crown Holdings, Inc.                                            | Crown Holdings, Inc., Series BSKj                                                 | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |       900 | NS      | $87688.54     | 0.01%             | 2025-12-15      | Fixed         | 14.50%                | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                | ArcelorMittal SA                                                                  | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | EC               | CORP              | LU        |     10464 | NS      | $399474.46    | 0.03%             |  |  |  | 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      | $1003500.00   | 0.07%             | 2037-04-22      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Compass Group Diversified Holdings LLC                          | Compass Group Diversified Holdings LLC                                            | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |     68172 | PA      | $61750.72     | 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      | $263153.12    | 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      | $225588.75    | 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      | $40070.51     | 0.00%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STAG Industrial, Inc.                                           | STAG Industrial, Inc., Series 000U                                                | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      2800 | NS      | $106421.99    | 0.01%             | 2025-12-08      | Fixed         | 18.77%                | No            |                  2 | On Loan: No      |
| SHR Trust                                                       | SHR Trust, Series 2024-LXRY, Class A                                              | CUSIP: 784234AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $400250.00    | 0.03%             | 2041-10-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Tereos Finance Groupe I SA                                      | Tereos Finance Groupe I SA                                                        | CUSIP: N/A<br>LEI: 969500183Z46A3QF8W69       | Long             | DBT              | CORP              | FR        |    120000 | PA      | $138655.15    | 0.01%             | 2027-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PRA Group Europe Holding II SARL                                | PRA Group Europe Holding II SARL                                                  | CUSIP: N/A<br>LEI: 635400CWOMLGBIP4GA24       | Long             | DBT              | CORP              | LU        |    292000 | PA      | $325635.15    | 0.02%             | 2032-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                           | Clydesdale Acquisition Holdings, Inc.                                             | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    326000 | PA      | $327107.75    | 0.02%             | 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        |      3910 | NS      | $1108083.56   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Kapla Holding SAS                                               | Kapla Holding SAS                                                                 | CUSIP: N/A<br>LEI: 894500PJ28XTH66K4X83       | Long             | DBT              | CORP              | FR        |    181000 | PA      | $209629.32    | 0.02%             | 2030-07-31      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                     | Block, Inc.                                                                       | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101510.90    | 0.01%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Wildfire Intermediate Holdings LLC                              | Wildfire Intermediate Holdings LLC                                                | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |    143000 | PA      | $142707.98    | 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        |      2746 | NS      | $109126.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Poste Italiane SpA                                              | Poste Italiane SpA                                                                | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | EC               | CORP              | IT        |     19115 | NS      | $460860.80    | 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        |       787 | NS      | $621234.19    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vmed O2 UK Financing I plc                                      | Vmed O2 UK Financing I plc                                                        | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    396000 | PA      | $410523.70    | 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      | $113889.60    | 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      | $377105.00    | 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        |    680812 | PA      | $702536.71    | 0.05%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Kuehg Corp.                                                     | KUEHG Corp., 1st Lien Term Loan                                                   | CUSIP: 50118YAH2<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |    110500 | PA      | $110065.65    | 0.01%             | 2030-06-12      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Genesys Cloud Services, Inc.                                    | Genesys Cloud Services, Inc., 1st Lien Term Loan                                  | CUSIP: 39479UAY9<br>LEI: 254900CRMBG6WX4HX396 | Long             | LON              | CORP              | US        |   1304602 | PA      | $1288294.67   | 0.09%             | 2032-01-30      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA                    | Cie Generale des Etablissements Michelin SCA                                      | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               | CORP              | FR        |     27184 | NS      | $868404.44    | 0.06%             |  |  |  | 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        |    694704 | PA      | $690362.10    | 0.05%             | 2032-03-08      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                           | Clydesdale Acquisition Holdings, Inc.                                             | CUSIP: 18972EAC9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     68000 | PA      | $68679.12     | 0.00%             | 2030-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                  | Raven Acquisition Holdings LLC                                                    | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    179000 | PA      | $182916.52    | 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      | $77860.50     | 0.01%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                             | American Axle & Manufacturing, Inc.                                               | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47066.20     | 0.00%             | 2033-10-15      | Fixed         | 7.75%                 | 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        |      7262 | NS      | $596280.56    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                  | Carnival Corp.                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    156000 | PA      | $160862.49    | 0.01%             | 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        |       551 | NS      | $62053.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Mexican States                                           | Mex Bonos Desarr Fix Rt                                                           | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $211300.00    | 0.02%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                  | Olympus Water US Holding Corp., Series 144*                                       | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    463000 | PA      | $460856.01    | 0.03%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Derby Buyer LLC                                                 | Derby Buyer LLC, 1st Lien Term Loan                                               | CUSIP: 24968CAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    426774 | PA      | $426240.61    | 0.03%             | 2030-11-01      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                 | AstraZeneca plc                                                                   | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |     23403 | NS      | $3860293.36   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                 | Nissan Motor Acceptance Co. LLC                                                   | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    131000 | PA      | $129868.67    | 0.01%             | 2030-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                    | Humana, Inc.                                                                      | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      2912 | NS      | $810089.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp.                                                      | Esab Corp.                                                                        | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |     52000 | PA      | $53214.93     | 0.00%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CIFC European Funding CLO II DAC                                | CIFC European Funding CLO II DAC, Series 2X, Class DR                             | CUSIP: N/A<br>LEI: 549300NYQTL91Z5R9B69       | Long             | ABS-CBDO         | CORP              | IE        |    100000 | PA      | $115265.00    | 0.01%             | 2039-10-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Ralliant Corp.                                                  | Ralliant Corp.                                                                    | CUSIP: 750940108<br>LEI: 52990024QKO4DYT8N464 | Long             | EC               | CORP              | US        |      2896 | NS      | $127192.32    | 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      | $479787.47    | 0.03%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                  | Broadcom, Inc., Series 000u                                                       | CUSIP: 61778P288<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |     11030 | NS      | $3935489.64   | 0.29%             | 2025-12-09      | Fixed         | 26.89%                | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                           | Albertsons Cos., Inc.                                                             | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $92514.15     | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ring Container Technologies Group, LLC                          | Ring Container Technologies Group LLC, 1st Lien Term Loan                         | CUSIP: 76680YAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    128000 | PA      | $128000.00    | 0.01%             | 2032-09-15      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | S&P 500 E-Mini Index                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       335 | NC      | $1964113.39   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferrellgas LP                                                   | Ferrellgas LP                                                                     | CUSIP: 315292AU6<br>LEI: 549300EW667UKOZLEW85 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51460.41     | 0.00%             | 2031-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                             | Cisco Systems, Inc.                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      3600 | NS      | $247547.24    | 0.02%             | 2025-11-03      | Fixed         | 21.14%                | No            |                  2 | On Loan: No      |
| IQVIA Holdings, Inc.                                            | IQVIA Holdings, Inc.                                                              | CUSIP: 83371T673<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      8276 | NS      | $1773174.44   | 0.13%             | 2025-11-26      | Fixed         | 25.63%                | No            |                  2 | On Loan: No      |
| ERO Copper Corp.                                                | ERO Copper Corp.                                                                  | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |    136000 | PA      | $135109.20    | 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      | $292399.25    | 0.02%             | 2029-02-18      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Indicor LLC                                                     | Indicor LLC, 1st Lien Term Loan D                                                 | CUSIP: 77669LAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    188526 | PA      | $188961.49    | 0.01%             | 2029-11-22      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                 | Microsoft Corp.                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      3182 | NS      | $1647671.42   | 0.12%             |  |  |  | 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        |   1184507 | PA      | $1183766.60   | 0.09%             | 2039-12-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                            | Clear Channel Outdoor Holdings, Inc.                                              | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    172000 | PA      | $168774.62    | 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      | $361513.36    | 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      | $241282.69    | 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      | $310998.06    | 0.02%             | 2031-11-25      | Variable      | 6.96%                 | 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      | $250599.02    | 0.02%             | 2030-12-13      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Nordson Corp.                                                   | Nordson Corp.                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      5713 | NS      | $1323340.99   | 0.10%             | 2025-12-05      | Fixed         | 15.84%                | No            |                  2 | On Loan: No      |
| Trident TPI Holdings, Inc.                                      | Trident TPI Holdings, Inc., 1st Lien Term Loan B7                                 | CUSIP: 00216EAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    263757 | PA      | $257204.84    | 0.02%             | 2028-09-15      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                     | Caesars Entertainment, Inc., 1st Lien Term Loan B                                 | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    252364 | PA      | $250049.34    | 0.02%             | 2030-02-06      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Cougar JV Subsidiary LLC                                        | Cougar JV Subsidiary LLC                                                          | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $44762.93     | 0.00%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                             | American Axle & Manufacturing, Inc.                                               | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45133.80     | 0.00%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                    | Exelon Corp.                                                                      | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      4900 | NS      | $227088.00    | 0.02%             | 2025-12-04      | Fixed         | 19.86%                | No            |                  2 | On Loan: No      |
| Travelport Technology Ltd.                                      | Travelport Technology Ltd.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |        27 | NS      | $79857.36     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Icahn Enterprises LP                                            | Icahn Enterprises LP                                                              | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    102000 | PA      | $100235.33    | 0.01%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                          | UBS AG                                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      9160 | NS      | $3071322.17   | 0.22%             | 2025-12-16      | Fixed         | 16.30%                | No            |                  2 | On Loan: No      |
| Duomo Bidco SpA                                                 | Duomo Bidco SpA                                                                   | CUSIP: N/A<br>LEI: 8156008BEDB552B30829       | Long             | DBT              | CORP              | IT        |    187000 | PA      | $216387.50    | 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        |    274667 | PA      | $274323.43    | 0.02%             | 2030-05-18      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                           | Bank of America Corp.                                                             | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     19823 | NS      | $1059539.35   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Operating LLC                            | Charter Communications Operating LLC, 1st Lien Term Loan B4                       | CUSIP: 16117LCB3<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |    120697 | PA      | $120424.96    | 0.01%             | 2030-12-09      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals, Inc.                                | Air Products and Chemicals, Inc.                                                  | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       400 | NS      | $98397.34     | 0.01%             | 2025-11-20      | Fixed         | 24.36%                | No            |                  2 | On Loan: No      |
| Bubbles Bidco SpA                                               | Bubbles Bidco SpA                                                                 | CUSIP: N/A<br>LEI: 815600073942740CEB24       | Long             | DBT              | CORP              | IT        |    118000 | PA      | $136533.10    | 0.01%             | 2031-09-30      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Belron Finance 2019 LLC                                         | Belron Finance 2019 LLC, 1st Lien Term Loan                                       | CUSIP: 08078UAN3<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    923233 | PA      | $927083.32    | 0.07%             | 2031-10-16      | Variable      | 6.74%                 | No            |                  2 | On Loan: No      |
| Titanium 2l Bondco SARL                                         | Titanium 2l Bondco SARL                                                           | CUSIP: N/A<br>LEI: 636700S4QMU2DWYOSF67       | Long             | DBT              | CORP              | LU        |    323700 | PA      | $91063.60     | 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      | $191024.62    | 0.01%             | 2027-12-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                | Altice France SA                                                                  | CUSIP: 02090DAB4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     18550 | PA      | $18141.29     | 0.00%             | 2030-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Stonegate Pub Co. Financing 2019 plc                            | Stonegate Pub Co. Financing plc                                                   | CUSIP: N/A<br>LEI: 254900L5266ML3505282       | Long             | DBT              | CORP              | GB        |    112000 | PA      | $127233.25    | 0.01%             | 2029-07-31      | Floating      | 8.66%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                  | Public Storage                                                                    | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |      2948 | NS      | $821194.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot, Inc. (The)                                          | Home Depot, Inc. (The), Series DmTe                                               | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      9311 | NS      | $3568126.60   | 0.26%             | 2025-12-03      | Fixed         | 19.73%                | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                              | Johnson Controls International plc                                                | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |       596 | NS      | $68176.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mehilainen Yhtiot Oy                                            | Mehilainen Yhtiot Oy                                                              | CUSIP: N/A<br>LEI: 2138006X78HGYRHS5865       | Long             | DBT              | CORP              | FI        |    250000 | PA      | $292887.34    | 0.02%             | 2032-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Emirate of Dubai United Arab Emirates                           | United Arab Emirates Government Bond                                              | CUSIP: N/A<br>LEI: 549300IY6A4IPIRLLX57       | Long             | DBT              | NUSS              | AE        |    207000 | PA      | $158259.78    | 0.01%             | 2050-09-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                              | J.P. Morgan Structured Products BV, Series DMUJ                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     28083 | NS      | $2841418.44   | 0.21%             | 2025-12-10      | Fixed         | 24.16%                | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                      | Vmed O2 UK Financing I plc                                                        | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $185099.18    | 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        |    304383 | PA      | $304955.28    | 0.02%             | 2028-09-29      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                   | Transocean International Ltd.                                                     | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     36000 | PA      | $37775.84     | 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      | $41441.28     | 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        |      8166 | NS      | $627230.46    | 0.05%             |  |  |  | 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      | $1601195.68   | 0.12%             | 2031-10-20      | Floating      | 5.70%                 | 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      | $39797.83     | 0.00%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)                            | Hartford Insurance Group, Inc. (The)                                              | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |     22608 | NS      | $2823289.06   | 0.21%             | 2025-12-05      | Fixed         | 15.41%                | No            |                  2 | On Loan: No      |
