# EDGAR Filing Document

**Accession Number:** 0001398078
**File Stem:** 0002071691-26-007308
**Filing Date:** 2026-3
**Character Count:** 1356527
**Document Hash:** 20e2463b21d2caeadf629a6238642f28
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-007308.hdr.sgml**: 20260327

**ACCESSION NUMBER**: 0002071691-26-007308

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260327

**DATE AS OF CHANGE**: 20260327

**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:** 26803307

**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:** 2026-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1519246379.62

**Total Liabilities:** $73576143.23

**Net Assets:** $1445670236.39

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 41482.86000000 | **1-Year:** 1334.12000000 | **5-Year:** 17680.55000000 | **10-Year:** 12471.41000000 | **30-Year:** 2857.30000000

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

- **3-Month:** 40920.65000000 | **1-Year:** 5854.71000000 | **5-Year:** 60226.99000000 | **10-Year:** 5428.85000000 | **30-Year:** 2028.27000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000146953 | 0.88%                | 0.60%                | 1.72%                |
| Class ID C000146951 | 0.86%                | 0.69%                | 1.69%                |
| Class ID C000146952 | 0.80%                | 0.52%                | 1.75%                |
| Class ID C000166008 | 0.89%                | 0.72%                | 1.72%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1808571.33              | $4039401.57                                |
| Month 2  | $3125319.47              | $-847534.06                                |
| Month 3  | $3515744.83              | $10968344.86                               |

**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      | $119262.80    | 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      | $14863.30     | 0.00%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Mexican Peso                                           | Mexican Peso                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | MX        |       91637 | OU      | $5243.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Montreal                                       | Bank of Montreal                                                                  | CUSIP: 06370D498<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        2600 | NS      | $83998.34     | 0.01%             | 2026-02-17      | Fixed         | 21.29%                | No            |                  2 | On Loan: No      |
| Republic of Benin                                      | Benin Government Bond                                                             | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      400000 | PA      | $418224.00    | 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        |      328185 | PA      | $442311.34    | 0.03%             | 2029-12-18      | Variable      | 9.36%                 | 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        |      102181 | PA      | $102180.90    | 0.01%             | 2040-12-09      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health, Inc.                             | Elanco Animal Health, Inc., 1st Lien Term Loan B                                  | CUSIP: 28414BAJ5<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |      119175 | PA      | $119085.13    | 0.01%             | 2032-10-29      | Variable      | 5.45%                 | 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      | $335606.13    | 0.02%             | 2031-07-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp.                                      | IRB Holding Corp., 1st Lien Term Loan B                                           | CUSIP: 44988LAM9<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |      380547 | PA      | $380292.45    | 0.03%             | 2030-12-16      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| SKF AB                                                 | SKF AB, Class B                                                                   | CUSIP: N/A<br>LEI: 549300B6HWYEE57O8J84       | Long             | EC               | CORP              | SE        |        8867 | NS      | $231842.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Intercontinental Exchange, Inc.                                                   | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |        4710 | NS      | $818503.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kronos International, Inc.                             | Kronos International, Inc.                                                        | CUSIP: N/A<br>LEI: 529900NTVDLUSYY9F493       | Long             | DBT              | CORP              | US        |      216000 | PA      | $232626.83    | 0.02%             | 2029-03-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Flash Compute LLC                                      | Flash Compute LLC                                                                 | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      371000 | PA      | $372258.80    | 0.03%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                  | Mex Bonos Desarr Fix Rt                                                           | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      208000 | PA      | $1202969.12   | 0.08%             | 2030-02-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Korea Aerospace Industries Ltd.                        | Korea Aerospace Industries Ltd.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |         686 | NS      | $79952.82     | 0.01%             |  |  |  | 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      | $69274.04     | 0.00%             | 2037-06-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                               | Bayer AG                                                                          | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $240068.38    | 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      | $2009434.80   | 0.14%             | 2038-01-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Agree Realty Corp.                                     | Agree Realty Corp.                                                                | CUSIP: 008492100<br>LEI: 98450090H010B37OEB68 | Long             | EC               | CORP              | US        |       13121 | NS      | $947729.83    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lsf12 Helix Parent LLC                                 | Lsf12 Helix Parent LLC                                                            | CUSIP: 548916AA3<br>LEI: 254900H70V4IL22BHL88 | Long             | DBT              | CORP              | US        |      139000 | PA      | $139408.02    | 0.01%             | 2033-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                     | Canadian Imperial Bank of Commerce                                                | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |        8097 | NS      | $2122564.21   | 0.15%             | 2026-02-24      | Fixed         | 15.10%                | 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        |      193180 | PA      | $193662.62    | 0.01%             | 2031-11-26      | Variable      | 5.67%                 | No            |                  3 | On Loan: No      |
| IHS Holding Ltd.                                       | IHS Holding Ltd.                                                                  | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $199000.00    | 0.01%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                         | Olympus Water US Holding Corp., 1st Lien Term Loan B6                             | CUSIP: 68163YAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      634129 | PA      | $624300.19    | 0.04%             | 2031-06-23      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| HSBC Bank plc                                          | HSBC Bank plc, Series 0098                                                        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | Long             | SN               | CORP              | GB        |         800 | NS      | $187690.08    | 0.01%             | 2026-02-26      | Fixed         | 25.00%                | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                  | Clydesdale Acquisition Holdings, Inc.                                             | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |       88000 | PA      | $88775.28     | 0.01%             | 2029-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                           | Nutrien Ltd.                                                                      | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |       10946 | NS      | $753635.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Partners Group Holding AG                              | Partners Group Holding AG                                                         | CUSIP: N/A<br>LEI: 549300I3IVVWZWDHI788       | Long             | EC               | CORP              | CH        |         644 | NS      | $878122.66    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Arini European CLO V DAC                               | Arini European CLO V DAC, Series 5X, Class D                                      | CUSIP: N/A<br>LEI: 635400HVHHJPCXB66K47       | Long             | ABS-CBDO         | CORP              | IE        |      100000 | PA      | $119966.27    | 0.01%             | 2039-01-15      | Floating      | 4.82%                 | 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      | $1005478.30   | 0.07%             | 2038-02-20      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        5882 | NS      | $984790.59    | 0.07%             | 2026-03-10      | Fixed         | 30.68%                | No            |                  2 | On Loan: No      |
| COPT Defense Properties                                | COPT Defense Properties                                                           | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |       14234 | NS      | $438549.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Legence Holdings LLC                                   | Legence Holdings LLC, 1st Lien Term Loan                                          | CUSIP: 75865HAM0<br>LEI: 2549003DYOLJRQR9G070 | Long             | LON              | CORP              | US        |      204692 | PA      | $205152.47    | 0.01%             | 2031-12-16      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| CP Iris Holdco I, Inc.                                 | CP Iris Holdco I, Inc., 1st Lien Term Loan                                        | CUSIP: 12659EAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      334096 | PA      | $331590.09    | 0.02%             | 2032-10-27      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| LSF12 Crown US Commercial Bidco LLC                    | LSF12 Crown US Commercial Bidco LLC, 1st Lien Term Loan B                         | CUSIP: 50221UAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      172932 | PA      | $172974.83    | 0.01%             | 2031-12-02      | Variable      | 6.68%                 | 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      | $16923.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp.                                           | Oracle Corp.                                                                      | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |        2348 | NS      | $386433.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown Group Holding LLC                                | Brown Group Holding LLC, 1st Lien Term Loan                                       | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |      319194 | PA      | $319433.35    | 0.02%             | 2031-07-01      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Co. (The)                                  | Kraft Heinz Co. (The)                                                             | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |        6076 | NS      | $144244.24    | 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      | $5987.94      | 0.00%             | 2033-01-31      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Nomura Bank International plc                          | Nomura Bank International plc                                                     | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |        1400 | NS      | $178855.48    | 0.01%             | 2026-03-02      | Fixed         | 25.62%                | No            |                  2 | On Loan: No      |
| N/A                                                    | USD Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -415000 | PA      | $-3446.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Orange SA                                              | Orange SA                                                                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |       43144 | NS      | $802048.70    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| King US Bidco, Inc.                                    | King US Bidco, Inc.                                                               | CUSIP: DA2535023<br>LEI: 254900FMEU5P81WHKR41 | Long             | DBT              | CORP              | US        |      119000 | PA      | $141545.93    | 0.01%             | 2032-12-01      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Eaton Corp. plc                                        | Eaton Corp. plc                                                                   | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |         579 | NS      | $203472.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Covia Holdings LLC                                     | Covia Holdings LLC, 1st Lien Term Loan                                            | CUSIP: 22305CAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      320946 | PA      | $320544.92    | 0.02%             | 2032-02-26      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Inversion Escrow Issuer LLC                            | Inversion Escrow Issuer LLC                                                       | CUSIP: 46150DAA0<br>LEI: 254900P6GHORGRVLKI95 | Long             | DBT              | CORP              | US        |      200000 | PA      | $198099.12    | 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      | $136989.05    | 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      | $41103.88     | 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      | $110134.25    | 0.01%             | 2029-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Voyager Parent LLC                                     | Voyager Parent LLC, 1st Lien Term Loan B                                          | CUSIP: 92921HAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      289275 | PA      | $288528.67    | 0.02%             | 2032-07-01      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                           | Mizuho Financial Group, Inc.                                                      | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |        6300 | NS      | $273533.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       60000 | PA      | $487.90       | 0.00%             |  |  |  | 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      | $56186.48     | 0.00%             | 2028-11-06      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1816.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Multiversity SpA                                       | Multiversity SpA                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IT        |      100000 | PA      | $124720.39    | 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      | $80846.14     | 0.01%             | 2028-04-06      | Variable      | 5.42%                 | 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      | $334756.31    | 0.02%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                     | Canadian Imperial Bank of Commerce                                                | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |        4200 | NS      | $112491.62    | 0.01%             | 2026-03-05      | Fixed         | 20.15%                | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                | Williams Scotsman, Inc.                                                           | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |       39000 | PA      | $40408.33     | 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        |      981262 | PA      | $943512.84    | 0.07%             | 2030-03-11      | Variable      | 6.83%                 | 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      |
| Citigroup Global Markets Holdings, Inc.                | Citigroup Global Markets Holdings, Inc.                                           | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |        4180 | NS      | $890525.61    | 0.06%             | 2026-02-24      | Fixed         | 33.11%                | No            |                  2 | On Loan: No      |
| Versant Media Group, Inc.                              | Versant Media Group, Inc.                                                         | CUSIP: 925283103<br>LEI: 254900D2Q5F5F229PU30 | Long             | EC               | CORP              | US        |        1020 | NS      | $33231.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui & Co. Ltd.                                      | Mitsui & Co. Ltd.                                                                 | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               | CORP              | JP        |       66900 | NS      | $2185291.23   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| DYCOM INDUSTRIES, Inc.                                 | DYCOM INDUSTRIES, Inc. Term Loan First Lien                                       | CUSIP: 26747FAV1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      138000 | PA      | $138259.44    | 0.01%             | 2033-01-20      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                         | Community Health Systems, Inc.                                                    | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      321000 | PA      | $345568.70    | 0.02%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2337.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                | Romania Government Bond                                                           | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      177000 | PA      | $218658.71    | 0.02%             | 2045-10-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COAST Commercial Mortgage Trust                        | COAST Commercial Mortgage Trust, Series 2023-2HTL, Class D                        | CUSIP: 19033EAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      480000 | PA      | $480000.00    | 0.03%             | 2036-08-15      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                         | Carnival Corp.                                                                    | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |       41000 | PA      | $42380.60     | 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      | $125308.13    | 0.01%             | 2031-07-31      | Floating      | 5.52%                 | 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        |       28000 | PA      | $27991.03     | 0.00%             | 2030-10-04      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                  | Republic of Indonesia                                                             | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |      143000 | PA      | $170617.00    | 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      | $565035.00    | 0.04%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                             | Warnermedia Holdings, Inc.                                                        | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      607000 | PA      | $426417.50    | 0.03%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Cablevision Lightpath LLC                              | Cablevision Lightpath LLC                                                         | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199102.02    | 0.01%             | 2027-09-15      | Fixed         | 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      | $-239.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Norwegian Krone                                        | Norwegian Krone                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NO        |       17837 | OU      | $1852.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        1500 | NS      | $54082.51     | 0.00%             | 2026-03-02      | Fixed         | 23.94%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       30613 | NS      | $3027610.38   | 0.21%             | 2026-03-10      | Fixed         | 15.36%                | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                               | Mizuho Markets Cayman LP                                                          | CUSIP: 60701B820<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |         444 | NS      | $631066.06    | 0.04%             | 2026-02-27      | Fixed         | 33.47%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                               | Morgan Stanley Europe SE, Series 0010                                             | CUSIP: 61778P684<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        4399 | NS      | $613807.19    | 0.04%             | 2026-02-10      | Fixed         | 27.11%                | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                  | Matador Resources Co.                                                             | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |       55000 | PA      | $56196.36     | 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      | $116645.03    | 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        |         675 | NS      | $228150.00    | 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      | $4503.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Experian plc                                           | Experian plc                                                                      | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Long             | EC               | CORP              | JE        |        7150 | NS      | $270804.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MC Brazil Downstream Trading SARL                      | MC Brazil Downstream Trading SARL                                                 | CUSIP: N/A<br>LEI: 213800T2A7R9TYNXZI63       | Long             | DBT              | CORP              | LU        |      181234 | PA      | $160618.38    | 0.01%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                           | Performance Food Group, Inc.                                                      | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |       24000 | PA      | $23499.65     | 0.00%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                   | Frontier Communications Holdings LLC                                              | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       91000 | PA      | $95140.14     | 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      | $66600.67     | 0.00%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                     | J.P. Morgan Structured Products BV, Series FRU8                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |        6076 | NS      | $1961671.00   | 0.14%             | 2026-02-10      | Fixed         | 11.14%                | 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      | $198768.84    | 0.01%             | 2029-11-01      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                          | Walmart, Inc.                                                                     | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |        8209 | NS      | $978020.26    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Benefit Street Partners CLO XXIX Ltd.                  | Benefit Street Partners CLO XXIX Ltd., Series 2022-29A, Class AR                  | CUSIP: 08186EAL2<br>LEI: 549300DICNUWMUKL3816 | Long             | ABS-CBDO         | CORP              | JE        |     2000000 | PA      | $2004400.00   | 0.14%             | 2038-01-25      | Floating      | 4.85%                 | 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      | $194639.80    | 0.01%             | 2032-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | NDIRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  1224211094 | PA      | $-9254.68     | -0.00%            |  |  |  | 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      | $1254731.88   | 0.09%             | 2037-07-15      | Floating      | 5.06%                 | 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        |       36908 | PA      | $36988.32     | 0.00%             | 2031-10-16      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| Republic of Serbia                                     | Republic of Serbia                                                                | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |      200000 | PA      | $215126.00    | 0.01%             | 2033-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fidelity Grand Harbour CLO DAC                         | Fidelity Grand Harbour CLO DAC, Series 2021-1X, Class D                           | CUSIP: N/A<br>LEI: 635400KPYNGCFZ6MDR25       | Long             | ABS-CBDO         | CORP              | IE        |      250000 | PA      | $300466.73    | 0.02%             | 2034-10-15      | Floating      | 5.62%                 | 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        |      791583 | PA      | $782677.60    | 0.05%             | 2029-09-12      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                      | Corp. Nacional del Cobre de Chile                                                 | CUSIP: 21987BBQ0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $200655.00    | 0.01%             | 2037-01-30      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                             | Sensata Technologies, Inc.                                                        | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |      407000 | PA      | $425169.29    | 0.03%             | 2032-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties, Inc.                        | Hudson Pacific Properties, Inc.                                                   | CUSIP: 444097406<br>LEI: 529900EURZA5HRSXQ389 | Long             | EC               | CORP              | US        |       21101 | NS      | $181890.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ECL Entertainment LLC                                  | ECL Entertainment LLC, 1st Lien Term Loan B                                       | CUSIP: 26826TAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       84670 | PA      | $84501.05     | 0.01%             | 2030-08-30      | Variable      | 6.67%                 | 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      | $3012127.50   | 0.21%             | 2037-07-17      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Gates Corp.                                            | Gates Corp., 1st Lien Term Loan B5                                                | CUSIP: 36740UAY8<br>LEI: 984500F43C791F4C7894 | Long             | LON              | CORP              | US        |      578527 | PA      | $578747.11    | 0.04%             | 2031-06-04      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                 | Waste Management, Inc.                                                            | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |        1268 | NS      | $281800.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice Financing SA                                    | Altice Financing SA                                                               | CUSIP: N/A<br>LEI: 549300DIYGW8HVDF7Q17       | Long             | DBT              | CORP              | LU        |      200000 | PA      | $170090.67    | 0.01%             | 2028-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Aeroports de Paris SA                                  | Aeroports de Paris SA                                                             | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | EC               | CORP              | FR        |         681 | NS      | $89974.99     | 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        |      526061 | PA      | $523978.05    | 0.04%             | 2032-01-16      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                   | SoftBank Group Corp.                                                              | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | EC               | CORP              | JP        |       10000 | NS      | $273073.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Open Text Corp.                                        | Open Text Corp.                                                                   | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | CA        |        5937 | NS      | $151646.06    | 0.01%             |  |  |  | No            |                  1 | 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      | $522600.00    | 0.04%             | 2028-03-15      | Floating      | 5.77%                 | 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        |      709086 | PA      | $702767.73    | 0.05%             | 2031-02-24      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| DBC Mortgage Trust                                     | DBC Mortgage Trust, Series 2025-DBC, Class A                                      | CUSIP: 23306HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      660000 | PA      | $661237.50    | 0.05%             | 2042-11-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                        | Canadian Natural Resources Ltd.                                                   | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |       47531 | NS      | $1767337.08   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        3200 | NS      | $301825.77    | 0.02%             | 2026-03-23      | Fixed         | 14.11%                | No            |                  2 | On Loan: No      |
| K. Hovnanian Enterprises, Inc.                         | K. Hovnanian Enterprises, Inc.                                                    | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |      197000 | PA      | $201819.61    | 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        |      386000 | PA      | $397638.29    | 0.03%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                | Talen Energy Supply LLC                                                           | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |       22000 | PA      | $23212.42     | 0.00%             | 2030-06-01      | Fixed         | 8.62%                 | 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        |       84706 | PA      | $17326.66     | 0.00%             | 2029-05-25      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                         | Amphenol Corp., Class A                                                           | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |         295 | NS      | $42503.60     | 0.00%             |  |  |  | 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      | $269915.63    | 0.02%             | 2041-06-15      | Floating      | 5.52%                 | 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      | $912275.00    | 0.06%             | 2039-12-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Evolution AB                                           | Evolution AB                                                                      | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |        3813 | NS      | $247696.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | IRS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    26280000 | PA      | $20092.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                  | WR Grace Holdings LLC, 1st Lien Term Loan B1                                      | CUSIP: 92943HAD1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | LON              | CORP              | US        |      328502 | PA      | $326997.96    | 0.02%             | 2032-08-19      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                 | Neptune Bidco US, Inc.                                                            | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |      131000 | PA      | $133392.86    | 0.01%             | 2033-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Keppel Ltd.                                            | Keppel Ltd.                                                                       | CUSIP: N/A<br>LEI: 254900SQ7IPDOY6IDW33       | Long             | EC               | CORP              | SG        |       16100 | NS      | $138505.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BAWAG Group AG                                         | BAWAG Group AG                                                                    | CUSIP: N/A<br>LEI: 529900S9YO2JHTIIDG38       | Long             | EC               | CORP              | AT        |         331 | NS      | $53845.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                               | Republic of South Africa                                                          | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      279000 | PA      | $212000.94    | 0.01%             | 2046-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMETEK, Inc.                                           | AMETEK, Inc.                                                                      | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |         671 | NS      | $150290.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Colombia                                   | Republic of Colombia                                                              | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  2597600000 | PA      | $667336.76    | 0.05%             | 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      | $1009056.90   | 0.07%             | 2037-07-20      | Floating      | 7.77%                 | 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      | $154581.56    | 0.01%             | 2031-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                               | Mizuho Markets Cayman LP                                                          | CUSIP: 60701B689<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |        4031 | NS      | $1083282.32   | 0.07%             | 2026-02-11      | Fixed         | 43.22%                | No            |                  2 | On Loan: No      |
| Guotai Junan International Holdings Ltd.               | Guotai Junan International Holdings Ltd.                                          | CUSIP: N/A<br>LEI: 2138006FECWIZUO67V37       | Long             | EC               | CORP              | HK        |       29000 | NS      | $9918.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T&D Holdings, Inc.                                     | T&D Holdings, Inc.                                                                | CUSIP: N/A<br>LEI: 3538008ARJ1MACEWA242       | Long             | EC               | CORP              | JP        |        1500 | NS      | $37048.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                   | Flutter Financing BV, 1st Lien Term Loan B                                        | CUSIP: N3313EAJ9<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |      244595 | PA      | $243575.48    | 0.02%             | 2032-06-04      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Chubb Ltd.                                             | Chubb Ltd.                                                                        | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |        1193 | NS      | $369305.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tourmaline Oil Corp.                                   | Tourmaline Oil Corp.                                                              | CUSIP: 89156V106<br>LEI: 894500I7AXG91VB3PM28 | Long             | EC               | CORP              | CA        |        7886 | NS      | $373204.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG          | Muenchener Rueckversicherungs-Gesellschaft AG (Registered)                        | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |         612 | NS      | $370918.88    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                               | Celanese US Holdings LLC                                                          | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      107000 | PA      | $108881.27    | 0.01%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Clearwater Analytics LLC                               | Clearwater Analytics LLC, 1st Lien Term Loan                                      | CUSIP: 18512EAF9<br>LEI: 894500N8DN2JO5ZDRQ11 | Long             | LON              | CORP              | US        |      317205 | PA      | $316411.99    | 0.02%             | 2032-04-21      | Variable      | 5.67%                 | 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      | $376841.75    | 0.03%             | 2030-12-18      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Rivian Holdings LLC                                    | Rivian Holdings LLC                                                               | CUSIP: 76954LAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       42000 | PA      | $39647.45     | 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      | $207040.00    | 0.01%             | 2029-11-30      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| Hertz Corp.                                            | Hertz Corp. (The), 1st Lien Term Loan C                                           | CUSIP: 42804VBC4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |       51919 | PA      | $44130.90     | 0.00%             | 2028-06-30      | Variable      | 7.29%                 | 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      | $60406.86     | 0.00%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Europe CLO DAC                          | Rockford Tower Europe CLO DAC, Series 2025-3X, Class D                            | CUSIP: N/A<br>LEI: 6354009EFUWKAOBABO62       | Long             | ABS-CBDO         | CORP              | IE        |      150000 | PA      | $179693.64    | 0.01%             | 2040-01-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| CP Atlas Buyer, Inc.                                   | CP Atlas Buyer, Inc., 1st Lien Term Loan B                                        | CUSIP: 12658HAL6<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | LON              | CORP              | US        |      258352 | PA      | $253324.96    | 0.02%             | 2030-07-08      | Variable      | 8.92%                 | No            |                  2 | On Loan: No      |
| Core Scientific, Inc.                                  | Core Scientific, Inc.                                                             | CUSIP: 21874A106<br>LEI: 5299003RGB2LAZ65RK73 | Long             | EC               | CORP              | US        |        3314 | NS      | $59618.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Creative Artists Agency LLC                            | Creative Artists Agency LLC, 1st Lien Term Loan                                   | CUSIP: 22526WAU2<br>LEI: 5493008FV5TCFL3KHH96 | Long             | LON              | CORP              | US        |      805592 | PA      | $803803.52    | 0.06%             | 2031-10-01      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                             | Baxter International, Inc.                                                        | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |       37184 | NS      | $746282.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                           | Unibail-Rodamco-Westfield SE                                                      | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $242304.94    | 0.02%             | 2031-06-11      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Siemens Healthineers AG                                | Siemens Healthineers AG                                                           | CUSIP: N/A<br>LEI: 529900QBVWXMWANH7H45       | Long             | EC               | CORP              | DE        |        8442 | NS      | $421369.94    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd.                                         | Rio Tinto Ltd.                                                                    | CUSIP: N/A<br>LEI: 529900X2VMAQT2PE0V24       | Long             | EC               | CORP              | AU        |        1351 | NS      | $140753.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                            | Crescent Energy Finance LLC                                                       | CUSIP: 45344LAJ2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |       18000 | PA      | $19143.32     | 0.00%             | 2030-10-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                               | Republic of South Africa                                                          | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      222000 | PA      | $232725.93    | 0.02%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                               | Morgan Stanley Europe SE                                                          | CUSIP: 61778P882<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |         300 | NS      | $93508.61     | 0.01%             | 2026-03-12      | Fixed         | 20.85%                | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                           | NVIDIA Corp.                                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |         638 | NS      | $121940.94    | 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        |      318559 | PA      | $317963.69    | 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      | $283685.05    | 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      | $128061.04    | 0.01%             | 2031-01-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Telenor ASA                                            | Telenor ASA                                                                       | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | EC               | CORP              | NO        |       21090 | NS      | $354766.63    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson River Trading LLC                               | Hudson River Trading LLC, 1st Lien Term Loan B2                                   | CUSIP: 44413EAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      316000 | PA      | $314552.72    | 0.02%             | 2030-03-18      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $23.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mirvac Group                                           | Mirvac Group                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |        8447 | NS      | $11730.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Equifax, Inc.                                          | Equifax, Inc.                                                                     | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |         430 | NS      | $86602.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp.                                             | PG&E Corp.                                                                        | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |       49766 | NS      | $767391.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                       | Amazon.com, Inc.                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |        3466 | NS      | $829413.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global LNG, Inc.                               | Venture Global LNG, Inc.                                                          | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      291000 | PA      | $307673.14    | 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      | $197772.00    | 0.01%             | 2037-08-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Pye-Barker Fire & Safety LLC                           | Pye-Barker Fire & Safety LLC, 1st Lien Term Loan                                  | CUSIP: 69380SAB9<br>LEI: 254900K8RDMGUBC44870 | Long             | LON              | CORP              | US        |      278400 | PA      | $278283.07    | 0.02%             | 2032-12-16      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                       | Altice France SA                                                                  | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |      213621 | PA      | $246425.49    | 0.02%             | 2032-07-15      | 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      | $202126.00    | 0.01%             | 2030-09-11      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Daiwa House Industry Co. Ltd.                          | Daiwa House Industry Co. Ltd.                                                     | CUSIP: N/A<br>LEI: 353800K9WXR9XRZJZI46       | Long             | EC               | CORP              | JP        |       10200 | NS      | $347555.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $811.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        4061 | NS      | $826922.34    | 0.06%             | 2026-03-06      | Fixed         | 43.29%                | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                               | Lumen Technologies, Inc., 1st Lien Term Loan B2                                   | CUSIP: 55024EAG0<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |      411846 | PA      | $410507.16    | 0.03%             | 2030-04-15      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                            | Crescent Energy Finance LLC                                                       | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |        7000 | PA      | $7066.26      | 0.00%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | Bank of Montreal                                                                  | CUSIP: 06370D597<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |       13806 | NS      | $5990930.25   | 0.41%             | 2026-02-24      | Fixed         | 14.45%                | No            |                  2 | On Loan: No      |
| Shift4 Payments, LLC                                   | Shift4 Payments LLC, 1st Lien Term Loan                                           | CUSIP: 82453JAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      145635 | PA      | $146363.18    | 0.01%             | 2032-07-06      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Unilever plc                                           | Unilever plc                                                                      | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |        5288 | NS      | $359739.63    | 0.02%             |  |  |  | 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      | $381235.61    | 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        |      238609 | PA      | $238967.09    | 0.02%             | 2030-05-24      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                               | Group 1 Automotive, Inc.                                                          | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |       31000 | PA      | $31822.15     | 0.00%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Novatek PJSC                                           | Novatek PJSC                                                                      | CUSIP: N/A<br>LEI: 2138008R6GCRVBDFA581       | Long             | EC               | CORP              | RU        |          80 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Sona Fios CLO V DAC                                    | Sona Fios CLO V DAC, Series 5X, Class D                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |      100000 | PA      | $119984.36    | 0.01%             | 2038-08-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                     | Canadian Imperial Bank of Commerce                                                | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |       63946 | NS      | $3012096.70   | 0.21%             | 2026-03-13      | Fixed         | 19.30%                | 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      | $149593.13    | 0.01%             | 2029-10-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Pye-Barker Fire & Safety LLC                           | Pye-Barker Fire & Safety LLC Delayed Draw Loan First Lien                         | CUSIP: 69380SAC7<br>LEI: 254900K8RDMGUBC44870 | Long             | LON              | CORP              | US        |       41600 | PA      | $41582.53     | 0.00%             | 2032-12-16      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                            | Block, Inc.                                                                       | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      462000 | PA      | $479996.53    | 0.03%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc, Series 000G                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        3871 | NS      | $524718.84    | 0.04%             | 2026-02-24      | Fixed         | 37.26%                | No            |                  2 | On Loan: No      |
| Equity LifeStyle Properties, Inc.                      | Equity LifeStyle Properties, Inc.                                                 | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |       19018 | NS      | $1201367.06   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hut 8 Corp.                                            | Hut 8 Corp.                                                                       | CUSIP: 44812J104<br>LEI: 98450066FEF9C1D3FC20 | Long             | EC               | CORP              | US        |        1175 | NS      | $65600.25     | 0.00%             |  |  |  | No            |                  1 | 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      | $1005350.50   | 0.07%             | 2037-04-20      | Floating      | 6.27%                 | 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      | $3012888.00   | 0.21%             | 2037-10-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                 | Arsenal AIC Parent LLC                                                            | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       69000 | PA      | $73074.11     | 0.01%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Advantest Corp.                                        | Advantest Corp.                                                                   | CUSIP: N/A<br>LEI: 353800EMK32PDKS9XR54       | Long             | EC               | CORP              | JP        |        2500 | NS      | $413466.48    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BPER Banca SpA                                         | BPER Banca SpA                                                                    | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | DBT              | CORP              | IT        |      200000 | PA      | $240431.65    | 0.02%             | 2031-03-19      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP              | XPLR Infrastructure Operating Partners LP                                         | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      279000 | PA      | $293067.00    | 0.02%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Infrastrutture Wireless Italiane SpA                   | Infrastrutture Wireless Italiane SpA                                              | CUSIP: N/A<br>LEI: 81560066183FE361C071       | Long             | EC               | CORP              | IT        |        1149 | NS      | $10157.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wrangler Holdco Corp.                                  | Wrangler Holdco Corp.                                                             | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        3000 | PA      | $3121.73      | 0.00%             | 2032-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Lavender Dutch Borrower Co. BV                         | Lavender Dutch Borrower Co. BV, Facility 1st Lien Term Loan B                     | CUSIP: 51944RAB8<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |      214000 | PA      | $214535.00    | 0.01%             | 2032-12-02      | 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      | $323207.50    | 0.02%             | 2032-10-29      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                          | Empresa Nacional del Petroleo                                                     | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | NUSS              | CL        |      200000 | PA      | $208632.00    | 0.01%             | 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      | $169988.00    | 0.01%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        1400 | NS      | $61729.15     | 0.00%             | 2026-03-02      | Fixed         | 38.19%                | 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      | $6611.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clarios Global LP                                      | Clarios Global LP, 1st Lien Term Loan                                             | CUSIP: C8000CAM5<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |      935502 | PA      | $933752.58    | 0.06%             | 2030-05-06      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Xylem, Inc.                                            | Xylem, Inc.                                                                       | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |         115 | NS      | $15855.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Holdings II LLC                            | Match Group Holdings II LLC                                                       | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      141000 | PA      | $132900.86    | 0.01%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-153.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ajinomoto Co., Inc.                                    | Ajinomoto Co., Inc.                                                               | CUSIP: N/A<br>LEI: 353800UT0TLROREPIC92       | Long             | EC               | CORP              | JP        |        3400 | NS      | $77781.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hologic, Inc.                                          | Hologic, Inc.                                                                     | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |        4000 | PA      | $3985.39      | 0.00%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| nVent Electric plc                                     | nVent Electric plc                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |        1096 | NS      | $123036.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI Aviation Investors LLC                            | FTAI Aviation Investors LLC                                                       | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      458000 | PA      | $482016.15    | 0.03%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc, Series 124k                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        2613 | NS      | $264173.38    | 0.02%             | 2026-02-27      | Fixed         | 21.17%                | No            |                  2 | On Loan: No      |
| United Mexican States                                  | Mex Bonos Desarr Fix Rt                                                           | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       44080 | PA      | $241030.45    | 0.02%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ACRES Commercial Realty Issuer LLC                     | ACRES Commercial Realty Issuer LLC, Series 2026-FL4, Class A                      | CUSIP: 00501XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1000415.40   | 0.07%             | 2044-08-18      | Floating      | 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      | $44.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sparta US HoldCo LLC                                   | Sparta US HoldCo LLC, 1st Lien Term Loan                                          | CUSIP: 84673EAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      506762 | PA      | $502510.49    | 0.03%             | 2030-08-02      | Variable      | 6.70%                 | 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      | $-16086.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                          | Federative Republic of Brazil                                                     | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |         900 | PA      | $761631.12    | 0.05%             | 2030-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Essendi SA                                             | Essendi SA                                                                        | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |      117000 | PA      | $142506.02    | 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        |     2451629 | OU      | $151768.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Magna International, Inc.                              | Magna International, Inc.                                                         | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |        6296 | NS      | $321862.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ukraine                                                | Ukraine Government Bond                                                           | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       52207 | PA      | $40512.63     | 0.00%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        6600 | NS      | $87678.93     | 0.01%             | 2026-03-02      | Fixed         | 25.08%                | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                | Telefonica Emisiones SA                                                           | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |      100000 | PA      | $118150.93    | 0.01%             | 2034-01-19      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Caturus Energy LLC                                     | Caturus Energy LLC                                                                | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |      323000 | PA      | $336769.49    | 0.02%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | USD/INR One-touch barrier option; Barrier price USD 88.15000                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      124000 | PA      | $845.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp.                                 | Pembina Pipeline Corp.                                                            | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |       20590 | NS      | $855566.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services, Inc.                      | PennyMac Financial Services, Inc.                                                 | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |       23000 | PA      | $23745.11     | 0.00%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Antofagasta plc                                        | Antofagasta plc                                                                   | CUSIP: N/A<br>LEI: 213800MY6QVH4FVLD628       | Long             | EC               | CORP              | GB        |        3423 | NS      | $169614.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                               | Morgan Stanley & Co. LLC                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | SN               | CORP              | US        |        1200 | NS      | $342520.83    | 0.02%             | 2026-03-12      | Fixed         | 26.54%                | No            |                  2 | On Loan: No      |
| Keppel DC REIT                                         | Keppel DC REIT                                                                    | CUSIP: N/A<br>LEI: 254900L7YDIFLO15BD60       | Long             | EC               | CORP              | SG        |      300160 | NS      | $537857.79    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                       | NRG Energy, Inc.                                                                  | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       65000 | PA      | $64754.88     | 0.00%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Eurobank SA                                            | Eurobank SA                                                                       | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |      276000 | PA      | $330020.36    | 0.02%             | 2036-02-07      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                   | Icahn Enterprises LP                                                              | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      342000 | PA      | $345210.01    | 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        |       23462 | PA      | $17596.57     | 0.00%             | 2028-08-11      | Variable      | 7.70%                 | 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      | $533.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                     | Vale Overseas Ltd.                                                                | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |       72000 | PA      | $73980.00     | 0.01%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                | Citigroup Global Markets Holdings, Inc., Series DMUd                              | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |         600 | NS      | $260572.07    | 0.02%             | 2026-02-17      | Fixed         | 19.09%                | No            |                  2 | On Loan: No      |
| Hanwha Systems Co. Ltd.                                | Hanwha Systems Co. Ltd.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |        1453 | NS      | $95090.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                           | ING Groep NV                                                                      | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |        6580 | NS      | $194050.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Symrise AG                                             | Symrise AG                                                                        | CUSIP: N/A<br>LEI: 529900D82I6R9601CF26       | Long             | EC               | CORP              | DE        |         120 | NS      | $10102.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                    | Herc Holdings, Inc.                                                               | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |        6000 | PA      | $6209.35      | 0.00%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                      | GGAM Finance Ltd.                                                                 | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |       69000 | PA      | $71386.43     | 0.00%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Credit Saison Co. Ltd.                                 | Credit Saison Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 529900SV58ZWTGRH3A66       | Long             | EC               | CORP              | JP        |         200 | NS      | $5399.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                 | Northrop Grumman Corp.                                                            | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |         754 | NS      | $521964.04    | 0.04%             |  |  |  | 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        |      401703 | PA      | $400972.17    | 0.03%             | 2032-11-08      | Variable      | 6.17%                 | 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             |  | CORP              | ES        |        6825 | NS      | $3753.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NN Group NV                                            | NN Group NV                                                                       | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |        7037 | NS      | $557803.65    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyu Fudosan Holdings Corp.                           | Tokyu Fudosan Holdings Corp.                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       38300 | NS      | $354639.33    | 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      | $82808.27     | 0.01%             | 2029-01-31      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| ITT Holdings LLC                                       | ITT Holdings LLC                                                                  | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |      283000 | PA      | $272837.81    | 0.02%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Zalando SE                                             | Zalando SE                                                                        | CUSIP: N/A<br>LEI: 529900YRFFGH5AXU4S86       | Long             | EC               | CORP              | DE        |         329 | NS      | $9460.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KLA Corp.                                              | KLA Corp.                                                                         | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |          38 | NS      | $54261.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp.                                   | Curtiss-Wright Corp.                                                              | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |         312 | NS      | $204887.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncorp Group Ltd.                                     | Suncorp Group Ltd.                                                                | CUSIP: N/A<br>LEI: 549300BVOKRTHDIWVT46       | Long             | EC               | CORP              | AU        |        2074 | NS      | $24414.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kleopatra Finco SARL                                   | Kleopatra Finco SARL                                                              | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | DBT              | CORP              | LU        |      101897 | PA      | $5133.56      | 0.00%             | 2029-09-01      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| ENEOS Holdings, Inc.                                   | ENEOS Holdings, Inc.                                                              | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               | CORP              | JP        |       27500 | NS      | $232427.74    | 0.02%             |  |  |  | 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      | $123071.26    | 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        |     1032029 | PA      | $1034286.44   | 0.07%             | 2041-08-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Subaru Corp.                                           | Subaru Corp.                                                                      | CUSIP: N/A<br>LEI: 549300N244BVAEE6HH86       | Long             | EC               | CORP              | JP        |       14300 | NS      | $306994.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Loxam SAS                                              | Loxam SAS                                                                         | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |       90000 | PA      | $110289.78    | 0.01%             | 2029-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Vestas Wind Systems A/S                                | Vestas Wind Systems A/S                                                           | CUSIP: N/A<br>LEI: 549300DYMC8BGZZC8844       | Long             | EC               | CORP              | DK        |        4086 | NS      | $123852.43    | 0.01%             |  |  |  | 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      | $277237.90    | 0.02%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc, Series EMT2                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        6500 | NS      | $108732.99    | 0.01%             | 2026-03-09      | Fixed         | 23.19%                | 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      | $395404.88    | 0.03%             | 2036-02-15      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        7500 | NS      | $80546.94     | 0.01%             | 2026-03-19      | Fixed         | 16.53%                | No            |                  2 | On Loan: No      |
| N/A                                                    | USD Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      415000 | PA      | $6106.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sony Group Corp.                                       | Sony Group Corp.                                                                  | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |       29300 | NS      | $646003.73    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        2169 | NS      | $499613.67    | 0.03%             | 2026-02-03      | Fixed         | 15.30%                | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                               | Bristol-Myers Squibb Co.                                                          | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |        4644 | NS      | $255652.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        5263 | NS      | $3642542.24   | 0.25%             | 2026-02-06      | Fixed         | 20.39%                | No            |                  2 | On Loan: No      |
| Sampo OYJ                                              | Sampo OYJ, Class A                                                                | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | EC               | CORP              | FI        |        9968 | NS      | $111166.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Trans Union LLC                                        | Trans Union LLC, 1st Lien Term Loan B9                                            | CUSIP: 89334GBG8<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |      243674 | PA      | $243673.80    | 0.02%             | 2031-06-24      | Variable      | 5.42%                 | 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      | $1670481.26   | 0.12%             | 2041-12-10      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                      | Gen Digital, Inc.                                                                 | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |        2273 | NS      | $54529.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSL Ltd.                                               | CSL Ltd.                                                                          | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Long             | EC               | CORP              | AU        |       12927 | NS      | $1628929.14   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4485.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                               | Argentine Republic (The)                                                          | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      180000 | PA      | $152640.00    | 0.01%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                        | Eli Lilly & Co.                                                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |        1710 | NS      | $1773526.50   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                                    | Post Holdings, Inc.                                                               | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      122000 | PA      | $122935.50    | 0.01%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Danaher Corp.                                          | Danaher Corp.                                                                     | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |        5771 | NS      | $1263214.19   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Copco AB                                         | Atlas Copco AB, Class A                                                           | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |        1444 | NS      | $29778.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toray Industries, Inc.                                 | Toray Industries, Inc.                                                            | CUSIP: N/A<br>LEI: 35380099TCYR5FHT0A11       | Long             | EC               | CORP              | JP        |        1400 | NS      | $10326.70     | 0.00%             |  |  |  | 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      | $137436.53    | 0.01%             | 2038-07-15      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                          | Stryker Corp.                                                                     | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |        2373 | NS      | $876965.88    | 0.06%             |  |  |  | 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        |      102243 | PA      | $101475.76    | 0.01%             | 2026-12-15      | Variable      | 10.07%                | No            |                  3 | On Loan: No      |
| Williams Scotsman, Inc.                                | Williams Scotsman, Inc.                                                           | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25846.50     | 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      | $31346.85     | 0.00%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Element Solutions, Inc.                                | Element Solutions, Inc., 1st Lien Term Loan                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      111000 | PA      | $111295.26    | 0.01%             | 2030-12-18      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Link REIT                                              | Link REIT                                                                         | CUSIP: N/A<br>LEI: 529900XUE70U36QX5M62       | Long             | EC               | CORP              | HK        |        9700 | NS      | $44598.30     | 0.00%             |  |  |  | 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      | $52588.00     | 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      | $46856.25     | 0.00%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc, Series 1231                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       26212 | NS      | $3130464.83   | 0.22%             | 2026-03-04      | Fixed         | 13.23%                | 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      | $119822.50    | 0.01%             | 2039-07-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Light and Wonder International, Inc.                   | Light and Wonder International, Inc. Term Loan First Lien                         | CUSIP: 80875AAY7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      336290 | PA      | $335028.94    | 0.02%             | 2029-04-16      | Variable      | 5.67%                 | 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      | $502634.75    | 0.03%             | 2031-04-20      | Floating      | 6.83%                 | 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      | $157581.54    | 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      | $85540.72     | 0.01%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Adyen NV                                               | Adyen NV                                                                          | CUSIP: N/A<br>LEI: 724500973ODKK3IFQ447       | Long             | EC               | CORP              | NL        |          60 | NS      | $88970.71     | 0.01%             |  |  |  | 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      | $1751252.48   | 0.12%             | 2034-10-15      | Floating      | 5.07%                 | 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      | $252388.78    | 0.02%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                                 | Howmet Aerospace, Inc.                                                            | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |         780 | NS      | $162302.40    | 0.01%             |  |  |  | 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        |      457953 | PA      | $459033.60    | 0.03%             | 2031-01-31      | Variable      | 5.42%                 | 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        |      207000 | PA      | $214959.15    | 0.01%             | 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        |      163603 | PA      | $163143.18    | 0.01%             | 2032-01-29      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                         | Alphabet, Inc., Class C                                                           | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |        2508 | NS      | $849033.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloud Software Group, Inc.                             | Cloud Software Group, Inc.                                                        | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      671000 | PA      | $666818.03    | 0.05%             | 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      | $65237.33     | 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        |       51330 | NS      | $1090438.70   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Weir Group plc (The)                                   | Weir Group plc (The)                                                              | CUSIP: N/A<br>LEI: 549300KDR56WHY9I3D10       | Long             | EC               | CORP              | GB        |         304 | NS      | $13427.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Informa plc                                            | Informa plc                                                                       | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | EC               | CORP              | GB        |        2609 | NS      | $31484.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                        | ABG Intermediate Holdings 2 LLC, Delayed Draw 1st Lien Term Loan                  | CUSIP: 00076VBM1<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |      158427 | PA      | $157793.17    | 0.01%             | 2032-02-13      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                 | Aramark Services, Inc.                                                            | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |       38000 | PA      | $37979.14     | 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      | $41891.78     | 0.00%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                               | Morgan Stanley Europe SE, Series EMtP                                             | CUSIP: 61778P718<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        7662 | NS      | $1138028.39   | 0.08%             | 2026-02-11      | Fixed         | 36.76%                | No            |                  2 | On Loan: No      |
| Breakwater Energy Holdings Sarl                        | Breakwater Energy Holdings Sarl                                                   | CUSIP: N/A<br>LEI: 984500969HAFA937F390       | Long             | DBT              | CORP              | LU        |      250000 | PA      | $262187.50    | 0.02%             | 2030-11-15      | 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      | $-4019.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                         | Commonwealth Bank of Australia                                                    | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | EC               | CORP              | AU        |        5072 | NS      | $525057.82    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                 | UBS AG                                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |       10619 | NS      | $1390369.95   | 0.10%             | 2026-02-11      | Fixed         | 18.60%                | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $12941.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                    | Hilton Domestic Operating Co., Inc.                                               | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       79000 | PA      | $79381.10     | 0.01%             | 2034-03-31      | Fixed         | 5.50%                 | 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      | $2005991.40   | 0.14%             | 2038-03-27      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Mobvista, Inc.                                         | Mobvista, Inc.                                                                    | CUSIP: N/A<br>LEI: 655600AW50D7VN363G24       | Long             | EC               | CORP              | KY        |        6000 | NS      | $11443.90     | 0.00%             |  |  |  | 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      | $270800.17    | 0.02%             | 2028-11-22      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                      | Republic of Kenya                                                                 | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      200000 | PA      | $221100.00    | 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        |      252368 | PA      | $251895.57    | 0.02%             | 2032-08-13      | Variable      | 5.72%                 | 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      | $48471.53     | 0.00%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | USD Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -207500 | PA      | $-1964.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Modena Buyer LLC                                       | Modena Buyer LLC, 1st Lien Term Loan                                              | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |      128189 | PA      | $121886.31    | 0.01%             | 2031-07-01      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| Froneri Lux FinCo. SARL                                | Froneri Lux FinCo. SARL, Series JAN                                               | CUSIP: N/A<br>LEI: 9845005YBZ75E5AA3B94       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $119571.42    | 0.01%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                        | TransDigm, Inc.                                                                   | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      177000 | PA      | $182924.01    | 0.01%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-251.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | Bank of Montreal                                                                  | CUSIP: 06370D514<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |         900 | NS      | $91195.90     | 0.01%             | 2026-02-12      | Fixed         | 21.25%                | 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      | $355838.99    | 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      | $170075.78    | 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        |         527 | NS      | $305038.14    | 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      | $-126610.35   | -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      | $-16221.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                         | US Foods, Inc.                                                                    | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |       47000 | PA      | $46811.80     | 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        |      446000 | PA      | $145611.28    | 0.01%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                | RHP Hotel Properties LP                                                           | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       72000 | PA      | $74458.87     | 0.01%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp.                                | Boston Scientific Corp.                                                           | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |        5494 | NS      | $513853.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc, Series 124j                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        1190 | NS      | $245408.54    | 0.02%             | 2026-02-27      | Fixed         | 24.99%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        1040 | NS      | $235078.87    | 0.02%             | 2026-03-04      | Fixed         | 19.29%                | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                       | WULF Compute LLC                                                                  | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      488000 | PA      | $508993.76    | 0.04%             | 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      | $38483.90     | 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      | $1004726.10   | 0.07%             | 2037-10-24      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| SGL Group ApS                                          | SGL Group ApS                                                                     | CUSIP: N/A<br>LEI: 636700YQKGLXCPPUYE74       | Long             | DBT              | CORP              | DK        |      360000 | PA      | $407192.98    | 0.03%             | 2030-04-22      | Floating      | 6.78%                 | 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      | $97348.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of the Philippines                            | Republic of Philippines                                                           | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |   114900000 | PA      | $2010266.15   | 0.14%             | 2030-07-27      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Intuit, Inc.                                           | Intuit, Inc.                                                                      | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |          72 | NS      | $35922.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amadeus IT Group SA                                    | Amadeus IT Group SA                                                               | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Long             | EC               | CORP              | ES        |         457 | NS      | $30640.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominican Republic                                     | Dominican Republic Government Bond                                                | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      155000 | PA      | $166160.00    | 0.01%             | 2031-02-03      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                     | Canadian Imperial Bank of Commerce                                                | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |        2800 | NS      | $247645.72    | 0.02%             | 2026-02-02      | Fixed         | 14.90%                | 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        |       90090 | PA      | $90062.07     | 0.01%             | 2031-11-03      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3340.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                       | CCO Holdings LLC                                                                  | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      115000 | PA      | $109859.62    | 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        |      361000 | PA      | $375288.38    | 0.03%             | 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      | $509015.15    | 0.04%             | 2030-11-08      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       13973 | NS      | $3062554.72   | 0.21%             | 2026-02-03      | Fixed         | 17.80%                | No            |                  2 | On Loan: No      |
| Diamond II Ltd.                                        | Diamond II Ltd.                                                                   | CUSIP: 25276VAA3<br>LEI: 254900KL4GQ2XC50XL44 | Long             | DBT              | CORP              | MU        |      200000 | PA      | $200000.00    | 0.01%             | 2026-07-28      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Plains GP Holdings LP                                  | Plains GP Holdings LP, Class A                                                    | CUSIP: 72651A207<br>LEI: 549300O56BSKRD8FAM12 | Long             |  |  | US        |        9512 | NS      | $194805.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Operating LLC                       | Magnolia Oil & Gas Operating LLC                                                  | CUSIP: 559665AB0<br>LEI: 984500CG376B0B99F016 | Long             | DBT              | CORP              | US        |       48000 | PA      | $49845.41     | 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        |      157888 | PA      | $157790.21    | 0.01%             | 2031-06-12      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd.                                 | Julius Baer Group Ltd.                                                            | CUSIP: N/A<br>LEI: 5299007MF0604ZGJER92       | Long             | EC               | CORP              | CH        |         501 | NS      | $41848.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                          | Nomura Bank International plc                                                     | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |         588 | NS      | $276806.20    | 0.02%             | 2026-02-25      | Fixed         | 19.98%                | No            |                  2 | On Loan: No      |
| Zealand Pharma A/S                                     | Zealand Pharma A/S                                                                | CUSIP: N/A<br>LEI: 549300ITBB1ULBL4CZ12       | Long             | EC               | CORP              | DK        |          91 | NS      | $6085.85      | 0.00%             |  |  |  | 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      | $190000.00    | 0.01%             | 2041-04-15      | Floating      | 5.42%                 | 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      | $385176.02    | 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        |        1577 | NS      | $186785.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WOM Chile Holdco SpA                                   | WOM Chile Holdco SpA                                                              | CUSIP: 97810KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |      274165 | PA      | $250860.98    | 0.02%             | 2032-04-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                            | Phillips 66                                                                       | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |         636 | NS      | $91304.16     | 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      | $-37267.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Belron UK Finance plc                                  | Belron UK Finance plc                                                             | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $203808.26    | 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      | $988275.10    | 0.07%             | 2038-09-06      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| Halma plc                                              | Halma plc                                                                         | CUSIP: N/A<br>LEI: 2138007FRGLUR9KGBT40       | Long             | EC               | CORP              | GB        |        2287 | NS      | $111076.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| iliad SA                                               | iliad SA                                                                          | CUSIP: N/A<br>LEI: 969500FZ9BTRZS3JNB97       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $239908.14    | 0.02%             | 2032-01-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                  | OneMain Finance Corp.                                                             | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      203000 | PA      | $205249.92    | 0.01%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial, Inc.                      | Fidelity National Financial, Inc.                                                 | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |        4559 | NS      | $247964.01    | 0.02%             |  |  |  | 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        |      275629 | PA      | $275640.45    | 0.02%             | 2028-09-29      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                         | Constellium SE                                                                    | CUSIP: 21039CAD6<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $517071.00    | 0.04%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Asahi Kasei Corp.                                      | Asahi Kasei Corp.                                                                 | CUSIP: N/A<br>LEI: 353800GPI4Z3MGDGN142       | Long             | EC               | CORP              | JP        |       33000 | NS      | $320133.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WhiteWater Matterhorn Holdings LLC                     | WhiteWater Matterhorn Holdings LLC, 1st Lien Term Loan                            | CUSIP: 96618PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       63840 | PA      | $63550.80     | 0.00%             | 2032-06-16      | Variable      | 5.92%                 | 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      | $62077.54     | 0.00%             | 2032-10-29      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Amynta Agency Borrower, Inc.                           | Amynta Agency Borrower, Inc. Term Loan First Lien                                 | CUSIP: 57810JAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      536812 | PA      | $533290.81    | 0.04%             | 2031-12-29      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                   | SoftBank Group Corp.                                                              | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      400000 | PA      | $483004.58    | 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      | $2008492.80   | 0.14%             | 2038-01-15      | Floating      | 5.02%                 | 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        |       84784 | PA      | $84571.80     | 0.01%             | 2032-07-30      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Danone SA                                              | Danone SA                                                                         | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |         660 | NS      | $51717.57     | 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      | $57005.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                              | Sanofi SA                                                                         | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |       38442 | NS      | $3625992.97   | 0.25%             |  |  |  | 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        |       88000 | NS      | $1468680.58   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1269.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Parent LLC                                     | Central Parent LLC                                                                | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       42000 | PA      | $32639.83     | 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        |         590 | NS      | $428558.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy Lewis CLO 16 Ltd.                              | Kennedy Lewis CLO 16 Ltd., Series 2024-16A, Class A1                              | CUSIP: 37149YAC3<br>LEI: 213800SVSEDOQON7JV18 | Long             | ABS-CBDO         | CORP              | KY        |     1750000 | PA      | $1755558.00   | 0.12%             | 2037-07-20      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Next plc                                               | Next plc                                                                          | CUSIP: N/A<br>LEI: 213800WQD8ECPZP9PH98       | Long             | EC               | CORP              | GB        |         327 | NS      | $59369.78     | 0.00%             |  |  |  | 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      | $2008936.00   | 0.14%             | 2037-07-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Japan Post Bank Co. Ltd.                               | Japan Post Bank Co. Ltd.                                                          | CUSIP: N/A<br>LEI: 5493006JVO6N2HC2XZ76       | Long             | EC               | CORP              | JP        |        5700 | NS      | $101274.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                    | Ardonagh Finco Ltd.                                                               | CUSIP: N/A<br>LEI: 254900D2T84O1K03BA28       | Long             | DBT              | CORP              | JE        |      217000 | PA      | $264279.34    | 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      | $208750.00    | 0.01%             | 2035-03-12      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Diploma plc                                            | Diploma plc                                                                       | CUSIP: N/A<br>LEI: 2138008OGI7VYG8FGR19       | Long             | EC               | CORP              | GB        |         511 | NS      | $37227.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Ltd.                                         | Fortescue Ltd.                                                                    | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |       14689 | NS      | $212709.48    | 0.01%             |  |  |  | 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        |      131471 | PA      | $25801.21     | 0.00%             | 2028-11-01      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| Asurion LLC and Asurion Co-Issuer, Inc.                | Asurion LLC and Asurion Co-Issuer, Inc.                                           | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |      300000 | PA      | $303288.02    | 0.02%             | 2034-02-01      | Fixed         | 8.38%                 | 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      | $592243.63    | 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        |       48620 | NS      | $1257393.90   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                               | Morgan Stanley Europe SE                                                          | CUSIP: 61780B111<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        1700 | NS      | $191544.23    | 0.01%             | 2026-03-19      | Fixed         | 17.60%                | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                | Republic Services, Inc.                                                           | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |         724 | NS      | $155725.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brambles Ltd.                                          | Brambles Ltd.                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       32001 | NS      | $496742.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ciena Corp.                                            | Ciena Corp., 1st Lien Term Loan                                                   | CUSIP: 17178HAR3<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | LON              | CORP              | US        |      285543 | PA      | $285614.87    | 0.02%             | 2030-10-24      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Republic of Latvia                                     | Latvia Government Bond                                                            | CUSIP: 518417AD2<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |      302000 | PA      | $306345.78    | 0.02%             | 2034-07-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Sumitomo Corp.                                         | Sumitomo Corp.                                                                    | CUSIP: N/A<br>LEI: V82KK8NH1P0JS71FJC05       | Long             | EC               | CORP              | JP        |       25600 | NS      | $1039592.75   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                 | Cleveland-Cliffs, Inc.                                                            | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      293000 | PA      | $304487.65    | 0.02%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                        | AES Corp. (The)                                                                   | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |       74000 | PA      | $75031.12     | 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      | $310090.21    | 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      | $117264.49    | 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        |        1734 | NS      | $447909.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Philips NV                                 | Koninklijke Philips NV                                                            | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | EC               | CORP              | NL        |        5006 | NS      | $143751.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                    | Iron Mountain, Inc.                                                               | CUSIP: N/A<br>LEI: SQL3F6CKNNBM3SQGHX24       | Long             | DBT              | CORP              | US        |      284000 | PA      | $328463.78    | 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      | $218966.67    | 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      | $23559.06     | 0.00%             | 2033-07-01      | 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      | $41695.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brenntag SE                                            | Brenntag SE                                                                       | CUSIP: N/A<br>LEI: NNROIXVWJ7CPSR27SV97       | Long             | EC               | CORP              | DE        |        2905 | NS      | $176739.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Logitech International SA                              | Logitech International SA (Registered)                                            | CUSIP: N/A<br>LEI: 549300SN6PRK6IJJC215       | Long             | EC               | CORP              | CH        |        1686 | NS      | $145252.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                       | Clarivate Science Holdings Corp.                                                  | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       56000 | PA      | $52851.80     | 0.00%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Columbus McKinnon Corp.                                | Columbus McKinnon Corp., 1st Lien Term Loan                                       | CUSIP: 19933MAQ6<br>LEI: 549300W3HQB0HO1F3G69 | Long             | LON              | CORP              | US        |       92109 | PA      | $91533.18     | 0.01%             | 2028-05-15      | Variable      | 6.17%                 | No            |                  3 | On Loan: No      |
| Voyager Parent LLC                                     | Voyager Parent LLC                                                                | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |      129000 | PA      | $137039.28    | 0.01%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Cogeco Financing 2 LP                                  | Cogeco Financing 2 LP, 1st Lien Term Loan B                                       | CUSIP: 19239BAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       50000 | PA      | $47515.50     | 0.00%             | 2028-09-01      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Moody's Corp.                                          | Moody's Corp.                                                                     | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |         526 | NS      | $271184.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco plc                           | British American Tobacco plc                                                      | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |       44760 | NS      | $2704112.81   | 0.19%             |  |  |  | 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      | $273787.40    | 0.02%             | 2035-10-02      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Asurion LLC and Asurion Co-Issuer, Inc.                | Asurion LLC and Asurion Co-Issuer, Inc.                                           | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |      348000 | PA      | $363591.96    | 0.03%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                          | RCI Banque SA                                                                     | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $124944.61    | 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      | $207198.00    | 0.01%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                            | Crescent Energy Finance LLC                                                       | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      119000 | PA      | $115165.51    | 0.01%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Check Point Software Technologies Ltd.                 | Check Point Software Technologies Ltd.                                            | CUSIP: N/A<br>LEI: 2549003ZVBH73EPNS513       | Long             | EC               | CORP              | IL        |         276 | NS      | $49544.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.                        | Automatic Data Processing, Inc.                                                   | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |         371 | NS      | $91570.22     | 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      | $-27104.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                    | Expand Energy Corp.                                                               | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |        2291 | NS      | $257531.31    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Quikrete Holdings, Inc.                                | Quikrete Holdings, Inc.                                                           | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      411000 | PA      | $426244.66    | 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      | $7122.15      | 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      | $399393.71    | 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        |      160190 | PA      | $160190.09    | 0.01%             | 2028-04-20      | Variable      | 5.92%                 | 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      | $342471.14    | 0.02%             | 2029-01-24      | Variable      | 9.17%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                            | Swedbank AB, Class A                                                              | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | EC               | CORP              | SE        |        1961 | NS      | $76244.19     | 0.01%             |  |  |  | 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        |      977110 | PA      | $978770.96    | 0.07%             | 2030-04-30      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Minerals Technologies, Inc.                            | Minerals Technologies, Inc.                                                       | CUSIP: 603158AA4<br>LEI: 549300D3I1QU67GP6403 | Long             | DBT              | CORP              | US        |      106000 | PA      | $105205.00    | 0.01%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                       | GE HealthCare Technologies, Inc.                                                  | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |        5950 | NS      | $469871.50    | 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      | $1711392.04   | 0.12%             | 2037-04-23      | Floating      | 6.97%                 | 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      | $25415.85     | 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        |       19787 | NS      | $1739277.30   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Commercial Mortgage Trust                           | BX Commercial Mortgage Trust, Series 2025-JDI, Class A                            | CUSIP: 05594LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      957452 | PA      | $959247.55    | 0.07%             | 2042-11-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2606.72     | -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        |      117345 | PA      | $100330.18    | 0.01%             | 2028-10-09      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| AES Andes SA                                           | AES Andes SA                                                                      | CUSIP: 00111VAA5<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $206500.00    | 0.01%             | 2029-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Recruit Holdings Co. Ltd.                              | Recruit Holdings Co. Ltd.                                                         | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |        4600 | NS      | $242299.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |         454 | NS      | $615086.26    | 0.04%             | 2026-02-18      | Fixed         | 24.72%                | No            |                  2 | On Loan: No      |
| ACP Tara Holdings, Inc.                                | ACP Tara Holdings, Inc., 1st Lien Term Loan                                       | CUSIP: 00110HAG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       64000 | PA      | $64240.00     | 0.00%             | 2032-12-15      | Variable      | 6.97%                 | No            |                  3 | On Loan: No      |
| United Group BV                                        | United Group BV                                                                   | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $119089.06    | 0.01%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                      | Alliant Holdings Intermediate LLC, 1st Lien Term Loan                             | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |     1715122 | PA      | $1709221.54   | 0.12%             | 2031-09-19      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Komatsu Ltd.                                           | Komatsu Ltd.                                                                      | CUSIP: N/A<br>LEI: 5493004LQ0B4T7QPQV17       | Long             | EC               | CORP              | JP        |       22300 | NS      | $853537.48    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc., Series GG                                                        | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      157000 | PA      | $160384.33    | 0.01%             | 2030-08-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                       | CCO Holdings LLC                                                                  | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      118000 | PA      | $119139.60    | 0.01%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| adidas AG                                              | adidas AG                                                                         | CUSIP: N/A<br>LEI: 549300JSX0Z4CW0V5023       | Long             | EC               | CORP              | DE        |         460 | NS      | $81559.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Entain plc                                             | Entain plc                                                                        | CUSIP: N/A<br>LEI: 213800GNI3K45LQR8L28       | Long             | EC               | CORP              | IM        |        4503 | NS      | $37357.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                       | Boeing Co. (The)                                                                  | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |        1232 | NS      | $287943.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Technology One Ltd.                                    | Technology One Ltd.                                                               | CUSIP: N/A<br>LEI: 875500YEWBJIM91P9N12       | Long             | EC               | CORP              | AU        |        2417 | NS      | $42197.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sartorius AG                                           | Sartorius AG (Preference)                                                         | CUSIP: N/A<br>LEI: 529900EQV2DY4FOAMU38       | Long             | EP               | CORP              | DE        |          85 | NS      | $23756.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BFLD Trust                                             | BFLD Trust, Series 2020-EYP, Class E                                              | CUSIP: 05493AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      946000 | PA      | $11787.16     | 0.00%             | 2035-10-15      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Sika AG                                                | Sika AG (Registered)                                                              | CUSIP: N/A<br>LEI: 549300R3N69ECGYPU434       | Long             | EC               | CORP              | CH        |          63 | NS      | $12089.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |         200 | NS      | $46504.68     | 0.00%             | 2026-02-26      | Fixed         | 24.41%                | No            |                  2 | On Loan: No      |
| Galaxy Entertainment Group Ltd.                        | Galaxy Entertainment Group Ltd.                                                   | CUSIP: N/A<br>LEI: 549300ZSEBV3HR826S10       | Long             | EC               | CORP              | HK        |       11000 | NS      | $55888.39     | 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      | $-4578.10     | -0.00%            |  |  |  | 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      | $65193.12     | 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: 2549000HKCEC1E8UTO17 | Long             | LON              | CORP              | US        |      244841 | PA      | $245186.68    | 0.02%             | 2030-06-24      | Variable      | 6.42%                 | 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      | $229568.75    | 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        |      145395 | PA      | $145576.64    | 0.01%             | 2032-01-30      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP              | XPLR Infrastructure Operating Partners LP                                         | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |       17000 | PA      | $17835.02     | 0.00%             | 2033-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | 3-mo. SOFR                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          18 | NC      | $-3174.84     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Dai-ichi Life Holdings, Inc.                           | Dai-ichi Life Holdings, Inc.                                                      | CUSIP: N/A<br>LEI: 549300ZUFXI7JXZVTZ25       | Long             | EC               | CORP              | JP        |       11200 | NS      | $98494.40     | 0.01%             |  |  |  | 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      | $2006253.60   | 0.14%             | 2038-04-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| NGK Insulators Ltd.                                    | NGK Insulators Ltd.                                                               | CUSIP: N/A<br>LEI: 353800701BNCL25VYY16       | Long             | EC               | CORP              | JP        |        1700 | NS      | $40728.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                     | AmWINS Group, Inc., 1st Lien Term Loan                                            | CUSIP: 03234TBB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      804870 | PA      | $802962.46    | 0.06%             | 2032-01-30      | Variable      | 5.67%                 | 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      | $309764.55    | 0.02%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| JB Hi-Fi Ltd.                                          | JB Hi-Fi Ltd.                                                                     | CUSIP: N/A<br>LEI: 529900TPC8H040Y3ZQ65       | Long             | EC               | CORP              | AU        |         443 | NS      | $24958.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 3 Ltd.                            | Diameter Capital CLO 3 Ltd., Series 2022-3A, Class A2R                            | CUSIP: 25255JAN7<br>LEI: 254900L1QJX98W5ORK78 | Long             | ABS-CBDO         | CORP              | KY        |     2500000 | PA      | $2518043.50   | 0.17%             | 2038-01-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp.                                     | DISH Network Corp.                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      532000 | PA      | $550597.66    | 0.04%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Ryohin Keikaku Co. Ltd.                                | Ryohin Keikaku Co. Ltd.                                                           | CUSIP: N/A<br>LEI: 549300PMNF56J66BY371       | Long             | EC               | CORP              | JP        |         700 | NS      | $13961.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                     | Deutsche Boerse AG                                                                | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | EC               | CORP              | DE        |         760 | NS      | $192451.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonic Healthcare Ltd.                                  | Sonic Healthcare Ltd.                                                             | CUSIP: N/A<br>LEI: 549300NQQ5L2NONWR862       | Long             | EC               | CORP              | AU        |       15883 | NS      | $253997.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SKY Perfect JSAT Holdings, Inc.                        | SKY Perfect JSAT Holdings, Inc.                                                   | CUSIP: N/A<br>LEI: 5299009SAF34W9TVEF26       | Long             | EC               | CORP              | JP        |        5700 | NS      | $82392.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | Bank of Montreal                                                                  | CUSIP: 06370D522<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        1700 | NS      | $180087.09    | 0.01%             | 2026-02-12      | Fixed         | 25.50%                | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings SA                        | ContourGlobal Power Holdings SA                                                   | CUSIP: N/A<br>LEI: 549300O5AGIFK0PQ1516       | Long             | DBT              | CORP              | LU        |      116000 | PA      | $136686.64    | 0.01%             | 2031-07-31      | Fixed         | 4.38%                 | 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      | $187124.10    | 0.01%             | 2030-05-08      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                            | Toronto-Dominion Bank (The)                                                       | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |        4900 | NS      | $374434.46    | 0.03%             | 2026-03-12      | Fixed         | 27.41%                | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                     | Canadian Imperial Bank of Commerce                                                | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |        9049 | NS      | $1095187.74   | 0.08%             | 2026-02-03      | Fixed         | 12.30%                | 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      | $42383.75     | 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      | $21142.25     | 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      | 5.56%                 | No            |                  2 | On Loan: No      |
| Danish Krone                                           | Danish Krone                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | DK        |       32009 | OU      | $5080.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Imperial Bank of Commerce                     | Canadian Imperial Bank of Commerce                                                | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |        1524 | NS      | $452541.36    | 0.03%             | 2026-02-25      | Fixed         | 17.40%                | No            |                  2 | On Loan: No      |
| DS Admiral Bidco LLC                                   | DS Admiral Bidco LLC, 1st Lien Term Loan                                          | CUSIP: 23344UAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      126820 | PA      | $122064.67    | 0.01%             | 2031-06-26      | Variable      | 7.92%                 | No            |                  3 | On Loan: No      |
| Compass Group plc                                      | Compass Group plc                                                                 | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               | CORP              | GB        |       10874 | NS      | $326061.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Denko Corp.                                      | Nitto Denko Corp.                                                                 | CUSIP: N/A<br>LEI: 3538009GX5P09USH2J25       | Long             | EC               | CORP              | JP        |        1300 | NS      | $28890.33     | 0.00%             |  |  |  | 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        |      176000 | NS      | $611030.14    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                     | Vodafone Group plc                                                                | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               | CORP              | GB        |      191481 | NS      | $281999.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | NDIRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   847000000 | PA      | $14207.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        8676 | NS      | $1758353.03   | 0.12%             | 2026-02-18      | Fixed         | 12.69%                | No            |                  2 | On Loan: No      |
| Pinnacle Buyer LLC                                     | Pinnacle Buyer LLC, 1st Lien Term Loan B                                          | CUSIP: 72349UAB8<br>LEI: 254900F51XXB8NHJPB58 | Long             | LON              | CORP              | US        |      217372 | PA      | $217372.20    | 0.02%             | 2032-10-01      | Variable      | 6.16%                 | 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      | $210529.04    | 0.01%             | 2028-02-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                | Sasol Financing USA LLC                                                           | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      200000 | PA      | $198335.00    | 0.01%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical, Inc.                          | BioMarin Pharmaceutical, Inc.                                                     | CUSIP: 09061GAL5<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200554.00    | 0.01%             | 2034-02-15      | Fixed         | 5.50%                 | 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        |      429487 | PA      | $422701.31    | 0.03%             | 2031-06-02      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Tosoh Corp.                                            | Tosoh Corp.                                                                       | CUSIP: N/A<br>LEI: 529900YSLFVJF2MDBX02       | Long             | EC               | CORP              | JP        |        1900 | NS      | $31009.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        8095 | NS      | $2344752.01   | 0.16%             | 2026-02-18      | Fixed         | 17.36%                | 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      | $59739.25     | 0.00%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CapitaLand Investment Ltd.                             | CapitaLand Investment Ltd.                                                        | CUSIP: N/A<br>LEI: 254900AT4UQDU7SNXX49       | Long             | EC               | CORP              | SG        |       34000 | NS      | $82318.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand Dollar                                     | New Zealand Dollar                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NZ        |         250 | OU      | $150.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Funds III                                    | BlackRock Cash Funds: Institutional, SL Agency Shares                             | CUSIP: 066922519<br>LEI: 549300JDHS1T46VWOG19 | Long             | STIV             | RF                | US        |      294670 | NS      | $294817.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ballyrock CLO 14 Ltd.                                  | Ballyrock CLO 14 Ltd., Series 2020-14A, Class A2R                                 | CUSIP: 05874XAQ2<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1006601.20   | 0.07%             | 2037-07-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                       | Sealed Air Corp.                                                                  | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25953.63     | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                               | Venture Global LNG, Inc.                                                          | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |        9000 | PA      | $9055.76      | 0.00%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                 | LifePoint Health, Inc.                                                            | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |       18000 | PA      | $19311.03     | 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      | $51022.23     | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        2181 | NS      | $499364.10    | 0.03%             | 2026-02-10      | Fixed         | 16.04%                | No            |                  2 | On Loan: No      |
| N/A                                                    | USD Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     1660000 | PA      | $17114.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                  | Cheniere Energy, Inc.                                                             | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |        1933 | NS      | $408868.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S                                 | AP Moller - Maersk A/S, Class B                                                   | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |          10 | NS      | $24727.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                 | Mercedes-Benz Group AG                                                            | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |        2477 | NS      | $169288.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                  | WR Grace Holdings LLC                                                             | CUSIP: 92943GAH4<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      108000 | PA      | $108135.00    | 0.01%             | 2033-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Egyptian Pound                                         | Egyptian Pound                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | EG        |       35216 | OU      | $750.39       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Imperial Bank of Commerce                     | Canadian Imperial Bank of Commerce                                                | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |         400 | NS      | $79385.51     | 0.01%             | 2026-03-05      | Fixed         | 20.50%                | No            |                  2 | On Loan: No      |
| Uniti Services LLC                                     | Uniti Services LLC                                                                | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |      144000 | PA      | $148673.27    | 0.01%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                      | Lamar Media Corp.                                                                 | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       62000 | PA      | $61837.29     | 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        |      158282 | PA      | $155512.04    | 0.01%             | 2028-10-02      | Variable      | 7.18%                 | 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        |      112067 | PA      | $106276.17    | 0.01%             | 2030-07-31      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                      | Iliad Holding SAS                                                                 | CUSIP: N/A<br>LEI: 9695009BGMXB527HV965       | Long             | DBT              | CORP              | FR        |      179000 | PA      | $226217.56    | 0.02%             | 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        |        3719 | NS      | $164510.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Genesee & Wyoming, Inc.                                | Genesee & Wyoming, Inc.                                                           | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |      105000 | PA      | $108094.25    | 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      | $57926.25     | 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        |       42476 | PA      | $42684.13     | 0.00%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Veralto Corp.                                          | Veralto Corp.                                                                     | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |         896 | NS      | $88686.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OEG Finance plc                                        | OEG Finance plc                                                                   | CUSIP: N/A<br>LEI: 254900KMBHWF9UK63G44       | Long             | DBT              | CORP              | GB        |      437000 | PA      | $541084.48    | 0.04%             | 2029-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| McAfee Corp.                                           | McAfee Corp.                                                                      | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |       91000 | PA      | $72399.52     | 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        |          57 | NS      | $20868.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizuho Markets Cayman LP                               | Mizuho Markets Cayman LP                                                          | CUSIP: 60701B838<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |        3957 | NS      | $1477160.68   | 0.10%             | 2026-02-27      | Fixed         | 43.27%                | No            |                  2 | On Loan: No      |
| ams-OSRAM AG                                           | ams-OSRAM AG                                                                      | CUSIP: N/A<br>LEI: 5299001JPPT2QFTV5D76       | Long             | DBT              | CORP              | AT        |      100000 | PA      | $125677.40    | 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      | $912112.87    | 0.06%             | 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      | $26124.09     | 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        |         183 | NS      | $64447.11     | 0.00%             |  |  |  | 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      | $70103.92     | 0.00%             | 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        |      615115 | PA      | $613269.78    | 0.04%             | 2030-09-27      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Columbus McKinnon Corp.                                | Columbus McKinnon Corp.                                                           | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |       73000 | PA      | $73379.60     | 0.01%             | 2033-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                           | UBS Group AG                                                                      | CUSIP: 902613BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $202038.80    | 0.01%             | 2030-08-05      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| Amynta Agency Borrower, Inc.                           | Amynta Agency Borrower, Inc.                                                      | CUSIP: 03238AAA3<br>LEI: 5493000GP6HBRVTWBO85 | Long             | DBT              | CORP              | US        |      212000 | PA      | $216148.84    | 0.01%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                                    | EssilorLuxottica SA                                                               | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |         878 | NS      | $268401.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc, Series GMUj                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        9452 | NS      | $3160370.49   | 0.22%             | 2026-03-03      | Fixed         | 27.73%                | 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      | $-1357.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bright Horizons Family Solutions LLC                   | Bright Horizons Family Solutions LLC, 1st Lien Term Loan B                        | CUSIP: 10919RAR0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      327714 | PA      | $328804.84    | 0.02%             | 2032-08-23      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                          | Six Flags Entertainment Corp.                                                     | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $40818.00     | 0.00%             | 2032-01-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                             | Occidental Petroleum Corp.                                                        | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      106000 | PA      | $113974.27    | 0.01%             | 2030-09-01      | 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      | $-177404.51   | -0.01%            |  |  |  | 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      | $122433.64    | 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      | $173512.54    | 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      | $-1056.90     | -0.00%            |  |  |  | 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      | $206460.00    | 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        |        2968 | NS      | $186538.80    | 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      | $-7560.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                               | Svenska Handelsbanken AB, Class A                                                 | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | EC               | CORP              | SE        |        3399 | NS      | $53585.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | USD Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -622500 | PA      | $-1798.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                            | Toronto-Dominion Bank (The)                                                       | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |       15224 | NS      | $1205658.07   | 0.08%             | 2026-02-13      | Fixed         | 15.41%                | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                                   | Allstate Corp. (The)                                                              | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |        1079 | NS      | $214710.21    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Argenx SE                                              | Argenx SE                                                                         | CUSIP: N/A<br>LEI: 7245009C5FZE6G9ODQ71       | Long             | EC               | CORP              | NL        |         156 | NS      | $131191.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                               | Mizuho Markets Cayman LP                                                          | CUSIP: 60701B804<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |        5349 | NS      | $624776.58    | 0.04%             | 2026-02-20      | Fixed         | 17.92%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc, Series DMT8                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       43213 | NS      | $8271267.88   | 0.57%             | 2026-02-04      | Fixed         | 20.36%                | No            |                  2 | On Loan: No      |
| Merlin Properties Socimi SA                            | Merlin Properties Socimi SA                                                       | CUSIP: N/A<br>LEI: 959800L8KD863DP30X04       | Long             | EC               | CORP              | ES        |       11956 | NS      | $177943.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Realty Trust, Inc.                             | Digital Realty Trust, Inc.                                                        | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |        2252 | NS      | $373719.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Windstream Services LLC                                | Windstream Services LLC                                                           | CUSIP: 97381AAA0<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |      861000 | PA      | $901919.03    | 0.06%             | 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      | $37855.52     | 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      | $227199.91    | 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      | $615323.62    | 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        |      240806 | PA      | $240616.17    | 0.02%             | 2028-03-31      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                   | Icahn Enterprises LP                                                              | CUSIP: 451102CF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       43000 | PA      | $43262.00     | 0.00%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Coloplast A/S                                          | Coloplast A/S, Class B                                                            | CUSIP: N/A<br>LEI: 529900NN7SOJ5QG82X67       | Long             | EC               | CORP              | DK        |        2957 | NS      | $252069.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FCG Acquisitions, Inc.                                 | FCG Acquisitions, Inc., 1st Lien Term Loan                                        | CUSIP: 30260UAK1<br>LEI: 254900BHD5AK9H7EKF91 | Long             | LON              | CORP              | US        |       26000 | PA      | $26010.92     | 0.00%             | 2028-03-31      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                   | Osaic Holdings, Inc., Series JAN                                                  | CUSIP: 00791GAD9<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |       77000 | PA      | $79718.35     | 0.01%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.                          | Surgery Center Holdings, Inc.                                                     | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |      714000 | PA      | $718864.31    | 0.05%             | 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      | $177363.77    | 0.01%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                      | Johnson & Johnson                                                                 | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |        3361 | NS      | $763787.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United Mexican States                                  | Mex Bonos Desarr Fix Rt                                                           | CUSIP: 91087BBS8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      200000 | PA      | $198200.00    | 0.01%             | 2056-02-09      | 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      | $-71855.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LSF12 Helix Parent, LLC                                | LSF12 Helix Parent, LLC Term Loan First Lien                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      375000 | PA      | $373593.75    | 0.03%             | 2033-01-24      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Groupe Bruxelles Lambert NV                            | Groupe Bruxelles Lambert NV                                                       | CUSIP: N/A<br>LEI: 549300KV0ZEHT2KVU152       | Long             | EC               | CORP              | BE        |         388 | NS      | $36713.55     | 0.00%             |  |  |  | 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        |      162834 | PA      | $119683.08    | 0.01%             | 2031-04-08      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Tokyo Gas Co. Ltd.                                     | Tokyo Gas Co. Ltd.                                                                | CUSIP: N/A<br>LEI: 353800678EIJLOQSWZ83       | Long             | EC               | CORP              | JP        |         800 | NS      | $35492.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                      | Merck & Co., Inc.                                                                 | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       12028 | NS      | $1326327.56   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Republic of Nigeria                            | Federal Republic of Nigeria Treasury Bills                                        | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | STIV             | NUSS              | NG        |   293265000 | PA      | $206408.15    | 0.01%             | 2026-03-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Digicel International Finance Ltd.                     | Digicel International Finance Ltd.                                                | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      800000 | PA      | $831856.00    | 0.06%             | 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        |      287434 | PA      | $279601.88    | 0.02%             | 2029-09-28      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                      | Genesis Energy LP                                                                 | CUSIP: 37185LAL6<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |       29000 | PA      | $29124.73     | 0.00%             | 2028-02-01      | 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      | $-7524.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays plc                                           | Barclays plc                                                                      | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |      113247 | NS      | $755818.10    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                               | Lloyds Banking Group plc                                                          | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |      222285 | NS      | $331916.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                         | DTE Energy Co.                                                                    | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |        3630 | NS      | $487799.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Owl Capital Corp. II                              | Blue Owl Capital Corp. II                                                         | CUSIP: 69121DAD2<br>LEI: 549300MMNWZO5XKDDX47 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30720.85     | 0.00%             | 2026-11-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                             | AT&T, Inc.                                                                        | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |       24843 | NS      | $651135.03    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp.                                     | Hormel Foods Corp.                                                                | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |        1165 | NS      | $28670.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                                  | American Homes 4 Rent, Class A                                                    | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |       19373 | NS      | $606762.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaris SA                                             | Tenaris SA                                                                        | CUSIP: N/A<br>LEI: 549300Y7C05BKC4HZB40       | Long             | EC               | CORP              | LU        |        2001 | NS      | $44448.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedish Krona                                          | Swedish Krona                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SE        |       64731 | OU      | $7267.04      | 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      | $-14378.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                          | Nomura Bank International plc                                                     | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |        1200 | NS      | $99459.64     | 0.01%             | 2026-03-02      | Fixed         | 19.67%                | No            |                  2 | On Loan: No      |
| Bank of Ireland Group plc                              | Bank of Ireland Group plc                                                         | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | EC               | CORP              | IE        |       20960 | NS      | $425854.14    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Midcontinent Communications                            | Midcontinent Communications                                                       | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |      155000 | PA      | $149136.27    | 0.01%             | 2032-08-15      | Fixed         | 8.00%                 | 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      | $1506519.00   | 0.10%             | 2038-10-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                              | Panther Escrow Issuer LLC                                                         | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1111000 | PA      | $1144247.79   | 0.08%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                           | Pfizer, Inc.                                                                      | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |       14197 | NS      | $375368.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                         | BNP Paribas SA                                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |        5009 | NS      | $541635.97    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Indra Sistemas SA                                      | Indra Sistemas SA                                                                 | CUSIP: N/A<br>LEI: 95980020140005308793       | Long             | EC               | CORP              | ES        |         459 | NS      | $29667.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       14954 | NS      | $1182971.96   | 0.08%             | 2026-02-06      | Fixed         | 14.16%                | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                               | Mizuho Markets Cayman LP                                                          | CUSIP: 60701B648<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |        9108 | NS      | $1097170.80   | 0.08%             | 2026-02-10      | Fixed         | 11.72%                | No            |                  2 | On Loan: No      |
| Dominican Republic                                     | Dominican Republic Government Bond                                                | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      383000 | PA      | $374191.00    | 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      | $174250.00    | 0.01%             | 2053-01-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Cardif SA                                  | BNP Paribas Cardif SA                                                             | CUSIP: N/A<br>LEI: 969500VRSFWX7S1P2M29       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $360523.73    | 0.02%             | 2035-11-07      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Accelleron Industries AG                               | Accelleron Industries AG                                                          | CUSIP: N/A<br>LEI: 254900KS0MD2PAARXD14       | Long             | EC               | CORP              | CH        |         135 | NS      | $12931.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zscaler, Inc.                                          | Zscaler, Inc.                                                                     | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |         393 | NS      | $78603.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Biffa Group Holdings Ltd.                              | Biffa Group Holdings Ltd.                                                         | CUSIP: N/A<br>LEI: 21380012LWLXNMXB8I44       | Long             | DBT              | CORP              | JE        |      100000 | PA      | $118550.99    | 0.01%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mattamy Group Corp.                                    | Mattamy Group Corp.                                                               | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |       32000 | PA      | $31246.18     | 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        |       11000 | PA      | $13470.85     | 0.00%             | 2030-05-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                               | Morgan Stanley Europe SE, Series E11u                                             | CUSIP: 61778P767<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        1439 | NS      | $356708.47    | 0.02%             | 2026-02-13      | Fixed         | 12.02%                | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $167.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | Bank of Montreal                                                                  | CUSIP: 06370D589<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        3432 | NS      | $1050108.61   | 0.07%             | 2026-02-18      | Fixed         | 22.50%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                               | Morgan Stanley Europe SE, Series DMSf                                             | CUSIP: 61778P759<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |       10764 | NS      | $1402781.07   | 0.10%             | 2026-02-20      | Fixed         | 16.51%                | No            |                  2 | On Loan: No      |
| Service Properties Trust                               | Service Properties Trust                                                          | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      946000 | PA      | $993564.88    | 0.07%             | 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      | $13791.07     | 0.00%             | 2027-08-02      | Variable      | 8.93%                 | No            |                  2 | On Loan: No      |
| Fedrigoni SpA                                          | Fedrigoni SpA                                                                     | CUSIP: N/A<br>LEI: 8156004CE82074779D19       | Long             | DBT              | CORP              | IT        |      113000 | PA      | $129309.37    | 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      | $431856.89    | 0.03%             | 2029-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sonova Holding AG                                      | Sonova Holding AG (Registered)                                                    | CUSIP: N/A<br>LEI: 5299004A0QNX7FBNHS61       | Long             | EC               | CORP              | CH        |         696 | NS      | $190483.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Clarios Global LP                                      | Clarios Global LP                                                                 | CUSIP: 18060TAE5<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |      349000 | PA      | $361225.47    | 0.02%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cleanspark, Inc.                                       | Cleanspark, Inc.                                                                  | CUSIP: 18452B209<br>LEI: 254900VO7KBRJQDGY810 | Long             | EC               | CORP              | US        |        2246 | NS      | $26592.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co.                                  | Commercial Metals Co.                                                             | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |       97000 | PA      | $98619.61     | 0.01%             | 2033-11-15      | Fixed         | 5.75%                 | 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      | $40653.69     | 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: 549300T57AS4PEWI4U14 | Long             | ABS-CBDO         | CORP              | KY        |     2500000 | PA      | $2515068.50   | 0.17%             | 2037-08-15      | Floating      | 7.05%                 | 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        |      219895 | PA      | $220279.82    | 0.02%             | 2032-05-27      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Netherlands BV                           | Bausch + Lomb Netherlands BV                                                      | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | DBT              | CORP              | CA        |      100000 | PA      | $119732.31    | 0.01%             | 2031-01-15      | Floating      | 5.89%                 | 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        |      269090 | PA      | $248620.77    | 0.02%             | 2027-11-24      | Variable      | 7.77%                 | 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        |      938733 | PA      | $933644.63    | 0.06%             | 2031-05-19      | Variable      | 5.67%                 | 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        |        5600 | PA      | $662469.12    | 0.05%             | 2030-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| QXO Building Products, Inc.                            | QXO Building Products, Inc.                                                       | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |      326000 | PA      | $335936.48    | 0.02%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        7729 | NS      | $3783193.74   | 0.26%             | 2026-02-06      | Fixed         | 18.35%                | No            |                  2 | On Loan: No      |
| Iberdrola SA                                           | Iberdrola SA                                                                      | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |         470 | NS      | $10566.90     | 0.00%             |  |  |  | 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        |        7987 | NS      | $1961566.70   | 0.14%             | 2026-02-11      | Fixed         | 14.88%                | 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      | $2411896.80   | 0.17%             | 2038-10-15      | Floating      | 4.94%                 | 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      | $120214.80    | 0.01%             | 2038-01-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Snap, Inc.                                             | Snap, Inc.                                                                        | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      370000 | PA      | $379677.35    | 0.03%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        3100 | NS      | $141882.50    | 0.01%             | 2026-03-02      | Fixed         | 37.80%                | No            |                  2 | On Loan: No      |