| Telenet Finance Luxembourg Notes SARL                           | Telenet Finance Luxembourg Notes SARL                                             | CUSIP: N/A<br>LEI: 2138007RI9GLJPCC3E25       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $198982.29    | 0.01%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prologis, Inc.                                                  | Prologis, Inc.                                                                    | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      8186 | NS      | $1015800.74   | 0.07%             |  |  |  | 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        |    228320 | NS      | $450716.78    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Silver Point CLO 8 Ltd.                                         | Silver Point CLO 8 Ltd., Series 2025-8A, Class A1                                 | CUSIP: 827918AA1<br>LEI: 254900U97WKD6RJ07L38 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001247.40   | 0.07%             | 2038-04-15      | Floating      | 5.11%                 | 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        |    619116 | PA      | $545856.34    | 0.04%             | 2030-08-01      | Variable      | 8.80%                 | No            |                  2 | On Loan: No      |
| Reynolds Consumer Products LLC                                  | Reynolds Consumer Products LLC, 1st Lien Term Loan                                | CUSIP: 76171JAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     64628 | PA      | $64708.77     | 0.00%             | 2032-03-04      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Grand City Properties SA                                        | Grand City Properties SA                                                          | CUSIP: N/A<br>LEI: 5299002QLUYKK2WBMB18       | Long             | DBT              | CORP              | LU        |    300000 | PA      | $338769.36    | 0.02%             | 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        |       553 | NS      | $140439.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                                                    | NVIDIA Corp., Series DMt3                                                         | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     42782 | NS      | $8278369.57   | 0.60%             | 2025-12-05      | Fixed         | 25.35%                | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                            | Meta Platforms, Inc.                                                              | CUSIP: 06370D464<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |       200 | NS      | $131088.66    | 0.01%             | 2025-11-20      | Fixed         | 20.68%                | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                     | Federal Republic of Nigeria                                                       | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    200000 | PA      | $224550.00    | 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      | $1000000.00   | 0.07%             | 2035-01-20      | Floating      | 7.20%                 | 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      | $1403249.68   | 0.10%             | 2038-07-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| British Telecommunications plc                                  | British Telecommunications plc                                                    | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $141419.15    | 0.01%             | 2083-12-20      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| La Financiere Atalian SAS                                       | La Financiere Atalian SAS                                                         | CUSIP: N/A<br>LEI: 969500ICOLJMB33J0L87       | Long             | DBT              | CORP              | FR        |    193803 | PA      | $73717.47     | 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      | $182572.95    | 0.01%             | 2051-06-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Centrica plc                                                    | Centrica plc                                                                      | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | EC               | CORP              | GB        |     56310 | NS      | $132711.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                | Gray Media, Inc.                                                                  | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100492.63    | 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        |      5200 | NS      | $265368.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CSN Resources SA                                                | CSN Resources SA                                                                  | CUSIP: N/A<br>LEI: 222100ZEX458NMOXZP08       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $189500.00    | 0.01%             | 2030-12-05      | Fixed         | 8.88%                 | 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        |    237218 | PA      | $237256.00    | 0.02%             | 2027-04-15      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                        | Electricite de France SA                                                          | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |    200000 | PA      | $242070.06    | 0.02%             | 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      | $240580.68    | 0.02%             | 2031-04-16      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                              | J.P. Morgan Structured Products BV, Series DMUH                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     37566 | NS      | $3824722.12   | 0.28%             | 2025-12-10      | Fixed         | 15.51%                | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                        | Lumen Technologies, Inc.                                                          | CUSIP: 550241AC7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39474.19     | 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      | $256942.31    | 0.02%             | 2039-02-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                     | Allied Universal Holdco LLC, 1st Lien Term Loan                                   | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |   1229677 | PA      | $1234017.66   | 0.09%             | 2032-08-20      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| Alstria Office AG                                               | Alstria Office AG                                                                 | CUSIP: N/A<br>LEI: 529900QIJIGPI0DRL085       | Long             | DBT              | CORP              | DE        |    300000 | PA      | $355650.16    | 0.03%             | 2031-03-20      | Fixed         | 5.50%                 | 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        |    215020 | PA      | $184532.73    | 0.01%             | 2028-05-12      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| Empire State Realty Trust, Inc.                                 | Empire State Realty Trust, Inc., Class A                                          | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               | CORP              | US        |     44535 | NS      | $329113.65    | 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      | $437.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Park River Holdings, Inc.                                       | Park River Holdings, Inc.                                                         | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |     49000 | PA      | $50442.76     | 0.00%             | 2031-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Guangdong Investment Ltd.                                       | Guangdong Investment Ltd.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |    106000 | NS      | $100698.18    | 0.01%             |  |  |  | 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      | $3270.00      | 0.00%             | 2025-01-09      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                             | Bank of New York Mellon Corp. (The)                                               | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      2162 | NS      | $233344.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Parent, Inc.                                            | Central Parent, Inc.                                                              | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $32856.86     | 0.00%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                        | Lumen Technologies, Inc., 1st Lien Term Loan B1                                   | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    242846 | PA      | $241279.32    | 0.02%             | 2029-04-16      | Variable      | 6.63%                 | 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        |    100000 | PA      | $114145.49    | 0.01%             | 2031-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CDW Corp.                                                       | CDW Corp.                                                                         | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |      1240 | NS      | $197618.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APi Group DE, Inc.                                              | APi Group DE, Inc., 1st Lien Term Loan                                            | CUSIP: 00186XAN3<br>LEI: 549300XP4G7B4QYA0G83 | Long             | LON              | CORP              | US        |    668811 | PA      | $669299.48    | 0.05%             | 2029-01-03      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | Service King Midas International                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       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      | $228665.66    | 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      | $36410.08     | 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      | $408940.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                             | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1935.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PointClickCare Technologies, Inc.                               | PointClickCare Technologies, Inc., 1st Lien Term Loan                             | CUSIP: C7365BAG1<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    216378 | PA      | $216648.22    | 0.02%             | 2031-11-03      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Transdigm Inc.                                                  | TransDigm, Inc., 1st Lien Term Loan K                                             | CUSIP: 89364MCF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    343689 | PA      | $343954.05    | 0.03%             | 2030-03-22      | Variable      | 6.25%                 | 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        |    278180 | PA      | $198815.13    | 0.01%             | 2041-11-15      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Stonegate Pub Co. Financing 2019 plc                            | Stonegate Pub Co. Financing plc                                                   | CUSIP: N/A<br>LEI: 254900L5266ML3505282       | Long             | DBT              | CORP              | GB        |      3000 | PA      | $3908.90      | 0.00%             | 2029-07-31      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                               | PennyMac Financial Services, Inc.                                                 | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     41000 | PA      | $43568.73     | 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      | $39446.77     | 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      | $72062.93     | 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      | $222100.00    | 0.02%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                      | Lamb Weston Holdings, Inc.                                                        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      2400 | NS      | $150522.71    | 0.01%             | 2025-12-08      | Fixed         | 25.60%                | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                    | DaVita, Inc.                                                                      | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     47000 | PA      | $48688.71     | 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      | $20039.30     | 0.00%             | 2029-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Skanska AB                                                      | Skanska AB, Class B                                                               | CUSIP: N/A<br>LEI: 549300UINV5RINHGMG07       | Long             | EC               | CORP              | SE        |      8972 | NS      | $244325.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                            | SoftBank Group Corp.                                                              | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    381000 | PA      | $458758.58    | 0.03%             | 2032-07-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                    | Oracle Corp.                                                                      | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      5879 | NS      | $1583058.96   | 0.12%             | 2025-12-01      | Fixed         | 30.18%                | No            |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                                        | Boost Newco Borrower LLC, 1st Lien Term Loan B2                                   | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |   1159367 | PA      | $1161905.55   | 0.08%             | 2031-01-31      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co.                                   | Perrigo Finance Unlimited Co.                                                     | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    134000 | PA      | $135131.09    | 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      | $2629.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CP Iris Holdco I, Inc.                                          | CP Iris Holdco I, Inc., Delayed Draw 1st Lien Term Loan                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7226 | PA      | $7162.73      | 0.00%             | 2032-10-18      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                | TotalEnergies SE                                                                  | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |     36672 | NS      | $2289617.66   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Jane Street Group                                               | Jane Street Group                                                                 | CUSIP: 47077WAD0<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17298.79     | 0.00%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                 | TransDigm, Inc.                                                                   | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    143000 | PA      | $146887.46    | 0.01%             | 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        |     43776 | PA      | $43948.86     | 0.00%             | 2030-04-18      | Variable      | 7.46%                 | No            |                  2 | On Loan: No      |
| Kone OYJ                                                        | Kone OYJ, Class B                                                                 | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |     14144 | NS      | $945004.32    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BXP, Inc.                                                       | BXP, Inc.                                                                         | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |     11208 | NS      | $797897.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ocado Group plc                                                 | Ocado Group plc                                                                   | CUSIP: N/A<br>LEI: 213800LO8F61YB8MBC74       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $237581.09    | 0.02%             | 2029-08-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                             | Medline Borrower LP, 1st Lien Term Loan                                           | CUSIP: 58503UAJ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    159800 | PA      | $159844.74    | 0.01%             | 2030-10-23      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Simmons Foods, Inc.                                             | Simmons Foods, Inc.                                                               | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49000 | PA      | $46949.68     | 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      | $300744.66    | 0.02%             | 2031-10-20      | Floating      | 6.35%                 | 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      | $5.90         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kronos International, Inc.                                      | Kronos International, Inc.                                                        | CUSIP: N/A<br>LEI: 529900NTVDLUSYY9F493       | Long             | DBT              | CORP              | US        |    111000 | PA      | $126857.09    | 0.01%             | 2029-03-15      | Fixed         | 9.50%                 | 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      | $134258.42    | 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        |    145000 | PA      | $140568.97    | 0.01%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                      | Vonovia SE, Series B                                                              | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $114076.11    | 0.01%             | 2032-05-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Maximus, Inc.                                                   | Maximus, Inc.                                                                     | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |      1880 | NS      | $156265.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prairie Acquiror LP                                             | Prairie Acquiror LP                                                               | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |     39000 | PA      | $40028.66     | 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        |     23270 | NS      | $2223412.67   | 0.16%             |  |  |  | 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        |   1052601 | PA      | $1051327.64   | 0.08%             | 2029-01-29      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| Admiral Group plc                                               | Admiral Group plc                                                                 | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | EC               | CORP              | GB        |     10354 | NS      | $445814.50    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Transurban Group                                                | Transurban Group                                                                  | CUSIP: N/A<br>LEI: 549300ZR71SUQ4VUTM79       | Long             | EC               | CORP              | AU        |     80659 | NS      | $763170.74    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Alstria Office AG                                               | Alstria Office AG                                                                 | CUSIP: N/A<br>LEI: 529900QIJIGPI0DRL085       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $113685.87    | 0.01%             | 2029-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| K. Hovnanian Enterprises, Inc.                                  | K. Hovnanian Enterprises, Inc.                                                    | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97255.22     | 0.01%             | 2033-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | Euro-Bund                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       587 | NC      | $840144.87    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PrestigeBidCo GmbH                                              | PrestigeBidCo GmbH                                                                | CUSIP: N/A<br>LEI: 529900CSF1DNOCHMI763       | Long             | DBT              | CORP              | DE        |    128000 | PA      | $148332.44    | 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        |    543000 | PA      | $584410.81    | 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        |     54341 | NS      | $783736.09    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| AGL CLO 11 Ltd.                                                 | AGL CLO 11 Ltd., Series 2021-11A, Class CR                                        | CUSIP: 00851TAW6<br>LEI: 549300G9RL3BICT9HA62 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501248.45    | 0.04%             | 2038-10-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Canadian Tire Corp. Ltd.                                        | Canadian Tire Corp. Ltd., Class A                                                 | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               | CORP              | CA        |      2155 | NS      | $247143.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro, Inc.                                                    | Hasbro, Inc.                                                                      | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      2482 | NS      | $189401.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSky Flight LLC                                               | OneSky Flight LLC                                                                 | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |     48000 | PA      | $50936.11     | 0.00%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                   | Novelis Corp.                                                                     | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    207000 | PA      | $209727.23    | 0.02%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel LP                                            | Pebblebrook Hotel LP                                                              | CUSIP: 70510LAA7<br>LEI: 549300DXEFK267TXZ832 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27257.80     | 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      | $179570.17    | 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        |    614719 | PA      | $614823.90    | 0.04%             | 2031-03-14      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                               | Iliad Holding SAS                                                                 | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $204674.40    | 0.01%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Perrigo Investments LLC                                         | Perrigo Investments LLC, 1st Lien Term Loan B                                     | CUSIP: 71429TAF7<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |    214988 | PA      | $215166.60    | 0.02%             | 2029-04-20      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| WEX, Inc.                                                       | WEX, Inc.                                                                         | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |    212000 | PA      | $216805.40    | 0.02%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Progroup AG                                                     | ProGroup AG                                                                       | CUSIP: N/A<br>LEI: 529900YI5W5TQ8F2FP82       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $117103.21    | 0.01%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Graham Packaging Co., Inc.                                      | Graham Packaging Co., Inc.                                                        | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12938.91     | 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        |     23000 | PA      | $21604.25     | 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        |    230000 | PA      | $274428.47    | 0.02%             | 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        |    210489 | PA      | $210771.51    | 0.02%             | 2030-09-27      | Variable      | 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      | $70.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American International Group, Inc.                              | American International Group, Inc.                                                | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      1800 | NS      | $140388.26    | 0.01%             | 2025-11-17      | Fixed         | 15.43%                | No            |                  2 | On Loan: No      |