| BE Semiconductor Industries NV                         | BE Semiconductor Industries NV                                                    | CUSIP: N/A<br>LEI: 7245007A1YFLI2GNYX06       | Long             | EC               | CORP              | NL        |        1958 | NS      | $381111.78    | 0.03%             |  |  |  | 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        |      460350 | PA      | $460732.09    | 0.03%             | 2031-10-31      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Yamaha Motor Co. Ltd.                                  | Yamaha Motor Co. Ltd.                                                             | CUSIP: N/A<br>LEI: 3538004LR5NXILJDHY88       | Long             | EC               | CORP              | JP        |       21700 | NS      | $163871.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EastGroup Properties, Inc.                             | EastGroup Properties, Inc.                                                        | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |        5623 | NS      | $1021361.72   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrise FinCo. I BV                                    | Sunrise FinCo. I BV                                                               | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $191564.00    | 0.01%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Acushnet Co.                                           | Acushnet Co.                                                                      | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |       32000 | PA      | $32300.80     | 0.00%             | 2033-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                     | J.P. Morgan Structured Products BV, Series 000n                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |       10999 | NS      | $461462.88    | 0.03%             | 2026-03-04      | Fixed         | 29.28%                | 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      | $187400.00    | 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        |      200000 | PA      | $238109.03    | 0.02%             | 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        |       28579 | NS      | $1859639.34   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland                                     | Republic of Poland                                                                | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       75000 | PA      | $75624.00     | 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      | $174301.71    | 0.01%             | 2028-11-15      | Fixed         | 4.12%                 | 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      | $41348.19     | 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      | $200480.00    | 0.01%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Legal & General Group plc                              | Legal & General Group plc                                                         | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Long             | EC               | CORP              | GB        |        5706 | NS      | $20717.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                   | SoftBank Group Corp.                                                              | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      200000 | PA      | $198953.03    | 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        |      118000 | PA      | $123505.64    | 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        |        1118 | NS      | $164536.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp.                                   | Meritage Homes Corp.                                                              | CUSIP: 59001ABF8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |      153000 | PA      | $155257.55    | 0.01%             | 2028-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                            | Service Corp. International                                                       | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |      148000 | PA      | $150347.72    | 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      | $18646.77     | 0.00%             | 2038-07-15      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Group, Inc.                      | Sumitomo Mitsui Trust Group, Inc.                                                 | CUSIP: N/A<br>LEI: 353800P843RLCDBLNT17       | Long             | EC               | CORP              | JP        |       10200 | NS      | $340667.76    | 0.02%             |  |  |  | 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        |       11885 | NS      | $1173115.26   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |       45000 | PA      | $1829.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                 | LifePoint Health, Inc.                                                            | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      295000 | PA      | $320544.05    | 0.02%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | EUR Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      694000 | PA      | $3149.43      | 0.00%             |  |  |  | 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      | $31276.46     | 0.00%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Capstone Borrower, Inc.                                | Capstone Borrower, Inc., 1st Lien Term Loan                                       | CUSIP: N/A<br>LEI: 254900YSP2BAI3YKIX08       | Long             | LON              | CORP              | US        |      165829 | PA      | $161131.31    | 0.01%             | 2030-06-17      | Variable      | 6.42%                 | No            |                  3 | On Loan: No      |
| Sunoco LP                                              | Sunoco LP                                                                         | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      574000 | PA      | $591237.22    | 0.04%             | 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        |      116000 | PA      | $119490.32    | 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      | $58460.67     | 0.00%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pandora A/S                                            | Pandora A/S                                                                       | CUSIP: N/A<br>LEI: 5299007OWYZ6I1E46843       | Long             | EC               | CORP              | DK        |        1938 | NS      | $156868.76    | 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      | $-3545.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                         | Raven Acquisition Holdings LLC, Delayed Draw 1st Lien Term Loan                   | CUSIP: 75419XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       12810 | PA      | $12669.02     | 0.00%             | 2031-11-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                    | Iron Mountain, Inc., 1st Lien Term Loan B                                         | CUSIP: 46284NAV1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | LON              | CORP              | US        |       79796 | PA      | $78923.46     | 0.01%             | 2031-01-31      | Variable      | 5.67%                 | 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        |      490754 | PA      | $489223.27    | 0.03%             | 2030-03-15      | Variable      | 8.42%                 | No            |                  2 | On Loan: No      |
| Leonardo DRS, Inc.                                     | Leonardo DRS, Inc.                                                                | CUSIP: 52661A108<br>LEI: 549300HMMEWVG3PPQU18 | Long             | EC               | CORP              | US        |        3681 | NS      | $151141.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CQP Holdco LP                                          | CQP Holdco LP                                                                     | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $497210.64    | 0.03%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        8700 | NS      | $3097536.11   | 0.21%             | 2026-02-06      | Fixed         | 13.06%                | 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      | $667277.65    | 0.05%             | 2029-04-05      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                       | Deutsche Post AG                                                                  | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |        3464 | NS      | $193736.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kleopatra Finco SARL                                   | Kleopatra Finco SARL                                                              | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | DBT              | CORP              | LU        |      160808 | PA      | $28592.06     | 0.00%             | 2026-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITE Group plc (The)                                  | UNITE Group plc (The)                                                             | CUSIP: N/A<br>LEI: 213800BBUUWVDH9YI827       | Long             | EC               | CORP              | GB        |       59693 | NS      | $464255.47    | 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      | $29576.54     | 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        |       78811 | NS      | $391954.37    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Paraguay Government International Bond                 | Republic of Paraguay                                                              | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |      398000 | PA      | $353424.00    | 0.02%             | 2033-01-29      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Stonegate Pub Co. Financing plc                        | Stonegate Pub Co. Financing plc                                                   | CUSIP: N/A<br>LEI: 254900L5266ML3505282       | Long             | DBT              | CORP              | GB        |      143000 | PA      | $196748.31    | 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        |        2484 | NS      | $413188.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                       | Terna - Rete Elettrica Nazionale                                                  | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | EC               | CORP              | IT        |        3222 | NS      | $34914.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regions Financial Corp.                                | Regions Financial Corp.                                                           | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |        1009 | NS      | $28756.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Europe SE                               | Morgan Stanley Europe SE, Series DMVO                                             | CUSIP: 61778P650<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |       81473 | NS      | $2177988.60   | 0.15%             | 2026-02-04      | Fixed         | 21.07%                | No            |                  2 | On Loan: No      |
| Range Resources Corp.                                  | Range Resources Corp.                                                             | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |        4325 | NS      | $163701.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Level 3 Financing, Inc.                                | Level 3 Financing, Inc.                                                           | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      886423 | PA      | $913450.92    | 0.06%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        2803 | NS      | $264783.61    | 0.02%             | 2026-03-03      | Fixed         | 22.68%                | 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             | EC               | CORP              | IT        |        6443 | NS      | $66838.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                    | Kingdom of Thailand                                                               | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    24560000 | PA      | $811175.24    | 0.06%             | 2035-03-17      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                    | Bausch + Lomb Corp., 1st Lien Term Loan                                           | CUSIP: C0787FAL6<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |      763057 | PA      | $767825.94    | 0.05%             | 2031-01-15      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                    | Ardonagh Finco Ltd.                                                               | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |      800000 | PA      | $827022.54    | 0.06%             | 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      | $491839.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies, Inc.                               | Lumen Technologies, Inc.                                                          | CUSIP: 550241AB9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |       39000 | PA      | $39000.00     | 0.00%             | 2029-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                          | NYC Commercial Mortgage Trust, Series 2026-1PARK, Class A                         | CUSIP: 62979QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $1000000.00   | 0.07%             | 2043-02-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-873.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Shimizu Corp.                                          | Shimizu Corp.                                                                     | CUSIP: N/A<br>LEI: 353800BRAE0QFP3ZLY22       | Long             | EC               | CORP              | JP        |        5000 | NS      | $88794.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |         584 | NS      | $225235.99    | 0.02%             | 2026-02-20      | Fixed         | 12.81%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                               | Morgan Stanley Europe SE                                                          | CUSIP: 61778P726<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |       18894 | NS      | $6060556.09   | 0.42%             | 2026-02-10      | Fixed         | 25.60%                | No            |                  2 | On Loan: No      |
| Ipsen SA                                               | Ipsen SA                                                                          | CUSIP: N/A<br>LEI: 549300M6SGDPB4Z94P11       | Long             | EC               | CORP              | FR        |        2874 | NS      | $469512.17    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MVM Energetika Zrt.                                    | MVM Energetika Zrt.                                                               | CUSIP: N/A<br>LEI: 529900ELI5AQ9F74PF85       | Long             | DBT              | NUSS              | HU        |      200000 | PA      | $210942.00    | 0.01%             | 2028-06-09      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Uniti Group LP                                         | Uniti Group LP, Series Feb                                                        | CUSIP: 91327CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      221000 | PA      | $222657.50    | 0.02%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG                 | Chocoladefabriken Lindt & Spruengli AG                                            | CUSIP: N/A<br>LEI: 529900JYJNNOKKAGK736       | Long             | EC               | CORP              | CH        |           3 | NS      | $43114.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trust 2401                                             | Trust 2401                                                                        | CUSIP: 89834MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      200000 | PA      | $219570.00    | 0.02%             | 2032-01-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Dentsu Group, Inc.                                     | Dentsu Group, Inc.                                                                | CUSIP: N/A<br>LEI: 5299007PBBE83ZLJZG91       | Long             | EC               | CORP              | JP        |        2800 | NS      | $54352.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC                              | Stonepeak Nile Parent LLC, 1st Lien Term Loan                                     | CUSIP: 86184XAD6<br>LEI: 254900TJV3VAFZD0GU41 | Long             | LON              | CORP              | US        |      129000 | PA      | $128838.75    | 0.01%             | 2032-04-09      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Veon Midco BV                                          | Veon Midco BV                                                                     | CUSIP: N/A<br>LEI: 213800GOFSH7EPKBRE50       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $190686.00    | 0.01%             | 2027-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp.                                                             | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      130000 | PA      | $132320.59    | 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      | $3020311.50   | 0.21%             | 2038-07-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                             | Builders FirstSource, Inc.                                                        | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |       31000 | PA      | $32075.02     | 0.00%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Ltd.                           | Sun Hung Kai Properties Ltd.                                                      | CUSIP: N/A<br>LEI: 529900LUMD393RD3S874       | Long             | EC               | CORP              | HK        |       53000 | NS      | $851121.33    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       14761 | NS      | $3225713.97   | 0.22%             | 2026-03-10      | Fixed         | 21.62%                | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                     | Canadian Imperial Bank of Commerce                                                | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |         400 | NS      | $120646.63    | 0.01%             | 2026-02-02      | Fixed         | 14.80%                | 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        |      768616 | PA      | $766694.35    | 0.05%             | 2030-12-02      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                 | Becton Dickinson & Co.                                                            | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |        5496 | NS      | $1118326.08   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Filtration Group Corp.                                 | Filtration Group Corp., 1st Lien Term Loan                                        | CUSIP: 31732FAX4<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |      736056 | PA      | $736519.51    | 0.05%             | 2028-10-23      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| DBR Land Holdings LLC                                  | DBR Land Holdings LLC                                                             | CUSIP: 24024BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       57000 | PA      | $58389.66     | 0.00%             | 2030-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       58800 | NS      | $369279.31    | 0.03%             | 2026-03-23      | Fixed         | 24.26%                | No            |                  2 | On Loan: No      |
| AIB Group plc                                          | AIB Group plc                                                                     | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |      200000 | PA      | $245434.78    | 0.02%             | 2031-07-14      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Grifols SA                                             | Grifols SA                                                                        | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |      100000 | PA      | $124068.51    | 0.01%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                       | Republic of Peru                                                                  | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      203000 | PA      | $168693.00    | 0.01%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| New Turkish Lira                                       | New Turkish Lira                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | TR        |        2632 | OU      | $60.52        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks, Inc.                                  | Arista Networks, Inc.                                                             | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |        2507 | NS      | $355342.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Deslauriers Insurance Management, Inc.           | Jones Deslauriers Insurance Management, Inc.                                      | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |      154000 | PA      | $161021.48    | 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        |        4500 | NS      | $45258.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Estate Co. Ltd.                             | Mitsubishi Estate Co. Ltd.                                                        | CUSIP: N/A<br>LEI: 353800KOFMRGOXSJ5Z65       | Long             | EC               | CORP              | JP        |       13900 | NS      | $354254.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | USD Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -208000 | PA      | $-3018.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc, Series MTOt                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       16185 | NS      | $3802300.79   | 0.26%             | 2026-02-20      | Fixed         | 23.05%                | No            |                  2 | On Loan: No      |
| Dai Nippon Printing Co. Ltd.                           | Dai Nippon Printing Co. Ltd.                                                      | CUSIP: N/A<br>LEI: 529900S7NFNQ4FT6OP83       | Long             | EC               | CORP              | JP        |        2900 | NS      | $52032.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                           | Trivium Packaging Finance BV                                                      | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |      360000 | PA      | $384146.64    | 0.03%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Ageas SA                                               | Ageas SA                                                                          | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | EC               | CORP              | BE        |        5382 | NS      | $382285.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Reworld Holding Corp.                                  | Reworld Holding Corp.                                                             | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |       36000 | PA      | $34850.73     | 0.00%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                               | Mizuho Markets Cayman LP                                                          | CUSIP: 60701B846<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |        3537 | NS      | $188187.24    | 0.01%             | 2026-02-27      | Fixed         | 24.02%                | No            |                  2 | On Loan: No      |
| Orion OYJ                                              | Orion OYJ, Class B                                                                | CUSIP: N/A<br>LEI: 74370029VAHCXDR7B745       | Long             | EC               | CORP              | FI        |        4961 | NS      | $410265.34    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hamamatsu Photonics KK                                 | Hamamatsu Photonics KK                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        3100 | NS      | $34640.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                       | CCO Holdings LLC                                                                  | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      266000 | PA      | $243535.00    | 0.02%             | 2031-02-01      | 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      | $-2501.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LABL, Inc.                                             | LABL, Inc.                                                                        | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |       76000 | PA      | $34580.00     | 0.00%             | 2028-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MKS Instruments, Inc.                                  | MKS Instruments, Inc. Term Loan First Lien                                        | CUSIP: 55314NBB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      348000 | PA      | $348435.00    | 0.02%             | 2033-01-27      | Variable      | 5.17%                 | 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        |      280598 | PA      | $281074.57    | 0.02%             | 2031-10-31      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Archrock Partners LP                                   | Archrock Partners LP                                                              | CUSIP: 03959KAD2<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |      216000 | PA      | $223904.95    | 0.02%             | 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        |      494000 | PA      | $578858.44    | 0.04%             | 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        |      101000 | PA      | $102725.38    | 0.01%             | 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      | $315787.50    | 0.02%             | 2041-01-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                               | Morgan Stanley Europe SE, Series 000z                                             | CUSIP: 61778P692<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        5781 | NS      | $1291103.80   | 0.09%             | 2026-02-10      | Fixed         | 32.54%                | No            |                  2 | On Loan: No      |
| Bayer AG                                               | Bayer AG                                                                          | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      400000 | PA      | $494107.86    | 0.03%             | 2082-03-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| WhiteWater Matterhorn Holdings, LLC                    | WhiteWater Matterhorn Holdings LLC, 1st Lien Term Loan B                          | CUSIP: 96618PAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      140000 | PA      | $139365.80    | 0.01%             | 2032-06-16      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| MS&AD Insurance Group Holdings, Inc.                   | MS&AD Insurance Group Holdings, Inc.                                              | CUSIP: N/A<br>LEI: 529900CXROT5S2HMMP26       | Long             | EC               | CORP              | JP        |        3200 | NS      | $81528.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                                  | Mex Bonos Desarr Fix Rt                                                           | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      244000 | PA      | $1314263.92   | 0.09%             | 2036-02-21      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Thales SA                                              | Thales SA                                                                         | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |        1921 | NS      | $588067.92    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Dayforce, Inc.                                         | Dayforce, Inc., 1st Lien Term Loan B                                              | CUSIP: 23958CAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      538495 | PA      | $537149.00    | 0.04%             | 2031-03-01      | Variable      | 5.67%                 | No            |                  3 | On Loan: No      |
| N/A                                                    | U.S. Treasury 10-Year Note                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -1508 | NC      | $2044675.28   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Imperial Bank of Commerce                     | Canadian Imperial Bank of Commerce                                                | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |       27870 | NS      | $2744103.93   | 0.19%             | 2026-02-03      | Fixed         | 11.10%                | No            |                  2 | On Loan: No      |
| Delta 2 (Lux) SARL                                     | Delta 2 (Lux) SARL, 1st Lien Term Loan B                                          | CUSIP: L2465BAW6<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |      774249 | PA      | $773281.41    | 0.05%             | 2031-09-30      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Coherent Corp.                                         | Coherent Corp., 1st Lien Term Loan B3                                             | CUSIP: 45173JAT1<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |      224821 | PA      | $225196.50    | 0.02%             | 2029-07-02      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                           | UBS Group AG (Registered)                                                         | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |       14823 | NS      | $701356.15    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Simon Property Group, Inc.                             | Simon Property Group, Inc.                                                        | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |        6738 | NS      | $1289046.78   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexagon AB                                             | Hexagon AB, Class B                                                               | CUSIP: N/A<br>LEI: 549300WJFW6ILNI4TA80       | Long             | EC               | CORP              | SE        |        4408 | NS      | $49700.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chariot Buyer LLC                                      | Chariot Buyer LLC, 1st Lien Term Loan                                             | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |      742702 | PA      | $741602.87    | 0.05%             | 2032-09-08      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-108.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stena International SA                                 | Stena International SA                                                            | CUSIP: N/A<br>LEI: 213800A4LTGG4W55QP46       | Long             | DBT              | CORP              | LU        |      250000 | PA      | $256855.57    | 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        |       15596 | NS      | $335625.92    | 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      | $25983.65     | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $220391.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                      | Taylor Morrison Communities, Inc.                                                 | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |       31000 | PA      | $31819.02     | 0.00%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ZoomInfo Technologies LLC                              | ZoomInfo Technologies LLC                                                         | CUSIP: 98981BAA0<br>LEI: 254900NOX7TLOJ3WS309 | Long             | DBT              | CORP              | US        |        3000 | PA      | $2742.16      | 0.00%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                               | Morgan Stanley Europe SE, Series E11t                                             | CUSIP: 61778P742<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |       35941 | NS      | $3083457.10   | 0.21%             | 2026-02-13      | Fixed         | 12.16%                | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                   | Steel Dynamics, Inc.                                                              | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |          94 | NS      | $16879.58     | 0.00%             |  |  |  | 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      | $51605.13     | 0.00%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |         700 | NS      | $83982.18     | 0.01%             | 2026-03-12      | Fixed         | 18.02%                | 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        |      972325 | PA      | $969290.90    | 0.07%             | 2029-10-19      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                           | Verizon Communications, Inc.                                                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |        1409 | NS      | $62728.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Entain plc                                             | Entain plc                                                                        | CUSIP: N/A<br>LEI: 213800GNI3K45LQR8L28       | Long             | DBT              | CORP              | IM        |      343000 | PA      | $407964.52    | 0.03%             | 2031-11-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                               | Morgan Stanley Europe SE, Series E11h                                             | CUSIP: 61778P643<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |       25928 | NS      | $6732668.35   | 0.47%             | 2026-02-03      | Fixed         | 12.70%                | No            |                  2 | On Loan: No      |
| Raymond James Financial, Inc.                          | Raymond James Financial, Inc.                                                     | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |          67 | NS      | $11112.62     | 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      | $160142.40    | 0.01%             | 2032-08-09      | Variable      | 9.02%                 | No            |                  2 | On Loan: No      |
| Severn Trent plc                                       | Severn Trent plc                                                                  | CUSIP: N/A<br>LEI: 213800RPBXRETY4A4C59       | Long             | EC               | CORP              | GB        |        6215 | NS      | $249630.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       54831 | NS      | $3070274.46   | 0.21%             | 2026-03-06      | Fixed         | 29.02%                | 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        |      200662 | PA      | $201791.84    | 0.01%             | 2031-06-12      | Variable      | 5.45%                 | 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      | 5.37%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                               | Morgan Stanley Europe SE                                                          | CUSIP: 61778P874<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        2200 | NS      | $115674.27    | 0.01%             | 2026-03-16      | Fixed         | 18.33%                | No            |                  2 | On Loan: No      |
| UBS AG                                                 | UBS AG                                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |        5077 | NS      | $1053564.78   | 0.07%             | 2026-02-11      | Fixed         | 19.10%                | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                         | Univision Communications, Inc.                                                    | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      240000 | PA      | $250285.68    | 0.02%             | 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      | $65444.56     | 0.00%             | 2028-08-23      | Variable      | 7.79%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                | Eni SpA                                                                           | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |       12438 | NS      | $254221.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                     | Kingdom of Morocco                                                                | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |      279000 | PA      | $335775.86    | 0.02%             | 2035-04-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CVR Energy, Inc.                                       | CVR Energy, Inc.                                                                  | CUSIP: 12662PAJ7<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |       29000 | PA      | $28764.75     | 0.00%             | 2034-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                               | Vinci SA                                                                          | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |       14441 | NS      | $2076395.29   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                               | Unipol Assicurazioni SpA                                                          | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | DBT              | CORP              | IT        |      100000 | PA      | $125435.23    | 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        |      302000 | PA      | $313008.20    | 0.02%             | 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        |      348000 | PA      | $362162.90    | 0.03%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        1300 | NS      | $103139.25    | 0.01%             | 2026-03-19      | Fixed         | 11.99%                | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                    | Herc Holdings, Inc., 1st Lien Term Loan B                                         | CUSIP: 42705FAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       71000 | PA      | $71029.82     | 0.00%             | 2032-07-02      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Republic of Bulgaria                                   | Bulgaria Government Bond                                                          | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |      186000 | PA      | $183210.00    | 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        |        1391 | NS      | $165890.66    | 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        |      188591 | PA      | $188974.10    | 0.01%             | 2029-02-01      | Variable      | 7.67%                 | 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        |      463306 | PA      | $463018.74    | 0.03%             | 2029-12-20      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Publicis Groupe SA                                     | Publicis Groupe SA                                                                | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | EC               | CORP              | FR        |        6601 | NS      | $659758.70    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| nVent Electric plc                                     | nVent Electric plc                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |         394 | NS      | $44230.44     | 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      | $-2486.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                | American Airlines, Inc.                                                           | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |       56000 | PA      | $58435.55     | 0.00%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Gryphon Acquire NewCo LLC                              | Gryphon Acquire NewCo LLC, 1st Lien Term Loan                                     | CUSIP: 40054QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      253000 | PA      | $251656.57    | 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      | 4.95%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                | Molina Healthcare, Inc.                                                           | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |        2400 | NS      | $431016.00    | 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      | $183422.69    | 0.01%             | 2026-07-19      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 62B Ltd.                    | Golub Capital Partners CLO 62B Ltd., Series 2022-62A, Class AR                    | CUSIP: 38180HAA2<br>LEI: 2549009X711NFO0AZT83 | Long             | ABS-CBDO         | CORP              | JE        |     2400000 | PA      | $2408921.52   | 0.17%             | 2037-10-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                        | TransDigm, Inc., 1st Lien Term Loan L                                             | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      228286 | PA      | $228103.12    | 0.02%             | 2032-01-19      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                            | Asurion LLC, 1st Lien Term Loan B13                                               | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      577646 | PA      | $578055.84    | 0.04%             | 2030-09-19      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                    | LVMH Moet Hennessy Louis Vuitton SE                                               | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |         872 | NS      | $562792.85    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Loxam SAS                                              | Loxam SAS                                                                         | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |      308000 | PA      | $367231.43    | 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      | $118515.99    | 0.01%             | 2037-10-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        7800 | NS      | $291852.81    | 0.02%             | 2026-02-26      | Fixed         | 22.02%                | 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        |       86769 | PA      | $62473.42     | 0.00%             | 2030-02-18      | Variable      | 6.92%                 | 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      | $354.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp.                               | Panasonic Holdings Corp.                                                          | CUSIP: N/A<br>LEI: 254900GE1G59KGWPHX32       | Long             | EC               | CORP              | JP        |        7500 | NS      | $102830.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTDC Ltd.                                            | NEXTDC Ltd.                                                                       | CUSIP: N/A<br>LEI: 529900RTERU3X7G3D672       | Long             | EC               | CORP              | AU        |       53470 | NS      | $494036.67    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX plc                                               | RELX plc                                                                          | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |        8386 | NS      | $297300.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Prudential plc                                         | Prudential plc                                                                    | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Long             | EC               | CORP              | GB        |        1010 | NS      | $16589.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                   | Clear Channel Outdoor Holdings, Inc.                                              | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      740000 | PA      | $779121.58    | 0.05%             | 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      | $229448.20    | 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      | $43681.72     | 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      | $122277.75    | 0.01%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)                   | Hartford Insurance Group, Inc. (The)                                              | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |         988 | NS      | $133439.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oak Hill Credit Partners X-R Ltd.                      | Oak Hill Credit Partners X-R Ltd., Series 2014-10RA, Class D1R2                   | CUSIP: 67707CBL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1979925.60   | 0.14%             | 2038-04-20      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                    | Kingdom of Thailand                                                               | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    19720000 | PA      | $687314.79    | 0.05%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                             | Lamb Weston Holdings, Inc.                                                        | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |        2938 | NS      | $134942.34    | 0.01%             |  |  |  | No            |                  1 | 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      | $941871.13    | 0.07%             | 2042-08-17      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP                           | MPT Operating Partnership LP                                                      | CUSIP: 55342UAQ7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |      487000 | PA      | $521750.86    | 0.04%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | USD Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      207500 | PA      | $3052.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                     | Canadian Imperial Bank of Commerce                                                | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |       21768 | NS      | $2912460.98   | 0.20%             | 2026-03-11      | Fixed         | 15.10%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |         700 | NS      | $103092.93    | 0.01%             | 2026-02-19      | Fixed         | 29.85%                | No            |                  2 | On Loan: No      |
| N/A                                                    | NDIRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  1233241465 | PA      | $-9684.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                | Progressive Corp. (The)                                                           | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |        2333 | NS      | $485264.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL Environmental Holdings US, Inc.                    | GFL Environmental Holdings US, Inc.                                               | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      211000 | PA      | $211485.76    | 0.01%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BradyPlus Holdings LLC                                 | BradyPlus Holdings LLC, 1st Lien Term Loan                                        | CUSIP: 10480UAD3<br>LEI: 254900LMURL5G873DV35 | Long             | LON              | CORP              | US        |      560000 | PA      | $556264.80    | 0.04%             | 2032-12-29      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| Invincible Investment Corp.                            | Invincible Investment Corp.                                                       | CUSIP: N/A<br>LEI: 353800JY6M2692VAV685       | Long             | EC               | CORP              | JP        |         665 | NS      | $281639.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Pro Medicus Ltd.                                       | Pro Medicus Ltd.                                                                  | CUSIP: N/A<br>LEI: 98450085A903D1BMFF27       | Long             | EC               | CORP              | AU        |         209 | NS      | $26719.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore plc                                           | Glencore plc                                                                      | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | JE        |       35369 | NS      | $241123.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Asset Holdings Ltd.                                 | CK Asset Holdings Ltd.                                                            | CUSIP: N/A<br>LEI: 5299006GJZSGP78B8S35       | Long             | EC               | CORP              | KY        |       15000 | NS      | $87872.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Baldwin Insurance Group Holdings LLC (The)             | Baldwin Insurance Group Holdings LLC (The), 1st Lien Term Loan B2                 | CUSIP: 05825HAH7<br>LEI: 5493004GCDREAQPPYG20 | Long             | LON              | CORP              | US        |      230944 | PA      | $229597.76    | 0.02%             | 2031-05-26      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Planview Parent, Inc.                                  | Planview Parent, Inc., 1st Lien Term Loan B                                       | CUSIP: 72751PAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       73673 | PA      | $65200.52     | 0.00%             | 2027-12-17      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                        | Sabre GLBL, Inc., 1st Lien Term Loan B2                                           | CUSIP: 78571YBN9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       31202 | PA      | $24207.22     | 0.00%             | 2029-07-30      | Variable      | 10.02%                | No            |                  2 | On Loan: No      |
| Element Solutions, Inc.                                | Element Solutions, Inc.                                                           | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |      209000 | PA      | $203701.39    | 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        |         130 | NS      | $6552.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                           | Ecopetrol SA                                                                      | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |      315000 | PA      | $337758.75    | 0.02%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Schindler Holding AG                                   | Schindler Holding AG                                                              | CUSIP: N/A<br>LEI: 5299007DRLI319H7Q933       | Long             | EC               | CORP              | CH        |         411 | NS      | $158581.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.              | Westinghouse Air Brake Technologies Corp.                                         | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |          34 | NS      | $7824.76      | 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        |      987674 | PA      | $977797.19    | 0.07%             | 2032-01-23      | Variable      | 5.67%                 | 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      | $233938.95    | 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      | $327375.00    | 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      | $64582.40     | 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      | $2008409.60   | 0.14%             | 2038-01-20      | Floating      | 4.99%                 | 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      | $5810.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                     | Koninklijke KPN NV                                                                | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |       94264 | NS      | $461659.34    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1570.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bayer AG                                               | Bayer AG (Registered)                                                             | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |       24570 | NS      | $1299548.71   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                            | Toronto-Dominion Bank (The)                                                       | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |         800 | NS      | $137474.97    | 0.01%             | 2026-03-19      | Fixed         | 19.58%                | No            |                  2 | On Loan: No      |
| Grifols SA                                             | Grifols SA                                                                        | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |      200000 | PA      | $247846.56    | 0.02%             | 2030-05-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                        | Solventum Corp.                                                                   | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |        3524 | NS      | $271242.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Energean plc                                           | Energean plc                                                                      | CUSIP: N/A<br>LEI: 549300RVMKU0CYUZBB05       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $238109.03    | 0.02%             | 2031-05-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                   | CrossCountry Intermediate HoldCo LLC                                              | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       39000 | PA      | $39320.64     | 0.00%             | 2032-12-01      | Fixed         | 6.75%                 | 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      | $212375.00    | 0.01%             | 2032-01-24      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                | Citigroup Global Markets Holdings, Inc., Series MTOG                              | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |        2903 | NS      | $282106.28    | 0.02%             | 2026-02-24      | Fixed         | 19.83%                | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                    | General Mills, Inc.                                                               | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |        1858 | NS      | $85951.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QBE Insurance Group Ltd.                               | QBE Insurance Group Ltd.                                                          | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | EC               | CORP              | AU        |        5594 | NS      | $76670.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HT Troplast GmbH                                       | HT Troplast GmbH                                                                  | CUSIP: N/A<br>LEI: 529900Y2N2GAY3FXGP86       | Long             | DBT              | CORP              | DE        |      175000 | PA      | $216603.32    | 0.01%             | 2028-07-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Guardian US Holdco LLC                                 | Guardian US Holdco LLC, 1st Lien Term Loan                                        | CUSIP: 40147EAB5<br>LEI: 254900OSYC6XQ21DY128 | Long             | LON              | CORP              | US        |       79192 | PA      | $79044.08     | 0.01%             | 2030-01-31      | Variable      | 7.17%                 | 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        |      178159 | PA      | $176199.64    | 0.01%             | 2031-11-19      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        1700 | NS      | $140719.88    | 0.01%             | 2026-02-19      | Fixed         | 25.68%                | No            |                  2 | On Loan: No      |
| Barclays plc                                           | Barclays plc                                                                      | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $240981.66    | 0.02%             | 2035-12-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Crocs, Inc.                                            | Crocs, Inc.                                                                       | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |       30000 | PA      | $27455.80     | 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        |        2000 | NS      | $457900.04    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $181.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | USD Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |      830000 | PA      | $14371.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co. Ltd.                                | Daiichi Sankyo Co. Ltd.                                                           | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | EC               | CORP              | JP        |        8000 | NS      | $146557.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                                 | AXA SA                                                                            | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |       53033 | NS      | $2418259.25   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Whatabrands LLC                                        | Whatabrands LLC, 1st Lien Term Loan B                                             | CUSIP: 96244UAJ6<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |      193723 | PA      | $193374.76    | 0.01%             | 2028-08-03      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                  | OneMain Finance Corp.                                                             | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       32000 | PA      | $33139.23     | 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        |      199492 | PA      | $199492.50    | 0.01%             | 2030-02-06      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| McCormick & Co., Inc.                                  | McCormick & Co., Inc. (Non-Voting)                                                | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |         320 | NS      | $19785.60     | 0.00%             |  |  |  | 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        |      120780 | PA      | $121478.11    | 0.01%             | 2031-10-03      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Newmont Corp.                                          | Newmont Corp.                                                                     | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |        3443 | NS      | $386821.05    | 0.03%             |  |  |  | No            |                  1 | 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      | $314061.50    | 0.02%             | 2028-04-25      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | Bank of Montreal                                                                  | CUSIP: 06370D555<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        1900 | NS      | $374994.04    | 0.03%             | 2026-02-05      | Fixed         | 21.85%                | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                               | Mizuho Markets Cayman LP                                                          | CUSIP: 60701B697<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |        6192 | NS      | $1026897.50   | 0.07%             | 2026-02-13      | Fixed         | 14.37%                | No            |                  2 | On Loan: No      |
| Intrum Investments & Financing AB                      | Intrum Investments & Financing AB, Series 1                                       | CUSIP: N/A<br>LEI: 984500D7B1EFD7460452       | Long             | DBT              | CORP              | SE        |       64752 | PA      | $69645.81     | 0.00%             | 2028-09-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                 | UBS AG                                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |        2100 | NS      | $103449.60    | 0.01%             | 2026-03-05      | Fixed         | 18.70%                | 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      | $-499.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                          | Federative Republic of Brazil                                                     | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |        6800 | PA      | $1213165.09   | 0.08%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Deuce Finco plc                                        | Deuce Finco plc                                                                   | CUSIP: N/A<br>LEI: 9845007DA2BC863E8437       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $277720.32    | 0.02%             | 2031-11-20      | Fixed         | 7.00%                 | 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      | $237143.93    | 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      | $36.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                  | Schneider Electric SE                                                             | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |         911 | NS      | $261185.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Multiversity SpA                                       | Multiversity SpA                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IT        |      100000 | PA      | $118877.72    | 0.01%             | 2031-05-17      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |         700 | NS      | $124849.75    | 0.01%             | 2026-03-05      | Fixed         | 12.71%                | No            |                  2 | On Loan: No      |
| Multiversity SpA                                       | Multiversity SpA                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IT        |      100000 | PA      | $124720.39    | 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      | $1604000.00   | 0.11%             | 2031-07-16      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                              | UDR, Inc.                                                                         | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |       19625 | NS      | $729068.75    | 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        |      162111 | PA      | $162394.65    | 0.01%             | 2028-06-30      | Variable      | 8.47%                 | No            |                  2 | On Loan: No      |
| Proofpoint, Inc.                                       | Proofpoint, Inc., 1st Lien Term Loan                                              | CUSIP: 74345HAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      849616 | PA      | $842717.15    | 0.06%             | 2028-08-31      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       61000 | PA      | $456.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| M&G plc                                                | M&G plc                                                                           | CUSIP: N/A<br>LEI: 254900TWUJUQ44TQJY84       | Long             | EC               | CORP              | GB        |        7406 | NS      | $31395.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd.                                    | Tokyo Electron Ltd.                                                               | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |       12000 | NS      | $3197508.99   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                        | Sinclair Television Group, Inc.                                                   | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |      266000 | PA      | $275155.72    | 0.02%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM                                | Bank Leumi Le-Israel BM                                                           | CUSIP: N/A<br>LEI: 7JDSZWRGUQY2DSTWCR57       | Long             | EC               | CORP              | IL        |        4706 | NS      | $113129.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                         | NCL Corp. Ltd.                                                                    | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      327000 | PA      | $328806.68    | 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      | $41621.48     | 0.00%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                     | Canadian Imperial Bank of Commerce                                                | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |       10952 | NS      | $2990187.13   | 0.21%             | 2026-03-11      | Fixed         | 16.30%                | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                  | OneMain Finance Corp.                                                             | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       71000 | PA      | $73185.17     | 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        |         681 | NS      | $286414.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DGWD Trust                                             | DGWD Trust, Series 2025-INFL, Class A                                             | CUSIP: 23347FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $1004110.00   | 0.07%             | 2035-08-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                             | Lamb Weston Holdings, Inc.                                                        | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |       56000 | PA      | $54062.14     | 0.00%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $805.25       | 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        |         773 | NS      | $2866048.37   | 0.20%             | 2026-02-03      | Fixed         | 15.69%                | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                       | CSC Holdings LLC                                                                  | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      200000 | PA      | $176528.70    | 0.01%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       44891 | NS      | $8205272.73   | 0.57%             | 2026-02-13      | Fixed         | 20.54%                | No            |                  2 | On Loan: No      |
| Telecom Italia Capital SA                              | Telecom Italia Capital SA                                                         | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      190000 | PA      | $212272.75    | 0.01%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                               | Celanese US Holdings LLC                                                          | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |        9000 | PA      | $9205.87      | 0.00%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                              | Williams Cos., Inc. (The)                                                         | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |       12925 | NS      | $869335.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | U.S. Treasury Long Bond                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          -8 | NC      | $12237.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp.                             | Carpenter Technology Corp.                                                        | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |      120000 | PA      | $121772.52    | 0.01%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| American Water Works Co., Inc.                         | American Water Works Co., Inc.                                                    | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |         876 | NS      | $113117.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prysmian SpA                                           | Prysmian SpA                                                                      | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | DBT              | CORP              | IT        |      200000 | PA      | $248805.68    | 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      | $49296.68     | 0.00%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Barrick Mining Corp.                                   | Barrick Mining Corp.                                                              | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |        2892 | NS      | $132424.68    | 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      | $81131.23     | 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      | $109470.45    | 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      | $198800.00    | 0.01%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Rheinmetall AG                                         | Rheinmetall AG                                                                    | CUSIP: N/A<br>LEI: 5299001OU9CSE29O6S05       | Long             | EC               | CORP              | DE        |         375 | NS      | $794567.87    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       26351 | NS      | $6732796.71   | 0.47%             | 2026-03-10      | Fixed         | 16.74%                | 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      | $13380.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                    | Azorra Finance Ltd.                                                               | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |      170000 | PA      | $178047.56    | 0.01%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Scout24 SE                                             | Scout24 SE                                                                        | CUSIP: N/A<br>LEI: 5493007EIKM2ENQS7U66       | Long             | EC               | CORP              | DE        |          49 | NS      | $4878.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hologic, Inc.                                          | Hologic, Inc.                                                                     | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |        4030 | NS      | $301967.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc.                                                                   | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       80000 | PA      | $81461.92     | 0.01%             | 2031-02-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                    | Herc Holdings, Inc.                                                               | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |       23000 | PA      | $24341.15     | 0.00%             | 2033-06-15      | 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      | $-82.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |         800 | NS      | $184537.34    | 0.01%             | 2026-03-02      | Fixed         | 27.19%                | No            |                  2 | On Loan: No      |
| Hermes International SCA                               | Hermes International SCA                                                          | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |          80 | NS      | $192479.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| USA Compression Partners LP                            | USA Compression Partners LP                                                       | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      206000 | PA      | $213296.31    | 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      | $122904.94    | 0.01%             | 2031-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ball Corp.                                             | Ball Corp.                                                                        | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |       46000 | PA      | $46754.45     | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | 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      | $-418.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RealPage, Inc.                                         | RealPage, Inc., 1st Lien Term Loan                                                | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |      415716 | PA      | $410149.36    | 0.03%             | 2028-04-24      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| Cincinnati Financial Corp.                             | Cincinnati Financial Corp.                                                        | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |         557 | NS      | $89615.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Talen Energy Supply LLC                                | Talen Energy Supply LLC, 1st Lien Term Loan B                                     | CUSIP: 87422LBA7<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |      275000 | PA      | $274793.75    | 0.02%             | 2032-11-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                        | Telefonaktiebolaget LM Ericsson, Class B                                          | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |       81117 | NS      | $878510.50    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $741.84       | 0.00%             |  |  |  | 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      | $300093.75    | 0.02%             | 2039-06-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Resona Holdings, Inc.                                  | Resona Holdings, Inc.                                                             | CUSIP: N/A<br>LEI: 52990067JE75XZCYYT81       | Long             | EC               | CORP              | JP        |       10700 | NS      | $124763.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orbcomm, Inc.                                          | Orbcomm, Inc., 1st Lien Term Loan                                                 | CUSIP: 68558RAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      104993 | PA      | $97512.10     | 0.01%             | 2028-09-01      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| Mativ Holdings, Inc.                                   | Mativ Holdings, Inc.                                                              | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |       32000 | PA      | $32229.09     | 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      | $1006869.70   | 0.07%             | 2037-07-18      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                             | Fertitta Entertainment LLC                                                        | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      169000 | PA      | $163444.50    | 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        |      348779 | NS      | $957429.91    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Ltd.                                           | Hitachi Ltd.                                                                      | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |       19700 | NS      | $683592.68    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Peru                                       | Republic of Peru                                                                  | CUSIP: 715638DZ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      988000 | PA      | $335369.65    | 0.02%             | 2033-08-12      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        3804 | NS      | $1642930.62   | 0.11%             | 2026-02-04      | Fixed         | 30.98%                | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                               | Mizuho Markets Cayman LP                                                          | CUSIP: 60701B739<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |         200 | NS      | $415550.08    | 0.03%             | 2026-02-12      | Fixed         | 21.82%                | No            |                  2 | On Loan: No      |
| LABL, Inc.                                             | LABL, Inc., 1st Lien Term Loan B                                                  | CUSIP: 50168EAN2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | LON              | CORP              | US        |      423306 | PA      | $192443.19    | 0.01%             | 2028-10-30      | Variable      | 8.94%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                     | J.P. Morgan Structured Products BV, Series FRU9                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |        8590 | NS      | $1736667.37   | 0.12%             | 2026-02-10      | Fixed         | 15.31%                | No            |                  2 | On Loan: No      |
| Banco Santander SA                                     | Banco Santander SA                                                                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |       59001 | NS      | $753328.84    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                       | UWM Holdings LLC                                                                  | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      346000 | PA      | $348987.36    | 0.02%             | 2030-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| VF Ukraine PAT                                         | VF Ukraine PAT                                                                    | CUSIP: 918212AA9<br>LEI: 213800C9OW7RIPPP6Z96 | Long             | DBT              | CORP              | UA        |      150045 | PA      | $147794.33    | 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      | $124858.28    | 0.01%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                             | Travelers Cos., Inc. (The)                                                        | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |         790 | NS      | $224762.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel SpA                                               | Enel SpA                                                                          | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |      226528 | NS      | $2502808.62   | 0.17%             |  |  |  | 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      | $2007561.80   | 0.14%             | 2037-07-21      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                        | TransDigm, Inc.                                                                   | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      735000 | PA      | $760736.76    | 0.05%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mitsubishi HC Capital, Inc.                            | Mitsubishi HC Capital, Inc.                                                       | CUSIP: N/A<br>LEI: 353800MZ3QX9RLMH7B09       | Long             | EC               | CORP              | JP        |        2800 | NS      | $24435.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Endo Finance Holdings LP                               | Endo Finance Holdings LP, 1st Lien Term Loan                                      | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      129270 | PA      | $129309.79    | 0.01%             | 2031-04-23      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| Eisai Co. Ltd.                                         | Eisai Co. Ltd.                                                                    | CUSIP: N/A<br>LEI: 353800HDEE0ZYEX4QV91       | Long             | EC               | CORP              | JP        |         700 | NS      | $19515.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avianca Midco 2 plc                                    | Avianca Midco 2 plc                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |       83000 | PA      | $84400.63     | 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      | $1152875.00   | 0.08%             | 2039-12-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank AG                                 | Morgan Stanley Bank AG                                                            | CUSIP: 61778P833<br>LEI: 7CPI4ZQUQVBDH8SA1F44 | Long             | SN               | CORP              | DE        |       62997 | NS      | $2976072.59   | 0.21%             | 2026-03-06      | Fixed         | 18.61%                | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                            | Allied Universal Holdco LLC                                                       | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |      948000 | PA      | $997697.00    | 0.07%             | 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        |        1557 | NS      | $230914.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                      | EMRLD Borrower LP, 1st Lien Term Loan                                             | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |      561149 | PA      | $560099.68    | 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      | $124241.88    | 0.01%             | 2030-11-15      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                  | Westpac Banking Corp.                                                             | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | EC               | CORP              | AU        |        3957 | NS      | $106321.05    | 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      | $-58.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AGL CLO 33 Ltd.                                        | AGL CLO 33 Ltd., Series 2024-33A, Class A1                                        | CUSIP: 00121DAA3<br>LEI: 254900FQ0489DHYW7509 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2009010.00   | 0.14%             | 2037-07-21      | Floating      | 5.02%                 | 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      | $17980.29     | 0.00%             | 2029-11-01      | Variable      | 10.77%                | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                        | TransDigm, Inc., 1st Lien Term Loan J                                             | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     1374655 | PA      | $1373748.07   | 0.10%             | 2031-02-28      | Variable      | 6.17%                 | 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        |      253665 | PA      | $253981.87    | 0.02%             | 2030-05-31      | Variable      | 6.22%                 | No            |                  3 | 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      | $322368.96    | 0.02%             | 2038-09-15      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| Fiber Midco SpA                                        | Fiber Midco SpA                                                                   | CUSIP: N/A<br>LEI: 8156000AFE5C06C4D309       | Long             | DBT              | CORP              | IT        |      100000 | PA      | $91836.21     | 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      | $74637.61     | 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      | $85218.80     | 0.01%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sumitomo Chemical Co. Ltd.                             | Sumitomo Chemical Co. Ltd.                                                        | CUSIP: N/A<br>LEI: 353800RSAU9BD8U4DM91       | Long             | EC               | CORP              | JP        |       61300 | NS      | $186482.29    | 0.01%             |  |  |  | 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        |       59864 | NS      | $3554679.11   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                                         | Air Liquide SA                                                                    | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |        3033 | NS      | $567966.98    | 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      | $-476.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Enpro, Inc.                                            | Enpro, Inc.                                                                       | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |       36000 | PA      | $37017.68     | 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      | $850902.99    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC Holdings LLC                                       | CSC Holdings LLC                                                                  | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      257000 | PA      | $205981.77    | 0.01%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| AHP Health Partners, Inc.                              | AHP Health Partners, Inc.                                                         | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |      253000 | PA      | $246663.62    | 0.02%             | 2029-07-15      | Fixed         | 5.75%                 | 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      | $120636.00    | 0.01%             | 2037-02-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $676.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                  | Albertsons Cos., Inc.                                                             | CUSIP: 01309QAE8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |       51000 | PA      | $50948.32     | 0.00%             | 2032-03-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Imperial Brands plc                                    | Imperial Brands plc                                                               | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |       23292 | NS      | $981007.32    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        3422 | NS      | $1042880.37   | 0.07%             | 2026-03-11      | Fixed         | 22.91%                | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                     | Altria Group, Inc.                                                                | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |        5759 | NS      | $357000.41    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Elm Park CLO DAC                                       | Elm Park CLO DAC, Series 1X, Class DR3                                            | CUSIP: N/A<br>LEI: 549300U4MCTO5672RE42       | Long             | ABS-CBDO         | CORP              | IE        |      100000 | PA      | $120044.09    | 0.01%             | 2038-01-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Nidec Corp.                                            | Nidec Corp.                                                                       | CUSIP: N/A<br>LEI: 353800IF171MZTNL6Y31       | Long             | EC               | CORP              | JP        |        6400 | NS      | $91550.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | USD Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -415000 | PA      | $-4664.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                    | Medline Borrower LP, 1st Lien Term Loan                                           | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |      373421 | PA      | $374310.22    | 0.03%             | 2028-10-23      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| South Bow Corp.                                        | South Bow Corp.                                                                   | CUSIP: 83671M105<br>LEI: 2549000XS5TAFA3YF943 | Long             | EC               | CORP              | CA        |        5686 | NS      | $161482.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amsted Industries, Inc.                                | Amsted Industries, Inc.                                                           | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |      132000 | PA      | $136612.21    | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | 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      | $1706679.47   | 0.12%             | 2038-01-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Calpine Construction Finance Co. LP                    | Calpine Construction Finance Co. LP, 1st Lien Term Loan                           | CUSIP: 13134NAK7<br>LEI: V0Q3DOB0FIB2XI1KWU77 | Long             | LON              | CORP              | US        |      530389 | PA      | $530723.05    | 0.04%             | 2030-07-31      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Gray Television, Inc.                                  | Gray Television, Inc. Term Loan First Lien                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         900 | PA      | $899.44       | 0.00%             | 2029-05-23      | Variable      | 8.95%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                          | Canadian National Railway Co.                                                     | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |       16459 | NS      | $1583346.98   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Finance, Inc.                               | Brookfield Finance, Inc.                                                          | CUSIP: 11271LAN2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $99332.23     | 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        |      277221 | PA      | $278579.38    | 0.02%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc, Series 000F                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |         833 | NS      | $372576.35    | 0.03%             | 2026-02-24      | Fixed         | 23.69%                | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | Deutsche Bank AG                                                                  | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $246849.14    | 0.02%             | 2034-10-30      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | USD Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |      830000 | PA      | $18808.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OVH Groupe SA                                          | OVH Groupe SA                                                                     | CUSIP: N/A<br>LEI: 9695001J8OSOVX4TP939       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $237627.84    | 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      | $1104102.89   | 0.08%             | 2037-10-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                           | CaixaBank SA                                                                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      200000 | PA      | $241821.05    | 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        |         535 | NS      | $1472812.73   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of the Philippines                            | Republic of Philippines                                                           | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    58720000 | PA      | $1047930.38   | 0.07%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       46000 | PA      | $-28.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc, Series 124i                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       14900 | NS      | $691061.12    | 0.05%             | 2026-02-27      | Fixed         | 36.95%                | No            |                  2 | On Loan: No      |
| QXO Building Products, Inc.                            | QXO Building Products, Inc., 1st Lien Term Loan B                                 | CUSIP: 07368RAM3<br>LEI: 549300HDXQWWCBOYXP31 | Long             | LON              | CORP              | US        |      111444 | PA      | $111551.43    | 0.01%             | 2032-04-30      | Variable      | 5.67%                 | 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      | $120037.10    | 0.01%             | 2038-07-15      | Floating      | 5.52%                 | 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      | $552270.50    | 0.04%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co.                                    | Vertiv Holdings Co., Class A                                                      | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |        1625 | NS      | $302542.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| X Corp.                                                | X Corp., 1st Lien Term Loan B1                                                    | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      914178 | PA      | $912084.50    | 0.06%             | 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        |      302000 | PA      | $364509.17    | 0.03%             | 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      | $180225.00    | 0.01%             | 2039-08-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                | Telefonica Emisiones SA                                                           | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |      100000 | PA      | $118710.27    | 0.01%             | 2031-01-19      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                             | Garda World Security Corp.                                                        | CUSIP: 36485MAM1<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      113000 | PA      | $115402.72    | 0.01%             | 2028-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP              | XPLR Infrastructure Operating Partners LP                                         | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      237000 | PA      | $241585.00    | 0.02%             | 2034-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Daiwa Securities Group, Inc.                           | Daiwa Securities Group, Inc.                                                      | CUSIP: N/A<br>LEI: 353800WRC7Y23PWFJG38       | Long             | EC               | CORP              | JP        |        4300 | NS      | $41900.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd.                                | Aristocrat Leisure Ltd.                                                           | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |        6312 | NS      | $234489.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-22178.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Crown Finance US, Inc.                                 | Crown Finance US, Inc., 1st Lien Term Loan                                        | CUSIP: 22834KAV3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      267942 | PA      | $260675.02    | 0.02%             | 2031-12-02      | Variable      | 8.19%                 | 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      | $2009684.40   | 0.14%             | 2037-10-24      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp.                                                             | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      557000 | PA      | $578731.91    | 0.04%             | 2030-05-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                      | Wolters Kluwer NV                                                                 | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |        2270 | NS      | $213160.04    | 0.01%             |  |  |  | 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        |      136329 | PA      | $135903.69    | 0.01%             | 2030-10-24      | Variable      | 6.92%                 | 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      | $587320.16    | 0.04%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                 | General Dynamics Corp.                                                            | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |         352 | NS      | $123583.68    | 0.01%             |  |  |  | No            |                  1 | 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        |      479666 | PA      | $479152.29    | 0.03%             | 2031-01-30      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                   | SoftBank Group Corp.                                                              | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      100000 | PA      | $122016.24    | 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        |        4576 | NS      | $656335.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp.               | Science Applications International Corp.                                          | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |       41000 | PA      | $40896.23     | 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        |       73153 | PA      | $73107.83     | 0.01%             | 2031-08-01      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                         | Czech Republic                                                                    | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    26160000 | PA      | $858701.17    | 0.06%             | 2040-04-24      | Fixed         | 1.50%                 | 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        |       51088 | PA      | $39635.56     | 0.00%             | 2029-11-15      | Variable      | 10.02%                | 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      | $143371.99    | 0.01%             | 2035-06-17      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Sultanate of Oman                                      | Oman Government Bond                                                              | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |      260000 | PA      | $280020.00    | 0.02%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Chobani LLC                                            | Chobani LLC                                                                       | CUSIP: 17027NAC6<br>LEI: 549300ISVDMZ91KNTR38 | Long             | DBT              | CORP              | US        |      281000 | PA      | $292254.05    | 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        |        1255 | NS      | $89736.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                               | Venture Global LNG, Inc.                                                          | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      326000 | PA      | $286789.79    | 0.02%             | 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      | $187000.00    | 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        |      288000 | PA      | $295658.78    | 0.02%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Recordati Industria Chimica e Farmaceutica SpA         | Recordati Industria Chimica e Farmaceutica SpA                                    | CUSIP: N/A<br>LEI: 815600FBF92FD3531704       | Long             | EC               | CORP              | IT        |        7407 | NS      | $408120.92    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CVR Energy, Inc.                                       | CVR Energy, Inc.                                                                  | CUSIP: 12662PAH1<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |       46000 | PA      | $45903.23     | 0.00%             | 2031-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                          | Equinix, Inc.                                                                     | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |         163 | NS      | $133811.59    | 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      | $123083.93    | 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      | $151025.00    | 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        |      162770 | PA      | $162932.77    | 0.01%             | 2032-05-28      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Deere & Co.                                            | Deere & Co.                                                                       | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |         163 | NS      | $86064.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Ltd.                                           | Valaris Ltd.                                                                      | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       78000 | PA      | $81502.98     | 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        |      115744 | PA      | $106389.69    | 0.01%             | 2046-07-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                            | Sysco Corp.                                                                       | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |        1938 | NS      | $162501.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co.                                          | Organon & Co., 1st Lien Term Loan                                                 | CUSIP: 68621XAG8<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |       89955 | PA      | $86986.33     | 0.01%             | 2031-05-19      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| TransDigm Group, Inc.                                  | TransDigm Group, Inc.                                                             | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         197 | NS      | $281225.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology, Inc.                                 | Amkor Technology, Inc.                                                            | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |       23000 | PA      | $23439.39     | 0.00%             | 2033-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | GBP Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |      904000 | PA      | $8223.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                         | 1011778 BC ULC                                                                    | CUSIP: 68245XAJ8<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |       55000 | PA      | $54675.02     | 0.00%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Swissquote Group Holding SA                            | Swissquote Group Holding SA (Registered)                                          | CUSIP: N/A<br>LEI: 549300O3WME82RDPEN66       | Long             | EC               | CORP              | CH        |          15 | NS      | $8539.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                          | Clearway Energy Operating LLC                                                     | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |       66000 | PA      | $65953.48     | 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      | $26966.78     | 0.00%             | 2029-12-31      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                               | Morgan Stanley Europe SE                                                          | CUSIP: 61780B103<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |         614 | NS      | $291366.52    | 0.02%             | 2026-03-06      | Fixed         | 24.50%                | 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      | $4865.00      | 0.00%             | 2030-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                                 | Eurofins Scientific SE                                                            | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | EC               | CORP              | LU        |         442 | NS      | $35754.72     | 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      | $28899.81     | 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      | $120250.56    | 0.01%             | 2038-10-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Grifols SA                                             | Grifols SA                                                                        | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |      155000 | PA      | $192081.08    | 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        |      388000 | PA      | $406633.67    | 0.03%             | 2030-07-15      | 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      | $4211.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                               | CenterPoint Energy, Inc., Series B                                                | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |       19000 | PA      | $20152.22     | 0.00%             | 2055-02-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       49221 | NS      | $2588376.50   | 0.18%             | 2026-03-06      | Fixed         | 13.59%                | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-206.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                  | OneMain Finance Corp.                                                             | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      126000 | PA      | $126645.62    | 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        |      274000 | PA      | $291135.14    | 0.02%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Tesco plc                                              | Tesco plc                                                                         | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |      178076 | NS      | $1036188.87   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Clarios Global LP                                      | Clarios Global LP, 1st Lien Term Loan                                             | CUSIP: C8000CAP8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |      556605 | PA      | $556777.55    | 0.04%             | 2032-01-28      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                               | Morgan Stanley Europe SE, Series 000x                                             | CUSIP: 61778P734<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        9366 | NS      | $3119796.67   | 0.22%             | 2026-02-10      | Fixed         | 27.09%                | No            |                  2 | On Loan: No      |
| Nova Ltd.                                              | Nova Ltd.                                                                         | CUSIP: N/A<br>LEI: 529900B2DSWE5V3SC292       | Long             | EC               | CORP              | IL        |         158 | NS      | $77127.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FANUC Corp.                                            | FANUC Corp.                                                                       | CUSIP: N/A<br>LEI: 529900QTSW745LOKW705       | Long             | EC               | CORP              | JP        |        3000 | NS      | $120463.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                           | Iberdrola SA                                                                      | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |       34373 | NS      | $772799.61    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                            | Cie Financiere Richemont SA (Registered)                                          | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |        1430 | NS      | $277576.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wilsonart LLC                                          | Wilsonart LLC                                                                     | CUSIP: 97246JAA6<br>LEI: 549300SAZRUMYKDJBY14 | Long             | DBT              | CORP              | US        |      104000 | PA      | $94994.80     | 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      | $143394.43    | 0.01%             | 2031-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | EUR Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      802000 | PA      | $5553.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AddTech AB                                             | AddTech AB, Class B                                                               | CUSIP: N/A<br>LEI: 549300QZ5U2IDRHPWL60       | Long             | EC               | CORP              | SE        |         152 | NS      | $4935.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Duomo Bidco SpA                                        | Duomo Bidco SpA                                                                   | CUSIP: N/A<br>LEI: 8156008BEDB552B30829       | Long             | DBT              | CORP              | IT        |      124000 | PA      | $147369.68    | 0.01%             | 2032-01-15      | Floating      | 5.31%                 | 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      | $41334.53     | 0.00%             | 2029-12-19      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| Electronic Arts, Inc.                                  | Electronic Arts, Inc.                                                             | CUSIP: 285512AF6<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |       46000 | PA      | $42718.98     | 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      | $242957.01    | 0.02%             | 2030-05-21      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | USD Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -622500 | PA      | $-295.48      | -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      | $445.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Consolidated Edison, Inc.                              | Consolidated Edison, Inc.                                                         | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |        1282 | NS      | $136699.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyocera Corp.                                          | Kyocera Corp.                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        3900 | NS      | $58510.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                    | Post Holdings, Inc.                                                               | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       82000 | PA      | $77683.86     | 0.01%             | 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        |      148750 | PA      | $157027.94    | 0.01%             | 2033-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Coherent Corp.                                         | Coherent Corp.                                                                    | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |       80000 | PA      | $79669.17     | 0.01%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Knorr-Bremse AG                                        | Knorr-Bremse AG                                                                   | CUSIP: N/A<br>LEI: 5299001GRRO0Z25YZT52       | Long             | EC               | CORP              | DE        |         115 | NS      | $13390.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                 | Freeport-McMoRan, Inc.                                                            | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |        3984 | NS      | $239956.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                | Citigroup Global Markets Holdings, Inc.                                           | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |        2928 | NS      | $2770074.31   | 0.19%             | 2026-03-04      | Fixed         | 11.42%                | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4945.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                     | Southern Co. (The)                                                                | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |       11382 | NS      | $1016526.42   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EMRLD Borrower LP                                      | EMRLD Borrower LP                                                                 | CUSIP: 26873CAB8<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |      173000 | PA      | $181504.51    | 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        |      833000 | PA      | $796080.86    | 0.06%             | 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      | $230200.50    | 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        |         302 | NS      | $183984.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | S&P 500 E-Mini Index                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         443 | NC      | $53996.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co. (The)                             | Sherwin-Williams Co. (The)                                                        | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |          99 | NS      | $35109.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Vopak NV                                   | Koninklijke Vopak NV                                                              | CUSIP: N/A<br>LEI: 724500UL634GFV1KYF10       | Long             | EC               | CORP              | NL        |        2696 | NS      | $134554.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                                   | Republic of Colombia                                                              | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  1846000000 | PA      | $393109.33    | 0.03%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        1400 | NS      | $144619.51    | 0.01%             | 2026-03-05      | Fixed         | 19.80%                | 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      | $29952.24     | 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        |      196000 | PA      | $179023.51    | 0.01%             | 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      | $172366.64    | 0.01%             | 2031-05-01      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       20847 | NS      | $2820065.01   | 0.20%             | 2026-02-06      | Fixed         | 10.20%                | No            |                  2 | On Loan: No      |
| Commerzbank AG                                         | Commerzbank AG                                                                    | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | EC               | CORP              | DE        |        2959 | NS      | $121628.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                           | OCP CLO Ltd., Series 2017-13A, Class AR2                                          | CUSIP: 67097LAV8<br>LEI: 254900M77QLN2EBJHE11 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1004501.80   | 0.07%             | 2037-11-26      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                               | Snam SpA                                                                          | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | EC               | CORP              | IT        |       50177 | NS      | $344850.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $33969.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Madison Safety & Flow LLC                              | Madison Safety & Flow LLC, 1st Lien Term Loan                                     | CUSIP: 55822DAN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      129972 | PA      | $130166.81    | 0.01%             | 2031-09-26      | Variable      | 6.17%                 | 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      | $42422.43     | 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      | $158521.50    | 0.01%             | 2036-07-03      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| OMNIA Partners LLC                                     | OMNIA Partners LLC, 1st Lien Term Loan C                                          | CUSIP: 68218HAE7<br>LEI: 254900ZD1P5CVG9GOS22 | Long             | LON              | CORP              | US        |      212417 | PA      | $212444.49    | 0.01%             | 2032-12-31      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc.                                                                   | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       11499 | NS      | $1330549.29   | 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      | $6750.00      | 0.00%             | 2024-07-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | NDIRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   684677240 | PA      | $9233.39      | 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        |        1700 | NS      | $104496.80    | 0.01%             | 2026-03-05      | Fixed         | 24.04%                | No            |                  2 | On Loan: No      |
| 3i Group plc                                           | 3i Group plc                                                                      | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |         865 | NS      | $39737.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fast Retailing Co. Ltd.                                | Fast Retailing Co. Ltd.                                                           | CUSIP: N/A<br>LEI: 353800ZCXKHDPY0N5218       | Long             | EC               | CORP              | JP        |         600 | NS      | $228919.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SCC Power plc                                          | SCC Power plc                                                                     | CUSIP: 78397YAC6<br>LEI: 529900IYGYC6VSDSDF37 | Long             | DBT              | CORP              | GB        |      223943 | PA      | $54866.04     | 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        |      142646 | NS      | $904455.21    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Franc                                            | Swiss Franc                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CH        |       22265 | OU      | $28800.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Images, Inc.                                     | Getty Images, Inc.                                                                | CUSIP: 374276AM5<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |      103000 | PA      | $92194.56     | 0.01%             | 2030-02-21      | Fixed         | 11.25%                | 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        |      150000 | PA      | $143457.99    | 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      | $65444.24     | 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        |       18740 | NS      | $222975.34    | 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      | $820768.75    | 0.06%             | 2034-10-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                           | Vistra Corp.                                                                      | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |      222000 | PA      | $225357.53    | 0.02%             | 2026-12-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Amplifon SpA                                           | Amplifon SpA                                                                      | CUSIP: N/A<br>LEI: ZYXJDNVM2JI3VBM8G556       | Long             | EC               | CORP              | IT        |        1631 | NS      | $26296.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Moog, Inc.                                             | Moog, Inc., Class A                                                               | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |         239 | NS      | $72978.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank (The)                            | Toronto-Dominion Bank (The)                                                       | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |        1713 | NS      | $522653.44    | 0.04%             | 2026-03-03      | Fixed         | 19.45%                | No            |                  2 | On Loan: No      |
| Cousins Properties, Inc.                               | Cousins Properties, Inc.                                                          | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |       35630 | NS      | $899301.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| APCOA GmbH                                             | APCOA GmbH                                                                        | CUSIP: N/A<br>LEI: 529900H8FIYAOV5FUW68       | Long             | DBT              | CORP              | DE        |      555000 | PA      | $667794.75    | 0.05%             | 2031-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Ltd.                      | Singapore Telecommunications Ltd.                                                 | CUSIP: N/A<br>LEI: 2549003XJKIQO8YDYD89       | Long             | EC               | CORP              | SG        |      213200 | NS      | $769372.94    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                  | Axon Enterprise, Inc.                                                             | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |          89 | NS      | $43038.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Centurion Accommodation REIT                           | Centurion Accommodation REIT                                                      | CUSIP: N/A<br>LEI: 254900NE2W0T2HDOXF24       | Long             | EC               | CORP              | SG        |       58800 | NS      | $51687.82     | 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      | $-111395.64   | -0.01%            |  |  |  | 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        |       21597 | PA      | $16009.19     | 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        |      226000 | PA      | $234876.38    | 0.02%             | 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      | $618620.74    | 0.04%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| EDP SA                                                 | EDP SA                                                                            | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | EC               | CORP              | PT        |       46522 | NS      | $237887.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                     | Canadian Imperial Bank of Commerce                                                | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |         859 | NS      | $427755.78    | 0.03%             | 2026-02-27      | Fixed         | 53.40%                | No            |                  2 | On Loan: No      |
| ASM International NV                                   | ASM International NV                                                              | CUSIP: N/A<br>LEI: 7245001I22ND6ZFHX623       | Long             | EC               | CORP              | NL        |         269 | NS      | $225915.31    | 0.02%             |  |  |  | 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        |      114710 | PA      | $114184.23    | 0.01%             | 2030-03-18      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                 | Arab Republic of Egypt Treasury Bills                                             | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |    55600000 | PA      | $1114043.68   | 0.08%             | 2026-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                           | Tallgrass Energy Partners LP                                                      | CUSIP: 87470LAD3<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |       41000 | PA      | $40985.84     | 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        |        2960 | NS      | $145040.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enagas SA                                              | Enagas SA                                                                         | CUSIP: N/A<br>LEI: 213800OU3FQKGM4M2U23       | Long             | EC               | CORP              | ES        |        1690 | NS      | $27815.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CyberAgent, Inc.                                       | CyberAgent, Inc.                                                                  | CUSIP: N/A<br>LEI: 3538006T5KZABPGS8Q08       | Long             | EC               | CORP              | JP        |       12700 | NS      | $115215.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                              | Zayo Group Holdings, Inc.                                                         | CUSIP: 98919VAD7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |       65987 | PA      | $60585.30     | 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      | $16990.00     | 0.00%             | 2028-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Terex Corp.                                            | Terex Corp.                                                                       | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |      124000 | PA      | $126964.74    | 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      | $204084.40    | 0.01%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Williams-Sonoma, Inc.                                  | Williams-Sonoma, Inc.                                                             | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |          66 | NS      | $13506.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TUI Cruises GmbH                                       | TUI Cruises GmbH                                                                  | CUSIP: N/A<br>LEI: 529900SVD83QUUIZYY18       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $122822.36    | 0.01%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Hanwha Aerospace Co. Ltd.                              | Hanwha Aerospace Co. Ltd.                                                         | CUSIP: N/A<br>LEI: 9884001NSUA8FQKQWR25       | Long             | EC               | CORP              | KR        |         180 | NS      | $162032.63    | 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      | $100187.50    | 0.01%             | 2037-05-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                   | SoftBank Group Corp.                                                              | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      103000 | PA      | $125788.76    | 0.01%             | 2033-07-10      | Fixed         | 6.38%                 | 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      | $116010.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HEICO Corp.                                            | HEICO Corp.                                                                       | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |         551 | NS      | $182331.41    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Calpine Corp.                                          | Calpine Corp.                                                                     | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |        2000 | PA      | $1998.25      | 0.00%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                            | Toronto-Dominion Bank (The)                                                       | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |         800 | NS      | $161409.55    | 0.01%             | 2026-03-16      | Fixed         | 27.21%                | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                     | Venture Global Plaquemines LNG LLC                                                | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      533000 | PA      | $553146.50    | 0.04%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Azule Energy Finance plc                               | Azule Energy Finance plc                                                          | CUSIP: 05501YAB4<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $200220.00    | 0.01%             | 2031-01-22      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Herschend Entertainment Co. LLC                        | Herschend Entertainment Co. LLC, 1st Lien Term Loan B                             | CUSIP: 42778EAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       22000 | PA      | $22038.50     | 0.00%             | 2032-05-27      | Variable      | 5.92%                 | 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        |        1167 | NS      | $4218387.54   | 0.29%             | 2026-03-04      | Fixed         | 17.46%                | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                       | CCO Holdings LLC                                                                  | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       54000 | PA      | $45613.29     | 0.00%             | 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        |      221000 | PA      | $225978.03    | 0.02%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | NDIRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  3740550000 | PA      | $-31367.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Legrand SA                                             | Legrand SA                                                                        | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               | CORP              | FR        |         537 | NS      | $85736.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Israel Discount Bank Ltd.                              | Israel Discount Bank Ltd., Class A                                                | CUSIP: 465074201<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |        3862 | NS      | $45499.63     | 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      | $-411.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Telia Co. AB                                           | Telia Co. AB                                                                      | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | EC               | CORP              | SE        |       19746 | NS      | $90208.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freeport LNG Investments LLLP                          | Freeport LNG Investments LLLP, 1st Lien Term Loan B                               | CUSIP: 35670CAC2<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |      510634 | PA      | $510633.95    | 0.04%             | 2028-12-21      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Sodexo SA                                              | Sodexo SA                                                                         | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | EC               | CORP              | FR        |        2560 | NS      | $130794.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yuan Renminbi                                          | Yuan Renminbi                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CN        |      154807 | OU      | $22240.57     | 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      | $-23428.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Computershare Ltd.                                     | Computershare Ltd.                                                                | CUSIP: N/A<br>LEI: 21380085HOKTMGLV9G93       | Long             | EC               | CORP              | AU        |        4867 | NS      | $110532.35    | 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        |        5643 | PA      | $978.15       | 0.00%             | 2028-11-30      | Variable      | 10.48%                | No            |                  3 | On Loan: No      |
| Morgan Stanley & Co. LLC                               | Morgan Stanley & Co. LLC                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | SN               | CORP              | US        |        3800 | NS      | $228147.96    | 0.02%             | 2026-03-09      | Fixed         | 22.52%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc, Series GMUh                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       16881 | NS      | $4013197.91   | 0.28%             | 2026-03-03      | Fixed         | 20.72%                | 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        |      114558 | PA      | $114176.25    | 0.01%             | 2031-07-02      | Variable      | 6.67%                 | 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      | $2006297.20   | 0.14%             | 2037-07-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                       | S&P Global, Inc.                                                                  | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |        1028 | NS      | $542568.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eutelsat SA                                            | Eutelsat SA                                                                       | CUSIP: N/A<br>LEI: 549300MCOOY1V7P2PG30       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $114519.65    | 0.01%             | 2028-10-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                          | Freedom Mortgage Holdings LLC                                                     | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |       58000 | PA      | $57557.71     | 0.00%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                     | Chemours Co. (The)                                                                | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |       15000 | PA      | $13987.37     | 0.00%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Vivion Investments SARL                                | Vivion Investments Sarl                                                           | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $111585.74    | 0.01%             | 2031-03-08      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc, Series 124h                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        5220 | NS      | $618855.72    | 0.04%             | 2026-02-27      | Fixed         | 19.89%                | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                               | Wynn Resorts Finance LLC                                                          | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      289000 | PA      | $294441.29    | 0.02%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fresenius Medical Care AG                              | Fresenius Medical Care AG                                                         | CUSIP: N/A<br>LEI: 549300CP8NY40UP89Q40       | Long             | EC               | CORP              | DE        |        1033 | NS      | $46504.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                  | Republic of Guatemala                                                             | CUSIP: 401494AW9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      225000 | PA      | $240750.00    | 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      | $21857.54     | 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      | $29380.02     | 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      | $34531.25     | 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      | $63989.83     | 0.00%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CompoSecure Holdings LLC                               | CompoSecure Holdings LLC                                                          | CUSIP: 20459XAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      258000 | PA      | $257174.40    | 0.02%             | 2033-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                           | Focus Financial Partners LLC                                                      | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |      276000 | PA      | $282549.48    | 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      | $132924.89    | 0.01%             | 2028-10-04      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Yen                                                    | Yen                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | JP        |     1763972 | OU      | $11398.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                      | Eversource Energy                                                                 | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |        2016 | NS      | $139366.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                           | UBS Group AG                                                                      | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $204933.00    | 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        |        5289 | NS      | $324467.86    | 0.02%             |  |  |  | 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      | $122462.31    | 0.01%             | 2030-05-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Wesfarmers Ltd.                                        | Wesfarmers Ltd.                                                                   | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Long             | EC               | CORP              | AU        |        3391 | NS      | $195615.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                           | Nasdaq, Inc.                                                                      | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |        1754 | NS      | $169945.06    | 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        |      769950 | PA      | $768709.99    | 0.05%             | 2030-05-31      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                            | IQVIA, Inc.                                                                       | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      137000 | PA      | $142336.15    | 0.01%             | 2032-06-01      | Fixed         | 6.25%                 | 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        |      424182 | PA      | $421691.96    | 0.03%             | 2032-04-01      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb, Inc.                                    | Bausch + Lomb Netherlands BV                                                      | CUSIP: N/A<br>LEI: 894500KLOKHY6FFDSA39       | Long             | DBT              | CORP              | CA        |      100000 | PA      | $119732.31    | 0.01%             | 2031-01-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       34901 | NS      | $2157648.10   | 0.15%             | 2026-02-20      | Fixed         | 15.97%                | No            |                  2 | On Loan: No      |
| Mobico Group plc                                       | Mobico Group plc                                                                  | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |      259000 | PA      | $260661.04    | 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        |       21000 | PA      | $21984.38     | 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        |      858088 | PA      | $850793.98    | 0.06%             | 2031-12-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                                    | Japan Tobacco, Inc.                                                               | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               | CORP              | JP        |        9000 | NS      | $325275.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                              | Republic of Turkiye (The)                                                         | CUSIP: 900123DT4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      200000 | PA      | $198000.00    | 0.01%             | 2033-03-14      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Hyperion Refinance SARL                                | Hyperion Refinance SARL, 1st Lien Term Loan                                       | CUSIP: G4712JBB7<br>LEI: 213800R6D9EVRN5D3117 | Long             | LON              | CORP              | LU        |      628665 | PA      | $627357.16    | 0.04%             | 2031-02-17      | Variable      | 6.42%                 | 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        |       25071 | PA      | $25114.54     | 0.00%             | 2028-06-01      | Variable      | 9.72%                 | 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      | $34004.50     | 0.00%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                      | Alliant Holdings Intermediate LLC                                                 | CUSIP: 01883LAD5<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |      855000 | PA      | $852295.81    | 0.06%             | 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        |       75000 | PA      | $73148.82     | 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      | $248860.00    | 0.02%             | 2034-04-03      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                          | Nomura Bank International plc                                                     | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |        9200 | NS      | $197956.24    | 0.01%             | 2026-03-09      | Fixed         | 23.54%                | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                        | TransDigm, Inc.                                                                   | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      137000 | PA      | $139305.57    | 0.01%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                               | Mizuho Markets Cayman LP                                                          | CUSIP: 60701B853<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |        3972 | NS      | $833041.66    | 0.06%             | 2026-02-25      | Fixed         | 45.37%                | 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        |       97314 | PA      | $96159.14     | 0.01%             | 2031-05-01      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                  | Avantor Funding, Inc.                                                             | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |      124000 | PA      | $123045.75    | 0.01%             | 2028-07-15      | 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      | $1313.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                           | OCP CLO Ltd., Series 2020-18A, Class A1R2                                         | CUSIP: 671078AW3<br>LEI: 254900MN6N176YEZLX15 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1003700.00   | 0.07%             | 2037-07-20      | Floating      | 5.04%                 | 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      | $236853.06    | 0.02%             | 2032-10-08      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                   | Otis Worldwide Corp.                                                              | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |         311 | NS      | $26565.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SMC Corp.                                              | SMC Corp.                                                                         | CUSIP: N/A<br>LEI: 353800O40V08DOZ70X62       | Long             | EC               | CORP              | JP        |         100 | NS      | $38877.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                               | Darden Restaurants, Inc.                                                          | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |         161 | NS      | $32095.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Issuances SA                                    | Encore Issuances SA                                                               | CUSIP: N/A<br>LEI: 529900AZGF6OODGSBY09       | Long             | DBT              | CORP              | LU        |       99193 | PA      | $118032.44    | 0.01%             | 2026-08-14      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Airtel Africa plc                                      | Airtel Africa plc                                                                 | CUSIP: N/A<br>LEI: 254900ZNZDQL6OWQH623       | Long             | EC               | CORP              | GB        |        5202 | NS      | $22680.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deep Blue Operating I LLC                              | Deep Blue Operating I LLC, 1st Lien Term Loan                                     | CUSIP: 24369TAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       72000 | PA      | $72135.36     | 0.00%             | 2032-10-01      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| Installed Building Products, Inc.                      | Installed Building Products, Inc.                                                 | CUSIP: 45780RAB7<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |       78000 | PA      | $78448.35     | 0.01%             | 2034-02-01      | Fixed         | 5.62%                 | 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        |      402125 | PA      | $403214.67    | 0.03%             | 2031-01-27      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Anticimex Global AB                                    | Anticimex Global AB, Facility 1st Lien Term Loan B8                               | CUSIP: 03703HAD8<br>LEI: N/A                  | Long             | LON              | CORP              | SE        |      118616 | PA      | $118785.95    | 0.01%             | 2031-11-17      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                      | Rocket Cos., Inc.                                                                 | CUSIP: 77311WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      390000 | PA      | $407544.93    | 0.03%             | 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        |      381084 | PA      | $350455.87    | 0.02%             | 2028-06-02      | Variable      | 7.85%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                    | Buckeye Partners LP                                                               | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |       23000 | PA      | $24098.66     | 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        |       74336 | PA      | $73127.78     | 0.01%             | 2028-10-20      | Variable      | 6.33%                 | 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        |      736268 | PA      | $737519.78    | 0.05%             | 2031-10-31      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                            | Crescent Energy Finance LLC                                                       | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |       80000 | PA      | $79594.69     | 0.01%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                              | Gecina SA                                                                         | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | EC               | CORP              | FR        |         107 | NS      | $9828.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                        | Live Nation Entertainment, Inc., 1st Lien Term Loan B                             | CUSIP: 53803HAY6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | LON              | CORP              | US        |      409000 | PA      | $407977.50    | 0.03%             | 2032-10-21      | Variable      | 5.67%                 | No            |                  3 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       13147 | NS      | $2424115.60   | 0.17%             | 2026-02-13      | Fixed         | 12.46%                | 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        |      308029 | PA      | $259708.57    | 0.02%             | 2028-07-03      | Variable      | 7.70%                 | 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        |      273020 | PA      | $272735.67    | 0.02%             | 2031-05-19      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Discovery Purchaser Corp.                              | Discovery Purchaser Corp., 1st Lien Term Loan                                     | CUSIP: 25471NAC0<br>LEI: 2549001LSO1ZBIPA5D65 | Long             | LON              | CORP              | US        |      294102 | PA      | $274985.23    | 0.02%             | 2029-10-04      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Propulsion (BC) Finco SARL                             | Propulsion BC Finco SARL, 1st Lien Term Loan                                      | CUSIP: 74347UAG5<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |      152773 | PA      | $152869.46    | 0.01%             | 2032-12-01      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Kajima Corp.                                           | Kajima Corp.                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       10600 | NS      | $432435.15    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| VF Corp.                                               | VF Corp.                                                                          | CUSIP: 918204BE7<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |      100000 | PA      | $120011.50    | 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      | $417988.79    | 0.03%             | 2032-10-29      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| AHP Health Partners, Inc.                              | AHP Health Partners, Inc., 1st Lien Term Loan B                                   | CUSIP: 00130MAL8<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | LON              | CORP              | US        |       45351 | PA      | $45294.34     | 0.00%             | 2032-09-20      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Sotera Health Holdings LLC                             | Sotera Health Holdings LLC, 1st Lien Term Loan                                    | CUSIP: 83600VAH4<br>LEI: 549300OVT7MBXFLOFU20 | Long             | LON              | CORP              | US        |      582706 | PA      | $584162.68    | 0.04%             | 2031-05-30      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-32113.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AZZ, Inc.                                              | AZZ, Inc., 1st Lien Term Loan                                                     | CUSIP: 00247NAG7<br>LEI: 549300HD1X2NFLWPYC83 | Long             | LON              | CORP              | US        |       24938 | PA      | $25000.67     | 0.00%             | 2029-05-14      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                     | AmWINS Group, Inc.                                                                | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |      106000 | PA      | $104584.13    | 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        |      257157 | PA      | $257478.70    | 0.02%             | 2041-03-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | Deutsche Bank AG                                                                  | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $261062.67    | 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        |         244 | NS      | $15454.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp.                                          | Fortive Corp.                                                                     | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |        3125 | NS      | $165031.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aretec Group, Inc.                                     | Aretec Group, Inc., 1st Lien Term Loan B4                                         | CUSIP: 04009DAJ3<br>LEI: 549300NV2T8A33L0PQ58 | Long             | LON              | CORP              | US        |      127979 | PA      | $127291.36    | 0.01%             | 2030-08-09      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Hoya Corp.                                             | Hoya Corp.                                                                        | CUSIP: N/A<br>LEI: 353800X4VR3BHEUCJB42       | Long             | EC               | CORP              | JP        |         700 | NS      | $117429.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                         | Univision Communications, Inc.                                                    | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      130000 | PA      | $139965.28    | 0.01%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds                              | BlackRock Liquidity Funds, T-Fund, Institutional Class                            | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        |   121429766 | NS      | $121429766.49 | 8.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                         | Broadcom, Inc.                                                                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |         645 | NS      | $213688.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Dollar                                        | Canadian Dollar                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CA        |       20394 | OU      | $14977.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp.                                         | McKesson Corp.                                                                    | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |        1613 | NS      | $1340741.73   | 0.09%             |  |  |  | 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        |      973262 | PA      | $975578.73    | 0.07%             | 2032-08-12      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| LABL, Inc.                                             | LABL, Inc.                                                                        | CUSIP: 50168QAE5<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |      209000 | PA      | $95095.00     | 0.01%             | 2028-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1070.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                     | Energy Transfer LP                                                                | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      309000 | PA      | $319304.84    | 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        |        5400 | NS      | $87664.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                     | J.P. Morgan Structured Products BV, Series CCzt                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |         978 | NS      | $655999.11    | 0.05%             | 2026-02-25      | Fixed         | 31.16%                | No            |                  2 | On Loan: No      |
| Republic of Colombia                                   | Republic of Colombia                                                              | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   929400000 | PA      | $155475.50    | 0.01%             | 2050-10-26      | Fixed         | 7.25%                 | 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        |       79749 | PA      | $79795.03     | 0.01%             | 2029-11-16      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Howden UK Refinance plc                                | Howden UK Refinance plc                                                           | CUSIP: 44287GAA4<br>LEI: 87550008DPN8BDG67910 | Long             | DBT              | CORP              | GB        |      807000 | PA      | $834656.70    | 0.06%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DSM-Firmenich AG                                       | DSM-Firmenich AG                                                                  | CUSIP: N/A<br>LEI: 506700G44V67MPM4BI12       | Long             | EC               | CORP              | CH        |        6432 | NS      | $507186.40    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Jane Street Group                                      | Jane Street Group                                                                 | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |      129000 | PA      | $134177.89    | 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      | $74657.51     | 0.01%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |        3864 | NS      | $338600.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                      | Wells Fargo & Co.                                                                 | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       44000 | PA      | $46017.16     | 0.00%             | 2029-09-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | Bank of Montreal                                                                  | CUSIP: 06370D530<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        1042 | NS      | $717753.05    | 0.05%             | 2026-02-11      | Fixed         | 26.89%                | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                     | Wand NewCo 3, Inc.                                                                | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |      318000 | PA      | $334360.46    | 0.02%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                               | Morgan Stanley Europe SE                                                          | CUSIP: 61780B145<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        3900 | NS      | $398844.74    | 0.03%             | 2026-03-16      | Fixed         | 13.75%                | No            |                  2 | On Loan: No      |