| Ensemble RCM LLC                                                | Ensemble RCM LLC, 1st Lien Term Loan B                                            | CUSIP: 29359BAE1<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |    371136 | PA      | $372467.99    | 0.03%             | 2029-08-01      | Variable      | 6.84%                 | 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        |     94540 | PA      | $91231.46     | 0.01%             | 2026-01-30      | Variable      | 9.00%                 | No            |                  3 | On Loan: No      |
| Quikrete Holdings, Inc.                                         | Quikrete Holdings, Inc., 1st Lien Term Loan B2                                    | CUSIP: 74839XAK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    311999 | PA      | $312283.21    | 0.02%             | 2029-03-19      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| NEP Group, Inc.                                                 | NEP Group, Inc., 1st Lien Term Loan                                               | CUSIP: 62908HAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    176000 | PA      | $168740.00    | 0.01%             | 2031-10-17      | Variable      | 8.26%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                                     | Pinnacle West Capital Corp.                                                       | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |      2956 | NS      | $261665.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dometic Group AB                                                | Dometic Group AB                                                                  | CUSIP: N/A<br>LEI: 549300STIPMK5VSA7Y59       | Long             | DBT              | CORP              | SE        |    115000 | PA      | $134255.75    | 0.01%             | 2030-09-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Trust, Inc.                                   | Healthcare Realty Trust, Inc.                                                     | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      6300 | NS      | $111521.00    | 0.01%             | 2025-11-20      | Fixed         | 29.90%                | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                     | FTAI Aviation Investors LLC                                                       | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    142000 | PA      | $142104.94    | 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        |    544393 | PA      | $544621.56    | 0.04%             | 2031-09-15      | Variable      | 5.96%                 | 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      | $519999.48    | 0.04%             | 2041-06-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Trust, Inc.                                   | Healthcare Realty Trust, Inc., Class A                                            | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |      8610 | NS      | $152569.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana, Inc.                                                      | Dana, Inc.                                                                        | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30340.59     | 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        |       810 | NS      | $144585.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS plc                                                      | STERIS plc                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      1577 | NS      | $371698.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust                                        | Service Properties Trust                                                          | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    109000 | PA      | $107570.16    | 0.01%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Spectris                                                        | Spectris, 1st Lien Term Loan                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     60000 | PA      | $60075.00     | 0.00%             | 2032-09-24      | Variable      | 6.84%                 | No            |                  3 | On Loan: No      |
| Beignet Investor LLC                                            | Beignet Investor LLC                                                              | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6046000 | PA      | $6449312.94   | 0.47%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-798.13      | -0.00%            |  |  |  | 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        |    179000 | PA      | $231066.60    | 0.02%             | 2031-11-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                       | Republic of Uzbekistan                                                            | CUSIP: 91822QVX2<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    200000 | PA      | $215210.58    | 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      | $290181.25    | 0.02%             | 2041-06-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare, Inc.                                            | HCA Healthcare, Inc.                                                              | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       400 | NS      | $183872.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp.                                            | Alliant Energy Corp.                                                              | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      6047 | NS      | $404060.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV                                               | CNH Industrial NV                                                                 | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      6600 | NS      | $68723.89     | 0.01%             | 2025-12-04      | Fixed         | 18.50%                | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                           | Elevance Health, Inc.                                                             | CUSIP: 60701B242<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |       640 | NS      | $207445.95    | 0.02%             | 2025-12-15      | Fixed         | 23.90%                | No            |                  2 | On Loan: No      |
| NEW AMI I LLC                                                   | NEW AMI I LLC, 1st Lien Term Loan                                                 | CUSIP: 88607CAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     85601 | PA      | $80464.73     | 0.01%             | 2029-03-08      | Variable      | 9.96%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                           | Elevance Health, Inc.                                                             | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      4183 | NS      | $1326847.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardonagh Group Finco Pty. Ltd.                                  | Ardonagh Group Finco Pty. Ltd., Facility 1st Lien Term Loan B                     | CUSIP: N/A<br>LEI: 254900YP2E642AGM4G32       | Long             | LON              | CORP              | AU        |    566645 | PA      | $564519.94    | 0.04%             | 2031-02-18      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical, Inc.                                        | Intuitive Surgical, Inc.                                                          | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      1334 | NS      | $712729.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp.                                              | State Street Corp.                                                                | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      1154 | NS      | $133471.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Palmer Square CLO Ltd.                                          | Palmer Square CLO Ltd., Series 2021-3A, Class CR                                  | CUSIP: 69688FAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1754830.70   | 0.13%             | 2038-10-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                                        | Group 1 Automotive, Inc.                                                          | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17463.31     | 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      | $116757.36    | 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      | $2963.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Walker & Dunlop, Inc.                                           | Walker & Dunlop, Inc.                                                             | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $33770.65     | 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        |     20873 | PA      | $21073.32     | 0.00%             | 2030-03-29      | Variable      | 10.34%                | No            |                  2 | On Loan: No      |
| WEC US Holdings, Inc.                                           | WEC US Holdings, Inc., 1st Lien Term Loan                                         | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |    527607 | PA      | $528715.46    | 0.04%             | 2031-01-27      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| IMA Industria Macchine Automatiche SpA                          | IMA Industria Macchine Automatiche SpA                                            | CUSIP: N/A<br>LEI: 815600D86992FDA7B908       | Long             | DBT              | CORP              | IT        |    382000 | PA      | $443231.35    | 0.03%             | 2029-04-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Essendi SA                                                      | Essendi SA                                                                        | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $238509.50    | 0.02%             | 2030-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure LP                                          | XPLR Infrastructure LP                                                            | CUSIP: 65341BAD8<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |    118000 | PA      | $117705.00    | 0.01%             | 2025-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NYC Trust                                                       | NYC Trust, Series 2024-3ELV, Class A                                              | CUSIP: 62956HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    309363 | PA      | $310338.61    | 0.02%             | 2029-08-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                               | GGAM Finance Ltd.                                                                 | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     33000 | PA      | $35001.09     | 0.00%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                    | Mondelez International, Inc., Class A                                             | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      9808 | NS      | $563567.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Aggreko Holdings, Inc.                                          | Aggreko Holdings, Inc., 1st Lien Term Loan                                        | CUSIP: 01330EAD0<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | LU        |    457818 | PA      | $459823.22    | 0.03%             | 2031-05-21      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                   | RCI Banque SA                                                                     | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $230966.16    | 0.02%             | 2030-09-24      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| xAI Corp.                                                       | x.AI Corp., 1st Lien Term Loan                                                    | CUSIP: 98402XAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    250372 | PA      | $243665.02    | 0.02%             | 2030-06-28      | Variable      | 11.12%                | No            |                  2 | On Loan: No      |
| Global Net Lease, Inc.                                          | Global Net Lease, Inc.                                                            | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $53323.59     | 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        |      4077 | NS      | $190107.87    | 0.01%             |  |  |  | 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      | $319600.00    | 0.02%             | 2037-04-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                            | CrossCountry Intermediate HoldCo LLC                                              | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     72000 | PA      | $72664.14     | 0.01%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JELD-WEN, Inc.                                                  | JELD-WEN, Inc.                                                                    | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    113000 | PA      | $109907.68    | 0.01%             | 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      | $2005584.40   | 0.15%             | 2038-01-17      | Floating      | 6.48%                 | 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      | $2004862.20   | 0.15%             | 2037-07-23      | Floating      | 5.28%                 | 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        |    157000 | NS      | $771454.02    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings SA                                 | ContourGlobal Power Holdings SA                                                   | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $206000.00    | 0.01%             | 2030-02-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                         | SS&C Technologies, Inc.                                                           | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    111000 | PA      | $115077.25    | 0.01%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                              | Vail Resorts, Inc.                                                                | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |     61000 | PA      | $63338.92     | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                  | NCL Corp. Ltd.                                                                    | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    142000 | PA      | $145913.66    | 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      | $56063.97     | 0.00%             | 2029-12-31      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                 | Madison IAQ LLC                                                                   | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    317000 | PA      | $310630.23    | 0.02%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                | Sealed Air Corp.                                                                  | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |      6772 | NS      | $226929.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amneal Pharmaceuticals LLC                                      | Amneal Pharmaceuticals LLC, 1st Lien Term Loan                                    | CUSIP: 03167DAR5<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |    532000 | PA      | $535766.56    | 0.04%             | 2032-08-02      | Variable      | 7.46%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                             | Hilton Domestic Operating Co., Inc.                                               | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    103000 | PA      | $105577.97    | 0.01%             | 2033-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                              | J.P. Morgan Structured Products BV, Series DMUK                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     67153 | NS      | $3236465.57   | 0.24%             | 2025-12-10      | Fixed         | 24.43%                | No            |                  2 | On Loan: No      |
| Element Materials Technology Group US Holdings, Inc.            | Element Materials Technology Group US Holdings, Inc., 1st Lien Term Loan B        | CUSIP: 284375LE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    110157 | PA      | $110777.41    | 0.01%             | 2029-06-22      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                       | BPR Trust, Series 2021-TY, Class A                                                | CUSIP: 05592AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $199906.26    | 0.01%             | 2038-09-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                             | Union Pacific Corp.                                                               | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      3030 | NS      | $667721.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corp.                                           | JetBlue Airways Corp.                                                             | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $61922.36     | 0.00%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Intrum Investments And Financing AB                             | Intrum Investments And Financing AB                                               | CUSIP: N/A<br>LEI: 984500D7B1EFD7460452       | Long             | DBT              | CORP              | SE        |    239715 | PA      | $278606.44    | 0.02%             | 2027-09-11      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CONE Trust                                                      | CONE Trust, Series 2024-DFW1, Class A                                             | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $399500.00    | 0.03%             | 2041-08-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                                          | WEC Energy Group, Inc.                                                            | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      4949 | NS      | $552951.77    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                                | NRG Energy, Inc.                                                                  | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    120000 | PA      | $131699.16    | 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      | $195600.00    | 0.01%             | 2032-09-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                        | Morgan Stanley & Co. LLC                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | SN               | CORP              | US        |     19221 | NS      | $2225411.20   | 0.16%             | 2025-12-17      | Fixed         | 16.91%                | No            |                  2 | On Loan: No      |
| Fastenal Co.                                                    | Fastenal Co.                                                                      | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |     88350 | NS      | $3674457.53   | 0.27%             | 2025-12-01      | Fixed         | 17.68%                | 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      | $365802.29    | 0.03%             | 2036-06-15      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                           | Albertsons Cos., Inc.                                                             | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49000 | PA      | $49387.30     | 0.00%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                         | Ukraine Government Bond                                                           | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     15009 | PA      | $7632.08      | 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: N/A                  | Long             | LON              | CORP              | US        |    111444 | PA      | $111519.11    | 0.01%             | 2032-04-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Phoenix Newco, Inc.                                             | Phoenix Newco, Inc., 1st Lien Term Loan                                           | CUSIP: 71911KAE4<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |    582013 | PA      | $583438.62    | 0.04%             | 2028-11-15      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| LS Group OpCo Acquistion LLC                                    | LS Group OpCo Acquistion LLC, 1st Lien Term Loan B                                | CUSIP: 50220KAD6<br>LEI: 549300GJM1TKHPYFPF83 | Long             | LON              | CORP              | US        |    230479 | PA      | $229038.91    | 0.02%             | 2031-04-23      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                | Sabre GLBL, Inc.                                                                  | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    177000 | PA      | $168150.00    | 0.01%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co.                                       | Molson Coors Beverage Co.                                                         | CUSIP: 83371T103<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |     19718 | NS      | $864278.14    | 0.06%             | 2025-11-07      | Fixed         | 14.08%                | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                | Sealed Air Corp.                                                                  | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |      1513 | NS      | $50700.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR, Inc.                                                    | PACCAR, Inc.                                                                      | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      5636 | NS      | $554582.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                                           | NXP Semiconductors NV                                                             | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |      1082 | NS      | $226267.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Bidco LLC                                                 | Apple Bidco LLC, 1st Lien Term Loan                                               | CUSIP: 48254EAG6<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |    784618 | PA      | $786438.63    | 0.06%             | 2031-09-23      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Four Seasons Hotels Ltd.                                        | Four Seasons Hotels Ltd., 1st Lien Term Loan                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |    691537 | PA      | $691537.14    | 0.05%             | 2032-09-22      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-161.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                        | NGL Energy Operating LLC                                                          | CUSIP: 62922LAC2<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |     94000 | PA      | $96227.24     | 0.01%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                           | Walt Disney Co. (The)                                                             | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     13119 | NS      | $1473078.73   | 0.11%             | 2025-11-14      | Fixed         | 12.59%                | 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      | $651218.75    | 0.05%             | 2041-05-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp.                                           | Western Digital Corp.                                                             | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      3567 | NS      | $535799.07    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                                  | Broadcom, Inc.                                                                    | CUSIP: 83371T699<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      9965 | NS      | $3657035.99   | 0.27%             | 2025-11-26      | Fixed         | 29.36%                | No            |                  2 | On Loan: No      |
| Baker Hughes Co.                                                | Baker Hughes Co., Class A                                                         | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4833 | NS      | $233965.53    | 0.02%             |  |  |  | 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        |    269125 | PA      | $255264.60    | 0.02%             | 2029-08-13      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                             | Peer Holding III BV, 1st Lien Term Loan B8                                        | CUSIP: N6872NAQ9<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     88000 | PA      | $88000.00     | 0.01%             | 2032-09-29      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| WESCO International, Inc.                                       | WESCO International, Inc.                                                         | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |      2200 | NS      | $570966.00    | 0.04%             |  |  |  | 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        |    409356 | PA      | $409865.15    | 0.03%             | 2039-12-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Star Holding LLC                                                | Star Holding LLC                                                                  | CUSIP: 85513AAA6<br>LEI: 254900BDGPE9N1WAKD59 | Long             | DBT              | CORP              | US        |    143000 | PA      | $138215.61    | 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      | $210050.00    | 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      | $132395.90    | 0.01%             | 2031-07-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Magnera Corp.                                                   | Magnera Corp.                                                                     | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |     43000 | PA      | $37128.57     | 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      | $236454.16    | 0.02%             | 2034-09-11      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                             | Buckeye Partners LP, 1st Lien Term Loan B7                                        | CUSIP: 11823LAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    138777 | PA      | $138770.28    | 0.01%             | 2032-11-22      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                                              | Cellnex Telecom SA                                                                | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |     17147 | NS      | $533816.01    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Boels Topholding BV                                             | Boels Topholding BV                                                               | CUSIP: N/A<br>LEI: 724500V913SEHSEW2O75       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $119003.78    | 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      | $225153.60    | 0.02%             | 2027-03-01      | Variable      | 3.88%                 | 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      | $25.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sempra                                                          | Sempra                                                                            | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      6969 | NS      | $640729.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                            | Edison International, Series A                                                    | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108908.49    | 0.01%             | 2026-03-09      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Silver Point Euro CLO DAC                                       | Silver Point Euro CLO DAC, Series 1X, Class D                                     | CUSIP: N/A<br>LEI: 254900E59SU5T0V8CI79       | Long             | ABS-CBDO         | CORP              | IE        |    100000 | PA      | $115265.00    | 0.01%             | 2039-01-15      | Floating      | 0.00%                 | 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      | $989235.00    | 0.07%             | 2042-02-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                              | Republic of Poland                                                                | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    235000 | PA      | $230673.65    | 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        |    157910 | PA      | $158304.56    | 0.01%             | 2032-02-26      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Nordson Corp.                                                   | Nordson Corp., Series 00Hb                                                        | CUSIP: 61778P320<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |      4738 | NS      | $1126364.74   | 0.08%             | 2025-12-05      | Fixed         | 12.64%                | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                        | Comstock Resources, Inc.                                                          | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     41000 | PA      | $39020.07     | 0.00%             | 2030-01-15      | Fixed         | 5.88%                 | 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      | $137684.65    | 0.01%             | 2038-01-23      | Floating      | 5.49%                 | 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        |    110313 | PA      | $88030.09     | 0.01%             | 2031-12-31      | Variable      | 8.21%                 | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                               | INEOS Finance plc                                                                 | CUSIP: N/A<br>LEI: 2138002D68XDR4LZCG32       | Long             | DBT              | CORP              | GB        |    278000 | PA      | $299472.84    | 0.02%             | 2029-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                     | Rogers Communications, Inc.                                                       | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |      1000 | NS      | $39033.88     | 0.00%             | 2025-12-15      | Fixed         | 18.36%                | 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      | $95338.61     | 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        |    208000 | PA      | $240726.66    | 0.02%             | 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      | $52505.75     | 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      | $208348.76    | 0.02%             | 2029-09-01      | Fixed         | 4.75%                 | 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      | $797.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cedacri SpA                                                     | Cedacri SpA                                                                       | CUSIP: N/A<br>LEI: 815600E85FCD78B3EE61       | Long             | DBT              | CORP              | IT        |    100000 | PA      | $115628.75    | 0.01%             | 2028-05-15      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                              | Republic of Panama                                                                | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    329000 | PA      | $251136.13    | 0.02%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                              | American International Group, Inc.                                                | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      2451 | NS      | $193530.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust                                                   | iShares Core Dividend Growth ETF                                                  | CUSIP: 46434V621<br>LEI: 549300KH155G8BRZXD37 | Long             |  | RF                | US        |    254411 | NS      | $17322844.99  | 1.26%             |  |  |  | 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        |    199770 | PA      | $195900.22    | 0.01%             | 2031-01-31      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                            | Alpha Generation LLC                                                              | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56517.29     | 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      | $214396.00    | 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        |      1944 | NS      | $456069.56    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                             | EOG Resources, Inc.                                                               | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      4647 | NS      | $491838.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pike Corp.                                                      | Pike Corp.                                                                        | CUSIP: 721283AB5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |     22000 | PA      | $23474.36     | 0.00%             | 2031-01-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ATS Corp.                                                       | ATS Corp.                                                                         | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |     27000 | PA      | $26095.69     | 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        |    372000 | PA      | $378657.31    | 0.03%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                      | Ares Strategic Income Fund                                                        | CUSIP: 04020EAR8<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     52000 | PA      | $50993.53     | 0.00%             | 2031-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                               | Duke Energy Corp.                                                                 | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      6193 | NS      | $769789.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Corp.                                                     | Hertz Corp. (The), 1st Lien Term Loan B                                           | CUSIP: 42804VBB6<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |    263778 | PA      | $218252.25    | 0.02%             | 2028-06-30      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| EG America LLC                                                  | EG America LLC, 1st Lien Term Loan                                                | CUSIP: N2820EAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     60391 | PA      | $60705.78     | 0.00%             | 2028-02-07      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| Chobani LLC                                                     | Chobani LLC                                                                       | CUSIP: 17027NAB8<br>LEI: 549300ISVDMZ91KNTR38 | Long             | DBT              | CORP              | US        |    147000 | PA      | $146146.27    | 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        |     18000 | PA      | $17883.39     | 0.00%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                 | ABG Intermediate Holdings 2 LLC, 1st Lien Term Loan B1                            | CUSIP: 00076VBL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    319340 | PA      | $318941.21    | 0.02%             | 2028-12-21      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                  | 1011778 BC ULC                                                                    | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |     17000 | PA      | $16071.60     | 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      | $99242.89     | 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      | $233832.28    | 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      | $134167.66    | 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        |      6386 | NS      | $2181202.16   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Corpay Technologies Operating Co. LLC                           | Corp.ay Technologies Operating Co. LLC, 1st Lien Term Loan B4                     | CUSIP: 33903RAZ2<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |    567209 | PA      | $566817.59    | 0.04%             | 2028-04-28      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| ADT Security Corp. (The)                                        | ADT Security Corp. (The)                                                          | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    133000 | PA      | $134921.44    | 0.01%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Pinewood Finco plc                                              | Pinewood Finco plc                                                                | CUSIP: N/A<br>LEI: 984500EF3F7CA63ND769       | Long             | DBT              | CORP              | GB        |     42000 | PA      | $55654.66     | 0.00%             | 2030-03-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                              | General Motors Co.                                                                | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      3664 | NS      | $253145.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKWOOL A/S                                                    | ROCKWOOL A/S, Class B                                                             | CUSIP: N/A<br>LEI: 213800QRC7LNX935OZ09       | Long             | EC               | CORP              | DK        |      3655 | NS      | $125241.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                       | Essential Utilities, Inc.                                                         | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |      4224 | NS      | $164862.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Parent LLC                                              | Central Parent LLC, 1st Lien Term Loan                                            | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    711773 | PA      | $584202.14    | 0.04%             | 2029-07-06      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                         | Citigroup Global Markets Holdings, Inc., Series DM1d                              | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |      1600 | NS      | $158996.01    | 0.01%             | 2025-12-18      | Fixed         | 22.30%                | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                  | Community Health Systems, Inc.                                                    | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    104000 | PA      | $92840.94     | 0.01%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                  | Thermo Fisher Scientific, Inc.                                                    | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      1871 | NS      | $1061586.69   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Essendi SA                                                      | Essendi SA                                                                        | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |    270000 | PA      | $323242.32    | 0.02%             | 2032-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Itelyum Regeneration SpA                                        | Itelyum Regeneration Spa                                                          | CUSIP: N/A<br>LEI: 815600051FBC23AA8A45       | Long             | DBT              | CORP              | IT        |    300000 | PA      | $350668.73    | 0.03%             | 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        |    448000 | PA      | $530037.46    | 0.04%             | 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      | $295008.43    | 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      | $147279.89    | 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      | $45204.05     | 0.00%             | 2048-10-15      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                              | Dominican Republic Government Bond                                                | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    150000 | PA      | $160403.82    | 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      | $1001539.00   | 0.07%             | 2037-07-15      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Citycon Treasury BV                                             | Citycon Treasury BV                                                               | CUSIP: N/A<br>LEI: 549300WAE0CGQ0IE1H63       | Long             | DBT              | CORP              | NL        |    350000 | PA      | $403403.89    | 0.03%             | 2031-07-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Elastic NV                                                      | Elastic NV                                                                        | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |     96000 | PA      | $92536.53     | 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      | $203222.25    | 0.01%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                    | CaixaBank SA                                                                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |    161926 | NS      | $1711517.01   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                           | NextEra Energy Capital Holdings, Inc.                                             | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16223.42     | 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        |    261000 | PA      | $266120.56    | 0.02%             | 2034-11-10      | Variable      | 6.12%                 | 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      | $2799.39      | 0.00%             |  |  |  | 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      | $1505019.30   | 0.11%             | 2037-04-18      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                             | Deutsche Telekom AG (Registered)                                                  | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |      6947 | NS      | $215184.61    | 0.02%             |  |  |  | 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        |    243613 | PA      | $244071.31    | 0.02%             | 2031-07-28      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                     | FedEx Corp.                                                                       | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      1425 | NS      | $361693.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp.                                           | Lockheed Martin Corp.                                                             | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |       100 | NS      | $49645.91     | 0.00%             | 2025-12-04      | Fixed         | 21.50%                | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                               | Rocket Cos., Inc.                                                                 | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $350711.02    | 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        |     52000 | PA      | $47087.23     | 0.00%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EOC BORROWER LLC                                                | EOC BORROWER LLC, 1st Lien Term Loan B                                            | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    902738 | PA      | $906122.77    | 0.07%             | 2032-03-24      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | Goldman Sachs International                                                       | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |      2700 | NS      | $77483.82     | 0.01%             | 2025-12-18      | Fixed         | 17.94%                | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                | Bombardier, Inc.                                                                  | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    170000 | PA      | $178481.47    | 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        |     78479 | PA      | $78699.56     | 0.01%             | 2030-03-15      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| Fortis 333, Inc.                                                | Fortis 333, Inc., 1st Lien Term Loan B                                            | CUSIP: 34958SAB5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    148628 | PA      | $143276.91    | 0.01%             | 2032-03-29      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Ascensus Holdings, Inc.                                         | Ascensus Holdings, Inc., 1st Lien Term Loan B                                     | CUSIP: 03836BAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    476284 | PA      | $476583.83    | 0.03%             | 2028-08-02      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| HAH Group Holding Co. LLC                                       | HAH Group Holding Co. LLC                                                         | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28435.74     | 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        |    994689 | PA      | $994251.50    | 0.07%             | 2031-07-31      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                                     | Novartis AG (Registered)                                                          | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |      9644 | NS      | $1193557.54   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Voya Financial, Inc.                                            | Voya Financial, Inc.                                                              | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |      3701 | NS      | $275576.46    | 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      | $557019.89    | 0.04%             | 2041-10-15      | Floating      | 5.53%                 | 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        |      2602 | NS      | $187244.56    | 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        |    478312 | PA      | $477316.85    | 0.03%             | 2031-02-10      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                      | Air Canada, 1st Lien Term Loan                                                    | CUSIP: C0102MAS4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |    376057 | PA      | $376245.26    | 0.03%             | 2031-03-21      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                           | OneMain Finance Corp.                                                             | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     73000 | PA      | $72421.90     | 0.01%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                                            | Emerson Electric Co.                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     11476 | NS      | $1561149.27   | 0.11%             | 2025-11-05      | Fixed         | 15.69%                | No            |                  2 | On Loan: No      |
| Sunrise Financing Partnership                                   | Sunrise Financing Partnership, Factility 1st Lien Term Loan AAA1                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    115000 | PA      | $114712.50    | 0.01%             | 2032-02-17      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| Epicor Software Corp.                                           | Epicor Software Corp., 1st Lien Term Loan E                                       | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |    764695 | PA      | $766132.21    | 0.06%             | 2031-05-30      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Coinbase Global, Inc.                                           | Coinbase Global, Inc., Series 122y                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       734 | NS      | $253330.24    | 0.02%             | 2025-12-01      | Fixed         | 22.68%                | No            |                  2 | On Loan: No      |
| Amrize Ltd.                                                     | Amrize Ltd.                                                                       | CUSIP: N/A<br>LEI: 529900SLCCO6K43P8146       | Long             | EC               | CORP              | CH        |     21383 | NS      | $1106483.50   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                        | Spirit AeroSystems, Inc.                                                          | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     66000 | PA      | $72512.15     | 0.01%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                              | Ryan Specialty LLC                                                                | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     57000 | PA      | $57950.82     | 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        |      2723 | NS      | $927835.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities, Inc.                                     | AvalonBay Communities, Inc.                                                       | CUSIP: 83371T830<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |       700 | NS      | $122739.31    | 0.01%             | 2025-11-13      | Fixed         | 21.56%                | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                        | Wynn Resorts Finance LLC                                                          | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    152000 | PA      | $163228.70    | 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        |   1181000 | PA      | $1234510.55   | 0.09%             | 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        |    139300 | PA      | $138777.63    | 0.01%             | 2032-03-05      | Variable      | 5.71%                 | No            |                  2 | 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      | $114398.21    | 0.01%             | 2038-04-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Hayward Industries, Inc.                                        | Hayward Industries, Inc., 1st Lien Term Loan                                      | CUSIP: 421300AL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     53836 | PA      | $53970.23     | 0.00%             | 2028-05-30      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Veritas Newco                                                   | Veritas Newco                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |       244 | NS      | $5722.25      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Innio North America Holding, Inc.                               | Innio North America Holding, Inc., Facility 1st Lien Term Loan B                  | CUSIP: A2838LAG1<br>LEI: 549300R5GWIY8X0FZE07 | Long             | LON              | CORP              | US        |     24985 | PA      | $24978.52     | 0.00%             | 2028-11-02      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                               | Corp. Nacional del Cobre de Chile                                                 | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | NUSS              | CL        |    217000 | PA      | $236177.38    | 0.02%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Crown Holdings, Inc.                                            | Crown Holdings, Inc.                                                              | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      1440 | NS      | $139939.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloud Software Group, Inc.                                      | Cloud Software Group, Inc., 1st Lien Term Loan B                                  | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    726146 | PA      | $725921.12    | 0.05%             | 2032-08-16      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                               | American Electric Power Co., Inc., Series EMtD                                    | CUSIP: 61778P155<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |       800 | NS      | $86669.61     | 0.01%             | 2025-11-10      | Fixed         | 15.38%                | No            |                  2 | On Loan: No      |
| Illinois Tool Works, Inc.                                       | Illinois Tool Works, Inc.                                                         | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      2167 | NS      | $528574.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial, Inc.                                           | STAG Industrial, Inc.                                                             | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |     22044 | NS      | $843623.88    | 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        |    845000 | PA      | $845507.00    | 0.06%             | 2031-06-15      | 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      | $-450.76      | -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      | $-232.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                       | Republic of Turkiye (The)                                                         | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    296000 | PA      | $307544.00    | 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      | $289641.33    | 0.02%             | 2036-11-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                                      | Melco Resorts Finance Ltd.                                                        | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $421200.00    | 0.03%             | 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        |     12654 | NS      | $831119.38    | 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      |
| White Cap Supply Holdings LLC                                   | White Cap Supply Holdings LLC                                                     | CUSIP: 96467GAC2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |    452000 | PA      | $457221.72    | 0.03%             | 2030-11-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                     | Asurion LLC, 2nd Lien Term Loan B4                                                | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    107000 | PA      | $101857.58    | 0.01%             | 2029-01-19      | Variable      | 9.33%                 | No            |                  2 | On Loan: No      |
| Northern Oil & Gas, Inc.                                        | Northern Oil & Gas, Inc.                                                          | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    131000 | PA      | $127594.34    | 0.01%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| EC Finance plc                                                  | EC Finance plc                                                                    | CUSIP: N/A<br>LEI: 213800NKPB53RHYDQE45       | Long             | DBT              | CORP              | GB        |    107000 | PA      | $118610.99    | 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      | $1149912.95   | 0.08%             | 2029-12-17      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                           | Churchill Downs, Inc.                                                             | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    209000 | PA      | $213690.17    | 0.02%             | 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        |    127000 | PA      | $129828.93    | 0.01%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                  | Element Fleet Management Corp.                                                    | CUSIP: 286181201<br>LEI: 5493000PGBS1C22ELQ16 | Long             | EC               | CORP              | CA        |     16384 | NS      | $441914.17    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                   | Freedom Mortgage Holdings LLC                                                     | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    139000 | PA      | $147760.61    | 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      | $438184.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Garfunkelux Holdco 3 SA                                         | Garfunkelux Holdco 3 SA                                                           | CUSIP: N/A<br>LEI: 2221007QVSNJV7EWBX69       | Long             | DBT              | CORP              | LU        |    265018 | PA      | $268019.11    | 0.02%             | 2028-09-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                      | Fertitta Entertainment LLC                                                        | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $74155.41     | 0.01%             | 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      | $1257811.28   | 0.09%             |  |  |  | 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      | $15.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Technologies Engineering Ltd.                         | Singapore Technologies Engineering Ltd.                                           | CUSIP: N/A<br>LEI: 254900OEXGGWCR24DG90       | Long             | EC               | CORP              | SG        |     67500 | NS      | $439766.64    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | Foreign Exchange JPY/USD                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       551 | NC      | $-2187334.20  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Cos., Inc.                                               | Rocket Cos., Inc.                                                                 | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    209000 | PA      | $217721.57    | 0.02%             | 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      | $336846.69    | 0.02%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                          | Becton Dickinson & Co.                                                            | CUSIP: 83371T806<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      8110 | NS      | $1452258.21   | 0.11%             | 2025-11-06      | Fixed         | 14.02%                | No            |                  2 | On Loan: No      |
| Bangkok Bank PCL                                                | Bangkok Bank PCL                                                                  | CUSIP: 059895AW2<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |    270000 | PA      | $277028.10    | 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        |    317516 | PA      | $316820.44    | 0.02%             | 2030-07-22      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Firstgroup plc                                                  | Firstgroup plc                                                                    | CUSIP: N/A<br>LEI: 549300DEJZCPWA4HKM93       | Long             | EC               | CORP              | GB        |      4037 | NS      | $11137.15     | 0.00%             |  |  |  | No            |                  1 | 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      | $84651.00     | 0.01%             | 2032-06-07      | Variable      | 9.21%                 | No            |                  2 | On Loan: No      |
| Leidos Holdings, Inc.                                           | Leidos Holdings, Inc.                                                             | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       661 | NS      | $125900.67    | 0.01%             |  |  |  | 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        |    506716 | PA      | $437493.80    | 0.03%             | 2029-11-13      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                                       | Forvia SE                                                                         | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $119367.11    | 0.01%             | 2030-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                           | Mex Bonos Desarr Fix Rt                                                           | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    245000 | PA      | $245245.00    | 0.02%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Logistics Park, Inc.                             | Mitsui Fudosan Logistics Park, Inc.                                               | CUSIP: N/A<br>LEI: 353800DN63EIYS760S59       | Long             | EC               | CORP              | JP        |       471 | NS      | $341412.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Healthpeak Properties, Inc.                                     | Healthpeak Properties, Inc.                                                       | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               | CORP              | US        |     44846 | NS      | $804985.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Strategic Income Fund                                      | Ares Strategic Income Fund                                                        | CUSIP: 04020EAD9<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28187.84     | 0.00%             | 2030-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                               | Yum! Brands, Inc.                                                                 | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      1396 | NS      | $192941.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp.                                          | Tenet Healthcare Corp.                                                            | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    106000 | PA      | $109972.88    | 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        |     43000 | PA      | $44556.73     | 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        |     14691 | NS      | $362118.45    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                            | EURO                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |    358970 | OU      | $413767.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Korea Electric Power Corp.                                      | Korea Electric Power Corp.                                                        | CUSIP: N/A<br>LEI: 988400QG33WS7JEIV602       | Long             | EC               | CORP              | KR        |      2518 | NS      | $75373.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                            | Osaic Holdings, Inc.                                                              | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29959.78     | 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: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |    615350 | PA      | $609294.96    | 0.04%             | 2031-11-26      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings, Inc.                                          | Amentum Holdings, Inc.                                                            | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17691.99     | 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        |    200000 | PA      | $222750.90    | 0.02%             | 2030-02-15      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                | Altice France SA, 1st Lien Term Loan B14                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |    372538 | PA      | $371472.87    | 0.03%             | 2031-05-30      | Variable      | 10.86%                | No            |                  2 | On Loan: No      |
| Henley CLO Xi DAC                                               | Henley CLO Xi DAC, Series 11X, Class D                                            | CUSIP: N/A<br>LEI: 6354004ZEQIYPXESRG76       | Long             | ABS-CBDO         | CORP              | IE        |    130000 | PA      | $148587.34    | 0.01%             | 2039-04-25      | Floating      | 4.66%                 | 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      | $8.66         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                        | Republic of South Africa                                                          | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $214950.00    | 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        |      3925 | NS      | $981642.50    | 0.07%             |  |  |  | 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      | $-270.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| eircom Finance DAC                                              | eircom Finance DAC                                                                | CUSIP: N/A<br>LEI: 254900NA4DUH50UERM85       | Long             | DBT              | CORP              | IE        |    226000 | PA      | $265868.53    | 0.02%             | 2031-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                           | Targa Resources Corp.                                                             | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |      2306 | NS      | $355216.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Finance Corp.                                           | OneMain Finance Corp.                                                             | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    249000 | PA      | $252689.93    | 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        |      6728 | NS      | $838210.12    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                               | INEOS Finance plc                                                                 | CUSIP: N/A<br>LEI: 2138002D68XDR4LZCG32       | Long             | DBT              | CORP              | GB        |    246000 | PA      | $261366.32    | 0.02%             | 2031-03-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                   | Novelis Corp.                                                                     | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    295000 | PA      | $270314.31    | 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      | $35222.85     | 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      | $226786.33    | 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        |    152000 | PA      | $156560.00    | 0.01%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Altice France Lux 3/Altice Holdings 1                           | Altice France Lux 3/Altice Holdings 1                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |      6374 | NS      | $105532.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aptiv plc                                                       | Aptiv plc, Series EMtC                                                            | CUSIP: 61778P148<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |      1700 | NS      | $138650.74    | 0.01%             | 2025-11-10      | Fixed         | 24.25%                | No            |                  2 | On Loan: No      |