| Altice France SA                                       | Altice France SA                                                                  | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      166296 | PA      | $162422.97    | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4840.34     | -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      | $38.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Electric Industries Ltd.                      | Sumitomo Electric Industries Ltd.                                                 | CUSIP: N/A<br>LEI: 5493005SP87FL5TOS202       | Long             | EC               | CORP              | JP        |        1800 | NS      | $78803.17     | 0.01%             |  |  |  | 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      | $47936.05     | 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: N/A                  | Long             | LON              | CORP              | US        |      401884 | PA      | $402322.01    | 0.03%             | 2030-12-20      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| ABB Ltd.                                               | ABB Ltd. (Registered)                                                             | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |        9644 | NS      | $830330.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| London Stock Exchange Group plc                        | London Stock Exchange Group plc                                                   | CUSIP: N/A<br>LEI: 213800QAUUUP6I445N30       | Long             | EC               | CORP              | GB        |        1691 | NS      | $188617.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE Systems plc                                        | BAE Systems plc                                                                   | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |       30147 | NS      | $818398.93    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                   | Osaic Holdings, Inc., 1st Lien Term Loan                                          | CUSIP: 68773JAG5<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |      504000 | PA      | $499529.52    | 0.03%             | 2032-08-02      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                        | Danske Bank A/S                                                                   | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | EC               | CORP              | DK        |         229 | NS      | $11667.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IG Group Holdings plc                                  | IG Group Holdings plc                                                             | CUSIP: N/A<br>LEI: 2138003A5Q1M7ANOUD76       | Long             | EC               | CORP              | GB        |        1545 | NS      | $28662.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aroundtown SA                                          | Aroundtown SA                                                                     | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $116934.34    | 0.01%             | 2026-04-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd.                           | Northern Star Resources Ltd.                                                      | CUSIP: N/A<br>LEI: 254900XFXCRYYZAX6M78       | Long             | EC               | CORP              | AU        |         336 | NS      | $6176.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                    | Abbott Laboratories                                                               | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       10484 | NS      | $1145901.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Holdings II LLC                            | Match Group Holdings II LLC                                                       | CUSIP: 57667JAC6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      145000 | PA      | $145538.41    | 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        |        8653 | NS      | $465185.28    | 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        |      425214 | PA      | $392128.50    | 0.03%             | 2028-02-01      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-240.16      | -0.00%            |  |  |  | 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      | $200000.08    | 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      | $83059.26     | 0.01%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Kao Corp.                                              | Kao Corp.                                                                         | CUSIP: N/A<br>LEI: 353800HM38HFCB8RGL63       | Long             | EC               | CORP              | JP        |        1200 | NS      | $48002.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                   | Meta Platforms, Inc., Class A                                                     | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |         714 | NS      | $511581.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Albion Financing 1 SARL                                | Albion Financing 1 SARL                                                           | CUSIP: 01330AAA4<br>LEI: 259400W9CABUZBRDLP97 | Long             | DBT              | CORP              | LU        |      400000 | PA      | $416904.80    | 0.03%             | 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        |      141000 | PA      | $140109.22    | 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        |       16700 | NS      | $608201.31    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bracken MidCo1 plc                                     | Bracken MidCo1 plc                                                                | CUSIP: N/A<br>LEI: 213800AFGHKES7J58805       | Long             | DBT              | CORP              | GB        |      213000 | PA      | $289979.06    | 0.02%             | 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        |       14407 | NS      | $1483344.72   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Raizen Fuels Finance SA                                | Raizen Fuels Finance SA                                                           | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      282000 | PA      | $231945.00    | 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        |       27390 | NS      | $1070953.40   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Products & Chemicals, Inc.                         | Air Products & Chemicals, Inc.                                                    | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |        1183 | NS      | $322367.50    | 0.02%             |  |  |  | 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      | $187702.18    | 0.01%             | 2033-02-15      | Fixed         | 6.12%                 | 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      | $170554.77    | 0.01%             | 2032-07-15      | Fixed         | 4.50%                 | 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      | $31697.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saab AB                                                | Saab AB, Class B                                                                  | CUSIP: N/A<br>LEI: 549300ZHO4JCQQI13M69       | Long             | EC               | CORP              | SE        |        5352 | NS      | $417578.54    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                            | Capital One Financial Corp.                                                       | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |         620 | NS      | $135736.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       36016 | NS      | $3078362.95   | 0.21%             | 2026-02-03      | Fixed         | 12.09%                | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp.                                 | Costco Wholesale Corp.                                                            | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |        1202 | NS      | $1130180.50   | 0.08%             |  |  |  | No            |                  1 | 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      | $606511.77    | 0.04%             | 2039-06-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| STL Holding Co. LLC                                    | STL Holding Co. LLC                                                               | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |       27000 | PA      | $28392.63     | 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      | $246175.86    | 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      | $44342.29     | 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        |      324601 | PA      | $318108.76    | 0.02%             | 2031-12-09      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| BWX Technologies, Inc.                                 | BWX Technologies, Inc.                                                            | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |         565 | NS      | $116067.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FUJIFILM Holdings Corp.                                | FUJIFILM Holdings Corp.                                                           | CUSIP: N/A<br>LEI: 529900UBKMFM0ST6H474       | Long             | EC               | CORP              | JP        |       26300 | NS      | $525349.33    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Atos SE                                                | Atos SE                                                                           | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | SN               | CORP              | FR        |      220205 | PA      | $193409.94    | 0.01%             | 2032-12-18      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| East Japan Railway Co.                                 | East Japan Railway Co.                                                            | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | EC               | CORP              | JP        |        6100 | NS      | $153135.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Manitowoc Co., Inc. (The)                              | Manitowoc Co., Inc. (The)                                                         | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |       68000 | PA      | $73855.34     | 0.01%             | 2031-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Amber Finco plc                                        | Amber Finco plc                                                                   | CUSIP: N/A<br>LEI: 9845004C0870D380O790       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $124012.28    | 0.01%             | 2029-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                              | First Abu Dhabi Bank PJSC                                                         | CUSIP: N/A<br>LEI: 2138002Y3WMK6RZS8H90       | Long             | DBT              | CORP              | AE        |      200000 | PA      | $201850.00    | 0.01%             | 2031-05-28      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp.                                   | Carrier Global Corp.                                                              | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |        5128 | NS      | $305526.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       34708 | NS      | $4071037.80   | 0.28%             | 2026-02-04      | Fixed         | 13.60%                | No            |                  2 | On Loan: No      |
| Sunoco LP                                              | Sunoco LP                                                                         | CUSIP: 86765KAL3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      252000 | PA      | $259895.48    | 0.02%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MKS, Inc.                                              | MKS, Inc., 1st Lien Term Loan B                                                   | CUSIP: 55314NAZ7<br>LEI: 549300KEQATBHAGVF505 | Long             | LON              | CORP              | US        |      537504 | PA      | $538176.05    | 0.04%             | 2029-08-17      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                            | Allied Universal Holdco LLC                                                       | CUSIP: 049362AA4<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |      647000 | PA      | $639405.32    | 0.04%             | 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        |      200000 | PA      | $240347.49    | 0.02%             | 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      | $47514.87     | 0.00%             | 2032-04-01      | 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      | $1380.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Meade Pipeline Co. LLC                                 | Meade Pipeline Co. LLC, 1st Lien Term Loan                                        | CUSIP: 58307PAB8<br>LEI: 254900UZE9CEDHUYSZ47 | Long             | LON              | CORP              | US        |       66000 | PA      | $66041.58     | 0.00%             | 2032-09-22      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Generac Holdings, Inc.                                 | Generac Holdings, Inc.                                                            | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |         959 | NS      | $161150.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Romania                                                | Romania Government Bond                                                           | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       72000 | PA      | $73008.00     | 0.01%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                               | AthenaHealth Group, Inc., 1st Lien Term Loan                                      | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |      650621 | PA      | $641538.49    | 0.04%             | 2029-02-15      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                  | Navoi Mining & Metallurgical Combinat                                             | CUSIP: 63890CAB0<br>LEI: 213800YLNAGERZ4C3M60 | Long             | DBT              | CORP              | UZ        |      200000 | PA      | $213788.00    | 0.01%             | 2031-10-17      | Fixed         | 6.95%                 | 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      | $231665.44    | 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      | $234134.94    | 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      | $119847.27    | 0.01%             | 2038-10-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Pinnacle Buyer LLC                                     | Pinnacle Buyer LLC Delayed Draw Loan First Lien                                   | CUSIP: 72349UAC6<br>LEI: 254900F51XXB8NHJPB58 | Long             | LON              | CORP              | US        |       41907 | PA      | $41907.12     | 0.00%             | 2032-10-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Sable International Finance Ltd.                       | Sable International Finance Ltd.                                                  | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |      400000 | PA      | $405148.00    | 0.03%             | 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        |      529022 | PA      | $528361.09    | 0.04%             | 2029-11-21      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Versant Media Group, Inc.                              | Versant Media Group, Inc.                                                         | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |       42000 | PA      | $43041.16     | 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      | $1152074.95   | 0.08%             | 2042-08-19      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                     | Canadian Imperial Bank of Commerce                                                | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |        7182 | NS      | $580990.12    | 0.04%             | 2026-02-25      | Fixed         | 21.80%                | No            |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC                              | Stonepeak Nile Parent LLC                                                         | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |       28000 | PA      | $29579.03     | 0.00%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |         640 | NS      | $222372.53    | 0.02%             | 2026-02-02      | Fixed         | 29.22%                | No            |                  2 | On Loan: No      |
| CompoSecure Holdings LLC                               | CompoSecure Holdings LLC, 1st Lien Term Loan                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      428000 | PA      | $426664.64    | 0.03%             | 2033-01-14      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Nokia OYJ                                              | Nokia OYJ                                                                         | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | EC               | CORP              | FI        |       22407 | NS      | $144321.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                 | LifePoint Health, Inc.                                                            | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      264000 | PA      | $287912.33    | 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      | $83115.87     | 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        |       13800 | NS      | $307557.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                        | ASML Holding NV                                                                   | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |        1394 | NS      | $1998865.01   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Navient Corp.                                          | Navient Corp.                                                                     | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |        3000 | PA      | $3230.84      | 0.00%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        2481 | NS      | $1152813.32   | 0.08%             | 2026-02-06      | Fixed         | 15.41%                | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                            | Beach Acquisition Bidco LLC                                                       | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |      843238 | PA      | $927848.87    | 0.06%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                            | Keysight Technologies, Inc.                                                       | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |         209 | NS      | $45212.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                    | Ascent Resources Utica Holdings LLC                                               | CUSIP: 04364VBA0<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |       63000 | PA      | $65236.06     | 0.00%             | 2033-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                      | Philip Morris International, Inc.                                                 | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |        4825 | NS      | $865798.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       51656 | NS      | $2179327.50   | 0.15%             | 2026-02-11      | Fixed         | 19.65%                | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                | RHP Hotel Properties LP, 1st Lien Term Loan B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      273973 | PA      | $273545.75    | 0.02%             | 2030-05-18      | Variable      | 5.47%                 | No            |                  3 | On Loan: No      |
| Air France-KLM                                         | Air France-KLM                                                                    | CUSIP: N/A<br>LEI: 969500AQW31GYO8JZD66       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $121478.50    | 0.01%             | 2030-05-21      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Sage Group plc (The)                                   | Sage Group plc (The)                                                              | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | EC               | CORP              | GB        |       40397 | NS      | $529734.15    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd.                                    | Qantas Airways Ltd.                                                               | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | EC               | CORP              | AU        |        7801 | NS      | $54541.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Darling Ingredients, Inc.                              | Darling Ingredients, Inc.                                                         | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |       52000 | PA      | $52692.43     | 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      | $371867.12    | 0.03%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | USD Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -1245000 | PA      | $-38.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo SpA                                           | Leonardo SpA                                                                      | CUSIP: N/A<br>LEI: 529900X4EEX1U9LN3U39       | Long             | EC               | CORP              | IT        |        6065 | NS      | $405303.56    | 0.03%             |  |  |  | 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        |        3401 | NS      | $314678.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kubota Corp.                                           | Kubota Corp.                                                                      | CUSIP: N/A<br>LEI: 549300CSY4INHEHQQT13       | Long             | EC               | CORP              | JP        |       22400 | NS      | $343205.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                                 | AP Moller - Maersk A/S, Class A                                                   | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |           9 | NS      | $22069.52     | 0.00%             |  |  |  | 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      | $1504761.45   | 0.10%             | 2038-03-31      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| BPER Banca SpA                                         | BPER Banca SpA                                                                    | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | EC               | CORP              | IT        |        4556 | NS      | $64164.16     | 0.00%             |  |  |  | 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      | $174508.32    | 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      | $21742.28     | 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      | $193388.93    | 0.01%             | 2031-01-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7.81        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rentokil Initial plc                                   | Rentokil Initial plc                                                              | CUSIP: N/A<br>LEI: 549300VN4WV7Z6T14K68       | Long             | EC               | CORP              | GB        |      116282 | NS      | $721741.01    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Northriver Midstream Finance LP                        | Northriver Midstream Finance LP                                                   | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |       37000 | PA      | $37644.21     | 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        |       75000 | PA      | $77906.25     | 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      | $37098.53     | 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        |       54602 | NS      | $2538029.53   | 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      | $56303.10     | 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      | $713776.87    | 0.05%             | 2038-10-15      | Floating      | 6.04%                 | 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      | $-143.41      | -0.00%            |  |  |  | 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      | $200373.80    | 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        |       53000 | PA      | $55906.31     | 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        |      218000 | PA      | $214397.26    | 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      | $706890.12    | 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        |       17262 | NS      | $1438958.28   | 0.10%             |  |  |  | No            |                  1 | 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        |       96513 | PA      | $96482.64     | 0.01%             | 2031-07-30      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Canon, Inc.                                            | Canon, Inc.                                                                       | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Long             | EC               | CORP              | JP        |        5200 | NS      | $158282.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                            | Toronto-Dominion Bank (The)                                                       | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |       37786 | NS      | $2926528.25   | 0.20%             | 2026-02-11      | Fixed         | 21.18%                | No            |                  2 | On Loan: No      |
| ITOCHU Corp.                                           | ITOCHU Corp.                                                                      | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |         800 | NS      | $10242.06     | 0.00%             |  |  |  | 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      | $645337.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAmpac PG Borrower LLC                               | ProAmpac PG Borrower LLC, 1st Lien Term Loan B                                    | CUSIP: 74274NAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       45767 | PA      | $45747.57     | 0.00%             | 2028-09-15      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                               | Morgan Stanley Europe SE, Series EMtO                                             | CUSIP: 61778P676<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |         806 | NS      | $303117.14    | 0.02%             | 2026-02-11      | Fixed         | 24.10%                | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                 | Keurig Dr Pepper, Inc.                                                            | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |       17259 | NS      | $473586.96    | 0.03%             |  |  |  | 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        |      135438 | PA      | $123871.51    | 0.01%             | 2047-04-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Picard Groupe SAS                                      | Picard Groupe SAS                                                                 | CUSIP: N/A<br>LEI: 969500C0PA29TV19CT55       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $369660.79    | 0.03%             | 2029-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                     | GS Mortgage Securities Corp. Trust, Series 2025-800D, Class A                     | CUSIP: 36273XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1001000 | PA      | $1003510.51   | 0.07%             | 2041-11-25      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                         | US Foods, Inc.                                                                    | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |       13000 | PA      | $13639.76     | 0.00%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Sandstone Peak IV Ltd.                                 | Sandstone Peak IV Ltd., Series 2025-1A, Class A1                                  | CUSIP: 80012AAA3<br>LEI: 254900HZXZ4VWBL5OX74 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1004000.00   | 0.07%             | 2039-01-20      | Floating      | 4.95%                 | 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      | $112179.07    | 0.01%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ageas SA/NV                                            | Ageas SA/NV                                                                       | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | DBT              | CORP              | BE        |      200000 | PA      | $241381.36    | 0.02%             | 2034-05-20      | Variable      | 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      | $-641.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                    | Intesa Sanpaolo SpA                                                               | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |       44982 | NS      | $318445.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MGM Resorts International                              | MGM Resorts International                                                         | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       77000 | PA      | $78755.99     | 0.01%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Resilience Parent LLC                                  | Resilience Parent LLC Term Loan First Lien                                        | CUSIP: 75908HAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      414000 | PA      | $413482.50    | 0.03%             | 2033-01-21      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                          | Comcast Corp., Class A                                                            | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |       24282 | NS      | $722389.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       10277 | NS      | $3880669.50   | 0.27%             | 2026-03-10      | Fixed         | 16.02%                | No            |                  2 | On Loan: No      |
| Stillwater Mining Co.                                  | Stillwater Mining Co.                                                             | CUSIP: 86074QAQ5<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |      200000 | PA      | $192000.00    | 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        |       41009 | PA      | $15583.28     | 0.00%             | 2029-08-20      | Variable      | 11.89%                | No            |                  3 | 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        |      442459 | PA      | $442826.28    | 0.03%             | 2032-09-22      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9355.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SIG Group AG                                           | SIG Group AG                                                                      | CUSIP: N/A<br>LEI: 5493004Z6P7TSVB1L042       | Long             | EC               | CORP              | CH        |        6985 | NS      | $108081.90    | 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        |        6050 | NS      | $1336349.96   | 0.09%             | 2026-02-25      | Fixed         | 10.83%                | 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      | $2011160.80   | 0.14%             | 2038-04-20      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                      | Standard Building Solutions, Inc.                                                 | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      107000 | PA      | $110331.66    | 0.01%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $13457.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortinet, Inc.                                         | Fortinet, Inc.                                                                    | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |        1485 | NS      | $120671.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarivate Science Holdings Corp.                       | Clarivate Science Holdings Corp.                                                  | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      478000 | PA      | $410871.97    | 0.03%             | 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      | $40517.76     | 0.00%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                      | Xcel Energy, Inc.                                                                 | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |       13670 | NS      | $1039740.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd.                             | Woodside Energy Group Ltd.                                                        | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |        1344 | NS      | $23730.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clarios Global LP                                      | Clarios Global LP                                                                 | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | DBT              | CORP              | US        |      457000 | PA      | $550368.61    | 0.04%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                            | Toronto-Dominion Bank (The)                                                       | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |         800 | NS      | $139853.00    | 0.01%             | 2026-02-02      | Fixed         | 16.89%                | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | Deutsche Bank AG                                                                  | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $258524.84    | 0.02%             | 2031-10-30      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                     | Canadian Imperial Bank of Commerce                                                | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |        5000 | NS      | $115749.75    | 0.01%             | 2026-02-02      | Fixed         | 12.60%                | No            |                  2 | On Loan: No      |
| BHP Group Ltd.                                         | BHP Group Ltd.                                                                    | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |       18004 | NS      | $620100.33    | 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      | $44.74        | 0.00%             |  |  |  | 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        |       39584 | PA      | $39584.42     | 0.00%             | 2028-03-17      | Variable      | 5.42%                 | No            |                  3 | On Loan: No      |
| Republic of Montenegro                                 | Republic of Montenegro                                                            | CUSIP: N/A<br>LEI: 747800V014106FYLL014       | Long             | DBT              | NUSS              | ME        |      191000 | PA      | $223037.52    | 0.02%             | 2027-12-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                  | Sumitomo Mitsui Financial Group, Inc.                                             | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | EC               | CORP              | JP        |       15600 | NS      | $548971.04    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ardagh Group SA                                        | Ardagh Group SA                                                                   | CUSIP: N/A<br>LEI: 6354006L1NWUUOPYX274       | Long             | DBT              | CORP              | LU        |      346000 | PA      | $387166.73    | 0.03%             | 2030-12-01      | Floating      | 12.00%                | No            |                  2 | On Loan: No      |
| Carvana Co.                                            | Carvana Co.                                                                       | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |      122000 | PA      | $127208.79    | 0.01%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| US Acute Care Solutions LLC                            | US Acute Care Solutions LLC                                                       | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      207000 | PA      | $207906.45    | 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      | $24966.21     | 0.00%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                               | Motorola Solutions, Inc.                                                          | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |         326 | NS      | $131228.04    | 0.01%             |  |  |  | No            |                  1 | 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        |      114177 | PA      | $106523.68    | 0.01%             | 2030-08-01      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco SARL                               | Eagle Funding Luxco SARL                                                          | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |      465000 | PA      | $471975.00    | 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      | $24650.50     | 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      | $71887.50     | 0.00%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co., Inc. (The)                  | Kansai Electric Power Co., Inc. (The)                                             | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | EC               | CORP              | JP        |       13400 | NS      | $213796.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cooper Cos., Inc. (The)                                | Cooper Cos., Inc. (The)                                                           | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |        3846 | NS      | $312987.48    | 0.02%             |  |  |  | No            |                  1 | 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      | $47727.20     | 0.00%             | 2030-01-31      | Variable      | 6.47%                 | 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        |      178085 | PA      | $174902.68    | 0.01%             | 2029-04-04      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      100000 | PA      | $2036.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | USD Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      207500 | PA      | $3052.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                      | Black Hills Corp.                                                                 | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |        1227 | NS      | $89546.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CoorsTek, Inc.                                         | CoorsTek, Inc., 1st Lien Term Loan B                                              | CUSIP: 21702EAF3<br>LEI: GHWONX83GNDLWPBRQQ83 | Long             | LON              | CORP              | US        |      129000 | PA      | $129268.32    | 0.01%             | 2032-10-28      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| TKO Worldwide Holdings LLC                             | TKO Worldwide Holdings LLC, 1st Lien Term Loan B5                                 | CUSIP: 90266UAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      904977 | PA      | $906072.40    | 0.06%             | 2031-11-21      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                             | Cloud Software Group, Inc.                                                        | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      804000 | PA      | $811856.12    | 0.06%             | 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      | $117805.38    | 0.01%             | 2032-07-01      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| United Utilities Group plc                             | United Utilities Group plc                                                        | CUSIP: N/A<br>LEI: 2138002IEYQAOC88ZJ59       | Long             | EC               | CORP              | GB        |       15674 | NS      | $268425.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Maxam Prill SARL                                       | Maxam Prill SARL                                                                  | CUSIP: N/A<br>LEI: 984500C4C5B820A6B691       | Long             | DBT              | CORP              | LU        |      374000 | PA      | $460220.15    | 0.03%             | 2030-07-15      | 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        |         775 | NS      | $154498.34    | 0.01%             | 2026-03-03      | Fixed         | 20.69%                | No            |                  2 | On Loan: No      |
| Examworks Bidco, Inc.                                  | Examworks Bidco, Inc., 1st Lien Term Loan                                         | CUSIP: 28542CAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      448114 | PA      | $447835.99    | 0.03%             | 2028-11-01      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc                           | Ardagh Packaging Finance plc                                                      | CUSIP: N/A<br>LEI: 6354001JXMLKNZDZR978       | Long             | DBT              | CORP              | IE        |      211693 | PA      | $228750.16    | 0.02%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Connect Finco SARL                                     | Connect Finco SARL                                                                | CUSIP: 20752TAB0<br>LEI: 2594001KNYIQ456J2792 | Long             | DBT              | CORP              | US        |      400000 | PA      | $424546.80    | 0.03%             | 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      | $122693.56    | 0.01%             | 2033-07-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                                  | STMicroelectronics NV                                                             | CUSIP: N/A<br>LEI: 213800Z8NOHIKRI42W10       | Long             | EC               | CORP              | NL        |        1065 | NS      | $30073.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                            | Goldman Sachs International                                                       | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |        1300 | NS      | $70066.34     | 0.00%             | 2026-02-02      | Fixed         | 22.00%                | No            |                  2 | On Loan: No      |
| Jones DesLauriers Insurance Management, Inc.           | Jones DesLauriers Insurance Management, Inc., 1st Lien Term Loan                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |      279247 | PA      | $278984.44    | 0.02%             | 2032-12-09      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                            | Toronto-Dominion Bank (The)                                                       | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |        1043 | NS      | $528820.66    | 0.04%             | 2026-03-03      | Fixed         | 19.68%                | No            |                  2 | On Loan: No      |
| Nintendo Co. Ltd.                                      | Nintendo Co. Ltd.                                                                 | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |        2900 | NS      | $179584.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                     | J.P. Morgan Structured Products BV, Series F1Us                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |        5587 | NS      | $942133.18    | 0.07%             | 2026-02-27      | Fixed         | 27.64%                | 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      | $306942.68    | 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        |       59398 | PA      | $59291.58     | 0.00%             | 2028-04-03      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                  | Cardinal Health, Inc.                                                             | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |        7133 | NS      | $1532739.04   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        5400 | NS      | $148404.19    | 0.01%             | 2026-03-16      | Fixed         | 20.06%                | No            |                  2 | On Loan: No      |
| Millrose Properties, Inc.                              | Millrose Properties, Inc.                                                         | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      215000 | PA      | $219447.28    | 0.02%             | 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        |        5953 | NS      | $490289.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarios Global LP                                      | Clarios Global LP                                                                 | CUSIP: 18060TAD7<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |      296000 | PA      | $309654.78    | 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      | $54501.12     | 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        |      340000 | PA      | $344253.06    | 0.02%             | 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      | $20857.56     | 0.00%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corp.                                 | Antero Resources Corp.                                                            | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |        5117 | NS      | $186105.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs, Inc.                                  | Churchill Downs, Inc.                                                             | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |       59000 | PA      | $58798.62     | 0.00%             | 2028-01-15      | 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      | $-14339.18    | -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      | $-7715.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Elia Group SA                                          | Elia Group SA/NV                                                                  | CUSIP: N/A<br>LEI: 549300S1MP1NFDIKT460       | Long             | EC               | CORP              | BE        |         800 | NS      | $115824.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                        | Cemex SAB de CV                                                                   | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |      200000 | PA      | $209700.00    | 0.01%             | 2030-06-10      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                   | Prime Security Services Borrower LLC, 1st Lien Term Loan B1                       | CUSIP: 03765VAP5<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |       76089 | PA      | $75882.96     | 0.01%             | 2030-10-15      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2322.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                                 | SAP SE                                                                            | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |        4193 | NS      | $837629.08    | 0.06%             |  |  |  | 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      | $361157.64    | 0.02%             | 2030-02-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Ltd.                             | CK Hutchison Holdings Ltd.                                                        | CUSIP: N/A<br>LEI: 254900Z8HM1VEPOQ2G79       | Long             | EC               | CORP              | KY        |       21500 | NS      | $173361.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                | Qnity Electronics, Inc.                                                           | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |       82000 | PA      | $83534.55     | 0.01%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Paprec Holding SA                                      | Paprec Holding SA                                                                 | CUSIP: N/A<br>LEI: 969500ASAFSVN9KVC873       | Long             | DBT              | CORP              | FR        |      192000 | PA      | $229255.11    | 0.02%             | 2030-07-15      | Fixed         | 4.12%                 | 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        |      145268 | PA      | $145250.74    | 0.01%             | 2030-11-01      | Variable      | 6.69%                 | 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      | $37001.55     | 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      | $121942.86    | 0.01%             | 3024-03-14      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Worley Ltd.                                            | Worley Ltd.                                                                       | CUSIP: N/A<br>LEI: 549300XDR86FY8OLGP97       | Long             | EC               | CORP              | AU        |       10209 | NS      | $94959.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                               | Morgan Stanley Europe SE                                                          | CUSIP: 61778P825<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        8915 | NS      | $3185374.30   | 0.22%             | 2026-03-04      | Fixed         | 14.35%                | No            |                  2 | On Loan: No      |
| N/A                                                    | EUR/HUF One-touch barrier option; Barrier price USD 375.00000                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |       71000 | PA      | $8679.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Resideo Funding, Inc.                                  | Resideo Funding, Inc.                                                             | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |      124000 | PA      | $125954.36    | 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        |      675000 | PA      | $662393.16    | 0.05%             | 2028-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        6212 | NS      | $2007672.56   | 0.14%             | 2026-02-18      | Fixed         | 11.79%                | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                            | Hashemite Kingdom of Jordan                                                       | CUSIP: 41809JAB1<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      200000 | PA      | $209500.00    | 0.01%             | 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        |         746 | NS      | $17165.68     | 0.00%             |  |  |  | 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      | $215810.00    | 0.01%             | 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        |        1981 | NS      | $116155.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federative Republic of Brazil                          | Federative Republic of Brazil                                                     | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      297000 | PA      | $305910.00    | 0.02%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Hong Kong Dollar                                       | Hong Kong Dollar                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HK        |       14681 | OU      | $1879.24      | 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        |      321741 | PA      | $321943.92    | 0.02%             | 2027-09-06      | Variable      | 5.52%                 | 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      | $-139.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      102000 | PA      | $-405.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                  | Nissan Motor Co. Ltd.                                                             | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $211075.42    | 0.01%             | 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      | $39872.49     | 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      | $125498.68    | 0.01%             | 2033-11-15      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| NCMF Trust                                             | NCMF Trust, Series 2025-MFS, Class E                                              | CUSIP: 62887TAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $1015991.10   | 0.07%             | 2033-06-10      | Variable      | 7.53%                 | 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        |       50859 | PA      | $14339.61     | 0.00%             | 2036-03-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Bubbles Bidco SpA                                      | Bubbles Bidco SpA                                                                 | CUSIP: N/A<br>LEI: 815600073942740CEB24       | Long             | DBT              | CORP              | IT        |      111000 | PA      | $135099.09    | 0.01%             | 2031-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                    | Post Holdings, Inc.                                                               | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      111000 | PA      | $111100.31    | 0.01%             | 2036-03-15      | 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      | $242735.23    | 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      | $148253.23    | 0.01%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                               | Arthur J Gallagher & Co.                                                          | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |        1402 | NS      | $349616.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubu Electric Power Co., Inc.                         | Chubu Electric Power Co., Inc.                                                    | CUSIP: N/A<br>LEI: 529900A76GOP0PGNHT63       | Long             | EC               | CORP              | JP        |        5700 | NS      | $82813.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEC Corp.                                              | NEC Corp.                                                                         | CUSIP: N/A<br>LEI: 5493000QYMPFRTEY4K28       | Long             | EC               | CORP              | JP        |        7100 | NS      | $240687.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11695.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                            | Toronto-Dominion Bank (The)                                                       | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |        2800 | NS      | $77508.27     | 0.01%             | 2026-02-12      | Fixed         | 19.43%                | No            |                  2 | On Loan: No      |
| PPL Corp.                                              | PPL Corp.                                                                         | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |       11413 | NS      | $413721.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dassault Systemes SE                                   | Dassault Systemes SE                                                              | CUSIP: N/A<br>LEI: 96950065LBWY0APQIM86       | Long             | EC               | CORP              | FR        |        1572 | NS      | $43237.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                   | BBCMS Mortgage Trust, Series 2018-CHRS, Class E                                   | CUSIP: 05491VAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $86400.53     | 0.01%             | 2038-08-05      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8663.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PDD Holdings, Inc.                                     | PDD Holdings, Inc.                                                                | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | KY        |        1926 | NS      | $194622.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Betclic Everest Group SAS                              | Betclic Everest Group SAS                                                         | CUSIP: N/A<br>LEI: 96950037FKVH5JOEKU82       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $119750.13    | 0.01%             | 2031-12-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                               | Morgan Stanley & Co. LLC                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | SN               | CORP              | US        |         400 | NS      | $21363.89     | 0.00%             | 2026-03-09      | Fixed         | 25.91%                | No            |                  2 | On Loan: No      |
| Dexcom, Inc.                                           | Dexcom, Inc.                                                                      | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |        4147 | NS      | $302896.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | GBP Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      912000 | PA      | $4793.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                | Level 3 Financing, Inc.                                                           | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      571999 | PA      | $592479.42    | 0.04%             | 2034-03-31      | Fixed         | 7.00%                 | 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      | $291902.40    | 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      | $36695.58     | 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        |        5878 | NS      | $531900.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRVA, Inc.                                            | SIRVA, Inc.                                                                       | CUSIP: N/A<br>LEI: 64886JHCW20N444QX158       | Long             | EC               | CORP              | US        |          75 | NS      | $56.25        | 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      | $-71.50       | -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      | $1047.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                | Williams Scotsman, Inc.                                                           | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |      390000 | PA      | $406611.27    | 0.03%             | 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      |
| Barclays plc                                           | Barclays plc                                                                      | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $194561.77    | 0.01%             | 2028-03-15      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Virgin Media Vendor Financing Notes III DAC            | Virgin Media Vendor Financing Notes III DAC                                       | CUSIP: N/A<br>LEI: 635400SSKC2QCGEPIQ43       | Long             | DBT              | CORP              | IE        |      250000 | PA      | $341470.14    | 0.02%             | 2028-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                    | Medline Borrower LP                                                               | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      154000 | PA      | $158945.04    | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Euro-Bund                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         587 | NC      | $-242125.55   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Ardonagh Group Finance Ltd.                            | Ardonagh Group Finance Ltd.                                                       | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |      730000 | PA      | $752789.24    | 0.05%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        4800 | NS      | $72822.06     | 0.01%             | 2026-02-02      | Fixed         | 19.35%                | No            |                  2 | On Loan: No      |
| N/A                                                    | IRS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    19836000 | PA      | $-6560.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LY Corp.                                               | LY Corp.                                                                          | CUSIP: N/A<br>LEI: 52990078MD2OL792YM35       | Long             | EC               | CORP              | JP        |       32100 | NS      | $82189.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Taisei Corp.                                           | Taisei Corp.                                                                      | CUSIP: N/A<br>LEI: 529900TF7XJKIOWMLQ79       | Long             | EC               | CORP              | JP        |         700 | NS      | $69823.72     | 0.00%             |  |  |  | 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        |       43181 | NS      | $8205244.53   | 0.57%             | 2026-03-06      | Fixed         | 19.51%                | No            |                  2 | On Loan: No      |
| Verisure Holding AB                                    | Verisure Holding AB                                                               | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | DBT              | CORP              | SE        |      100000 | PA      | $121125.94    | 0.01%             | 2028-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Fleet US Bidco, Inc.                                   | Fleet US Bidco, Inc., 1st Lien Term Loan B2                                       | CUSIP: 33902UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      159742 | PA      | $159941.35    | 0.01%             | 2031-02-21      | Variable      | 6.79%                 | No            |                  3 | On Loan: No      |
| Archrock Services LP                                   | Archrock Services LP                                                              | CUSIP: 03958CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      108000 | PA      | $107918.51    | 0.01%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Vivion Investments SARL                                | Vivion Investments SARL                                                           | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |      387000 | PA      | $460290.12    | 0.03%             | 2029-02-28      | Fixed         | 6.50%                 | 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        |        3390 | NS      | $728694.92    | 0.05%             | 2026-03-04      | Fixed         | 25.94%                | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                        | Wynn Macau Ltd.                                                                   | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $198320.00    | 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      | $164347.28    | 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      | $68788.32     | 0.00%             | 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      | $199408.35    | 0.01%             | 2027-05-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Foreign Exchange JPY/USD                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          28 | NC      | $15254.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                 | Ardagh Metal Packaging Finance USA LLC                                            | CUSIP: 03969YAB4<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | US        |      400000 | PA      | $379961.14    | 0.03%             | 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        |      243221 | PA      | $242960.65    | 0.02%             | 2029-05-03      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| SES SA                                                 | SES SA                                                                            | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | EC               | CORP              | LU        |       11558 | NS      | $94666.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ADT Security Corp. (The)                               | ADT Security Corp. (The)                                                          | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |       48000 | PA      | $46481.46     | 0.00%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Carnival plc                                           | Carnival plc                                                                      | CUSIP: N/A<br>LEI: 4DR1VPDQMHD3N3QW8W95       | Long             | EC               | CORP              | GB        |         586 | NS      | $17406.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                  | Alexandria Real Estate Equities, Inc.                                             | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |        6385 | NS      | $348876.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        1500 | NS      | $305232.22    | 0.02%             | 2026-02-19      | Fixed         | 26.08%                | No            |                  2 | On Loan: No      |
| Eldorado Intl. Finance GmbH                            | Eldorado Intl. Finance GmbH                                                       | CUSIP: 284697AC3<br>LEI: 2549002HQE45WFK9EY03 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $209296.00    | 0.01%             | 2032-12-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WPP plc                                                | WPP plc                                                                           | CUSIP: N/A<br>LEI: 549300LSGBXPYHXGDT93       | Long             | EC               | CORP              | JE        |       88734 | NS      | $368088.53    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                    | Cisco Systems, Inc.                                                               | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |        8940 | NS      | $700180.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                   | Mitsubishi UFJ Financial Group, Inc.                                              | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               | CORP              | JP        |       36400 | NS      | $659217.42    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        2900 | NS      | $158630.00    | 0.01%             | 2026-03-12      | Fixed         | 28.71%                | No            |                  3 | On Loan: No      |
| Capstone Borrower, Inc.                                | Capstone Borrower, Inc.                                                           | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |      483000 | PA      | $449046.40    | 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        |      138393 | PA      | $138630.70    | 0.01%             | 2029-07-06      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Nordex SE                                              | Nordex SE                                                                         | CUSIP: N/A<br>LEI: 529900HVDYCUWVD0OE76       | Long             | EC               | CORP              | DE        |         574 | NS      | $22980.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                        | Naked Juice LLC, 1st Lien Term Loan                                               | CUSIP: 62984CAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      105098 | PA      | $67087.10     | 0.00%             | 2029-01-24      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Heavy Industries Ltd.                       | Mitsubishi Heavy Industries Ltd.                                                  | CUSIP: N/A<br>LEI: 353800TJ98PCAZROVE69       | Long             | EC               | CORP              | JP        |       15000 | NS      | $441659.09    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | Bank of Montreal                                                                  | CUSIP: 06370D548<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        2932 | NS      | $1586910.77   | 0.11%             | 2026-02-13      | Fixed         | 11.55%                | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                  | WMG Acquisition Corp., 1st Lien Term Loan B                                       | CUSIP: 92929LBA5<br>LEI: 549300NAS11NXI33CP80 | Long             | LON              | CORP              | US        |      812125 | PA      | $814407.07    | 0.06%             | 2031-01-24      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                              | Zayo Group Holdings, Inc.                                                         | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |      741357 | PA      | $723901.75    | 0.05%             | 2030-03-09      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                          | Stellantis NV                                                                     | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | EC               | CORP              | NL        |        3219 | NS      | $31586.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                | Romania Government Bond                                                           | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      351000 | PA      | $372891.85    | 0.03%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| AECOM                                                  | AECOM                                                                             | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |      286000 | PA      | $292977.54    | 0.02%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Generali                                               | Generali                                                                          | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | EC               | CORP              | IT        |       22293 | NS      | $909340.98    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunoco LP                                              | Sunoco LP                                                                         | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       37000 | PA      | $37226.77     | 0.00%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $710.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Trust, Series 2021-LBA, Class AJV                                              | CUSIP: 05609BCD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      120000 | PA      | $119925.00    | 0.01%             | 2036-02-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                        | Madison IAQ LLC, 1st Lien Term Loan                                               | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |      766692 | PA      | $766216.76    | 0.05%             | 2028-06-21      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                      | Republic of Chile                                                                 | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |      140000 | PA      | $169516.90    | 0.01%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Wartsila OYJ Abp                                       | Wartsila OYJ Abp                                                                  | CUSIP: N/A<br>LEI: 743700G7A9J1PHM3X223       | Long             | EC               | CORP              | FI        |        1043 | NS      | $42283.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                     | J.P. Morgan Structured Products BV, Series DmtD                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |        6133 | NS      | $1018700.48   | 0.07%             | 2026-02-06      | Fixed         | 15.68%                | No            |                  2 | On Loan: No      |
| Sekisui Chemical Co. Ltd.                              | Sekisui Chemical Co. Ltd.                                                         | CUSIP: N/A<br>LEI: 529900KQIVT7NWFNMI70       | Long             | EC               | CORP              | JP        |        9100 | NS      | $160955.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaseya, Inc.                                           | Kaseya, Inc., 1st Lien Term Loan                                                  | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |      905896 | PA      | $870792.95    | 0.06%             | 2032-03-22      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                     | J.P. Morgan Structured Products BV, Series F0Uf                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |        6355 | NS      | $1580652.01   | 0.11%             | 2026-02-04      | Fixed         | 16.59%                | No            |                  2 | On Loan: No      |
| N/A                                                    | NDIRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     9090000 | PA      | $-875.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                          | PepsiCo, Inc.                                                                     | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |        5515 | NS      | $847269.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa, Inc.                                           | Arcosa, Inc.                                                                      | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |      174000 | PA      | $183288.47    | 0.01%             | 2032-08-15      | 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      | $196.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RLJ Lodging Trust LP                                   | RLJ Lodging Trust LP                                                              | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |       28000 | PA      | $27835.53     | 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        |      506991 | PA      | $466431.65    | 0.03%             | 2032-02-27      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       30917 | NS      | $3566498.44   | 0.25%             | 2026-03-06      | Fixed         | 20.86%                | 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        |      197010 | PA      | $196948.93    | 0.01%             | 2031-12-11      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                       | Altice France SA                                                                  | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      221875 | PA      | $216670.50    | 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        |      100285 | PA      | $100880.30    | 0.01%             | 2031-10-24      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co.                                  | Commercial Metals Co.                                                             | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102170.92    | 0.01%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United Urban Investment Corp.                          | United Urban Investment Corp.                                                     | CUSIP: N/A<br>LEI: 353800GYZWBD7BDCN841       | Long             | EC               | CORP              | JP        |         550 | NS      | $635436.47    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                      | FirstEnergy Corp.                                                                 | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |       14487 | NS      | $685814.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of South Africa                               | Republic of South Africa                                                          | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    55792000 | PA      | $3478868.43   | 0.24%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                                  | Kioxia Holdings Corp.                                                             | CUSIP: N/A<br>LEI: 35380080RTKRARNH4R73       | Long             | EC               | CORP              | JP        |         200 | NS      | $27357.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Mediolanum SpA                                   | Banca Mediolanum SpA                                                              | CUSIP: N/A<br>LEI: 7LVZJ6XRIE7VNZ4UBX81       | Long             | EC               | CORP              | IT        |        6185 | NS      | $145089.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Galderma Group AG                                      | Galderma Group AG                                                                 | CUSIP: N/A<br>LEI: 89450001OK6O8ELQ4584       | Long             | EC               | CORP              | CH        |         205 | NS      | $38211.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Science Applications International Corp.               | Science Applications International Corp.                                          | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |       70000 | PA      | $70550.76     | 0.00%             | 2033-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Johnson Matthey plc                                    | Johnson Matthey plc                                                               | CUSIP: N/A<br>LEI: 2138001AVBSD1HSC6Z10       | Long             | EC               | CORP              | GB        |         422 | NS      | $13646.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Option Care Health, Inc.                               | Option Care Health, Inc.                                                          | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |       59000 | PA      | $57738.37     | 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        |       66494 | PA      | $61293.23     | 0.00%             | 2029-02-15      | Variable      | 8.93%                 | 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      | $309779.69    | 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      | $27884.28     | 0.00%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        1716 | NS      | $528453.15    | 0.04%             | 2026-03-10      | Fixed         | 25.17%                | No            |                  2 | On Loan: No      |
| Ono Pharmaceutical Co. Ltd.                            | Ono Pharmaceutical Co. Ltd.                                                       | CUSIP: N/A<br>LEI: 529900G26L4NG4GFJZ86       | Long             | EC               | CORP              | JP        |        8600 | NS      | $128125.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                       | Bank Hapoalim BM                                                                  | CUSIP: N/A<br>LEI: B6ARUI4946ST4S7WOU88       | Long             | EC               | CORP              | IL        |        4678 | NS      | $115646.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                     | J.P. Morgan Structured Products BV, Series EMNT                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |        4300 | NS      | $209707.04    | 0.01%             | 2026-02-26      | Fixed         | 24.53%                | No            |                  2 | On Loan: No      |
| Progroup AG                                            | Progroup AG                                                                       | CUSIP: N/A<br>LEI: 529900YI5W5TQ8F2FP82       | Long             | DBT              | CORP              | DE        |      300000 | PA      | $363515.59    | 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        |        1135 | NS      | $267789.15    | 0.02%             |  |  |  | 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      | $73329.30     | 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        |         521 | NS      | $159368.69    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Bidco plc                                     | Pinnacle Bidco plc                                                                | CUSIP: N/A<br>LEI: 2138006Z5V8OBL2A2Q06       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $288386.91    | 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      | $59536.73     | 0.00%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Oshkosh Corp.                                          | Oshkosh Corp.                                                                     | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |         463 | NS      | $66588.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZF Finance GmbH                                        | ZF Finance GmbH                                                                   | CUSIP: N/A<br>LEI: 5493001N9T6QDCCXB426       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $229278.73    | 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        |       98258 | PA      | $63437.99     | 0.00%             | 2031-10-07      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                 | UBS AG                                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |        2503 | NS      | $1159576.67   | 0.08%             | 2026-02-13      | Fixed         | 17.00%                | 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        |      107079 | PA      | $107167.69    | 0.01%             | 2030-10-17      | Variable      | 7.42%                 | No            |                  3 | 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      | $1005068.70   | 0.07%             | 2037-07-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Czech Koruna                                           | Czech Koruna                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CZ        |      750258 | OU      | $36538.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SeaWorld Parks & Entertainment, Inc.                   | SeaWorld Parks & Entertainment, Inc., 1st Lien Term Loan B3                       | CUSIP: 78488CAL4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       72151 | PA      | $71759.52     | 0.00%             | 2031-12-04      | Variable      | 5.67%                 | 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        |      349063 | PA      | $348190.24    | 0.02%             | 2031-07-02      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Vortex Opco LLC                                        | Vortex Opco LLC, 1st Lien Term Loan                                               | CUSIP: G9158TAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      136476 | PA      | $16377.12     | 0.00%             | 2028-12-18      | Variable      | 8.04%                 | 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      | $-1745.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Outfront Media, Inc.                                   | Outfront Media, Inc.                                                              | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |       27276 | NS      | $663352.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Corp.                                       | Mitsubishi Corp.                                                                  | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |       10400 | NS      | $276289.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kronos International, Inc.                             | Kronos International, Inc.                                                        | CUSIP: N/A<br>LEI: 529900NTVDLUSYY9F493       | Long             | DBT              | CORP              | US        |      170000 | PA      | $183085.93    | 0.01%             | 2029-03-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                    | Huntington Ingalls Industries, Inc.                                               | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |         452 | NS      | $190070.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Erste Group Bank AG                                    | Erste Group Bank AG                                                               | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |         558 | NS      | $72545.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Reworld Holding Corp.                                  | Reworld Holding Corp., 1st Lien Term Loan B                                       | CUSIP: 22282GAM9<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |      240184 | PA      | $240184.31    | 0.02%             | 2028-11-30      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                         | NiSource, Inc.                                                                    | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |        4209 | NS      | $186416.61    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boels Topholding BV                                    | Boels Topholding BV                                                               | CUSIP: N/A<br>LEI: 724500V913SEHSEW2O75       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $122310.35    | 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      | $202750.00    | 0.01%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Star Parent, Inc.                                      | Star Parent, Inc.                                                                 | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |      469000 | PA      | $495016.37    | 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      | $349998.79    | 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      | $160029.08    | 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      | $170564.01    | 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      | $702135.47    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley                                                                    | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |        1032 | NS      | $188649.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Holdings, Inc.                                  | Nomura Holdings, Inc.                                                             | CUSIP: N/A<br>LEI: 549300B3CEAHYG7K8164       | Long             | EC               | CORP              | JP        |       42100 | NS      | $381524.46    | 0.03%             |  |  |  | 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        |      140732 | PA      | $137916.91    | 0.01%             | 2031-06-27      | Variable      | 6.67%                 | No            |                  3 | On Loan: No      |
| Arab Republic of Egypt                                 | Arab Republic of Egypt                                                            | CUSIP: 03846JAG5<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      200000 | PA      | $225000.00    | 0.02%             | 2033-02-04      | Fixed         | 9.45%                 | No            |                  2 | On Loan: No      |
| Weekley Homes LLC                                      | Weekley Homes LLC                                                                 | CUSIP: 948565AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | PA      | $55282.65     | 0.00%             | 2034-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Worldline SA                                           | Worldline SA                                                                      | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $108846.33    | 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      | $119423.48    | 0.01%             | 2029-07-01      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                      | Republic of Chile                                                                 | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      268000 | PA      | $238520.00    | 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        |        2605 | NS      | $301216.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Iliad Holding SAS                                      | Iliad Holding SAS                                                                 | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |      207000 | PA      | $221659.74    | 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        |      129000 | PA      | $135531.14    | 0.01%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile US, Inc.                                      | T-Mobile US, Inc.                                                                 | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |        2204 | NS      | $434650.84    | 0.03%             |  |  |  | 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        |      270250 | PA      | $270009.65    | 0.02%             | 2030-10-31      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                  | Matador Resources Co.                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      103000 | PA      | $104879.54    | 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        |         658 | NS      | $312306.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Somnigroup International, Inc.                         | Somnigroup International, Inc.                                                    | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29104.81     | 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        |       17386 | NS      | $287510.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3978.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                     | J.P. Morgan Structured Products BV, Series CCzq                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |        2064 | NS      | $550899.47    | 0.04%             | 2026-02-25      | Fixed         | 21.51%                | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                    | Lithia Motors, Inc.                                                               | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |       51000 | PA      | $51226.58     | 0.00%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings, Inc.                         | United Airlines Holdings, Inc.                                                    | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |      108000 | PA      | $109072.55    | 0.01%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | CDIT                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      143000 | PA      | $3608.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Howden UK Refinance plc                                | Howden UK Refinance plc                                                           | CUSIP: 44287DAA1<br>LEI: 875500O63ODR8S3K5X33 | Long             | DBT              | CORP              | GB        |      407000 | PA      | $414707.36    | 0.03%             | 2032-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Central Japan Railway Co.                              | Central Japan Railway Co.                                                         | CUSIP: N/A<br>LEI: 353800YAR3OVUITHTG64       | Long             | EC               | CORP              | JP        |        1100 | NS      | $30687.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Axalta Coating Systems Ltd.                            | Axalta Coating Systems Ltd.                                                       | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |        3752 | NS      | $125992.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC Holdings LLC                                       | CSC Holdings LLC                                                                  | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      257000 | PA      | $191811.41    | 0.01%             | 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      | $120698.41    | 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        |       29062 | NS      | $850914.72    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Perseus Mining Ltd.                                    | Perseus Mining Ltd.                                                               | CUSIP: N/A<br>LEI: 54930054ZDGKBCW3SM26       | Long             | EC               | CORP              | AU        |        2299 | NS      | $8854.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Archrock Partners LP                                   | Archrock Partners LP                                                              | CUSIP: 03959KAC4<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |      202000 | PA      | $202508.64    | 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      | $21012.46     | 0.00%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| KeHE Distributors LLC                                  | KeHE Distributors LLC                                                             | CUSIP: 487526AC9<br>LEI: 549300WQCH7SRQ8JKE47 | Long             | DBT              | CORP              | US        |       35000 | PA      | $36671.78     | 0.00%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Banque Cantonale Vaudoise                              | Banque Cantonale Vaudoise (Registered)                                            | CUSIP: N/A<br>LEI: K1MOBB3OPSBBQO554R76       | Long             | EC               | CORP              | CH        |         768 | NS      | $103933.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        1013 | NS      | $510896.67    | 0.04%             | 2026-03-10      | Fixed         | 23.98%                | No            |                  2 | On Loan: No      |
| Constellation Energy Corp.                             | Constellation Energy Corp.                                                        | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |        1127 | NS      | $316326.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                            | Block, Inc.                                                                       | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      132000 | PA      | $134835.73    | 0.01%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                | American Airlines, Inc., 1st Lien Term Loan                                       | CUSIP: 02376CAX3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |      200189 | PA      | $199866.99    | 0.01%             | 2027-01-29      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II LLC                        | LCM Investments Holdings II LLC                                                   | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |      102000 | PA      | $100509.23    | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | Bank of Montreal                                                                  | CUSIP: 06370D571<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |       18915 | NS      | $6117201.18   | 0.42%             | 2026-02-18      | Fixed         | 20.94%                | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp.                      | Algonquin Power & Utilities Corp.                                                 | CUSIP: 015857105<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EC               | CORP              | CA        |       17143 | NS      | $112553.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellucian Holdings, Inc.                                | Ellucian Holdings, Inc.                                                           | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |      308000 | PA      | $303088.48    | 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      | $29055418.48  | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        1442 | NS      | $592264.59    | 0.04%             | 2026-02-03      | Fixed         | 16.15%                | No            |                  2 | On Loan: No      |
| Holcim AG                                              | Holcim AG                                                                         | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |        1815 | NS      | $187070.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | NDIRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  1621074000 | PA      | $-4821.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cipher Compute LLC                                     | Cipher Compute LLC                                                                | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      366000 | PA      | $377130.43    | 0.03%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| HP, Inc.                                               | HP, Inc.                                                                          | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |        1798 | NS      | $34953.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TruGreen LP                                            | TruGreen LP, 1st Lien Term Loan B                                                 | CUSIP: 89787RAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       83695 | PA      | $81832.58     | 0.01%             | 2027-11-02      | Variable      | 7.67%                 | 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      | $119850.00    | 0.01%             | 2028-01-31      | Variable      | 9.08%                 | 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        |      320407 | PA      | $320339.83    | 0.02%             | 2031-02-24      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                      | Lowe's Cos., Inc.                                                                 | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |         461 | NS      | $123114.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Var Energi ASA                                         | Var Energi ASA                                                                    | CUSIP: N/A<br>LEI: 549300LIVN3FFOJN2K47       | Long             | DBT              | CORP              | NO        |      141000 | PA      | $183832.72    | 0.01%             | 2083-11-15      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                       | CCO Holdings LLC                                                                  | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       88000 | PA      | $78970.09     | 0.01%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                      | LEG Immobilien SE                                                                 | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | EC               | CORP              | DE        |         825 | NS      | $59653.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SITC International Holdings Co. Ltd.                   | SITC International Holdings Co. Ltd.                                              | CUSIP: N/A<br>LEI: 529900JUV4MOM9CE3V12       | Long             | EC               | CORP              | KY        |       15000 | NS      | $56012.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                 | UBS AG                                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |         800 | NS      | $69043.53     | 0.00%             | 2026-03-19      | Fixed         | 22.40%                | No            |                  2 | On Loan: No      |
| Ukraine                                                | Ukraine Government Bond                                                           | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       12508 | PA      | $6985.72      | 0.00%             | 2036-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Fujikura Ltd.                                          | Fujikura Ltd.                                                                     | CUSIP: N/A<br>LEI: 353800PSDZ8VRCKVPL51       | Long             | EC               | CORP              | JP        |         200 | NS      | $25137.39     | 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      | $533250.00    | 0.04%             | 2035-04-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| SURA Asset Management SA                               | SURA Asset Management SA                                                          | CUSIP: 78486LAB8<br>LEI: 549300013ETMS1C0EA22 | Long             | DBT              | CORP              | CO        |      205000 | PA      | $217933.45    | 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      | $73942.17     | 0.01%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                   | Clear Channel Outdoor Holdings, Inc.                                              | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      595000 | PA      | $620467.79    | 0.04%             | 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        |      153600 | PA      | $152621.18    | 0.01%             | 2029-11-09      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Sandfire Resources Ltd.                                | Sandfire Resources Ltd.                                                           | CUSIP: N/A<br>LEI: 213800ZW52P23FVH1V47       | Long             | EC               | CORP              | AU        |        1618 | NS      | $21954.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Graham Packaging Company, Inc.                         | Graham Packaging Co., Inc., 1st Lien Term Loan B                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      361000 | PA      | $360397.13    | 0.02%             | 2033-01-14      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                | Nabors Industries, Inc.                                                           | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |       38000 | PA      | $38710.75     | 0.00%             | 2032-11-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp.                                  | Kaiser Aluminum Corp.                                                             | CUSIP: 483007AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      222000 | PA      | $223650.13    | 0.02%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Flagstar Bank NA                                       | Flagstar Bank NA                                                                  | CUSIP: 649445400<br>LEI: SS1TRMSN6BRNMOREEV51 | Long             | EC               | CORP              | US        |       11141 | NS      | $147284.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co.                                  | Colgate-Palmolive Co.                                                             | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |        2848 | NS      | $257145.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                       | NRG Energy, Inc.                                                                  | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      501000 | PA      | $506228.94    | 0.04%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Won                                                    | Won                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | KR        |    83386227 | OU      | $57931.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Schroders plc                                          | Schroders plc                                                                     | CUSIP: N/A<br>LEI: 2138001YYBULX5SZ2H24       | Long             | EC               | CORP              | GB        |        5524 | NS      | $34214.18     | 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      | $-45.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CFSP Mortgage Trust                                    | CFSP Mortgage Trust, Series 2024-AHP1, Class A                                    | CUSIP: 15723BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      449614 | PA      | $432027.55    | 0.03%             | 2037-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                   | Macquarie Group Ltd.                                                              | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | EC               | CORP              | AU        |        4262 | NS      | $625490.35    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Applied Materials, Inc.                                | Applied Materials, Inc.                                                           | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |         285 | NS      | $91861.20     | 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      | $-11763.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arcosa, Inc.                                           | Arcosa, Inc.                                                                      | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39321.00     | 0.00%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CBOE Global Markets, Inc.                              | CBOE Global Markets, Inc.                                                         | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |         412 | NS      | $109204.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       13020 | NS      | $2409822.94   | 0.17%             | 2026-02-06      | Fixed         | 14.19%                | No            |                  2 | On Loan: No      |
| National Grid plc                                      | National Grid plc                                                                 | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |       31051 | NS      | $527542.67    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                             | Outfront Media Capital LLC                                                        | CUSIP: 69007TAC8<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |      117000 | PA      | $114245.70    | 0.01%             | 2030-03-15      | 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      | $-156.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IPD 3 BV                                               | IPD 3 BV                                                                          | CUSIP: N/A<br>LEI: 724500RBP2J59JMQB629       | Long             | DBT              | CORP              | NL        |      126000 | PA      | $148846.83    | 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        |       10624 | NS      | $4831156.98   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        1638 | NS      | $222666.21    | 0.02%             | 2026-03-10      | Fixed         | 24.50%                | No            |                  2 | On Loan: No      |
| Allianz SE                                             | Allianz SE (Registered)                                                           | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |        6333 | NS      | $2788560.33   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Radiate Holdco LLC                                     | Radiate Holdco LLC, 1st Lien Term Loan                                            | CUSIP: 75025KAM0<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | LON              | CORP              | US        |      452641 | PA      | $388139.72    | 0.03%             | 2029-09-25      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| Array Digital Infrastructure, Inc.                     | Array Digital Infrastructure, Inc.                                                | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Long             | EC               | CORP              | US        |        2486 | NS      | $119800.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | USD/CZK One-touch barrier option; Barrier price USD 20.00000                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       50000 | PA      | $907.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barbados                                               | Barbados Government Bond                                                          | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |      303000 | PA      | $324513.00    | 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        |      500000 | PA      | $499095.00    | 0.03%             | 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        |      588437 | PA      | $772421.49    | 0.05%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Edenred SE                                             | Edenred SE                                                                        | CUSIP: N/A<br>LEI: 9695006LOD5B2D7Y0N70       | Long             | EC               | CORP              | FR        |        5546 | NS      | $116165.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                                   | Republic of Colombia                                                              | CUSIP: 195325EU5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      200000 | PA      | $199800.00    | 0.01%             | 2031-01-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Aethon United BR LP                                    | Aethon United BR LP                                                               | CUSIP: 00810GAD6<br>LEI: 5493007HPG2M9K9X5V41 | Long             | DBT              | CORP              | US        |      142000 | PA      | $149426.03    | 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        |      186000 | PA      | $231048.02    | 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      | $216675.17    | 0.01%             | 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      | $1006199.30   | 0.07%             | 2037-07-23      | Floating      | 7.07%                 | 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        |      232533 | PA      | $232048.97    | 0.02%             | 2030-03-15      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                             | Garda World Security Corp.                                                        | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      237000 | PA      | $242182.01    | 0.02%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MAC Trust                                              | MAC Trust, Series 2025-801B, Class A                                              | CUSIP: 553918AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $1003735.60   | 0.07%             | 2040-10-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        3955 | NS      | $3232877.31   | 0.22%             | 2026-02-04      | Fixed         | 14.57%                | No            |                  2 | On Loan: No      |
| Denso Corp.                                            | Denso Corp.                                                                       | CUSIP: N/A<br>LEI: 549300RYPA10CQM3QK38       | Long             | EC               | CORP              | JP        |       10800 | NS      | $149847.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                | Citigroup Global Markets Holdings, Inc., Series E0Up                              | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |         865 | NS      | $421550.86    | 0.03%             | 2026-02-20      | Fixed         | 44.25%                | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                           | Tallgrass Energy Partners LP                                                      | CUSIP: 87470LAL5<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |      279000 | PA      | $289231.49    | 0.02%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                               | Mizuho Markets Cayman LP                                                          | CUSIP: 60701B721<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |         400 | NS      | $99841.66     | 0.01%             | 2026-02-17      | Fixed         | 20.32%                | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                            | Federal Republic of Nigeria                                                       | CUSIP: 65412AFG2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      200000 | PA      | $214500.00    | 0.01%             | 2046-01-13      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                            | Aker BP ASA                                                                       | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | EC               | CORP              | NO        |         931 | NS      | $27406.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties, Inc.                | Brookfield Residential Properties, Inc.                                           | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      567000 | PA      | $549044.64    | 0.04%             | 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        |      475576 | PA      | $473992.74    | 0.03%             | 2028-06-02      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty, Inc.                        | Rexford Industrial Realty, Inc.                                                   | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |        5609 | NS      | $227332.77    | 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      | $1405081.72   | 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      | $207120.06    | 0.01%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       89310 | NS      | $3857616.54   | 0.27%             | 2026-02-03      | Fixed         | 14.79%                | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5200.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Epiroc AB                                              | Epiroc AB, Class A                                                                | CUSIP: N/A<br>LEI: 5493004Q73OEYW1SPE91       | Long             | EC               | CORP              | SE        |        1964 | NS      | $55057.19     | 0.00%             |  |  |  | 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        |      923116 | PA      | $922275.83    | 0.06%             | 2031-05-09      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                         | Weatherford International Ltd.                                                    | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |      209000 | PA      | $216467.36    | 0.01%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                               | Bausch Health Cos., Inc.                                                          | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       40000 | PA      | $36999.40     | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $26412.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc., Series EE                                                        | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       77000 | PA      | $78521.08     | 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      | $371165.62    | 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        |      342000 | PA      | $354570.91    | 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      | $354397.21    | 0.02%             | 2031-06-15      | Fixed         | 5.50%                 | 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      | $38415.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT Corp.                                              | EQT Corp.                                                                         | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |        8269 | NS      | $477369.37    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp.                                           | Exelon Corp.                                                                      | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |        3790 | NS      | $169716.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO Holdings LLC                                       | CCO Holdings LLC                                                                  | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       94000 | PA      | $94898.55     | 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      | $452125.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Morocco                                     | Kingdom of Morocco                                                                | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |      256000 | PA      | $246241.28    | 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      | $277737.74    | 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        |         703 | NS      | $19241.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KDDI Corp.                                             | KDDI Corp.                                                                        | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |        2700 | NS      | $45586.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                       | Fantasia Holdings Group Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |      600000 | PA      | $6750.00      | 0.00%             | 2024-04-17      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                            | Federal Republic of Nigeria Treasury Bills                                        | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | STIV             | NUSS              | NG        |    48877000 | PA      | $34310.92     | 0.00%             | 2026-03-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                   | Republic of Colombia                                                              | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |      136000 | PA      | $158104.35    | 0.01%             | 2038-11-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                            | FTAI Aviation Investors LLC                                                       | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      396000 | PA      | $416658.53    | 0.03%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                               | Morgan Stanley Europe SE                                                          | CUSIP: 61780B137<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        2100 | NS      | $94528.77     | 0.01%             | 2026-03-19      | Fixed         | 22.19%                | No            |                  2 | On Loan: No      |
| Genesee & Wyoming, Inc.                                | Genesee & Wyoming, Inc., 1st Lien Term Loan                                       | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |      921696 | PA      | $920009.66    | 0.06%             | 2031-04-10      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| VS Buyer LLC                                           | VS Buyer LLC, 1st Lien Term Loan                                                  | CUSIP: 91834WAG5<br>LEI: 254900G5QLDMHSCYJK25 | Long             | LON              | CORP              | US        |      653032 | PA      | $644868.62    | 0.04%             | 2031-04-14      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Chevron Corp.                                          | Chevron Corp.                                                                     | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1298 | NS      | $229616.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissan Motor Co. Ltd.                                  | Nissan Motor Co. Ltd.                                                             | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $213584.41    | 0.01%             | 2035-07-17      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                       | CCO Holdings LLC                                                                  | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       89000 | PA      | $88012.54     | 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        |      110000 | PA      | $112509.65    | 0.01%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                      | Cigna Group (The)                                                                 | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |        3788 | NS      | $1038328.68   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Rakuten Group, Inc.                                    | Rakuten Group, Inc.                                                               | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | DBT              | CORP              | JP        |      245000 | PA      | $285360.29    | 0.02%             | 2027-04-22      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                  | Axon Enterprise, Inc.                                                             | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |       21000 | PA      | $21759.15     | 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      | $2005313.80   | 0.14%             | 2037-07-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                      | Republic of Kenya                                                                 | CUSIP: 491798AQ7<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      200000 | PA      | $202600.00    | 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      | $31053.69     | 0.00%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                      | CIFC Funding Ltd., Series 2023-1A, Class A1R                                      | CUSIP: 12575RAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1003944.00   | 0.07%             | 2038-10-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2304.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                     | Credit Agricole SA                                                                | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |       12459 | NS      | $269817.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| F5, Inc.                                               | F5, Inc.                                                                          | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |         819 | NS      | $225724.59    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyrgyz Republic International Bond                     | Kyrgyz Republic International Bond                                                | CUSIP: 50158LAA6<br>LEI: 253400QJNKYYP2C7PA85 | Long             | DBT              | NUSS              | KG        |      200000 | PA      | $207437.50    | 0.01%             | 2030-06-03      | 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      | $8472.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Assa Abloy AB                                          | Assa Abloy AB, Class B                                                            | CUSIP: N/A<br>LEI: 549300YECS8HKCIMMB67       | Long             | EC               | CORP              | SE        |        7014 | NS      | $283603.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TC Energy Corp.                                        | TC Energy Corp.                                                                   | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |        4789 | NS      | $280970.63    | 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      | $188128.72    | 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      | $0.58         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Telenet Financing USD LLC                              | Telenet Financing USD LLC, Facility 1st Lien Term Loan AR                         | CUSIP: B9000TBJ3<br>LEI: 213800BMPOX34U6DWN81 | Long             | LON              | CORP              | US        |       80000 | PA      | $79033.60     | 0.01%             | 2028-05-01      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $708.63       | 0.00%             |  |  |  | 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        |      562929 | PA      | $559027.70    | 0.04%             | 2031-09-15      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Aurizon Holdings Ltd.                                  | Aurizon Holdings Ltd.                                                             | CUSIP: N/A<br>LEI: 5299005PC1O6NOWL3H48       | Long             | EC               | CORP              | AU        |       63784 | NS      | $163157.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Next Generation, Inc.                          | Charter Next Generation, Inc., 1st Lien Term Loan                                 | CUSIP: 16125TAP7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      840510 | PA      | $840156.84    | 0.06%             | 2030-11-29      | Variable      | 6.44%                 | 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        |      627636 | PA      | $128382.87    | 0.01%             | 2029-05-25      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| National Storage REIT                                  | National Storage REIT                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      181302 | NS      | $347437.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Trust, Series 2025-LIFE, Class A                                               | CUSIP: 05616HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $1025380.90   | 0.07%             | 2047-06-13      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                | Qnity Electronics, Inc., 1st Lien Term Loan                                       | CUSIP: 74737SAB9<br>LEI: 254900RSUG4J9TFFZX53 | Long             | LON              | CORP              | US        |      614000 | PA      | $616302.50    | 0.04%             | 2032-10-29      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Bankinter SA                                           | Bankinter SA                                                                      | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | EC               | CORP              | ES        |        2407 | NS      | $41087.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                      | EMRLD Borrower LP                                                                 | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |      529000 | PA      | $547555.73    | 0.04%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                             | Cloud Software Group, Inc., 1st Lien Term Loan B                                  | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |     1069978 | PA      | $1036209.02   | 0.07%             | 2031-03-21      | Variable      | 6.92%                 | 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      | $238716.48    | 0.02%             | 2031-11-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hungary                                                | Hungary Government Bond                                                           | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   396000000 | PA      | $1080610.34   | 0.07%             | 2030-08-21      | Fixed         | 3.00%                 | 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      | $574114.35    | 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      | $752980.13    | 0.05%             | 2038-07-17      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | EUR Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -1604000 | PA      | $-11106.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BFLD Mortgage Trust                                    | BFLD Mortgage Trust, Series 2024-VICT, Class A                                    | CUSIP: 05555VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      170000 | PA      | $170743.75    | 0.01%             | 2041-07-15      | Floating      | 5.57%                 | 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      | $295482.80    | 0.02%             | 2039-10-05      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-14815.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                    | Shift4 Payments LLC                                                               | CUSIP: 82453AAB3<br>LEI: 254900GTEMR7L40VPI74 | Long             | DBT              | CORP              | US        |      496000 | PA      | $506015.23    | 0.04%             | 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      | $740934.46    | 0.05%             | 2032-09-30      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | USD Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -623000 | PA      | $-4172.62     | -0.00%            |  |  |  | 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        |       78802 | PA      | $79449.47     | 0.01%             | 2032-04-07      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                     | Chemours Co. (The)                                                                | CUSIP: 163851AE8<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |       96000 | PA      | $96633.89     | 0.01%             | 2027-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                               | Morgan Stanley Europe SE                                                          | CUSIP: 61778P858<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        7323 | NS      | $3530256.48   | 0.24%             | 2026-03-04      | Fixed         | 5.56%                 | 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      | $336537.20    | 0.02%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                  | Mex Bonos Desarr Fix Rt                                                           | CUSIP: 91087BBQ2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      210000 | PA      | $209580.00    | 0.01%             | 2034-02-09      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                           | Target Corp.                                                                      | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |        2509 | NS      | $264624.23    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment, Inc.                        | Live Nation Entertainment, Inc.                                                   | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |       39000 | PA      | $38455.69     | 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      | $248236.57    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hashemite Kingdom of Jordan                            | Hashemite Kingdom of Jordan                                                       | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |      200000 | PA      | $200548.00    | 0.01%             | 2030-07-07      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SGS SA                                                 | SGS SA (Registered)                                                               | CUSIP: N/A<br>LEI: 2138007JNS19JHNA2336       | Long             | EC               | CORP              | CH        |         702 | NS      | $84492.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| 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      | $250578.70    | 0.02%             | 2030-07-17      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                         | 1011778 BC ULC                                                                    | CUSIP: 68245XAT6<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |       31000 | PA      | $31524.58     | 0.00%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                 | UBS AG                                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |        4604 | NS      | $803800.13    | 0.06%             | 2026-02-11      | Fixed         | 26.80%                | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                   | Campbell's Co. (The)                                                              | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |        5860 | NS      | $163962.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Australian Dollar                                      | Australian Dollar                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AU        |        4141 | OU      | $2883.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Romania                                                | Romania Government Bond                                                           | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      485000 | PA      | $617293.24    | 0.04%             | 2034-09-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Insulet Corp.                                          | Insulet Corp.                                                                     | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |         877 | NS      | $224345.37    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm, Inc.                                        | TransDigm, Inc., 1st Lien Term Loan M                                             | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      760095 | PA      | $759433.72    | 0.05%             | 2032-08-19      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                       | CCO Holdings LLC                                                                  | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      102000 | PA      | $95863.77     | 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      | $23223.22     | 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        |      783891 | PA      | $783435.92    | 0.05%             | 2028-05-04      | Variable      | 6.67%                 | 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      | $256500.00    | 0.02%             | 2029-09-17      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| ConocoPhillips                                         | ConocoPhillips                                                                    | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |        1894 | NS      | $197411.62    | 0.01%             |  |  |  | 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      | $136813.29    | 0.01%             | 2031-01-22      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares, Inc.                        | First Citizens BancShares, Inc., Class A                                          | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |         362 | NS      | $749184.34    | 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      | $12.91        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Petroleos Mexicanos                                    | Petroleos Mexicanos                                                               | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      298000 | PA      | $290371.20    | 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      | $388130.21    | 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        |       12423 | NS      | $1487964.83   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | EUR Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -354000 | PA      | $-2662.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                          | Starwood Property Trust, Inc.                                                     | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |       54000 | PA      | $56949.64     | 0.00%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                     | J.P. Morgan Structured Products BV, Series DM91                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |       43971 | NS      | $8312717.55   | 0.58%             | 2026-03-24      | Fixed         | 23.66%                | No            |                  3 | On Loan: No      |
| ION Platform Finance US, Inc.                          | ION Platform Finance US, Inc.                                                     | CUSIP: 46206AAA0<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |      200000 | PA      | $189633.24    | 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        |        6986 | NS      | $606454.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Commercial Mortgage Trust                           | BX Commercial Mortgage Trust, Series 2025-SPOT, Class A                           | CUSIP: 12433FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      806005 | PA      | $807516.09    | 0.06%             | 2040-04-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Aimbridge Topco LLC                                    | Aimbridge Topco LLC                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        1250 | NS      | $75622.58     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Primaris REIT                                          | Primaris REIT                                                                     | CUSIP: 74167K109<br>LEI: 549300WUM45OXSEVOT03 | Long             | EC               | CORP              | CA        |       26194 | NS      | $318371.61    | 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      | $-94853.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| QuidelOrtho Corp.                                      | QuidelOrtho Corp., 1st Lien Term Loan B                                           | CUSIP: 74840YAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      242392 | PA      | $240877.55    | 0.02%             | 2032-08-20      | Variable      | 7.67%                 | 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      | $126348.12    | 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      | $2009442.00   | 0.14%             | 2037-10-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp.                                    | CNX Resources Corp.                                                               | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |       28000 | PA      | $29294.24     | 0.00%             | 2032-03-01      | 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      | $-2364.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SL Green Realty Corp.                                  | SL Green Realty Corp.                                                             | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |        7516 | NS      | $336566.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritas Newco                                          | Veritas Newco, Series G-1                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         168 | NS      | $3953.17      | 0.00%             |  |  |  | No            |                  2 | 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      | $3016014.00   | 0.21%             | 2038-07-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       47273 | NS      | $2519613.59   | 0.17%             | 2026-02-06      | Fixed         | 11.14%                | No            |                  2 | On Loan: No      |
| Indian Rupee                                           | Indian Rupee                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | IN        |      322170 | OU      | $3502.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions, Inc.                   | Broadridge Financial Solutions, Inc.                                              | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |          80 | NS      | $15768.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice France SA                                       | Altice France SA                                                                  | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |      223323 | PA      | $255450.94    | 0.02%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Thaioil Treasury Center Co. Ltd.                       | Thaioil Treasury Center Co. Ltd.                                                  | CUSIP: 88323RAC9<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |      200000 | PA      | $200860.00    | 0.01%             | 2031-01-15      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                             | Charles Schwab Corp. (The)                                                        | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |        2924 | NS      | $303862.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chugai Pharmaceutical Co. Ltd.                         | Chugai Pharmaceutical Co. Ltd.                                                    | CUSIP: N/A<br>LEI: 529900T9LAII161DCN95       | Long             | EC               | CORP              | JP        |         500 | NS      | $28560.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Copper Corp.                                  | Southern Copper Corp.                                                             | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |        1542 | NS      | $293473.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings, Inc.                                    | Herc Holdings, Inc.                                                               | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      502000 | PA      | $526880.63    | 0.04%             | 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      | $179180.50    | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $114.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMG Media Corp.                                        | CMG Media Corp.                                                                   | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       68000 | PA      | $58910.44     | 0.00%             | 2029-06-18      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       14319 | NS      | $1087369.21   | 0.08%             | 2026-03-06      | Fixed         | 17.45%                | 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      | $242127.50    | 0.02%             | 2059-01-15      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Shell plc                                              | Shell plc                                                                         | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |       32557 | NS      | $1251475.16   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                    | Rocket Mortgage LLC                                                               | CUSIP: 77313LAB9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22955.73     | 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        |        2291 | NS      | $159316.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp.                                           | Lennar Corp., Class A                                                             | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |         187 | NS      | $20448.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank plc                                          | HSBC Bank plc, Series 009A                                                        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | Long             | SN               | CORP              | GB        |        3600 | NS      | $203541.68    | 0.01%             | 2026-02-26      | Fixed         | 22.50%                | No            |                  2 | On Loan: No      |
| Tenneco, Inc.                                          | Tenneco, Inc., 1st Lien Term Loan B                                               | CUSIP: 88037HAP9<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |      377000 | PA      | $372796.45    | 0.03%             | 2028-11-17      | Variable      | 8.99%                 | 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      | $2003700.00   | 0.14%             | 2038-04-23      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                            | FTAI Aviation Investors LLC                                                       | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      261000 | PA      | $264622.16    | 0.02%             | 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      | $172378.81    | 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      | $122310.35    | 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        |     1069970 | PA      | $1069092.22   | 0.07%             | 2030-06-20      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Kleopatra Finco Sarl                                   | Kleopatra Finco Sarl                                                              | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | DBT              | CORP              | LU        |      149193 | PA      | $176921.99    | 0.01%             | 2026-08-14      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| TUI AG                                                 | TUI AG                                                                            | CUSIP: N/A<br>LEI: 529900SL2WSPV293B552       | Long             | DBT              | CORP              | DE        |      179000 | PA      | $218876.51    | 0.02%             | 2029-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                          | AIB Group plc                                                                     | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | EC               | CORP              | IE        |       47544 | NS      | $531453.63    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Gulfport Energy Operating Corp.                        | Gulfport Energy Operating Corp.                                                   | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |       38000 | PA      | $39188.91     | 0.00%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Nomura Research Institute Ltd.                         | Nomura Research Institute Ltd.                                                    | CUSIP: N/A<br>LEI: 5299005F1HCVF4M4QN79       | Long             | EC               | CORP              | JP        |        1800 | NS      | $54756.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                | RHP Hotel Properties LP                                                           | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      420000 | PA      | $435368.64    | 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        |      366334 | PA      | $366231.24    | 0.03%             | 2028-10-05      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Fortune Star BVI Ltd.                                  | Fortune Star BVI Ltd.                                                             | CUSIP: N/A<br>LEI: 2549008CU8NYQQRSNU62       | Long             | DBT              | CORP              | VG        |      120000 | PA      | $140819.58    | 0.01%             | 2030-11-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                     | J.P. Morgan Structured Products BV, Series DMtk                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |        1500 | NS      | $113684.81    | 0.01%             | 2026-02-17      | Fixed         | 23.07%                | 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        |      205518 | PA      | $205466.23    | 0.01%             | 2031-02-07      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Ocado Group plc                                        | Ocado Group plc                                                                   | CUSIP: N/A<br>LEI: 213800LO8F61YB8MBC74       | Long             | DBT              | CORP              | GB        |      101000 | PA      | $141304.93    | 0.01%             | 2030-06-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Heineken Holding NV                                    | Heineken Holding NV                                                               | CUSIP: N/A<br>LEI: 724500M1WJLFM9TYBS04       | Long             | EC               | CORP              | NL        |         412 | NS      | $30623.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avery Dennison Corp.                                   | Avery Dennison Corp.                                                              | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |          79 | NS      | $14655.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                         | Wyndham Hotels & Resorts, Inc.                                                    | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |       38000 | PA      | $37562.17     | 0.00%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | U.S. Treasury 5-Year Note                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         209 | NC      | $-159496.19   | -0.01%            |  |  |  | No            |                  1 | 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      | $502832.80    | 0.03%             | 2037-04-20      | Floating      | 7.12%                 | 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      | $1507276.95   | 0.10%             | 2037-10-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Restoration Hardware, Inc.                             | Restoration Hardware, Inc., 1st Lien Term Loan                                    | CUSIP: 76133MAC5<br>LEI: 5493008MTS3OGGMHGK69 | Long             | LON              | CORP              | US        |       54350 | PA      | $54077.91     | 0.00%             | 2028-10-20      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3304.31     | -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      | $26494.70     | 0.00%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Nippon Yusen KK                                        | Nippon Yusen KK                                                                   | CUSIP: N/A<br>LEI: 353800YPW4XM0ZN5I149       | Long             | EC               | CORP              | JP        |        9600 | NS      | $315502.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                               | Mizuho Markets Cayman LP                                                          | CUSIP: 60701B812<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |        2549 | NS      | $768128.49    | 0.05%             | 2026-02-20      | Fixed         | 31.52%                | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                     | Vale Overseas Ltd.                                                                | CUSIP: 91911TAT0<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $200980.00    | 0.01%             | 2056-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc, Series 1232                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        2390 | NS      | $428465.20    | 0.03%             | 2026-03-04      | Fixed         | 23.82%                | 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        |      334472 | PA      | $327364.96    | 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      | $133314.00    | 0.01%             | 2036-02-15      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp.                             | Edwards Lifesciences Corp.                                                        | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |        4861 | NS      | $395490.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       56000 | PA      | $662.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BlackRock Funds V                                      | BlackRock Floating Rate Income Portfolio, Class K Shares                          | CUSIP: 09260B739<br>LEI: NKCTR56VMOQV9WKO8Q71 | Long             |  | RF                | US        |       70895 | NS      | $669954.32    | 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      | $170400.00    | 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      | $180675.00    | 0.01%             | 2032-09-24      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                       | Roche Holding AG                                                                  | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |         969 | NS      | $447795.63    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Danaos Corp.                                           | Danaos Corp.                                                                      | CUSIP: 23585WAA2<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |      160000 | PA      | $160210.88    | 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: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |      855000 | PA      | $855213.75    | 0.06%             | 2032-03-29      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Mowi ASA                                               | Mowi ASA                                                                          | CUSIP: N/A<br>LEI: 549300W1OGQF5LZIH349       | Long             | EC               | CORP              | NO        |         655 | NS      | $15099.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                             | Allison Transmission, Inc., 1st Lien Term Loan                                    | CUSIP: 01973KAJ5<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | LON              | CORP              | US        |      230000 | PA      | $230460.00    | 0.02%             | 2033-01-03      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc, Series 000E                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        4515 | NS      | $646722.58    | 0.04%             | 2026-02-24      | Fixed         | 29.02%                | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-90.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | U.S. Treasury Ultra Bond                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         183 | NC      | $-511598.69   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Goat Holdco LLC                                        | Goat Holdco LLC                                                                   | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       66000 | PA      | $67783.52     | 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      | $323317.24    | 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      | $133585.97    | 0.01%             | 2029-12-31      | Fixed         | 6.75%                 | 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      | $138023.98    | 0.01%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                    | Herc Holdings, Inc.                                                               | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |       48000 | PA      | $48340.80     | 0.00%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                          | SM Energy Co.                                                                     | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |       39000 | PA      | $40963.96     | 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      | $249889.23    | 0.02%             | 2034-10-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                     | Venture Global Plaquemines LNG LLC                                                | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      360000 | PA      | $370548.72    | 0.03%             | 2030-12-15      | Fixed         | 6.12%                 | 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      | $708100.00    | 0.05%             | 2032-08-20      | 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        |       48934 | PA      | $37783.07     | 0.00%             | 2028-01-31      | Variable      | 7.54%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                     | Banco Bilbao Vizcaya Argentaria SA                                                | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |       16760 | NS      | $425430.40    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | CDIT                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      257000 | PA      | $17451.97     | 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        |      245296 | PA      | $243728.84    | 0.02%             | 2031-05-30      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| HSBC Bank plc                                          | HSBC Bank plc, Series 0099                                                        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | Long             | SN               | CORP              | GB        |        2900 | NS      | $241803.93    | 0.02%             | 2026-02-26      | Fixed         | 15.35%                | No            |                  2 | On Loan: No      |
| Sabre Financial Borrower LLC                           | Sabre Financial Borrower LLC                                                      | CUSIP: 78573XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      151000 | PA      | $152715.36    | 0.01%             | 2029-06-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                | Veolia Environnement SA                                                           | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EC               | CORP              | FR        |       25270 | NS      | $947806.97    | 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      | $-3823.24     | -0.00%            |  |  |  | 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      | $143598.03    | 0.01%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                 | Verisk Analytics, Inc.                                                            | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |         510 | NS      | $110904.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Heimstaden Bostad AB                                   | Heimstaden Bostad AB                                                              | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | DBT              | CORP              | SE        |      200000 | PA      | $236965.35    | 0.02%             | 2031-01-19      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Pan Pacific International Holdings Corp.               | Pan Pacific International Holdings Corp.                                          | CUSIP: N/A<br>LEI: 529900QLHJM2E18A5763       | Long             | EC               | CORP              | JP        |       29800 | NS      | $176432.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pinewood Finco plc                                     | Pinewood Finco plc                                                                | CUSIP: N/A<br>LEI: 984500EF3F7CA63ND769       | Long             | DBT              | CORP              | GB        |      273000 | PA      | $378119.40    | 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      | $95705.14     | 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      | $2010202.40   | 0.14%             | 2037-01-20      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                       | Gray Media, Inc.                                                                  | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      147000 | PA      | $150494.63    | 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        |      207000 | PA      | $201769.70    | 0.01%             | 2033-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TAG Immobilien AG                                      | TAG Immobilien AG                                                                 | CUSIP: N/A<br>LEI: 529900TAE68USJNXLR59       | Long             | EC               | CORP              | DE        |        8234 | NS      | $139692.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Teledyne Technologies, Inc.                            | Teledyne Technologies, Inc.                                                       | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |         200 | NS      | $124060.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DCC plc                                                | DCC plc                                                                           | CUSIP: N/A<br>LEI: 213800UPS1QEE4TD3T45       | Long             | EC               | CORP              | IE        |        2253 | NS      | $142816.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings, Inc.                            | Tokio Marine Holdings, Inc.                                                       | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               | CORP              | JP        |        6900 | NS      | $257180.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Genmab A/S                                             | GENMAB A/S                                                                        | CUSIP: 37230JAB8<br>LEI: 529900MTJPDPE4MHJ122 | Long             | DBT              | CORP              | DK        |      200000 | PA      | $211671.83    | 0.01%             | 2033-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                  | WR Grace Holdings LLC                                                             | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |       14000 | PA      | $14000.00     | 0.00%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $703.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                            | Allied Universal Holdco LLC                                                       | CUSIP: 019576AF4<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |      444000 | PA      | $461096.52    | 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        |         525 | NS      | $28462.35     | 0.00%             |  |  |  | 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        |      360000 | PA      | $423054.51    | 0.03%             | 2030-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fortrex Holdings LLC                                   | Fortrex Holdings LLC                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         905 | NS      | $24435.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Quartz AcquireCo LLC                                   | Quartz AcquireCo LLC, 1st Lien Term Loan B2                                       | CUSIP: 74773KAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      242403 | PA      | $233919.12    | 0.02%             | 2030-06-28      | Variable      | 5.92%                 | No            |                  3 | On Loan: No      |
| SEEK Ltd.                                              | SEEK Ltd.                                                                         | CUSIP: N/A<br>LEI: 549300209NEKXBC8QO27       | Long             | EC               | CORP              | AU        |        6885 | NS      | $100001.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        2741 | NS      | $275650.75    | 0.02%             | 2026-03-06      | Fixed         | 20.83%                | No            |                  2 | On Loan: No      |