| Boxer Parent Co., Inc.                                          | Boxer Parent Co., Inc., 1st Lien Term Loan                                        | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    811920 | PA      | $805984.86    | 0.06%             | 2031-07-30      | Variable      | 7.20%                 | 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      | $-20.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aptiv plc                                                       | Aptiv plc                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |      1957 | NS      | $158712.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ABRA Global Finance                                             | ABRA Global Finance                                                               | CUSIP: 000852AC7<br>LEI: 2549007QS3P0D4KT9G26 | Long             | DBT              | CORP              | KY        |    158459 | PA      | $154259.84    | 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: N/A                  | Long             | LON              | CORP              | US        |    350459 | PA      | $350876.24    | 0.03%             | 2031-04-14      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                           | Clydesdale Acquisition Holdings, Inc., 1st Lien Term Loan B                       | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     50000 | PA      | $49961.00     | 0.00%             | 2029-04-13      | Variable      | 7.14%                 | No            |                  2 | On Loan: No      |
| Enerflex Ltd.                                                   | Enerflex Ltd.                                                                     | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |     29000 | PA      | $29595.25     | 0.00%             | 2027-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                           | Dominion Energy, Inc.                                                             | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     15067 | NS      | $884282.23    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle, Inc.                                              | Crown Castle, Inc.                                                                | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |       800 | NS      | $73198.20     | 0.01%             | 2025-12-04      | Fixed         | 17.40%                | No            |                  2 | On Loan: No      |
| Crown Americas LLC                                              | Crown Americas LLC                                                                | CUSIP: 228180AC9<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |    136000 | PA      | $137832.87    | 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      | $109398.70    | 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      | $73878.71     | 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      | $1651807.58   | 0.12%             | 2037-10-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| MajorDrive Holdings IV LLC                                      | MajorDrive Holdings IV LLC                                                        | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |     77000 | PA      | $60148.58     | 0.00%             | 2029-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                  | Apollo Global Management, Inc.                                                    | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     74000 | PA      | $73564.58     | 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        |     17488 | NS      | $1366687.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Froneri International Ltd.                                      | Froneri US, Inc., Facility 1st Lien Term Loan B6                                  | CUSIP: G3679YAM4<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    231000 | PA      | $230829.06    | 0.02%             | 2032-08-02      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                            | Howard Midstream Energy Partners LLC                                              | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $92746.35     | 0.01%             | 2034-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Nomad Foods US LLC                                              | Nomad Foods US LLC, Facility 1st Lien Term Loan B4                                | CUSIP: G6562AAP2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     18275 | PA      | $18252.47     | 0.00%             | 2029-11-13      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                         | Nabors Industries, Inc.                                                           | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30419.01     | 0.00%             | 2027-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                               | Iliad Holding SAS                                                                 | CUSIP: N/A<br>LEI: 9695009BGMXB527HV965       | Long             | DBT              | CORP              | FR        |    181000 | PA      | $214777.30    | 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        |      3144 | NS      | $167638.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial, Inc.                                        | Genworth Financial, Inc.                                                          | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |     86288 | NS      | $730013.63    | 0.05%             | 2025-11-06      | Fixed         | 17.34%                | 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      | $-188.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                                  | Anywhere Real Estate Group LLC                                                    | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000 | PA      | $28310.26     | 0.00%             | 2030-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp.                                                | Fair Isaac Corp.                                                                  | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     98000 | PA      | $96044.65     | 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      | $244412.00    | 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        |     15958 | PA      | $16023.92     | 0.00%             | 2028-07-03      | Variable      | 6.00%                 | 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        |    788885 | PA      | $789627.05    | 0.06%             | 2029-10-09      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                               | Gen Digital, Inc., 1st Lien Term Loan B                                           | CUSIP: 66877AAG3<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |    120698 | PA      | $120433.17    | 0.01%             | 2032-04-16      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Willis Towers Watson plc                                        | Willis Towers Watson plc                                                          | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |       500 | NS      | $159023.77    | 0.01%             | 2025-12-15      | Fixed         | 14.62%                | No            |                  2 | On Loan: No      |
| Seiko Epson Corp.                                               | Seiko Epson Corp.                                                                 | CUSIP: N/A<br>LEI: 549300NIOFQDR749W206       | Long             | EC               | CORP              | JP        |     12100 | NS      | $153314.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WOM Mobile SA                                                   | WOM Mobile SA                                                                     | CUSIP: 97810LAA7<br>LEI: 549300T600VUO0QJ3063 | Long             | DBT              | CORP              | CL        |     18875 | PA      | $18167.19     | 0.00%             | 2031-04-01      | Variable      | 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      | $-1832.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dell Technologies, Inc.                                         | Dell Technologies, Inc., Class C                                                  | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      2187 | NS      | $354315.87    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pachelbel Bidco SpA                                             | Pachelbel Bidco SpA                                                               | CUSIP: N/A<br>LEI: 8156005DA07CDD50CC46       | Long             | DBT              | CORP              | IT        |    100000 | PA      | $116116.40    | 0.01%             | 2031-05-17      | Floating      | 6.32%                 | 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      | $24340.74     | 0.00%             | 2033-04-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                               | Wells Fargo & Co., Series 0034                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      5300 | NS      | $442799.02    | 0.03%             | 2025-11-28      | Floating      | 22.40%                | No            |                  2 | On Loan: No      |
| INNIO Group Holding GmbH                                        | INNIO Group Holding GmbH, Facility 1st Lien Term Loan B2                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | AT        |    201000 | PA      | $201000.00    | 0.01%             | 2028-11-02      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Novelis, Inc.                                                   | Novelis, Inc., 1st Lien Term Loan                                                 | CUSIP: 67000LAB8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    621875 | PA      | $623199.59    | 0.05%             | 2032-03-11      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Palo Alto Networks, Inc.                                        | Palo Alto Networks, Inc.                                                          | CUSIP: 83371T889<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |     20858 | NS      | $4466446.29   | 0.33%             | 2025-11-20      | Fixed         | 15.52%                | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                             | Rocket Mortgage LLC                                                               | CUSIP: 74841CAB7<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18800.95     | 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        |   1391000 | PA      | $1361737.95   | 0.10%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                   | Entergy Corp.                                                                     | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      8155 | NS      | $783613.95    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Team Health Holdings, Inc.                                      | Team Health Holdings, Inc., 1st Lien Term Loan                                    | CUSIP: 87817JAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    109725 | PA      | $109816.07    | 0.01%             | 2028-06-30      | Variable      | 8.34%                 | No            |                  2 | On Loan: No      |
| Romania                                                         | Romania Government Bond                                                           | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    127000 | PA      | $152044.39    | 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      | $209264.00    | 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      | $191039.39    | 0.01%             | 2032-04-01      | Variable      | 7.00%                 | 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      | $1001814.00   | 0.07%             | 2038-01-19      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                         | Kodiak Gas Services LLC                                                           | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     71000 | PA      | $73116.87     | 0.01%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                | Sabre GLBL, Inc., 1st Lien Term Loan B1                                           | CUSIP: 78571YBK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    138648 | PA      | $128249.28    | 0.01%             | 2029-11-15      | Variable      | 10.06%                | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                   | Six Flags Entertainment Corp.                                                     | CUSIP: 150190AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $27872.77     | 0.00%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                            | Republic of Colombia                                                              | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        | 343500000 | PA      | $95378.42     | 0.01%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| New Enterprise Stone & Lime Co., Inc.                           | New Enterprise Stone & Lime Co., Inc.                                             | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29868.51     | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GTCR Everest Borrower LLC                                       | GTCR Everest Borrower LLC, 1st Lien Term Loan                                     | CUSIP: 36269YAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    117705 | PA      | $118018.10    | 0.01%             | 2031-09-05      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| LUKOIL PJSC                                                     | LUKOIL PJSC                                                                       | CUSIP: N/A<br>LEI: 549300LCJ1UJXHYBWI24       | Long             | EC               | CORP              | RU        |     44196 | NS      | $5.47         | 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        |    278430 | PA      | $279243.46    | 0.02%             | 2030-02-15      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                        | Service Properties Trust                                                          | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     77000 | PA      | $67877.47     | 0.00%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Spruce Hill Mortgage Loan Trust                                 | Spruce Hill Mortgage Loan Trust, Series 2022-SH1, Class A1A                       | CUSIP: 85213XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1258484 | PA      | $1251207.82   | 0.09%             | 2057-07-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| PRIO Luxembourg Holding SARL                                    | PRIO Luxembourg Holding Sarl                                                      | CUSIP: 74259PAA5<br>LEI: 2221003VQP4JY7T31H94 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $196075.00    | 0.01%             | 2030-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                               | HSBC Holdings plc                                                                 | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |    159689 | NS      | $2235558.43   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                           | OneMain Finance Corp.                                                             | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     53000 | PA      | $55858.83     | 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        |    289000 | PA      | $292398.64    | 0.02%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Lindblad Expeditions LLC                                        | Lindblad Expeditions LLC                                                          | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |     93000 | PA      | $94717.94     | 0.01%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Leidos Holdings, Inc.                                           | Leidos Holdings, Inc.                                                             | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       700 | NS      | $131715.10    | 0.01%             | 2025-11-20      | Fixed         | 24.09%                | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                         | Quikrete Holdings, Inc., 1st Lien Term Loan B3                                    | CUSIP: 74839XAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    306460 | PA      | $306732.75    | 0.02%             | 2032-02-10      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                         | Level 3 Financing, Inc.                                                           | CUSIP: 527298CF8<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     13500 | PA      | $12095.16     | 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      | $140771.32    | 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      | $115191.82    | 0.01%             | 2028-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                        | Bristol-Myers Squibb Co.                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      2800 | NS      | $130293.28    | 0.01%             | 2025-11-20      | Fixed         | 38.90%                | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                               | Brink's Co. (The)                                                                 | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    138000 | PA      | $143305.27    | 0.01%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                        | Bayer AG                                                                          | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $127385.92    | 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        |     29454 | NS      | $503864.10    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Irca SpA                                                        | Irca SpA                                                                          | CUSIP: N/A<br>LEI: 815600CDE52BA2426216       | Long             | DBT              | CORP              | IT        |    293000 | PA      | $340010.28    | 0.02%             | 2029-12-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Froneri International Ltd.                                      | Froneri International Ltd., Facility 1st Lien Term Loan B4                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |    803905 | PA      | $797232.89    | 0.06%             | 2031-09-30      | Variable      | 6.24%                 | 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      | $-4222.09     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Brink's Co. (The)                                               | Brink's Co. (The)                                                                 | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36078.18     | 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        |      7949 | NS      | $403809.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UCB SA                                                          | UCB SA                                                                            | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Long             | EC               | CORP              | BE        |      2894 | NS      | $744168.95    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Deuce Finco plc                                                 | Deuce Finco plc                                                                   | CUSIP: N/A<br>LEI: 9845007DA2BC863E8437       | Long             | DBT              | CORP              | GB        |    120000 | PA      | $157205.70    | 0.01%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials, Inc.                               | Solstice Advanced Materials, Inc.                                                 | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |    122000 | PA      | $122097.60    | 0.01%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                          | Arab Republic of Egypt                                                            | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    160000 | PA      | $179317.30    | 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        |    114000 | PA      | $118528.08    | 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      | $1000796.40   | 0.07%             | 2035-01-25      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                    | Diversified Healthcare Trust                                                      | CUSIP: 25525PAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $39391.33     | 0.00%             | 2030-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco SARL                                  | Greensaif Pipelines Bidco SARL                                                    | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $210275.00    | 0.02%             | 2036-02-23      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Zegona Finance plc                                              | Zegona Finance plc                                                                | CUSIP: N/A<br>LEI: 254900B3KC1SS7T2TE92       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $121720.53    | 0.01%             | 2029-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Avalara, Inc.                                                   | Avalara, Inc., 1st Lien Term Loan                                                 | CUSIP: 05338KAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    242930 | PA      | $243325.98    | 0.02%             | 2032-03-26      | Variable      | 6.74%                 | No            |                  2 | On Loan: No      |
| Watco Cos. LLC                                                  | Watco Cos. LLC                                                                    | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $24862.80     | 0.00%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Flagstar Bank NA                                                | Flagstar Bank NA                                                                  | CUSIP: 83371T822<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      9000 | NS      | $103359.51    | 0.01%             | 2025-11-13      | Fixed         | 29.69%                | No            |                  2 | On Loan: No      |