| Ameren Corp.                                           | Ameren Corp.                                                                      | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |        1364 | NS      | $140873.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OCP SA                                                 | OCP SA                                                                            | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |      232000 | PA      | $252658.44    | 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      | $40883.74     | 0.00%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        7350 | NS      | $585032.21    | 0.04%             | 2026-02-18      | Fixed         | 20.05%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       43000 | NS      | $268669.52    | 0.02%             | 2026-03-23      | Fixed         | 19.08%                | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                     | Toyota Motor Corp.                                                                | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |      129400 | NS      | $2932916.63   | 0.20%             |  |  |  | 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        |      139248 | PA      | $139189.72    | 0.01%             | 2032-04-01      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Worldline SA                                           | Worldline SA                                                                      | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |       18400 | PA      | $21755.87     | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                    | Coca-Cola Co. (The)                                                               | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |       13417 | NS      | $1003725.77   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Reworld Holding Corp.                                  | Reworld Holding Corp., 1st Lien Term Loan                                         | CUSIP: 22282GAR8<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |       96000 | PA      | $95850.24     | 0.01%             | 2031-01-15      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| USA Compression Partners LP                            | USA Compression Partners LP                                                       | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      204000 | PA      | $206651.39    | 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        |      533000 | PA      | $528583.94    | 0.04%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3497.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                | Quikrete Holdings, Inc.                                                           | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      218000 | PA      | $226473.22    | 0.02%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Jardine Matheson Holdings Ltd.                         | Jardine Matheson Holdings Ltd.                                                    | CUSIP: N/A<br>LEI: 2138009KENVUNWOLPK41       | Long             | EC               | CORP              | BM        |        1700 | NS      | $123892.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co. KGaA                                   | Henkel AG & Co. KGaA                                                              | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EC               | CORP              | DE        |        2386 | NS      | $196962.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                            | Allied Universal Holdco LLC                                                       | CUSIP: 019579AA9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |      207000 | PA      | $204199.39    | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours, Inc.                                | DuPont de Nemours, Inc.                                                           | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |        1505 | NS      | $66099.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar, Inc.                                      | Caterpillar, Inc.                                                                 | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |         612 | NS      | $402304.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sappi Papier Holding GmbH                              | Sappi Papier Holding GmbH                                                         | CUSIP: N/A<br>LEI: 549300XBCUMUR5CI0181       | Long             | DBT              | CORP              | AT        |      211000 | PA      | $238739.81    | 0.02%             | 2032-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ping Identity Holding Corp.                            | Ping Identity Holding Corp., 1st Lien Term Loan                                   | CUSIP: 72342MAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      136000 | PA      | $134697.12    | 0.01%             | 2032-11-15      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                       | CMS Energy Corp.                                                                  | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |        6159 | NS      | $440306.91    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Azorra Finance Ltd.                                    | Azorra Finance Ltd.                                                               | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |      114000 | PA      | $119977.02    | 0.01%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Genmab A/S                                             | Genmab A/S                                                                        | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               | CORP              | DK        |         301 | NS      | $98061.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | EUR Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     1069000 | PA      | $14156.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-708.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                     | AmWINS Group, Inc.                                                                | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |       32000 | PA      | $32834.62     | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                | Citigroup Global Markets Holdings, Inc., Series DM5C                              | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |       13773 | NS      | $5994724.25   | 0.41%             | 2026-03-03      | Fixed         | 14.59%                | No            |                  2 | On Loan: No      |
| SS&C Technologies Holdings, Inc.                       | SS&C Technologies Holdings, Inc.                                                  | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |        7246 | NS      | $593374.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Building Solutions, Inc.                      | Standard Building Solutions, Inc.                                                 | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      425000 | PA      | $434416.73    | 0.03%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | USD Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      830000 | PA      | $171.49       | 0.00%             |  |  |  | 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      | $37660.15     | 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      | $283231.57    | 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        |        1397 | NS      | $478961.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                            | Marsh & McLennan Cos., Inc.                                                       | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |         238 | NS      | $44789.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Terumo Corp.                                           | Terumo Corp.                                                                      | CUSIP: N/A<br>LEI: 353800JX1R4582QVK932       | Long             | EC               | CORP              | JP        |       14900 | NS      | $194910.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                               | Infineon Technologies AG                                                          | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Long             | EC               | CORP              | DE        |        1770 | NS      | $86522.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Carnival Corp.                                         | Carnival Corp.                                                                    | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |       57000 | PA      | $58540.37     | 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      | $178453.89    | 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        |      790942 | PA      | $791337.66    | 0.05%             | 2031-04-16      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Welltower, Inc.                                        | Welltower, Inc.                                                                   | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |        3704 | NS      | $697685.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Barracuda Networks, Inc.                               | Barracuda Networks, Inc., 1st Lien Term Loan                                      | CUSIP: 06832FAB3<br>LEI: 549300CXGRZWNMPU8080 | Long             | LON              | CORP              | US        |      290971 | PA      | $223684.00    | 0.02%             | 2029-08-15      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                 | Neptune Bidco US, Inc.                                                            | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |      187000 | PA      | $192012.72    | 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      | $113146.83    | 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      | $8658.49      | 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: 549300C2JJM7BNZTR054 | Long             | LON              | CORP              | US        |       93295 | PA      | $92887.30     | 0.01%             | 2031-10-09      | Variable      | 6.87%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       18715 | NS      | $6245456.16   | 0.43%             | 2026-02-27      | Fixed         | 25.07%                | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                   | Coterra Energy, Inc.                                                              | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |        9823 | NS      | $283393.55    | 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        |      114309 | PA      | $114430.91    | 0.01%             | 2030-09-19      | Variable      | 7.97%                 | No            |                  2 | On Loan: No      |
| RR 7 Ltd.                                              | RR 7 Ltd., Series 2019-7A, Class A2B                                              | CUSIP: 74980EAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1200000 | PA      | $1202520.00   | 0.08%             | 2037-01-15      | Floating      | 5.52%                 | 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      | $501364.85    | 0.03%             | 2033-04-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Japan Post Holdings Co. Ltd.                           | Japan Post Holdings Co. Ltd.                                                      | CUSIP: N/A<br>LEI: 5299003D9N4JBS256X18       | Long             | EC               | CORP              | JP        |       13000 | NS      | $156426.69    | 0.01%             |  |  |  | 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      | $106860.97    | 0.01%             | 2032-09-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Chobani LLC                                            | Chobani LLC, 1st Lien Term Loan                                                   | CUSIP: 17026YAL3<br>LEI: 549300ISVDMZ91KNTR38 | Long             | LON              | CORP              | US        |      982000 | PA      | $983227.50    | 0.07%             | 2032-10-28      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| West Pharmaceutical Services, Inc.                     | West Pharmaceutical Services, Inc.                                                | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |        1679 | NS      | $388050.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB International Ltd.                                 | HUB International Ltd.                                                            | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      600000 | PA      | $626012.40    | 0.04%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc, Series 000D                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        1793 | NS      | $1071762.32   | 0.07%             | 2026-02-24      | Fixed         | 18.51%                | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8327.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Spire, Inc.                                            | Spire, Inc.                                                                       | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |        2232 | NS      | $188581.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Techem Verwaltungsgesellschaft 675 mbH                 | Techem Verwaltungsgesellschaft 675 mbH                                            | CUSIP: N/A<br>LEI: 529900N0M7FQHNAV1A41       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $119323.41    | 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        |         686 | NS      | $76832.00     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Univision Communications, Inc.                         | Univision Communications, Inc.                                                    | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      636000 | PA      | $656350.09    | 0.05%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                       | Altice France SA                                                                  | CUSIP: 02090DAC2<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |       26228 | PA      | $25567.60     | 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        |         667 | NS      | $194257.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Imperial Bank of Commerce                     | Canadian Imperial Bank of Commerce                                                | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |        3995 | NS      | $1735668.39   | 0.12%             | 2026-03-11      | Fixed         | 30.10%                | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                         | Takeda Pharmaceutical Co. Ltd.                                                    | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |        2900 | NS      | $98715.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                         | EchoStar Corp.                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      313322 | PA      | $343469.84    | 0.02%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Project Boost Purchaser LLC                            | Project Boost Purchaser LLC, 1st Lien Term Loan                                   | CUSIP: 74339NAG1<br>LEI: 254900SVSL94NTLSDY26 | Long             | LON              | CORP              | US        |      439978 | PA      | $431648.78    | 0.03%             | 2031-07-16      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-27.07       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Virgin Media O2 Vendor Financing Notes VII DAC         | Virgin Media O2 Vendor Financing Notes VII DAC                                    | CUSIP: N/A<br>LEI: 984500871CCF07442C21       | Long             | DBT              | CORP              | IE        |      100000 | PA      | $118044.74    | 0.01%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings, Inc.                                 | Amentum Holdings, Inc., 1st Lien Term Loan                                        | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |      251212 | PA      | $250898.48    | 0.02%             | 2031-09-29      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| AlixPartners LLP                                       | AlixPartners LLP, 1st Lien Term Loan                                              | CUSIP: 01642PBE5<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |      599141 | PA      | $595288.96    | 0.04%             | 2032-08-12      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Wolverine Escrow LLC                                   | Wolverine Escrow LLC                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |       84000 | PA      | $0.01         | 0.00%             | 2026-11-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| AvalonBay Communities, Inc.                            | AvalonBay Communities, Inc.                                                       | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |        1028 | NS      | $182644.76    | 0.01%             |  |  |  | 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        |       52300 | PA      | $44124.77     | 0.00%             | 2046-11-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       10243 | NS      | $3758709.53   | 0.26%             | 2026-02-04      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| Nemetschek SE                                          | Nemetschek SE                                                                     | CUSIP: N/A<br>LEI: 529900R0S2IX1S358J38       | Long             | EC               | CORP              | DE        |        1191 | NS      | $104062.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                                   | Republic of Colombia                                                              | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      256000 | PA      | $275456.00    | 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      | $99465.48     | 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      | $108344.33    | 0.01%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LLC                                                    | MF1 LLC, Series 2026-FL21, Class A                                                | CUSIP: 55287NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1000000.00   | 0.07%             | 2041-02-18      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Hertz Corp. (The)                                      | Hertz Corp. (The)                                                                 | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |       58000 | PA      | $58382.16     | 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      | 6.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | USD Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      415000 | PA      | $3134.77      | 0.00%             |  |  |  | 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      | $26061.37     | 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        |        3841 | NS      | $107855.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity, Inc.                                     | HealthEquity, Inc.                                                                | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |      227000 | PA      | $221269.98    | 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      | $576721.78    | 0.04%             | 2032-10-15      | Variable      | 7.17%                 | 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      | $119630.79    | 0.01%             | 2032-10-15      | Floating      | 5.10%                 | 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        |      169603 | PA      | $242930.92    | 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        |        2987 | NS      | $112938.47    | 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      | $15513.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                               | Advance Auto Parts, Inc.                                                          | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |       38000 | PA      | $38644.29     | 0.00%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        2200 | NS      | $165550.09    | 0.01%             | 2026-03-05      | Fixed         | 9.30%                 | No            |                  2 | On Loan: No      |
| iShares Trust                                          | iShares Broad USD High Yield Corporate Bond ETF                                   | CUSIP: 46435U853<br>LEI: 549300X7H67ZLUE3IZ46 | Long             |  | RF                | US        |      796068 | NS      | $29963999.52  | 2.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Forint                                                 | Forint                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HU        |         684 | OU      | $2.12         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        2400 | NS      | $97566.29     | 0.01%             | 2026-03-16      | Fixed         | 13.37%                | 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      | $222171.19    | 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        |        8571 | OU      | $6737.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Warehouses De Pauw CVA                                 | Warehouses De Pauw CVA                                                            | CUSIP: N/A<br>LEI: 549300HWDYC5JXC85138       | Long             | EC               | CORP              | BE        |       20310 | NS      | $575496.99    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Alpha Star Holding IX Ltd.                             | Alpha Star Holding IX Ltd.                                                        | CUSIP: N/A<br>LEI: 254900IL2SBV9ANGBE89       | Long             | DBT              | CORP              | AE        |      200000 | PA      | $204500.00    | 0.01%             | 2028-08-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PAREXEL International Corp.                            | PAREXEL International Corp., 1st Lien Term Loan                                   | CUSIP: 71911KAF1<br>LEI: 549300GCZVUYB6P2OA17 | Long             | LON              | CORP              | US        |      740315 | PA      | $739700.46    | 0.05%             | 2031-12-12      | Variable      | 6.42%                 | 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        |      344095 | PA      | $344470.56    | 0.02%             | 2030-03-18      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                              | UKG, Inc.                                                                         | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |      504000 | PA      | $503593.73    | 0.03%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Tenneco, Inc.                                          | Tenneco, Inc.                                                                     | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |      244000 | PA      | $245452.04    | 0.02%             | 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      | $267696.02    | 0.02%             | 2029-03-01      | 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      | $-5773.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Finastra USA, Inc.                                     | Finastra USA, Inc., 1st Lien Term Loan                                            | CUSIP: 31772YAD8<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |      967000 | PA      | $848542.50    | 0.06%             | 2032-09-15      | Variable      | 7.72%                 | 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      | $150073.79    | 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      | $23768.95     | 0.00%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRQ Sales LLC                                          | TRQ Sales LLC, 1st Lien Term Loan                                                 | CUSIP: 89776TAB7<br>LEI: 254900RI25V4FBT02P38 | Long             | LON              | CORP              | US        |      191000 | PA      | $189806.25    | 0.01%             | 2032-12-30      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                              | Zurich Insurance Group AG                                                         | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |         468 | NS      | $332945.49    | 0.02%             |  |  |  | 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        |      149377 | PA      | $31097.36     | 0.00%             | 2030-01-24      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                        | Goldman Sachs Group, Inc. (The)                                                   | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      141000 | PA      | $146945.72    | 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        |      129300 | NS      | $1482670.85   | 0.10%             |  |  |  | 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      | $586485.04    | 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      | $39546.75     | 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        |      421254 | PA      | $371756.63    | 0.03%             | 2029-03-01      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| MSOF BEACON LLC                                        | MSOF Beacon LLC, 1st Lien Term Loan                                               | CUSIP: 62477VAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      269000 | PA      | $268580.36    | 0.02%             | 2032-12-23      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                             | Procter & Gamble Co. (The)                                                        | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |        6424 | NS      | $974970.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO Holdings LLC                                       | CCO Holdings LLC                                                                  | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      390000 | PA      | $390467.60    | 0.03%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Aena SME SA                                            | Aena SME SA                                                                       | CUSIP: N/A<br>LEI: 959800R7QMXKF0NFMT29       | Long             | EC               | CORP              | ES        |       25705 | NS      | $798335.07    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                          | UniCredit SpA                                                                     | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |       30444 | NS      | $2653074.61   | 0.18%             |  |  |  | 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      | $1011835.30   | 0.07%             | 2038-04-20      | Floating      | 6.92%                 | 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        |      148190 | PA      | $141273.98    | 0.01%             | 2027-10-01      | Variable      | 7.77%                 | 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      | $240301.86    | 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: 254900F4BUS186SK8A51       | Long             | LON              | CORP              | US        |      115000 | PA      | $115670.45    | 0.01%             | 2032-10-01      | Variable      | 6.75%                 | 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        |      958440 | PA      | $950772.37    | 0.07%             | 2031-02-06      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                               | Morgan Stanley Europe SE, Series 000y                                             | CUSIP: 61778P700<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |       26492 | NS      | $6897516.88   | 0.48%             | 2026-02-10      | Fixed         | 13.42%                | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-322.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Agilent Technologies, Inc.                             | Agilent Technologies, Inc.                                                        | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |        5002 | NS      | $669517.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Daifuku Co. Ltd.                                       | Daifuku Co. Ltd.                                                                  | CUSIP: N/A<br>LEI: 3538006FG1W4X3MYHL36       | Long             | EC               | CORP              | JP        |         500 | NS      | $17936.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                                | Ellucian Holdings, Inc., 2nd Lien Term Loan                                       | CUSIP: 28917XAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       94000 | PA      | $91767.50     | 0.01%             | 2032-11-15      | Variable      | 8.42%                 | 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      | $380523.75    | 0.03%             | 2032-10-01      | Variable      | 7.41%                 | 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      | $-215810.51   | -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      | $-4590.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        5062 | NS      | $1054088.09   | 0.07%             | 2026-02-20      | Fixed         | 18.16%                | No            |                  2 | On Loan: No      |
| Schaeffler AG                                          | Schaeffler AG                                                                     | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $121078.89    | 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      | $58542.30     | 0.00%             | 2032-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| B&M European Value Retail SA                           | B&M European Value Retail SA                                                      | CUSIP: N/A<br>LEI: 213800UK7ZRLY2K1X530       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $131852.37    | 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        |      789168 | PA      | $763125.80    | 0.05%             | 2031-08-05      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                  | Mex Bonos Desarr Fix Rt                                                           | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      160000 | PA      | $861868.25    | 0.06%             | 2034-11-23      | Fixed         | 7.75%                 | 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      | $178382.92    | 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      | $53143.42     | 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      | $6782.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3, Inc.                          | Fortress Intermediate 3, Inc.                                                     | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |      421000 | PA      | $428845.36    | 0.03%             | 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      | $42118.76     | 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      | $121620.22    | 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      | $194218.43    | 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      | $125949.81    | 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        |          23 | NS      | $9437.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| West Japan Railway Co.                                 | West Japan Railway Co.                                                            | CUSIP: N/A<br>LEI: 353800QGUXHZ7EBCR121       | Long             | EC               | CORP              | JP        |        1000 | NS      | $20434.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                  | WR Grace Holdings LLC                                                             | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      129000 | PA      | $128287.43    | 0.01%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Modernland Overseas Pte. Ltd.                          | Modernland Overseas Pte. Ltd.                                                     | CUSIP: N/A<br>LEI: 254900HQ9F9WCPKERQ02       | Long             | DBT              | CORP              | SG        |      380739 | PA      | $125708.60    | 0.01%             | 2027-04-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                 | Standard Chartered plc                                                            | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |        5942 | NS      | $152034.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |         867 | NS      | $386934.38    | 0.03%             | 2026-02-18      | Fixed         | 23.45%                | No            |                  2 | On Loan: No      |
| J Sainsbury plc                                        | J Sainsbury plc                                                                   | CUSIP: N/A<br>LEI: 213800VGZAAJIKJ9Y484       | Long             | EC               | CORP              | GB        |       10947 | NS      | $47966.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp.                                  | Kaiser Aluminum Corp.                                                             | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      517000 | PA      | $499098.41    | 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        |       63069 | PA      | $63208.56     | 0.00%             | 2028-07-03      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        4200 | NS      | $372702.52    | 0.03%             | 2026-03-16      | Fixed         | 21.00%                | 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      | $129693.77    | 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        |      432000 | PA      | $441486.29    | 0.03%             | 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      | $29026.81     | 0.00%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Intrum Investments & Financing AB                      | Intrum Investments & Financing AB                                                 | CUSIP: N/A<br>LEI: 984500D7B1EFD7460452       | Long             | DBT              | CORP              | SE        |       63613 | PA      | $66344.43     | 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      | $1306105.05   | 0.09%             | 2039-08-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure LP                                 | XPLR Infrastructure LP                                                            | CUSIP: 65341BAG1<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |      115000 | PA      | $112849.50    | 0.01%             | 2026-06-15      | Fixed         | 2.50%                 | 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      | $12776.06     | 0.00%             |  |  |  | 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      | $301428.57    | 0.02%             | 2037-04-25      | Floating      | 7.37%                 | 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      | $-761.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Endesa SA                                              | Endesa SA                                                                         | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |        7791 | NS      | $287118.07    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Crescent Energy Finance LLC                            | Crescent Energy Finance LLC                                                       | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |       66000 | PA      | $65464.25     | 0.00%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        1499 | NS      | $442776.40    | 0.03%             | 2026-02-13      | Fixed         | 16.34%                | No            |                  2 | On Loan: No      |
| Secom Co. Ltd.                                         | Secom Co. Ltd.                                                                    | CUSIP: N/A<br>LEI: 529900TYCL9N3E9PGE47       | Long             | EC               | CORP              | JP        |        2500 | NS      | $91584.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | NDIRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   540358000 | PA      | $-2736.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                               | Mizuho Markets Cayman LP                                                          | CUSIP: 60701B705<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |        5921 | NS      | $1314648.94   | 0.09%             | 2026-02-11      | Fixed         | 9.57%                 | 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      | $4500.00      | 0.00%             | 2024-10-18      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| N/A                                                    | NDIRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   614452000 | PA      | $-994.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Edge Finco plc                                         | Edge Finco plc                                                                    | CUSIP: N/A<br>LEI: 648835NI8LJE5190NT73       | Long             | DBT              | CORP              | GB        |      398000 | PA      | $580700.36    | 0.04%             | 2031-08-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3234.95     | -0.00%            |  |  |  | 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      | $2006864.80   | 0.14%             | 2037-07-18      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Obayashi Corp.                                         | Obayashi Corp.                                                                    | CUSIP: N/A<br>LEI: 529900YT4O5S0LCXWD54       | Long             | EC               | CORP              | JP        |        6200 | NS      | $139954.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosus NV                                              | Prosus NV                                                                         | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |      231000 | PA      | $161058.98    | 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      | $18255.64     | 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      | $72003.40     | 0.00%             | 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        |      381595 | PA      | $381282.08    | 0.03%             | 2028-04-07      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Astellas Pharma, Inc.                                  | Astellas Pharma, Inc.                                                             | CUSIP: N/A<br>LEI: 529900IB708DY2HBBB35       | Long             | EC               | CORP              | JP        |       16800 | NS      | $233686.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CNH Industrial NV                                      | CNH Industrial NV                                                                 | CUSIP: N/A<br>LEI: 549300WGC2HZ5J67V817       | Long             | EC               | CORP              | NL        |       14153 | NS      | $152286.28    | 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        |      678616 | PA      | $626451.05    | 0.04%             | 2031-05-01      | Variable      | 6.45%                 | 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      | $228984.89    | 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      | $74172.82     | 0.01%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                       | Sabre GLBL, Inc.                                                                  | CUSIP: 78573NAN2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |       73000 | PA      | $58582.50     | 0.00%             | 2030-03-15      | Fixed         | 10.75%                | 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      | $2510343.75   | 0.17%             | 2038-01-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Amber Finco plc                                        | Amber Finco plc                                                                   | CUSIP: N/A<br>LEI: 9845004C0870D380O790       | Long             | DBT              | CORP              | GB        |      304000 | PA      | $376997.33    | 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      | $304196.23    | 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        |         521 | NS      | $254216.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Imperial Bank of Commerce                     | Canadian Imperial Bank of Commerce                                                | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |        1100 | NS      | $146264.63    | 0.01%             | 2026-03-05      | Fixed         | 10.40%                | No            |                  2 | On Loan: No      |
| Terawulf, Inc.                                         | Terawulf, Inc.                                                                    | CUSIP: 88080T104<br>LEI: 254900CVMW1SX2T78A64 | Long             | EC               | CORP              | US        |        3315 | NS      | $44321.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp.                                          | Nordson Corp.                                                                     | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |          36 | NS      | $9883.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities, Inc.                              | Century Communities, Inc.                                                         | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |       51000 | PA      | $51651.32     | 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      | $361466.56    | 0.03%             | 2034-09-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                             | Corebridge Financial, Inc.                                                        | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40866.22     | 0.00%             | 2054-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                          | Nomura Bank International plc                                                     | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |         300 | NS      | $70046.22     | 0.00%             | 2026-03-09      | Fixed         | 24.03%                | No            |                  2 | On Loan: No      |
| Sumitomo Realty & Development Co. Ltd.                 | Sumitomo Realty & Development Co. Ltd.                                            | CUSIP: N/A<br>LEI: 353800SO2DCLOI3LNZ64       | Long             | EC               | CORP              | JP        |        2600 | NS      | $72402.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                           | DaVita, Inc.                                                                      | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |       11000 | PA      | $11290.27     | 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      | $48716.91     | 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      | $243240.43    | 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      | $121269.02    | 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        |       95000 | PA      | $102040.93    | 0.01%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO 7 Ltd.                               | Kennedy Lewis CLO 7 Ltd., Series 7A, Class A1R                                    | CUSIP: 37149LAL1<br>LEI: 25490036G9JNQQPHIX69 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1002624.20   | 0.07%             | 2037-04-22      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Compass Group Diversified Holdings LLC                 | Compass Group Diversified Holdings LLC                                            | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |       68967 | PA      | $64293.67     | 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      | $262929.71    | 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      | $228007.50    | 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      | $40604.95     | 0.00%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SHR Trust                                              | SHR Trust, Series 2024-LXRY, Class A                                              | CUSIP: 784234AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      400000 | PA      | $401750.00    | 0.03%             | 2041-10-15      | Floating      | 5.63%                 | 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      | $142838.68    | 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      | $335780.76    | 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        |      268000 | PA      | $270091.58    | 0.02%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PFP Ltd.                                               | PFP Ltd., Series 2026-13, Class A                                                 | CUSIP: 716966AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1001245.50   | 0.07%             | 2043-08-18      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Siemens AG                                             | Siemens AG (Registered)                                                           | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |        2196 | NS      | $663917.32    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Kapla Holding SAS                                      | Kapla Holding SAS                                                                 | CUSIP: N/A<br>LEI: 894500PJ28XTH66K4X83       | Long             | DBT              | CORP              | FR        |      181000 | PA      | $216084.22    | 0.01%             | 2030-07-31      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Endeavour Mining plc                                   | Endeavour Mining plc                                                              | CUSIP: N/A<br>LEI: 529900NI5MXQ91GHXR07       | Long             | EC               | CORP              | GB        |        5072 | NS      | $288689.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                            | Block, Inc.                                                                       | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101784.30    | 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        |      165000 | PA      | $167274.69    | 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        |       15990 | NS      | $711874.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Poste Italiane SpA                                     | Poste Italiane SpA                                                                | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | EC               | CORP              | IT        |       12301 | NS      | $323985.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                        | Goldman Sachs Group, Inc. (The)                                                   | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |         141 | NS      | $131892.81    | 0.01%             |  |  |  | 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      | $407244.42    | 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        |      222000 | PA      | $232405.14    | 0.02%             | 2032-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1190.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortrex LLC                                            | Fortrex LLC, 1st Lien Term Loan                                                   | CUSIP: 34967RAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       21099 | PA      | $20342.10     | 0.00%             | 2031-03-10      | Variable      | 10.09%                | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                         | Olympus Water US Holding Corp., 1st Lien Term Loan                                | CUSIP: 68163YAK1<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |      379000 | PA      | $372526.68    | 0.03%             | 2032-11-03      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | IRS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     8760000 | PA      | $5289.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc, Series 1230                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |         596 | NS      | $235375.83    | 0.02%             | 2026-03-04      | Fixed         | 12.95%                | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                         | EchoStar Corp.                                                                    | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      680812 | PA      | $692888.24    | 0.05%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                  | Mex Bonos Desarr Fix Rt                                                           | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      144000 | PA      | $836354.49    | 0.06%             | 2029-05-31      | Fixed         | 8.50%                 | 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        |      917616 | PA      | $895822.23    | 0.06%             | 2032-01-30      | Variable      | 6.17%                 | 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        |       15453 | NS      | $573857.04    | 0.04%             |  |  |  | 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        |      692959 | PA      | $689015.58    | 0.05%             | 2032-03-08      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                  | Clydesdale Acquisition Holdings, Inc.                                             | CUSIP: 18972EAC9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      269000 | PA      | $272497.00    | 0.02%             | 2030-01-15      | 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      | $-50783.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ziggo Bond Co. BV                                      | Ziggo Bond Co. BV                                                                 | CUSIP: N/A<br>LEI: 213800JYI4P7V5QDOG59       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $221744.53    | 0.02%             | 2032-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Sandvik AB                                             | Sandvik AB                                                                        | CUSIP: N/A<br>LEI: 5299008ZUAXN43LVZF54       | Long             | EC               | CORP              | SE        |       12327 | NS      | $486748.22    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                    | Hilcorp Energy I LP                                                               | CUSIP: 431318AY0<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |       98000 | PA      | $96423.92     | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        1300 | NS      | $100512.08    | 0.01%             | 2026-03-02      | Fixed         | 25.42%                | No            |                  2 | On Loan: No      |
| REA Group Ltd.                                         | REA Group Ltd.                                                                    | CUSIP: N/A<br>LEI: 894500KA4UBDATOFPN36       | Long             | EC               | CORP              | AU        |         595 | NS      | $78232.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                         | Raven Acquisition Holdings LLC                                                    | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      167000 | PA      | $167354.88    | 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        |       62000 | PA      | $69136.39     | 0.00%             | 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      | $48350.19     | 0.00%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       50305 | NS      | $2139635.53   | 0.15%             | 2026-02-04      | Fixed         | 17.13%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        3898 | NS      | $526388.02    | 0.04%             | 2026-03-06      | Fixed         | 38.48%                | 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      | $110941.96    | 0.01%             |  |  |  | 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        |        6825 | NS      | $765739.48    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Carnival Corp.                                         | Carnival Corp.                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      294000 | PA      | $302440.15    | 0.02%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                     | Canadian Imperial Bank of Commerce                                                | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |        7838 | NS      | $3806722.32   | 0.26%             | 2026-03-11      | Fixed         | 23.85%                | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                  | Walt Disney Co. (The)                                                             | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |        2524 | NS      | $284707.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        3774 | NS      | $448476.64    | 0.03%             | 2026-02-13      | Fixed         | 32.95%                | No            |                  2 | On Loan: No      |
| United Mexican States                                  | Mex Bonos Desarr Fix Rt                                                           | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      200000 | PA      | $207600.00    | 0.01%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                         | Olympus Water US Holding Corp.                                                    | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      863000 | PA      | $859641.58    | 0.06%             | 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        |      425696 | PA      | $425926.25    | 0.03%             | 2030-11-01      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                        | AstraZeneca plc                                                                   | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |       11884 | NS      | $2214156.70   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                        | Nissan Motor Acceptance Co. LLC                                                   | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      171000 | PA      | $170525.30    | 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      | $568422.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp.                                             | Esab Corp.                                                                        | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |       52000 | PA      | $53431.66     | 0.00%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                     | J.P. Morgan Structured Products BV, Series Emtp                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |        5700 | NS      | $319720.64    | 0.02%             | 2026-02-19      | Fixed         | 23.76%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                     | J.P. Morgan Structured Products BV, Series DMT6                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |       35005 | NS      | $4140403.42   | 0.29%             | 2026-03-11      | Fixed         | 16.75%                | No            |                  2 | On Loan: No      |
| Federation of Malaysia                                 | Malaysia Government Bond                                                          | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     1532000 | PA      | $401918.76    | 0.03%             | 2044-05-16      | Fixed         | 4.18%                 | 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      | $120060.59    | 0.01%             | 2039-10-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Ralliant Corp.                                         | Ralliant Corp.                                                                    | CUSIP: 750940108<br>LEI: 52990024QKO4DYT8N464 | Long             | EC               | CORP              | US        |        1776 | NS      | $94074.72     | 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        |      490000 | PA      | $507256.33    | 0.04%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TDK Corp.                                              | TDK Corp.                                                                         | CUSIP: N/A<br>LEI: 3538005O8WNU39U8NX03       | Long             | EC               | CORP              | JP        |        8900 | NS      | $114838.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fisher & Paykel Healthcare Corp. Ltd.                  | Fisher & Paykel Healthcare Corp. Ltd.                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NZ        |        3303 | NS      | $77162.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DMG Mori Co. Ltd.                                      | DMG Mori Co. Ltd.                                                                 | CUSIP: N/A<br>LEI: 353800P4I3FIXTQV2E13       | Long             | EC               | CORP              | JP        |        1400 | NS      | $24707.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                     | J.P. Morgan Structured Products BV, Series CCzr                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |        1432 | NS      | $357416.22    | 0.02%             | 2026-02-25      | Fixed         | 15.55%                | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                       | Sands China Ltd.                                                                  | CUSIP: N/A<br>LEI: 549300EVO6UZDGY05787       | Long             | EC               | CORP              | KY        |       28400 | NS      | $61635.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                  | Albertsons Cos., Inc.                                                             | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       47000 | PA      | $47991.77     | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                            | Amgen, Inc.                                                                       | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |        1374 | NS      | $469743.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ring Container Technologies Group LLC                  | Ring Container Technologies Group LLC, 1st Lien Term Loan                         | CUSIP: 76680YAJ1<br>LEI: 254900MFUG4RPN6Y4A98 | Long             | LON              | CORP              | US        |      127680 | PA      | $127812.79    | 0.01%             | 2032-09-15      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Ferrellgas LP                                          | Ferrellgas LP                                                                     | CUSIP: 315292AU6<br>LEI: 549300EW667UKOZLEW85 | Long             | DBT              | CORP              | US        |       51000 | PA      | $52719.82     | 0.00%             | 2031-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Smiths Group plc                                       | Smiths Group plc                                                                  | CUSIP: N/A<br>LEI: 213800MJL6IPZS3ASA11       | Long             | EC               | CORP              | GB        |        5028 | NS      | $172670.76    | 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      | $-46063.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                     | Energy Transfer LP                                                                | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       95000 | PA      | $101516.15    | 0.01%             | 2054-05-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | MSCI EAFE E-Mini Index                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           1 | NC      | $5562.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ERO Copper Corp.                                       | ERO Copper Corp.                                                                  | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |      341000 | PA      | $343659.80    | 0.02%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Otsuka Holdings Co. Ltd.                               | Otsuka Holdings Co. Ltd.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        2100 | NS      | $125723.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc, Series EMSz                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |         919 | NS      | $275710.32    | 0.02%             | 2026-02-25      | Fixed         | 22.93%                | No            |                  2 | On Loan: No      |
| Gabon Government Bond                                  | Gabon Government Bond                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GA        |      325000 | PA      | $305298.50    | 0.02%             | 2029-02-18      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $426.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Indicor LLC                                            | Indicor LLC, 1st Lien Term Loan D                                                 | CUSIP: 77669LAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      188051 | PA      | $187868.71    | 0.01%             | 2029-11-22      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $138.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                        | Microsoft Corp.                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |        2246 | NS      | $966431.34    | 0.07%             |  |  |  | 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      | $1184506.91   | 0.08%             | 2039-12-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                   | Clear Channel Outdoor Holdings, Inc.                                              | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      429000 | PA      | $424504.25    | 0.03%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank AG                                 | Morgan Stanley Bank AG                                                            | CUSIP: 61778P841<br>LEI: 7CPI4ZQUQVBDH8SA1F44 | Long             | SN               | CORP              | DE        |        1512 | NS      | $616842.91    | 0.04%             | 2026-03-04      | Fixed         | 22.33%                | No            |                  2 | On Loan: No      |
| Hungary                                                | Hungary Government Bond                                                           | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      355000 | PA      | $361390.00    | 0.02%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ORIX Corp.                                             | ORIX Corp.                                                                        | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | EC               | CORP              | JP        |        5100 | NS      | $155424.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SCIL IV LLC                                            | SCIL IV LLC                                                                       | CUSIP: N/A<br>LEI: 9845009F6D37C41A8572       | Long             | DBT              | CORP              | US        |      200000 | PA      | $248684.75    | 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: 254900HEEOS2IWC84V94 | Long             | LON              | CORP              | US        |      378274 | PA      | $376224.19    | 0.03%             | 2031-11-25      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Textron, Inc.                                          | Textron, Inc.                                                                     | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |        2527 | NS      | $222527.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Renesas Electronics Corp.                              | Renesas Electronics Corp.                                                         | CUSIP: N/A<br>LEI: 5299000EPC47VJQOFB81       | Long             | EC               | CORP              | JP        |       44300 | NS      | $736507.73    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| International Consolidated Airlines Group SA           | International Consolidated Airlines Group SA                                      | CUSIP: N/A<br>LEI: 959800TZHQRUSH1ESL13       | Long             | EC               | CORP              | ES        |       28318 | NS      | $162426.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        5219 | NS      | $3656494.25   | 0.25%             | 2026-03-17      | Fixed         | 19.41%                | 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        |      233168 | PA      | $219347.89    | 0.02%             | 2028-09-15      | Variable      | 7.42%                 | 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        |      251589 | PA      | $249702.47    | 0.02%             | 2030-02-06      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Cougar JV Subsidiary LLC                               | Cougar JV Subsidiary LLC                                                          | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       79000 | PA      | $84420.74     | 0.01%             | 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      | $45913.28     | 0.00%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer LLC                                   | FS Rialto Issuer LLC, Series 2026-FL11, Class A                                   | CUSIP: 30343TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      704000 | PA      | $704291.24    | 0.05%             | 2044-01-19      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Marcobre SAC                                           | Marcobre SAC                                                                      | CUSIP: 56625AAA2<br>LEI: 254900BORIUZFCM1XB72 | Long             | DBT              | CORP              | PE        |      200000 | PA      | $198815.00    | 0.01%             | 2036-01-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Travelport Technology Ltd.                             | Travelport Technology Ltd.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |          27 | NS      | $64570.50     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Czech Republic                                         | Czech Republic                                                                    | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    29920000 | PA      | $1303899.50   | 0.09%             | 2030-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                   | Icahn Enterprises LP                                                              | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      238000 | PA      | $235450.52    | 0.02%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $970.11       | 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      | $-54220.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp.                                                             | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |        6371 | NS      | $338937.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Orsted A/S                                             | Orsted A/S                                                                        | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | EC               | CORP              | DK        |        5419 | NS      | $121901.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                   | Charter Communications Operating LLC, 1st Lien Term Loan B4                       | CUSIP: 16117LCB3<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |      120389 | PA      | $120055.94    | 0.01%             | 2030-12-09      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| MAIN Trust 2026-OLAS                                   | MAIN Trust, Series 2026-OLAS, Class A                                             | CUSIP: 56036BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $999999.63    | 0.07%             | 2041-01-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Bubbles Bidco SpA                                      | Bubbles Bidco SpA                                                                 | CUSIP: N/A<br>LEI: 815600073942740CEB24       | Long             | DBT              | CORP              | IT        |      118000 | PA      | $141082.63    | 0.01%             | 2031-09-30      | Floating      | 6.27%                 | 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        |      920920 | PA      | $922991.63    | 0.06%             | 2031-10-16      | Variable      | 6.12%                 | 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      | $67365.48     | 0.00%             | 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      | $195377.95    | 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        |       18360 | PA      | $18049.96     | 0.00%             | 2030-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Stonegate Pub Co. Financing plc                        | Stonegate Pub Co. Financing plc                                                   | CUSIP: N/A<br>LEI: 254900L5266ML3505282       | Long             | DBT              | CORP              | GB        |      112000 | PA      | $131150.23    | 0.01%             | 2029-07-31      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                               | Mizuho Markets Cayman LP                                                          | CUSIP: 60701C208<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |       38609 | NS      | $3000557.79   | 0.21%             | 2026-03-11      | Fixed         | 18.52%                | No            |                  2 | On Loan: No      |
| Public Storage                                         | Public Storage                                                                    | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |        2948 | NS      | $814208.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc                     | Johnson Controls International plc                                                | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |         596 | NS      | $71078.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Bank International plc                          | Nomura Bank International plc                                                     | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |        1900 | NS      | $145461.15    | 0.01%             | 2026-03-12      | Fixed         | 25.83%                | No            |                  3 | On Loan: No      |
| Mehilainen Yhtiot Oy                                   | Mehilainen Yhtiot Oy                                                              | CUSIP: N/A<br>LEI: 2138006X78HGYRHS5865       | Long             | DBT              | CORP              | FI        |      250000 | PA      | $300656.20    | 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      | $152275.41    | 0.01%             | 2050-09-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        2200 | NS      | $131645.41    | 0.01%             | 2026-03-19      | Fixed         | 28.20%                | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                             | Vmed O2 UK Financing I plc                                                        | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $182751.50    | 0.01%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                          | Transocean International Ltd.                                                     | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |       36000 | PA      | $37527.62     | 0.00%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                | Citigroup Global Markets Holdings, Inc., Series E0Uo                              | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |        5811 | NS      | $1336944.20   | 0.09%             | 2026-02-20      | Fixed         | 36.88%                | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                         | Enbridge, Inc.                                                                    | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       39000 | PA      | $41424.16     | 0.00%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Galp Energia SGPS SA                                   | Galp Energia SGPS SA, Class B                                                     | CUSIP: N/A<br>LEI: 2138003319Y7NM75FG53       | Long             | EC               | CORP              | PT        |         303 | NS      | $6028.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Evergy, Inc.                                           | Evergy, Inc.                                                                      | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |       12620 | NS      | $968332.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ballyrock CLO Ltd.                                     | Ballyrock CLO Ltd., Series 2020-2A, Class A2R                                     | CUSIP: 05875DAL6<br>LEI: 254900Y6C4AXEAZ9T124 | Long             | ABS-CBDO         | CORP              | KY        |     1600000 | PA      | $1601459.68   | 0.11%             | 2031-10-20      | Floating      | 5.48%                 | 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      | $40276.04     | 0.00%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Telenet Finance Luxembourg Notes SARL                  | Telenet Finance Luxembourg Notes SARL                                             | CUSIP: N/A<br>LEI: 2138007RI9GLJPCC3E25       | Long             | DBT              | CORP              | LU        |      400000 | PA      | $398690.71    | 0.03%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prologis, Inc.                                         | Prologis, Inc.                                                                    | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |       13564 | NS      | $1770915.84   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto plc                                          | Rio Tinto plc                                                                     | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |        1199 | NS      | $109389.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tritax Big Box REIT plc                                | Tritax Big Box REIT plc                                                           | CUSIP: N/A<br>LEI: 213800L6X88MIYPVR714       | Long             | EC               | CORP              | GB        |      209268 | NS      | $475023.63    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc, Series 000B                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       81881 | NS      | $2187987.35   | 0.15%             | 2026-02-24      | Fixed         | 16.16%                | 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      | $1003243.50   | 0.07%             | 2038-04-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp.                                   | Kimberly-Clark Corp.                                                              | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |        1248 | NS      | $124787.52    | 0.01%             |  |  |  | No            |                  1 | 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        |      617545 | PA      | $544100.40    | 0.04%             | 2030-08-01      | Variable      | 8.35%                 | 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      | $65015.75     | 0.00%             | 2032-03-04      | Variable      | 5.42%                 | 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      | $353588.34    | 0.02%             | 2026-03-09      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        2445 | NS      | $435119.02    | 0.03%             | 2026-03-11      | Fixed         | 20.14%                | No            |                  2 | On Loan: No      |
| Unicharm Corp.                                         | Unicharm Corp.                                                                    | CUSIP: N/A<br>LEI: 353800UQ4BZIJTAQEG85       | Long             | EC               | CORP              | JP        |       11600 | NS      | $70412.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | USD Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -415000 | PA      | $-2228.92     | -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      | $-1479.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                            | Federal Republic of Nigeria                                                       | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      200000 | PA      | $236200.00    | 0.02%             | 2034-12-09      | Fixed         | 10.38%                | 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      | $1411842.88   | 0.10%             | 2038-07-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Safran SA                                              | Safran SA                                                                         | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |        2461 | NS      | $879294.20    | 0.06%             |  |  |  | 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      | $38594.83     | 0.00%             | 2028-06-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ashtead Group plc                                      | Ashtead Group plc                                                                 | CUSIP: N/A<br>LEI: 2138007UTBN8X9K1A235       | Long             | EC               | CORP              | GB        |         974 | NS      | $62705.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        2500 | NS      | $583379.59    | 0.04%             | 2026-02-05      | Fixed         | 22.60%                | No            |                  2 | On Loan: No      |
| OCP SA                                                 | OCP SA                                                                            | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | NUSS              | MA        |      217000 | PA      | $175342.51    | 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        |       44608 | NS      | $116806.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                       | Gray Media, Inc.                                                                  | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      263000 | PA      | $271140.25    | 0.02%             | 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        |        3500 | NS      | $137297.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerry Group plc                                        | Kerry Group plc, Class A                                                          | CUSIP: N/A<br>LEI: 635400TLVVBNXLFHWC59       | Long             | EC               | CORP              | IE        |         495 | NS      | $44001.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSN Resources SA                                       | CSN Resources SA                                                                  | CUSIP: N/A<br>LEI: 222100ZEX458NMOXZP08       | Long             | DBT              | CORP              | LU        |      200000 | PA      | $192912.00    | 0.01%             | 2030-12-05      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| PSP Swiss Property AG                                  | PSP Swiss Property AG (Registered)                                                | CUSIP: N/A<br>LEI: 50670042Y437P8X44F56       | Long             | EC               | CORP              | CH        |          50 | NS      | $10035.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Electricite de France SA                               | Electricite de France SA                                                          | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $250957.71    | 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      | $246874.11    | 0.02%             | 2031-04-16      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                               | Lumen Technologies, Inc.                                                          | CUSIP: 550241AC7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40000.00     | 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      | $257102.80    | 0.02%             | 2039-02-15      | Floating      | 5.12%                 | 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        |     1226603 | PA      | $1227804.78   | 0.08%             | 2032-08-20      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Alstria Office AG                                      | Alstria Office AG                                                                 | CUSIP: N/A<br>LEI: 529900QIJIGPI0DRL085       | Long             | DBT              | CORP              | DE        |      300000 | PA      | $365640.17    | 0.03%             | 2031-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nice Ltd.                                              | Nice Ltd.                                                                         | CUSIP: N/A<br>LEI: 254900YTY4EF5Z4W0A51       | Long             | EC               | CORP              | IL        |         912 | NS      | $96465.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Guangdong Investment Ltd.                              | Guangdong Investment Ltd.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |      208000 | NS      | $196651.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        1900 | NS      | $326884.40    | 0.02%             | 2026-03-16      | Fixed         | 13.94%                | 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      | $2452.50      | 0.00%             | 2025-01-09      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                    | Bank of New York Mellon Corp. (The)                                               | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |         366 | NS      | $43890.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rational AG                                            | Rational AG                                                                       | CUSIP: N/A<br>LEI: 529900K139N6UFJ1A758       | Long             | EC               | CORP              | DE        |          44 | NS      | $35257.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Parent, Inc.                                   | Central Parent, Inc.                                                              | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $30651.73     | 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        |      242225 | PA      | $241437.95    | 0.02%             | 2029-04-16      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Santos Ltd.                                            | Santos Ltd.                                                                       | CUSIP: N/A<br>LEI: 5299000RK70B5O2M7077       | Long             | EC               | CORP              | AU        |       25409 | NS      | $123913.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                | Citigroup Global Markets Holdings, Inc., Series MTOF                              | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |       64491 | NS      | $2934344.63   | 0.20%             | 2026-02-24      | Fixed         | 17.93%                | 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      | $116975.71    | 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        |        2860 | NS      | $361475.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| APi Group DE, Inc.                                     | APi Group DE, Inc., 1st Lien Term Loan                                            | CUSIP: 00186XAN3<br>LEI: 549300XP4G7B4QYA0G83 | Long             | LON              | CORP              | US        |      668811 | PA      | $669995.04    | 0.05%             | 2029-01-03      | Variable      | 5.42%                 | 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        |       87966 | PA      | $107620.63    | 0.01%             | 2030-12-18      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Hexcel Corp.                                           | Hexcel Corp.                                                                      | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |         827 | NS      | $68483.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                                   | Emerson Electric Co.                                                              | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |        2266 | NS      | $333011.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Elbit Systems Ltd.                                     | Elbit Systems Ltd.                                                                | CUSIP: N/A<br>LEI: 529900Q9CB1REUMZSS32       | Long             | EC               | CORP              | IL        |         188 | NS      | $132972.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aeon Co. Ltd.                                          | Aeon Co. Ltd.                                                                     | CUSIP: N/A<br>LEI: 5299009MXFL34SA71416       | Long             | EC               | CORP              | JP        |        3300 | NS      | $45136.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Techtronic Industries Co. Ltd.                         | Techtronic Industries Co. Ltd.                                                    | CUSIP: N/A<br>LEI: 549300HZW2SBE758OK89       | Long             | EC               | CORP              | HK        |       46000 | NS      | $627969.07    | 0.04%             |  |  |  | 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        |      215837 | PA      | $214308.68    | 0.01%             | 2031-11-03      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        7951 | NS      | $2296045.26   | 0.16%             | 2026-02-10      | Fixed         | 20.15%                | No            |                  2 | On Loan: No      |
| New Home Co., Inc. (The)                               | New Home Co., Inc. (The)                                                          | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |       19000 | PA      | $19791.31     | 0.00%             | 2030-11-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                        | TransDigm, Inc., 1st Lien Term Loan K                                             | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      342830 | PA      | $342446.22    | 0.02%             | 2030-03-22      | Variable      | 5.92%                 | 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      | $204672.23    | 0.01%             | 2041-11-15      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        5273 | NS      | $3706113.65   | 0.26%             | 2026-02-18      | Fixed         | 18.86%                | No            |                  2 | On Loan: No      |
| SoftBank Corp.                                         | SoftBank Corp.                                                                    | CUSIP: N/A<br>LEI: 353800M1YCTS9JRBJ535       | Long             | EC               | CORP              | JP        |      121100 | NS      | $164606.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Stonegate Pub Co. Financing plc                        | Stonegate Pub Co. Financing plc                                                   | CUSIP: N/A<br>LEI: 254900L5266ML3505282       | Long             | DBT              | CORP              | GB        |        3000 | PA      | $4127.59      | 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      | $43186.31     | 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        |      137000 | PA      | $143363.10    | 0.01%             | 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      | $72241.85     | 0.00%             | 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      | $220900.00    | 0.02%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                   | Titulos de Tesoreria                                                              | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  2684000000 | PA      | $709658.52    | 0.05%             | 2030-02-27      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                             | Garda World Security Corp.                                                        | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |       75000 | PA      | $73799.29     | 0.01%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                           | DaVita, Inc.                                                                      | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |       19000 | PA      | $19570.80     | 0.00%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust, Inc.                             | Digital Realty Trust, Inc.                                                        | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |       19000 | PA      | $19630.80     | 0.00%             | 2029-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Hongkong Land Holdings Ltd.                            | Hongkong Land Holdings Ltd.                                                       | CUSIP: N/A<br>LEI: 213800XCHYNRPAYGXW28       | Long             | EC               | CORP              | BM        |        3900 | NS      | $33091.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                | Citigroup Global Markets Holdings, Inc., Series MMMa                              | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |        1500 | NS      | $317506.22    | 0.02%             | 2026-02-12      | Fixed         | 29.08%                | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                          | Nomura Bank International plc                                                     | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |        6200 | NS      | $183011.49    | 0.01%             | 2026-03-02      | Fixed         | 29.64%                | No            |                  2 | On Loan: No      |
| Republic of Peru                                       | Republic of Peru                                                                  | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     2431000 | PA      | $793679.44    | 0.05%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co. KGaA                                | Fresenius SE & Co. KGaA                                                           | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | EC               | CORP              | DE        |         319 | NS      | $17844.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       89298 | NS      | $3927024.61   | 0.27%             | 2026-03-06      | Fixed         | 18.22%                | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                         | AIA Group Ltd.                                                                    | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |       55600 | NS      | $641484.03    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Skanska AB                                             | Skanska AB, Class B                                                               | CUSIP: N/A<br>LEI: 549300UINV5RINHGMG07       | Long             | EC               | CORP              | SE        |        6399 | NS      | $194351.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                   | SoftBank Group Corp.                                                              | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      381000 | PA      | $458225.44    | 0.03%             | 2032-07-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co.                          | Perrigo Finance Unlimited Co.                                                     | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |       97000 | PA      | $95402.11     | 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      | $3255.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                          | Honeywell International, Inc.                                                     | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |         531 | NS      | $120813.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CP Iris Holdco I, Inc.                                 | CP Iris Holdco I, Inc., Delayed Draw 1st Lien Term Loan                           | CUSIP: 12659EAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       41246 | PA      | $40937.05     | 0.00%             | 2032-10-27      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| Perimeter Holdings LLC                                 | Perimeter Holdings LLC                                                            | CUSIP: 71384AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      241000 | PA      | $241009.64    | 0.02%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | Bank of Montreal                                                                  | CUSIP: 06370D563<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |         900 | NS      | $64803.14     | 0.00%             | 2026-02-05      | Fixed         | 22.85%                | No            |                  2 | On Loan: No      |
| UBS AG                                                 | UBS AG                                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |        2800 | NS      | $148655.03    | 0.01%             | 2026-03-12      | Fixed         | 21.60%                | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                       | TotalEnergies SE                                                                  | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |       34476 | NS      | $2507396.90   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Renew Treasury Ifsc Pvt Ltd.                           | Renew Treasury Ifsc Pvt Ltd.                                                      | CUSIP: 759963AA9<br>LEI: 335800IK4XWJ5637BW61 | Long             | DBT              | CORP              | IN        |      200000 | PA      | $200800.00    | 0.01%             | 2031-02-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Jane Street Group                                      | Jane Street Group                                                                 | CUSIP: 47077WAD0<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |       17000 | PA      | $17314.62     | 0.00%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | NDIRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  1338771630 | PA      | $15947.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                        | TransDigm, Inc.                                                                   | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      143000 | PA      | $147050.48    | 0.01%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Naturgy Energy Group SA                                | Naturgy Energy Group SA                                                           | CUSIP: N/A<br>LEI: TL2N6M87CW970S5SV098       | Long             | EC               | CORP              | ES        |        9018 | NS      | $283057.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kone OYJ                                               | Kone OYJ, Class B                                                                 | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |       11561 | NS      | $830830.09    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                               | Engie SA                                                                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |        5719 | NS      | $170748.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BXP, Inc.                                              | BXP, Inc.                                                                         | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |       13283 | NS      | $859011.61    | 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      | $248584.72    | 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: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |      376632 | PA      | $377437.68    | 0.03%             | 2030-10-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Simmons Foods, Inc.                                    | Simmons Foods, Inc.                                                               | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       49000 | PA      | $47225.28     | 0.00%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                    | Herc Holdings, Inc.                                                               | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50253.40     | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | 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      | $300826.74    | 0.02%             | 2031-10-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Lonza Group AG                                         | Lonza Group AG (Registered)                                                       | CUSIP: N/A<br>LEI: 549300EFW4H2TCZ71055       | Long             | EC               | CORP              | CH        |         153 | NS      | $103955.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizrahi Tefahot Bank Ltd.                              | Mizrahi Tefahot Bank Ltd.                                                         | CUSIP: N/A<br>LEI: YZO9YEGEO4VYDZMDWF93       | Long             | EC               | CORP              | IL        |        1587 | NS      | $124149.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BT Group plc                                           | BT Group plc                                                                      | CUSIP: N/A<br>LEI: 213800LRO7NS5CYQMN21       | Long             | EC               | CORP              | GB        |      138769 | NS      | $364757.47    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| APLD ComputeCo LLC                                     | APLD ComputeCo LLC                                                                | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       76000 | PA      | $78944.56     | 0.01%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Telefonica SA                                          | Telefonica SA                                                                     | CUSIP: 879382109<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |       13301 | NS      | $53846.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Electricite de France SA                               | Electricite de France SA                                                          | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $143371.99    | 0.01%             | 2035-06-17      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| TGNR Intermediate Holdings LLC                         | TGNR Intermediate Holdings LLC                                                    | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |      197000 | PA      | $194942.49    | 0.01%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cipher Mining, Inc.                                    | Cipher Mining, Inc.                                                               | CUSIP: 17253J106<br>LEI: 254900QABG5HCQZ28A17 | Long             | EC               | CORP              | US        |        2549 | NS      | $40682.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziggo Bond Co. BV                                      | Ziggo Bond Co. BV                                                                 | CUSIP: N/A<br>LEI: 213800JYI4P7V5QDOG59       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $104926.41    | 0.01%             | 2030-02-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Maximus, Inc.                                          | Maximus, Inc.                                                                     | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |        3803 | NS      | $359155.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Prairie Acquiror LP                                    | Prairie Acquiror LP                                                               | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |       39000 | PA      | $40450.84     | 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        |       28341 | NS      | $2704483.91   | 0.19%             |  |  |  | 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        |      819874 | PA      | $817455.71    | 0.06%             | 2029-01-29      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Admiral Group plc                                      | Admiral Group plc                                                                 | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | EC               | CORP              | GB        |        6807 | NS      | $256174.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Transurban Group                                       | Transurban Group                                                                  | CUSIP: N/A<br>LEI: 549300ZR71SUQ4VUTM79       | Long             | EC               | CORP              | AU        |       59983 | NS      | $580201.85    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Alstria Office AG                                      | Alstria Office AG                                                                 | CUSIP: N/A<br>LEI: 529900QIJIGPI0DRL085       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $118321.87    | 0.01%             | 2029-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       58000 | PA      | $720.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Virgin Media O2 Vendor Financing Notes VII DAC         | Virgin Media O2 Vendor Financing Notes VII DAC                                    | CUSIP: N/A<br>LEI: 984500871CCF07442C21       | Long             | DBT              | CORP              | IE        |      100000 | PA      | $135459.41    | 0.01%             | 2033-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| K. Hovnanian Enterprises, Inc.                         | K. Hovnanian Enterprises, Inc.                                                    | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |       95000 | PA      | $97089.53     | 0.01%             | 2033-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| PrestigeBidCo GmbH                                     | PrestigeBidCo GmbH                                                                | CUSIP: N/A<br>LEI: 529900CSF1DNOCHMI763       | Long             | DBT              | CORP              | DE        |      128000 | PA      | $152862.05    | 0.01%             | 2029-07-01      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                               | Venture Global LNG, Inc.                                                          | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      429000 | PA      | $456829.23    | 0.03%             | 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        |       39447 | NS      | $582823.14    | 0.04%             |  |  |  | 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      | $502821.00    | 0.03%             | 2038-10-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| DSV A/S                                                | DSV A/S                                                                           | CUSIP: N/A<br>LEI: 529900X41C0BSLK67H70       | Long             | EC               | CORP              | DK        |          98 | NS      | $27556.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Tire Corp. Ltd.                               | Canadian Tire Corp. Ltd., Class A                                                 | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               | CORP              | CA        |        1175 | NS      | $144556.97    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro, Inc.                                           | Hasbro, Inc.                                                                      | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |        2518 | NS      | $224882.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSky Flight LLC                                      | OneSky Flight LLC                                                                 | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |       48000 | PA      | $51323.23     | 0.00%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        3600 | NS      | $278838.68    | 0.02%             | 2026-02-09      | Fixed         | 26.01%                | No            |                  2 | On Loan: No      |
| Novelis Corp.                                          | Novelis Corp.                                                                     | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      208000 | PA      | $211876.08    | 0.01%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel LP                                   | Pebblebrook Hotel LP                                                              | CUSIP: 70510LAA7<br>LEI: 549300DXEFK267TXZ832 | Long             | DBT              | CORP              | US        |       27000 | PA      | $27603.53     | 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      | $180894.07    | 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        |      613159 | PA      | $613097.88    | 0.04%             | 2031-03-14      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc, Series GMUi                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       26513 | NS      | $6913983.05   | 0.48%             | 2026-03-03      | Fixed         | 15.15%                | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                        | AES Corp. (The)                                                                   | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |       67000 | PA      | $65497.99     | 0.00%             | 2055-07-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Fortis, Inc.                                           | Fortis, Inc.                                                                      | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |        1120 | NS      | $59715.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Iliad Holding SAS                                      | Iliad Holding SAS                                                                 | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $204992.00    | 0.01%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                            | Goldman Sachs International                                                       | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |         200 | NS      | $63278.64     | 0.00%             | 2026-02-02      | Fixed         | 13.30%                | No            |                  2 | On Loan: No      |
| N/A                                                    | EUR Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -1387000 | PA      | $-2168.74     | -0.00%            |  |  |  | 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        |      214445 | PA      | $213999.21    | 0.01%             | 2029-04-20      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| WEX, Inc.                                              | WEX, Inc.                                                                         | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |      209000 | PA      | $213317.94    | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Constellation Renewables LLC                           | Constellation Renewables LLC, 1st Lien Term Loan                                  | CUSIP: 30204KAD8<br>LEI: 5493004JBPWTPTK8LB51 | Long             | LON              | CORP              | US        |      239765 | PA      | $239839.06    | 0.02%             | 2027-12-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Progroup AG                                            | Progroup AG                                                                       | CUSIP: N/A<br>LEI: 529900YI5W5TQ8F2FP82       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $121630.92    | 0.01%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Goldstory SAS                                          | Goldstory SAS                                                                     | CUSIP: N/A<br>LEI: 969500NWR67ONUJD4A26       | Long             | DBT              | CORP              | FR        |      230000 | PA      | $268505.10    | 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        |      209955 | PA      | $209993.01    | 0.01%             | 2030-09-27      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Kongsberg Gruppen ASA                                  | Kongsberg Gruppen ASA                                                             | CUSIP: N/A<br>LEI: 5967007LIEEXZXJ9HK73       | Long             | EC               | CORP              | NO        |       10408 | NS      | $357526.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fincantieri SpA                                        | Fincantieri SpA                                                                   | CUSIP: N/A<br>LEI: 8156005BDF49128B6239       | Long             | EC               | CORP              | IT        |        4977 | NS      | $94471.47     | 0.01%             |  |  |  | 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        |      370194 | PA      | $366724.93    | 0.03%             | 2029-08-01      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | USD Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      830000 | PA      | $4313.87      | 0.00%             |  |  |  | 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        |           0 | PA      | $0.13         | 0.00%             | 2026-02-15      | Variable      | 0.00%                 | 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        |      311207 | PA      | $311384.80    | 0.02%             | 2029-03-19      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                                       | Coca-Cola HBC AG                                                                  | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | CH        |        5098 | NS      | $276870.67    | 0.02%             |  |  |  | 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        |      366000 | PA      | $334139.70    | 0.02%             | 2031-10-17      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3852.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                            | Pinnacle West Capital Corp.                                                       | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |        4445 | NS      | $415874.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        1108 | NS      | $299711.30    | 0.02%             | 2026-02-06      | Fixed         | 12.61%                | No            |                  2 | On Loan: No      |
| Dometic Group AB                                       | Dometic Group AB                                                                  | CUSIP: N/A<br>LEI: 549300STIPMK5VSA7Y59       | Long             | DBT              | CORP              | SE        |      115000 | PA      | $137836.86    | 0.01%             | 2030-09-11      | 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      | $-716.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                     | Canadian Imperial Bank of Commerce                                                | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |         900 | NS      | $88998.91     | 0.01%             | 2026-02-02      | Fixed         | 16.50%                | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                            | FTAI Aviation Investors LLC                                                       | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      142000 | PA      | $142136.46    | 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        |      543022 | PA      | $542570.94    | 0.04%             | 2031-09-15      | Variable      | 5.67%                 | 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      | $520650.00    | 0.04%             | 2041-06-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Trust, Inc.                          | Healthcare Realty Trust, Inc., Class A                                            | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |        8830 | NS      | $148255.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hikma Pharmaceuticals plc                              | Hikma Pharmaceuticals plc                                                         | CUSIP: N/A<br>LEI: 549300BNS685UXH4JI75       | Long             | EC               | CORP              | GB        |        3744 | NS      | $78535.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dana, Inc.                                             | Dana, Inc.                                                                        | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |       17000 | PA      | $16077.58     | 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        |        3849 | NS      | $773379.57    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS plc                                             | STERIS plc                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |        1334 | NS      | $350308.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust                               | Service Properties Trust                                                          | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      109000 | PA      | $108190.59    | 0.01%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Project Aurora US Finco, Inc.                          | Project Aurora US Finco, Inc., Facility 1st Lien Term Loan B2                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |       60000 | PA      | $60037.80     | 0.00%             | 2032-09-30      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                               | Unipol Assicurazioni SpA                                                          | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | EC               | CORP              | IT        |        8487 | NS      | $189020.58    | 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      | $-33274.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Beignet Investor LLC                                   | Beignet Investor LLC                                                              | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5924000 | PA      | $6168168.15   | 0.43%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| B&M European Value Retail SA                           | B&M European Value Retail SA                                                      | CUSIP: N/A<br>LEI: 213800UK7ZRLY2K1X530       | Long             | DBT              | CORP              | LU        |      179000 | PA      | $240057.59    | 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      | $214126.00    | 0.01%             | 2028-10-12      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                 | Tenet Healthcare Corp.                                                            | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      171000 | PA      | $175964.47    | 0.01%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                     | J.P. Morgan Structured Products BV, Series DMIY                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |        3027 | NS      | $609463.31    | 0.04%             | 2026-03-03      | Fixed         | 29.89%                | 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      | $290271.88    | 0.02%             | 2041-06-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        3684 | NS      | $563220.82    | 0.04%             | 2026-02-18      | Fixed         | 16.81%                | No            |                  2 | On Loan: No      |
| HCA Healthcare, Inc.                                   | HCA Healthcare, Inc.                                                              | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |          71 | NS      | $34667.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp.                                   | Alliant Energy Corp.                                                              | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |         344 | NS      | $22673.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IHI Corp.                                              | IHI Corp.                                                                         | CUSIP: N/A<br>LEI: 549300ETQIESIUQ2OE26       | Long             | EC               | CORP              | JP        |        1100 | NS      | $25449.81     | 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      | $5027.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Obic Co. Ltd.                                          | Obic Co. Ltd.                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         600 | NS      | $16676.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                            | Toronto-Dominion Bank (The)                                                       | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |        2800 | NS      | $103687.18    | 0.01%             | 2026-03-19      | Fixed         | 10.81%                | No            |                  2 | On Loan: No      |
| UBS AG                                                 | UBS AG                                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |        2922 | NS      | $1576437.79   | 0.11%             | 2026-02-04      | Fixed         | 12.70%                | No            |                  2 | On Loan: No      |
| Dassault Aviation SA                                   | Dassault Aviation SA                                                              | CUSIP: N/A<br>LEI: 969500CVFTUT88V8QN95       | Long             | EC               | CORP              | FR        |         733 | NS      | $278668.33    | 0.02%             |  |  |  | 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        |       85380 | PA      | $74493.69     | 0.01%             | 2029-03-08      | Variable      | 9.67%                 | No            |                  2 | On Loan: No      |
| Equity Residential                                     | Equity Residential                                                                | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |       13469 | NS      | $839388.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health, Inc.                                  | Elevance Health, Inc.                                                             | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |        4447 | NS      | $1537505.78   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaic Holdings, Inc.                                   | Osaic Holdings, Inc., Series Jan                                                  | CUSIP: 00791GAE7<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |       95000 | PA      | $98561.69     | 0.01%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ardonagh Group Finco Pty. Ltd.                         | Ardonagh Group Finco Pty. Ltd., Facility 1st Lien Term Loan B                     | CUSIP: N/A<br>LEI: 254900YP2E642AGM4G32       | Long             | LON              | CORP              | AU        |      564855 | PA      | $562386.69    | 0.04%             | 2031-02-18      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical, Inc.                               | Intuitive Surgical, Inc.                                                          | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |        1334 | NS      | $672629.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp.                                     | State Street Corp.                                                                | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |         219 | NS      | $28658.34     | 0.00%             |  |  |  | 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      | $1758607.38   | 0.12%             | 2038-10-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                 | Mauser Packaging Solutions Holding Co.                                            | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     1531000 | PA      | $1559706.25   | 0.11%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                               | Group 1 Automotive, Inc.                                                          | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |       18000 | PA      | $17602.62     | 0.00%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                          | Federative Republic of Brazil                                                     | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |        2400 | PA      | $407557.60    | 0.03%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Eaton Corp. plc                                        | Eaton Corp. plc                                                                   | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |         306 | NS      | $107534.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Nephew plc                                     | Smith & Nephew plc                                                                | CUSIP: N/A<br>LEI: 213800ZTMDN8S67S1H61       | Long             | EC               | CORP              | GB        |         713 | NS      | $12151.85     | 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      | $33827.74     | 0.00%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | NDIRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   682669574 | PA      | $8848.25      | 0.00%             |  |  |  | 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      | $20942.86     | 0.00%             | 2030-03-29      | Variable      | 10.17%                | 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        |      561183 | PA      | $560290.89    | 0.04%             | 2031-01-27      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| AGC, Inc.                                              | AGC, Inc.                                                                         | CUSIP: N/A<br>LEI: JE4WFFEELMVPFZ0G1E77       | Long             | EC               | CORP              | JP        |         300 | NS      | $11069.85     | 0.00%             |  |  |  | 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      | $454276.78    | 0.03%             | 2029-04-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Essendi SA                                             | Essendi SA                                                                        | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |      200000 | PA      | $244660.38    | 0.02%             | 2030-05-15      | Fixed         | 5.38%                 | 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      | $310583.44    | 0.02%             | 2029-08-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                      | GGAM Finance Ltd.                                                                 | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |       33000 | PA      | $34745.93     | 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        |        6581 | NS      | $384791.07    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Yakult Honsha Co. Ltd.                                 | Yakult Honsha Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 353800YJPSPGG7KI0S71       | Long             | EC               | CORP              | JP        |        1700 | NS      | $27471.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                           | AbbVie, Inc.                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |        3125 | NS      | $696906.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Imperial Bank of Commerce                     | Canadian Imperial Bank of Commerce                                                | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |        8941 | NS      | $3190833.10   | 0.22%             | 2026-03-11      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| Aggreko Holdings, Inc.                                 | Aggreko Holdings, Inc., 1st Lien Term Loan                                        | CUSIP: 01330EAD0<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | LU        |      626671 | PA      | $622948.14    | 0.04%             | 2031-05-21      | Variable      | 6.87%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                | Molina Healthcare, Inc.                                                           | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      153000 | PA      | $156801.74    | 0.01%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| xAI Corp.                                              | xAI Corp., 1st Lien Term Loan                                                     | CUSIP: 98402XAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      544006 | PA      | $553188.47    | 0.04%             | 2030-06-28      | Variable      | 11.12%                | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                         | Enbridge, Inc.                                                                    | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |        7288 | NS      | $355769.37    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        7462 | NS      | $3577532.56   | 0.25%             | 2026-03-11      | Fixed         | 8.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-667.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DBWF Mortgage Trust                                    | DBWF Mortgage Trust, Series 2024-LCRS, Class A                                    | CUSIP: 23307KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      320000 | PA      | $319900.00    | 0.02%             | 2037-04-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-22.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                   | CrossCountry Intermediate HoldCo LLC                                              | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      105000 | PA      | $106573.95    | 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      | $99304.39     | 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      | $2010863.20   | 0.14%             | 2038-01-17      | Floating      | 6.27%                 | 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      | $2006715.60   | 0.14%             | 2037-07-23      | Floating      | 5.09%                 | 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        |       88500 | NS      | $466040.18    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings SA                        | ContourGlobal Power Holdings SA                                                   | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |      400000 | PA      | $412512.00    | 0.03%             | 2030-02-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                               | Republic of South Africa                                                          | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     6566333 | PA      | $431850.72    | 0.03%             | 2027-12-21      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                | SS&C Technologies, Inc.                                                           | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |      111000 | PA      | $114599.06    | 0.01%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2070.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                     | Vail Resorts, Inc.                                                                | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |      110000 | PA      | $113998.83    | 0.01%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                         | NCL Corp. Ltd.                                                                    | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      208000 | PA      | $213159.65    | 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      | $57513.30     | 0.00%             | 2029-12-31      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                        | Madison IAQ LLC                                                                   | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |      418000 | PA      | $417480.26    | 0.03%             | 2029-06-30      | Fixed         | 5.88%                 | 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        |       34584 | NS      | $2130338.79   | 0.15%             | 2026-02-06      | Fixed         | 14.39%                | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                             | Amneal Pharmaceuticals LLC, 1st Lien Term Loan                                    | CUSIP: 03167DAR5<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |      530670 | PA      | $531996.68    | 0.04%             | 2032-08-02      | Variable      | 7.17%                 | 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      | $105690.36    | 0.01%             | 2033-03-15      | Fixed         | 5.88%                 | 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        |      109874 | PA      | $110057.53    | 0.01%             | 2029-06-22      | Variable      | 7.35%                 | 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      | $199908.78    | 0.01%             | 2038-09-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                    | Union Pacific Corp.                                                               | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |        2765 | NS      | $650051.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corp.                                  | JetBlue Airways Corp.                                                             | CUSIP: 476920AA1<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |       78000 | PA      | $78340.63     | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Intrum Investments & Financing AB                      | Intrum Investments & Financing AB                                                 | CUSIP: N/A<br>LEI: 984500D7B1EFD7460452       | Long             | DBT              | CORP              | SE        |      239715 | PA      | $287636.13    | 0.02%             | 2027-09-11      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7044.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                     | Canadian Imperial Bank of Commerce                                                | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |       14044 | NS      | $1065983.56   | 0.07%             | 2026-02-27      | Fixed         | 16.65%                | 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      | $400000.00    | 0.03%             | 2041-08-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                                 | WEC Energy Group, Inc.                                                            | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |        7593 | NS      | $840317.31    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       10137 | NS      | $3800772.25   | 0.26%             | 2026-02-27      | Fixed         | 16.45%                | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                       | NRG Energy, Inc.                                                                  | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      225000 | PA      | $247779.23    | 0.02%             | 2028-03-15      | Variable      | 10.25%                | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                     | Kingdom of Bahrain                                                                | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |      200000 | PA      | $189626.00    | 0.01%             | 2032-09-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                            | Toronto-Dominion Bank (The)                                                       | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |         800 | NS      | $287121.15    | 0.02%             | 2026-02-04      | Fixed         | 24.75%                | No            |                  2 | On Loan: No      |
| CLP Holdings Ltd.                                      | CLP Holdings Ltd.                                                                 | CUSIP: N/A<br>LEI: 25490002BUTSMP94GO68       | Long             | EC               | CORP              | HK        |       37000 | NS      | $349743.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| QIAGEN NV                                              | QIAGEN NV                                                                         | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Long             | EC               | CORP              | NL        |        1113 | NS      | $59010.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | IRS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     4435000 | PA      | $4013.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                  | Albertsons Cos., Inc.                                                             | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       49000 | PA      | $49086.68     | 0.00%             | 2031-03-31      | Fixed         | 5.50%                 | 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      | $3481.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine                                                | Ukraine Government Bond                                                           | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       15009 | PA      | $8465.08      | 0.00%             | 2035-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Shimadzu Corp.                                         | Shimadzu Corp.                                                                    | CUSIP: N/A<br>LEI: 353800Y64Z08WEH8PH97       | Long             | EC               | CORP              | JP        |        5600 | NS      | $151771.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland                                     | Republic of Poland                                                                | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     7840000 | PA      | $2191994.93   | 0.15%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Savor Acquisition, Inc.                                | Savor Acquisition, Inc., 1st Lien Term Loan                                       | CUSIP: 80536AAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       15960 | PA      | $15989.90     | 0.00%             | 2032-02-19      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| Bunzl plc                                              | Bunzl plc                                                                         | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Long             | EC               | CORP              | GB        |        7343 | NS      | $205920.30    | 0.01%             |  |  |  | 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        |      229900 | PA      | $229757.76    | 0.02%             | 2031-04-23      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                          | Six Flags Entertainment Corp.                                                     | CUSIP: 150190AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       14000 | PA      | $14001.34     | 0.00%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| South32 Ltd.                                           | South32 Ltd.                                                                      | CUSIP: N/A<br>LEI: 213800LAZNPXSBKVHR17       | Long             | EC               | CORP              | AU        |      102156 | NS      | $323616.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PACCAR, Inc.                                           | PACCAR, Inc.                                                                      | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |        1040 | NS      | $127826.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                                  | NXP Semiconductors NV                                                             | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |         206 | NS      | $46584.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Bidco LLC                                        | Apple Bidco LLC, 1st Lien Term Loan                                               | CUSIP: 48254EAG6<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |      782642 | PA      | $782461.94    | 0.05%             | 2031-09-23      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Daikin Industries Ltd.                                 | Daikin Industries Ltd.                                                            | CUSIP: N/A<br>LEI: 549300Y7FWSTSHMW5Y57       | Long             | EC               | CORP              | JP        |        1200 | NS      | $143796.45    | 0.01%             |  |  |  | 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        |      689804 | PA      | $693715.15    | 0.05%             | 2032-09-22      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                    | Republic of Ecuador                                                               | CUSIP: 27927WAR3<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      230000 | PA      | $236325.00    | 0.02%             | 2039-01-29      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        4336 | NS      | $4011920.58   | 0.28%             | 2026-02-04      | Fixed         | 10.68%                | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                               | NGL Energy Operating LLC                                                          | CUSIP: 62922LAC2<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |      267000 | PA      | $277073.64    | 0.02%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        7652 | NS      | $1143881.34   | 0.08%             | 2026-02-20      | Fixed         | 27.50%                | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                       | Great Wolf Trust, Series 2024-WLF2, Class A                                       | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      455000 | PA      | $456848.44    | 0.03%             | 2041-05-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp.                                  | Western Digital Corp.                                                             | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |        2128 | NS      | $532489.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co.                                       | Baker Hughes Co., Class A                                                         | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4118 | NS      | $230772.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                        | Regeneron Pharmaceuticals, Inc.                                                   | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |         265 | NS      | $196484.25    | 0.01%             |  |  |  | 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        |      338445 | PA      | $323851.16    | 0.02%             | 2029-08-27      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                    | Peer Holding III BV, Facility 1st Lien Term Loan B8                               | CUSIP: N6872NAQ9<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |       88000 | PA      | $87890.00     | 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        |        2156 | NS      | $624011.08    | 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      | $410123.57    | 0.03%             | 2039-12-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Star Holding LLC                                       | Star Holding LLC                                                                  | CUSIP: 85513AAA6<br>LEI: 254900BDGPE9N1WAKD59 | Long             | DBT              | CORP              | US        |      143000 | PA      | $143349.21    | 0.01%             | 2031-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11092.50    | -0.00%            |  |  |  | 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      | $213400.00    | 0.01%             | 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      | $139835.89    | 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        |       11000 | PA      | $10395.15     | 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      | $243065.97    | 0.02%             | 2034-09-11      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                | Level 3 Financing, Inc.                                                           | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      677000 | PA      | $693067.76    | 0.05%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                    | Buckeye Partners LP, 1st Lien Term Loan B7                                        | CUSIP: 11823LAR6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | LON              | CORP              | US        |      138777 | PA      | $139138.04    | 0.01%             | 2032-11-22      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc, Series 000C                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        3887 | NS      | $3210164.65   | 0.22%             | 2026-02-24      | Fixed         | 19.70%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        2978 | NS      | $569696.63    | 0.04%             | 2026-02-20      | Fixed         | 25.46%                | No            |                  2 | On Loan: No      |
| Boels Topholding BV                                    | Boels Topholding BV                                                               | CUSIP: N/A<br>LEI: 724500V913SEHSEW2O75       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $122201.03    | 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      | $237059.22    | 0.02%             | 2027-03-01      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Sempra                                                 | Sempra                                                                            | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |        9193 | NS      | $799882.93    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Yangzijiang Shipbuilding Holdings Ltd.                 | Yangzijiang Shipbuilding Holdings Ltd.                                            | CUSIP: N/A<br>LEI: 254900Z3JEM14YIGLM66       | Long             | EC               | CORP              | SG        |        2900 | NS      | $7616.31      | 0.00%             |  |  |  | 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      | $119654.35    | 0.01%             | 2039-01-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                     | Canadian Imperial Bank of Commerce                                                | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |        1200 | NS      | $405337.96    | 0.03%             | 2026-03-05      | Fixed         | 25.20%                | 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      | $988850.37    | 0.07%             | 2042-02-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Sysmex Corp.                                           | Sysmex Corp.                                                                      | CUSIP: N/A<br>LEI: 5299001ZO4CKWACMZI55       | Long             | EC               | CORP              | JP        |       13100 | NS      | $123955.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Victory Street CLO II DAC                              | Victory Street CLO II DAC, Series 2X, Class D                                     | CUSIP: N/A<br>LEI: 635400ZBAAJJTSW7YN78       | Long             | ABS-CBDO         | CORP              | IE        |      250000 | PA      | $300097.90    | 0.02%             | 2039-01-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                | Citigroup Global Markets Holdings, Inc., Series MTOE                              | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |        3279 | NS      | $706618.68    | 0.05%             | 2026-02-24      | Fixed         | 19.62%                | No            |                  2 | On Loan: No      |
| Heineken NV                                            | Heineken NV                                                                       | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | EC               | CORP              | NL        |         202 | NS      | $16675.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tele2 AB                                               | Tele2 AB, Class B                                                                 | CUSIP: N/A<br>LEI: 213800EKD193RVI9HL76       | Long             | EC               | CORP              | SE        |        9732 | NS      | $179054.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland                                     | Republic of Poland                                                                | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      235000 | PA      | $222084.40    | 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        |      157514 | PA      | $157295.08    | 0.01%             | 2032-02-26      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                               | Comstock Resources, Inc.                                                          | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |       31000 | PA      | $30246.65     | 0.00%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                     | J.P. Morgan Structured Products BV                                                | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |         700 | NS      | $101704.93    | 0.01%             | 2026-02-19      | Fixed         | 20.01%                | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                 | Mauser Packaging Solutions Holding Co.                                            | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |       51000 | PA      | $50168.88     | 0.00%             | 2030-04-15      | Fixed         | 9.25%                 | 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      | $142284.87    | 0.01%             | 2038-01-23      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                               | Republic of South Africa                                                          | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     6566333 | PA      | $418710.24    | 0.03%             | 2026-12-21      | Fixed         | 10.50%                | 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        |      110036 | PA      | $89816.50     | 0.01%             | 2031-12-31      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                      | INEOS Finance plc                                                                 | CUSIP: N/A<br>LEI: 2138002D68XDR4LZCG32       | Long             | DBT              | CORP              | GB        |      278000 | PA      | $284230.82    | 0.02%             | 2029-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Broadstone Net Lease, Inc.                             | Broadstone Net Lease, Inc.                                                        | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |       38405 | NS      | $710876.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SGH Ltd.                                               | SGH Ltd.                                                                          | CUSIP: N/A<br>LEI: 254900DME8O9GCK94794       | Long             | EC               | CORP              | AU        |         332 | NS      | $10639.96     | 0.00%             |  |  |  | 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      | $94853.35     | 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      | $245063.79    | 0.02%             | 2033-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | EUR/CZK One-touch barrier option; Barrier price EUR 23.85000                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       71000 | PA      | $25.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                        | CoreWeave, Inc.                                                                   | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |       84000 | PA      | $82689.45     | 0.01%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                               | Mizuho Markets Cayman LP                                                          | CUSIP: 60701B671<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |       21455 | NS      | $2905527.18   | 0.20%             | 2026-02-13      | Fixed         | 7.42%                 | No            |                  2 | On Loan: No      |
| Fujitsu Ltd.                                           | Fujitsu Ltd.                                                                      | CUSIP: N/A<br>LEI: 3538000246DHJLRTUZ24       | Long             | EC               | CORP              | JP        |       11300 | NS      | $313979.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | IRS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     6612000 | PA      | $-2108.55     | -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      | $-1424.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cedacri SpA                                            | Cedacri SpA                                                                       | CUSIP: N/A<br>LEI: 815600E85FCD78B3EE61       | Long             | DBT              | CORP              | IT        |      100000 | PA      | $118565.85    | 0.01%             | 2028-05-15      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Enerflex, Inc.                                         | Enerflex, Inc.                                                                    | CUSIP: 29281WAA6<br>LEI: 549300SQCOV1LC1GBK07 | Long             | DBT              | CORP              | US        |       32000 | PA      | $33071.55     | 0.00%             | 2031-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                     | American International Group, Inc.                                                | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |        2822 | NS      | $211311.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust                                          | iShares Core Dividend Growth ETF                                                  | CUSIP: 46434V621<br>LEI: 549300KH155G8BRZXD37 | Long             |  | RF                | US        |      302592 | NS      | $21735183.36  | 1.50%             |  |  |  | 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      | $182789.32    | 0.01%             | 2031-01-31      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                   | Alpha Generation LLC                                                              | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |       55000 | PA      | $57024.11     | 0.00%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                    | EOG Resources, Inc.                                                               | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |         834 | NS      | $93516.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ATS Corp.                                              | ATS Corp.                                                                         | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |       27000 | PA      | $26342.63     | 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        |      435000 | PA      | $443236.73    | 0.03%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                  | Gilead Sciences, Inc.                                                             | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |        3101 | NS      | $440186.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| National Australia Bank Ltd.                           | National Australia Bank Ltd.                                                      | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | EC               | CORP              | AU        |        6025 | NS      | $180987.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                             | Ares Strategic Income Fund                                                        | CUSIP: 04020EAR8<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |       52000 | PA      | $50609.34     | 0.00%             | 2031-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Republic of Trinidad & Tobago                          | Republic of Trinidad & Tobago                                                     | CUSIP: 896292AN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |      320000 | PA      | $319001.60    | 0.02%             | 2036-01-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                      | Duke Energy Corp.                                                                 | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       12600 | NS      | $1529010.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | USD Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     1660000 | PA      | $2777.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | USD Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -207500 | PA      | $-1964.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hertz Corp.                                            | Hertz Corp. (The), 1st Lien Term Loan B                                           | CUSIP: 42804VBB6<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |      263089 | PA      | $223625.58    | 0.02%             | 2028-06-30      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| EG America LLC                                         | EG America LLC, 1st Lien Term Loan                                                | CUSIP: N2820EAN8<br>LEI: 549300BY1CRYVPEG9R57 | Long             | LON              | CORP              | US        |       60240 | PA      | $60189.79     | 0.00%             | 2028-02-07      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Citrin Cooperman Advisors LLC                          | Citrin Cooperman Advisors LLC, Delayed Draw 1st Lien Term Loan                    | CUSIP: 17737EAE3<br>LEI: 254900DPG9ZEAP5MK895 | Long             | LON              | CORP              | US        |      126881 | PA      | $125453.55    | 0.01%             | 2032-04-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Chobani LLC                                            | Chobani LLC                                                                       | CUSIP: 17027NAB8<br>LEI: 549300ISVDMZ91KNTR38 | Long             | DBT              | CORP              | US        |      147000 | PA      | $146252.17    | 0.01%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | USD Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |    -1245000 | PA      | $-9476.20     | -0.00%            |  |  |  | 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      | $18377.39     | 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        |      318534 | PA      | $318100.76    | 0.02%             | 2028-12-21      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                         | 1011778 BC ULC                                                                    | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |       17000 | PA      | $16220.15     | 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      | $100031.30    | 0.01%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Sunrise FinCo. I BV                                    | Sunrise FinCo. I BV                                                               | CUSIP: N/A<br>LEI: 213800MNFBDEQRS6HZ22       | Long             | DBT              | CORP              | NL        |      170000 | PA      | $203858.99    | 0.01%             | 2032-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Vallourec SACA                                         | Vallourec SACA                                                                    | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |      220000 | PA      | $233801.70    | 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      | $137938.05    | 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        |        5631 | NS      | $1615702.83   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Corp.ay Technologies Operating Co. LLC                 | Corpay Technologies Operating Co. LLC, 1st Lien Term Loan B4                      | CUSIP: 33903RAZ2<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |      565780 | PA      | $565378.52    | 0.04%             | 2028-04-28      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| ADT Security Corp. (The)                               | ADT Security Corp. (The)                                                          | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |      186000 | PA      | $188557.43    | 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      | $58172.21     | 0.00%             | 2030-03-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | NDIRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  2430511888 | PA      | $-16357.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Central Parent LLC                                     | Central Parent LLC, 1st Lien Term Loan                                            | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      709976 | PA      | $566461.34    | 0.04%             | 2029-07-06      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                         | Community Health Systems, Inc.                                                    | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      131000 | PA      | $117513.09    | 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        |        2807 | NS      | $1624158.27   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Essendi SA                                             | Essendi SA                                                                        | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |      270000 | PA      | $329234.21    | 0.02%             | 2032-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                            | Republic of Philippines                                                           | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    71940000 | PA      | $1240269.64   | 0.09%             | 2030-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc, Series 1231                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        1192 | NS      | $246502.50    | 0.02%             | 2026-02-18      | Fixed         | 18.73%                | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                          | NYC Commercial Mortgage Trust, Series 2025-11X, Class A                           | CUSIP: 67122NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $1007759.50   | 0.07%             | 2040-10-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Itelyum Regeneration SpA                               | Itelyum Regeneration Spa                                                          | CUSIP: N/A<br>LEI: 815600051FBC23AA8A45       | Long             | DBT              | CORP              | IT        |      300000 | PA      | $360815.50    | 0.02%             | 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      | $545126.32    | 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        |      423000 | PA      | $437795.69    | 0.03%             | 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        |      258000 | PA      | $263351.44    | 0.02%             | 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        |     2898115 | PA      | $108.85       | 0.00%             | 2048-10-15      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                     | Dominican Republic Government Bond                                                | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      150000 | PA      | $160500.00    | 0.01%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Ardagh Group SA                                        | Ardagh Group SA                                                                   | CUSIP: 039959AA9<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |       29790 | PA      | $32190.33     | 0.00%             | 2030-12-01      | Fixed         | 9.50%                 | 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      | $1005631.10   | 0.07%             | 2037-07-15      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Citycon Treasury BV                                    | Citycon Treasury BV                                                               | CUSIP: N/A<br>LEI: 549300WAE0CGQ0IE1H63       | Long             | DBT              | CORP              | NL        |      350000 | PA      | $395457.26    | 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      | $92224.67     | 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      | $204764.40    | 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        |        8066 | NS      | $106472.72    | 0.01%             |  |  |  | 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      | $15937.91     | 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      | $265925.70    | 0.02%             | 2034-11-10      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                      | CIFC Funding 2024-I Ltd., Series 2024-1A, Class A                                 | CUSIP: 12570XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1502890.05   | 0.10%             | 2037-04-18      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                 | Neptune Bidco US, Inc.                                                            | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |       78000 | PA      | $82468.90     | 0.01%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                    | Deutsche Telekom AG (Registered)                                                  | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |       19671 | NS      | $660125.11    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Concentra Health Services, Inc.                        | Concentra Health Services, Inc., 1st Lien Term Loan B1                            | CUSIP: 20602RAD2<br>LEI: 984500GB84105F75DE32 | Long             | LON              | CORP              | US        |      243001 | PA      | $243154.31    | 0.02%             | 2031-07-28      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                            | FedEx Corp.                                                                       | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |         743 | NS      | $239431.75    | 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      | $1332.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                               | Mizuho Markets Cayman LP                                                          