| Mosaic Co. (The)                                                | Mosaic Co. (The)                                                                  | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |      2247 | NS      | $61680.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries, Inc.                                          | Chart Industries, Inc.                                                            | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     82000 | PA      | $85517.88     | 0.01%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Pound Sterling                                                  | Pound Sterling                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |    506073 | OU      | $664827.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| California Buyer Ltd.                                           | California Buyer Ltd.                                                             | CUSIP: N/A<br>LEI: 254900V5SMQ1UP1CLC26       | Long             | DBT              | CORP              | GB        |    194000 | PA      | $229414.11    | 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        |     19679 | NS      | $696046.23    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardonagh Finco Ltd.                                             | Ardonagh Finco Ltd.                                                               | CUSIP: N/A<br>LEI: 254900D2T84O1K03BA28       | Long             | DBT              | CORP              | JE        |    222000 | PA      | $265591.73    | 0.02%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1690.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                    | Fidelity National Information Services, Inc.                                      | CUSIP: 83371T772<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      5500 | NS      | $341419.05    | 0.02%             | 2025-11-17      | Fixed         | 30.07%                | No            |                  2 | On Loan: No      |
| Forvia SE                                                       | Forvia SE                                                                         | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |    140000 | PA      | $166458.17    | 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        |    547541 | PA      | $548215.38    | 0.04%             | 2039-02-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co. plc                                      | Bellis Acquisition Co. plc                                                        | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |    193000 | PA      | $244992.08    | 0.02%             | 2030-05-14      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Clean Harbors, Inc.                                             | Clean Harbors, Inc., 1st Lien Term Loan                                           | CUSIP: 18449EAJ9<br>LEI: 5493000SJVZVZJKHJF48 | Long             | LON              | CORP              | US        |    176000 | PA      | $176522.72    | 0.01%             | 2032-09-24      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                         | Ukraine Government Bond                                                           | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      4753 | PA      | $2507.21      | 0.00%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Isuzu Motors Ltd.                                               | Isuzu Motors Ltd.                                                                 | CUSIP: N/A<br>LEI: 529900C0QSXVCC7AR494       | Long             | EC               | CORP              | JP        |     23400 | NS      | $287124.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Volcan Cia Minera SAA                                           | Volcan Cia Minera SAA                                                             | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |    162000 | PA      | $164575.80    | 0.01%             | 2032-10-28      | Fixed         | 8.50%                 | 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      | $-972.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TMK Hawk Parent Corp.                                           | TMK Hawk Parent Corp., 1st Lien Term Loan B                                       | CUSIP: 87258WAV7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    149018 | PA      | $54391.64     | 0.00%             | 2029-06-29      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                          | Home Depot, Inc. (The)                                                            | CUSIP: 83371T715<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      9397 | NS      | $3585519.90   | 0.26%             | 2025-11-19      | Fixed         | 10.66%                | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                   | Cencora, Inc.                                                                     | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      2612 | NS      | $882359.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Aimbridge Acquisition Co., Inc.                                 | Aimbridge Acquisition Co., Inc., 1st Lien Term Loan                               | CUSIP: 00900YAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     35933 | PA      | $35393.81     | 0.00%             | 2030-03-11      | Variable      | 11.65%                | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                               | Duke Energy Corp.                                                                 | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     28000 | PA      | $29603.67     | 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      | $361874.47    | 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        |    352000 | PA      | $357590.82    | 0.03%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                           | Lockheed Martin Corp.                                                             | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       340 | NS      | $167239.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Operations Co. LLC                                       | Vistra Operations Co. LLC                                                         | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68272.17     | 0.00%             | 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        |    320189 | PA      | $321133.97    | 0.02%             | 2028-08-21      | Variable      | 8.33%                 | 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      | $-172.25      | -0.00%            |  |  |  | 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      | $2004788.00   | 0.15%             | 2037-10-22      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                        | CenterPoint Energy, Inc.                                                          | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     13312 | NS      | $509050.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arena Luxembourg Finance SARL                                   | Arena Luxembourg Finance SARL                                                     | CUSIP: N/A<br>LEI: 222100KX2LPK5KRSIG74       | Long             | DBT              | CORP              | LU        |    100000 | PA      | $116183.50    | 0.01%             | 2030-05-01      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub, Inc.                                        | AI Aqua Merger Sub, Inc., 1st Lien Term Loan B                                    | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |    559893 | PA      | $560917.51    | 0.04%             | 2028-07-31      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                             | Medline Borrower LP                                                               | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    404000 | PA      | $402462.62    | 0.03%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Emera, Inc.                                                     | Emera, Inc.                                                                       | CUSIP: 290876101<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | EC               | CORP              | CA        |     16129 | NS      | $766804.55    | 0.06%             |  |  |  | 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      |
| ATI, Inc.                                                       | ATI, Inc.                                                                         | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     96000 | PA      | $95180.79     | 0.01%             | 2031-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Cirsa Finance International Sarl                                | Cirsa Finance International Sarl                                                  | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |    100000 | PA      | $117703.93    | 0.01%             | 2031-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                     | Bouygues SA                                                                       | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |      7518 | NS      | $339348.54    | 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      | $37483.98     | 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        |    524587 | PA      | $522714.33    | 0.04%             | 2030-09-20      | Variable      | 5.71%                 | 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      | $36030.70     | 0.00%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Millrose Properties, Inc.                                       | Millrose Properties, Inc.                                                         | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     82000 | PA      | $82391.96     | 0.01%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Veritiv Operating Co.                                           | Veritiv Operating Co.                                                             | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |    123000 | PA      | $128003.39    | 0.01%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| N/A                                                             | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-104.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                             | Petroleos Mexicanos                                                               | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    325233 | PA      | $351219.12    | 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        |     14000 | PA      | $14560.76     | 0.00%             | 2030-07-01      | Fixed         | 6.50%                 | 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      | $55330.47     | 0.00%             | 2029-12-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                         | American Airlines, Inc.                                                           | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8500 | PA      | $8576.05      | 0.00%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                             | Viking Cruises Ltd.                                                               | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    178000 | PA      | $180948.85    | 0.01%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Boots Group Bidco Ltd.                                          | Boots Group Bidco Ltd., 1st Lien Term Loan                                        | CUSIP: 09947PAB7<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    353000 | PA      | $354323.75    | 0.03%             | 2032-08-30      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp.                                          | Costco Wholesale Corp.                                                            | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      2973 | NS      | $2730974.11   | 0.20%             | 2025-12-01      | Fixed         | 12.66%                | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                      | Ares Strategic Income Fund                                                        | CUSIP: 04020EAK3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40342.00     | 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      | $272482.40    | 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      | $68273.57     | 0.00%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                    | Verizon Communications, Inc., Series 0035                                         | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      3700 | NS      | $149287.79    | 0.01%             | 2025-11-28      | Floating      | 23.75%                | No            |                  2 | On Loan: No      |
| Getty Images, Inc.                                              | Getty Images, Inc.                                                                | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35286.12     | 0.00%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Sanmina Corp.                                                   | Sanmina Corp., 1st Lien Term Loan B                                               | CUSIP: 80105GAP5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    242000 | PA      | $242000.00    | 0.02%             | 2032-08-06      | Variable      | 5.88%                 | No            |                  3 | On Loan: No      |
| TCO Commercial Mortgage Trust                                   | TCO Commercial Mortgage Trust, Series 2024-DPM, Class A                           | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1150000 | PA      | $1150000.00   | 0.08%             | 2039-12-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                            | Frontier Communications Holdings LLC                                              | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $63884.58     | 0.00%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                               | NatWest Group plc                                                                 | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |    311310 | NS      | $2396625.35   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| IMI plc                                                         | IMI plc                                                                           | CUSIP: N/A<br>LEI: 2138002W9Q21PF751R30       | Long             | EC               | CORP              | GB        |     13360 | NS      | $420025.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                       | Standard Industries, Inc./NY, 1st Lien Term Loan                                  | CUSIP: 85350EAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     62109 | PA      | $62264.06     | 0.00%             | 2028-09-22      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Waystar Technologies, Inc.                                      | Waystar Technologies, Inc., 1st Lien Term Loan                                    | CUSIP: 63939WAN3<br>LEI: 549300BIRBTAWWHCSZ09 | Long             | LON              | CORP              | US        |    163150 | PA      | $163014.55    | 0.01%             | 2029-10-22      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                             | Station Casinos LLC                                                               | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    203000 | PA      | $206322.30    | 0.02%             | 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        |      2245 | NS      | $100496.48    | 0.01%             |  |  |  | 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        |    159748 | PA      | $144912.62    | 0.01%             | 2028-05-03      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| Flughafen Zurich AG                                             | Flughafen Zurich AG (Registered)                                                  | CUSIP: N/A<br>LEI: 529900PFO97GCN5SYB55       | Long             | EC               | CORP              | CH        |       375 | NS      | $110769.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EMCOR Group, Inc.                                               | EMCOR Group, Inc.                                                                 | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |       360 | NS      | $243280.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE, Inc.                                                      | NIKE, Inc.                                                                        | CUSIP: 06370D431<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |       600 | NS      | $38999.68     | 0.00%             | 2025-11-03      | Fixed         | 29.40%                | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                             | Iron Mountain, Inc.                                                               | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |      8888 | NS      | $915019.60    | 0.07%             |  |  |  | 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      | $114552.71    | 0.01%             | 2037-10-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Citigroup Capital XIII                                          | Citigroup Capital XIII                                                            | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     27207 | NS      | $2745187.81   | 0.20%             | 2025-12-01      | Fixed         | 25.51%                | No            |                  2 | On Loan: No      |
| Currenta Group Holdings SARL                                    | Currenta Group Holdings SARL                                                      | CUSIP: N/A<br>LEI: 222100SF79KCJKYUPE47       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $234060.83    | 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        |     23800 | NS      | $1038992.32   | 0.08%             |  |  |  | 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      | $10637.20     | 0.00%             | 2029-12-31      | Variable      | 8.01%                 | 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      | $930578.09    | 0.07%             | 2039-06-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| BCP V Modular Services Finance II plc                           | BCP V Modular Services Finance II plc                                             | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |    220000 | PA      | $265813.24    | 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      | $30380.93     | 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      | $38889.04     | 0.00%             | 2030-03-11      | Variable      | 9.65%                 | No            |                  2 | On Loan: No      |
| Windstream Services, LLC                                        | Windstream Services LLC, 1st Lien Term Loan                                       | CUSIP: 97381JAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    320000 | PA      | $316000.00    | 0.02%             | 2032-10-06      | Variable      | 7.96%                 | No            |                  3 | 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      | $560100.64    | 0.04%             | 2037-05-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                             | Petroleos Mexicanos                                                               | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | CORP              | MX        |    298000 | PA      | $296510.00    | 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      | $314470.00    | 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        |      7633 | NS      | $477215.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co.                                                | Baker Hughes Co.                                                                  | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       710 | NS      | $34371.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Surgery Center Holdings, Inc.                                   | Surgery Center Holdings, Inc., 1st Lien Term Loan                                 | CUSIP: 86880NBD4<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |    396638 | PA      | $397494.63    | 0.03%             | 2030-12-19      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                           | Churchill Downs, Inc.                                                             | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    283000 | PA      | $283869.94    | 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        |    366868 | PA      | $366713.47    | 0.03%             | 2028-07-27      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Snap, Inc.                                                      | Snap, Inc.                                                                        | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81431.68     | 0.01%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                           | Mex Bonos Desarr Fix Rt                                                           | CUSIP: 91087BBP4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    119000 | PA      | $139617.87    | 0.01%             | 2038-03-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                             | Buckeye Partners LP                                                               | CUSIP: 118230AP6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     28000 | PA      | $25817.73     | 0.00%             | 2044-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TalkTalk Telecom Group Ltd.                                     | TalkTalk Telecom Group Ltd.                                                       | CUSIP: N/A<br>LEI: 213800WF53FVDRRHRF44       | Long             | DBT              | CORP              | GB        |     62651 | PA      | $56995.95     | 0.00%             | 2028-02-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Gulfside Supply, Inc.                                           | Gulfside Supply, Inc., 1st Lien Term Loan                                         | CUSIP: 40273UAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     85185 | PA      | $84205.56     | 0.01%             | 2031-06-17      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Hearthside Bank Corp.                                           | H-Food Holdings LLC                                                               | CUSIP: N/A<br>LEI: 2549001XVX1R2ITF6935       | Long             | EC               | CORP              | US        |      1291 | NS      | $20898.71     | 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      | $29725.95     | 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      | $122941.21    | 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        |    141137 | PA      | $124376.98    | 0.01%             | 2028-01-31      | Variable      | 9.08%                 | No            |                  2 | On Loan: No      |
| Workday, Inc.                                                   | Workday, Inc., Class A                                                            | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |      1010 | NS      | $242319.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Colossus Acquireco LLC                                          | Colossus Acquireco LLC, 1st Lien Term Loan                                        | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |    405000 | PA      | $402975.00    | 0.03%             | 2032-07-30      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Kaman Corp.                                                     | Kaman Corp., Delayed Draw 1st Lien Term Loan                                      | CUSIP: 48354VAN2<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |     14931 | PA      | $14968.23     | 0.00%             | 2032-02-26      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| United Natural Foods, Inc.                                      | United Natural Foods, Inc.                                                        | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |    132000 | PA      | $132040.79    | 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        |     37887 | NS      | $967082.19    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Twilio, Inc.                                                    | Twilio, Inc.                                                                      | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |     47000 | PA      | $45144.97     | 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        |    207000 | PA      | $214054.35    | 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      | $1350367.50   | 0.10%             | 2038-01-18      | Floating      | 5.20%                 | 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      | $409490.49    | 0.03%             | 2039-01-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                         | GFL Environmental, Inc.                                                           | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     39000 | PA      | $40798.91     | 0.00%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                          | HUB International Ltd.                                                            | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   1234000 | PA      | $1278945.06   | 0.09%             | 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      | $489856.28    | 0.04%             | 2041-12-10      | Variable      | 7.52%                 | No            |                  2 | On Loan: No      |
| Neogen Food Safety Corp.                                        | Neogen Food Safety Corp.                                                          | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53000 | PA      | $56058.10     | 0.00%             | 2030-07-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                              | J.P. Morgan Structured Products BV, Series DMUL                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      2887 | NS      | $1607556.11   | 0.12%             | 2025-12-10      | Fixed         | 14.59%                | No            |                  2 | On Loan: No      |
| Cedacri SpA                                                     | Cedacri SpA                                                                       | CUSIP: N/A<br>LEI: 815600E85FCD78B3EE61       | Long             | DBT              | CORP              | IT        |    225000 | PA      | $261428.80    | 0.02%             | 2028-05-15      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                             | Hilcorp Energy I LP                                                               | CUSIP: 431318AU8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53971.93     | 0.00%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                  | Alphabet, Inc., Series MTPI                                                       | CUSIP: 61778P221<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |      1500 | NS      | $398189.99    | 0.03%             | 2025-11-14      | Fixed         | 26.90%                | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co. Ltd.                                   | Murata Manufacturing Co. Ltd.                                                     | CUSIP: N/A<br>LEI: 529900QZG6DL8ZRI7140       | Long             | EC               | CORP              | JP        |     68600 | NS      | $1479079.09   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                     | Beach Acquisition Bidco LLC, 1st Lien Term Loan B1                                | CUSIP: 07337FAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     82000 | PA      | $82375.56     | 0.01%             | 2032-09-13      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                       | CSX Corp.                                                                         | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     10737 | NS      | $386746.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Health Systems, Inc.                                  | Community Health Systems, Inc.                                                    | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    260000 | PA      | $275284.62    | 0.02%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                  | NCL Corp. Ltd.                                                                    | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     20000 | PA      | $19990.53     | 0.00%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FIS Fabbrica Italiana Sintetici SpA                             | FIS Fabbrica Italiana Sintetici SpA                                               | CUSIP: N/A<br>LEI: 8156004D7056C63EC525       | Long             | DBT              | CORP              | IT        |    114000 | PA      | $131878.19    | 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: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |    491289 | PA      | $492242.01    | 0.04%             | 2028-05-05      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Clariane SE                                                     | Clariane SE                                                                       | CUSIP: N/A<br>LEI: 969500WEPS61H6TJM037       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $236666.07    | 0.02%             | 2030-06-27      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                | Bombardier, Inc.                                                                  | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    238000 | PA      | $249840.03    | 0.02%             | 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      | $196689.06    | 0.01%             | 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        |    158000 | PA      | $162569.20    | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II LLC                                 | LCM Investments Holdings II LLC                                                   | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     66000 | PA      | $69441.11     | 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      | $74569.68     | 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      | $65540.48     | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                     | Allied Universal Holdco LLC                                                       | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    408000 | PA      | $398867.61    | 0.03%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                                | ASR Nederland NV                                                                  | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | EC               | CORP              | NL        |      6727 | NS      | $448950.89    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                             | Regal Rexnord Corp.                                                               | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      6011 | NS      | $848591.64    | 0.06%             | 2025-11-05      | Fixed         | 17.78%                | 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      | $6000.00      | 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      | $1500773.85   | 0.11%             | 2038-01-20      | Floating      | 5.58%                 | 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        |    759311 | PA      | $714549.41    | 0.05%             | 2027-04-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                  | Morgan Stanley Capital I Trust, Series 2018-H3, Class C                           | CUSIP: 61767YBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $149202.14    | 0.01%             | 2051-07-15      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                                       | UKG, Inc., 1st Lien Term Loan                                                     | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   1070766 | PA      | $1070016.93   | 0.08%             | 2031-02-10      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd.                                       | United Overseas Bank Ltd.                                                         | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | EC               | CORP              | SG        |     55700 | NS      | $1481479.09   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CareTrust REIT, Inc.                                            | CareTrust REIT, Inc.                                                              | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |     24577 | NS      | $851593.05    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LD Celulose International GmbH                                  | LD Celulose International GmbH                                                    | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $210690.00    | 0.02%             | 2032-01-26      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                 | TransDigm, Inc.                                                                   | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    520000 | PA      | $530052.64    | 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        |    258000 | PA      | $304934.27    | 0.02%             | 2030-07-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CRC Insurance Group LLC                                         | CRC Insurance Group LLC, 1st Lien Term Loan B                                     | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    889798 | PA      | $888205.65    | 0.06%             | 2031-05-06      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                | Great Wolf Trust, Series 2024-WOLF, Class A                                       | CUSIP: 39152MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    340000 | PA      | $340637.50    | 0.02%             | 2039-03-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                                     | Acadia Healthcare Co., Inc.                                                       | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39283.03     | 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        |    103000 | PA      | $106411.98    | 0.01%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International, Inc.                  | Charles River Laboratories International, Inc.                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      7244 | NS      | $1213990.53   | 0.09%             | 2025-11-06      | Fixed         | 22.57%                | No            |                  2 | On Loan: No      |
| Monolithic Power Systems, Inc.                                  | Monolithic Power Systems, Inc.                                                    | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |        67 | NS      | $67335.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Pro USA, Inc.                                             | Waste Pro USA, Inc.                                                               | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    421000 | PA      | $437597.50    | 0.03%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                    | Zoetis, Inc., Class A                                                             | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      1422 | NS      | $204895.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Renault SA                                                      | Renault SA                                                                        | CUSIP: N/A<br>LEI: 969500F7JLTX36OUI695       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $115772.96    | 0.01%             | 2030-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| New Enterprise Stone & Lime Co., Inc.                           | New Enterprise Stone & Lime Co., Inc.                                             | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |     63000 | PA      | $63014.87     | 0.00%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| VoltaGrid LLC                                                   | VoltaGrid LLC                                                                     | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |    399000 | PA      | $405803.70    | 0.03%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Origin Energy Ltd.                                              | Origin Energy Ltd.                                                                | CUSIP: N/A<br>LEI: ZSN2LWNPYW6ISMRUC664       | Long             | EC               | CORP              | AU        |     70068 | NS      | $561512.48    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $155.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Celestica, Inc.                                                 | Celestica, Inc., 1st Lien Term Loan B                                             | CUSIP: C2348CAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    381751 | PA      | $383182.19    | 0.03%             | 2031-06-20      | Variable      | 5.74%                 | No            |                  3 | 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      | $1500937.50   | 0.11%             | 2038-05-15      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | Deutsche Bank AG (Registered)                                                     | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |     21126 | NS      | $756315.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                          | LifePoint Health, Inc.                                                            | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    148000 | PA      | $157418.42    | 0.01%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                         | Kodiak Gas Services LLC                                                           | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     94000 | PA      | $96325.37     | 0.01%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kapla Holding SAS                                               | Kapla Holding SAS                                                                 | CUSIP: N/A<br>LEI: 894500PJ28XTH66K4X83       | Long             | DBT              | CORP              | FR        |    271000 | PA      | $316191.02    | 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      | $148249.91    | 0.01%             | 2041-10-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                   | Equinix, Inc.                                                                     | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      2434 | NS      | $2059188.34   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel SpA                                                        | Enel SpA                                                                          | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |    225000 | PA      | $264638.68    | 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        |    161790 | PA      | $161423.05    | 0.01%             | 2031-12-15      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| Czechoslovak Group A/S                                          | Czechoslovak Group A/S                                                            | CUSIP: N/A<br>LEI: 315700SWFD7G70AVG768       | Long             | DBT              | CORP              | CZ        |    175000 | PA      | $209782.30    | 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        |    482424 | PA      | $480012.38    | 0.03%             | 2032-03-04      | Variable      | 5.86%                 | 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        |    384514 | PA      | $384033.69    | 0.03%             | 2031-06-24      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Henkel AG & Co. KGaA                                            | Henkel AG & Co. KGaA (Preference)                                                 | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EP               | CORP              | DE        |      3919 | NS      | $317489.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                         | Civitas Resources, Inc.                                                           | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113655.74    | 0.01%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| eBay, Inc.                                                      | eBay, Inc.                                                                        | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      1481 | NS      | $120420.11    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AngloGold Ashanti Holdings plc                                  | AngloGold Ashanti Holdings plc                                                    | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    200000 | PA      | $190724.00    | 0.01%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Efesto Bidco SpA                                                | Efesto Bidco SpA Efesto US LLC, Series XR                                         | CUSIP: 28201XAB1<br>LEI: 815600D1A091DE3F5933 | Long             | DBT              | CORP              | IT        |    607000 | PA      | $606050.05    | 0.04%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| A O Smith Corp.                                                 | A O Smith Corp.                                                                   | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |       493 | NS      | $32533.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOCA Commercial Mortgage Trust                                  | BOCA Commercial Mortgage Trust, Series 2024-BOCA, Class A                         | CUSIP: 096817AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $351093.75    | 0.03%             | 2041-08-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Speedster Bidco GmbH                                            | Speedster Bidco GmbH, Facility 1st Lien Term Loan B                               | CUSIP: D8000HAB7<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |    481109 | PA      | $481710.00    | 0.04%             | 2031-11-13      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                | Fantasia Holdings Group Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |    300000 | PA      | $4500.00      | 0.00%             | 2024-06-01      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| Voyager Parent LLC                                              | Voyager Parent LLC, 1st Lien Term Loan B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    290000 | PA      | $289675.20    | 0.02%             | 2032-07-01      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Ball Corp.                                                      | Ball Corp.                                                                        | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     37000 | PA      | $33716.89     | 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        |    311528 | PA      | $312251.07    | 0.02%             | 2029-08-03      | Variable      | 8.37%                 | No            |                  2 | On Loan: No      |
| Plymouth Industrial REIT, Inc.                                  | Plymouth Industrial REIT, Inc.                                                    | CUSIP: 729640102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       464 | NS      | $10208.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL Environmental Services, Inc.                                | GFL Environmental Services, Inc., 1st Lien Term Loan                              | CUSIP: 36257SAB8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    859000 | PA      | $858141.00    | 0.06%             | 2032-03-03      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Synthomer plc                                                   | Synthomer plc                                                                     | CUSIP: N/A<br>LEI: 213800EHT3TI1KPQQJ56       | Long             | DBT              | CORP              | GB        |    203000 | PA      | $203640.87    | 0.01%             | 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        |    662000 | PA      | $673571.10    | 0.05%             | 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        |      2825 | NS      | $301138.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Dolcetto Holdco SpA                                             | Dolcetto Holdco SpA                                                               | CUSIP: N/A<br>LEI: 81560029E819F2CE4A42       | Long             | DBT              | CORP              | IT        |    365000 | PA      | $430287.42    | 0.03%             | 2032-07-14      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Linde plc                                                       | Linde plc                                                                         | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | IE        |      1489 | NS      | $622848.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lendlease Corp. Ltd.                                            | Lendlease Corp. Ltd.                                                              | CUSIP: N/A<br>LEI: 549300MQ0F0TIIEK5592       | Long             | EC               | CORP              | AU        |     58496 | NS      | $212128.86    | 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        |     28000 | PA      | $27271.52     | 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        |    129000 | PA      | $131931.78    | 0.01%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Autodesk, Inc.                                                  | Autodesk, Inc., Series DMUO                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       737 | NS      | $223023.32    | 0.02%             | 2025-11-26      | Fixed         | 18.21%                | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                   | Letras do Tesouro Nacional Treasury Bills                                         | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | STIV             | NUSS              | BR        |      5000 | PA      | $878918.92    | 0.06%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Gates Corp.                                                     | Gates Corp.                                                                       | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |     59000 | PA      | $61254.39     | 0.00%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** BlackRock Funds II

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer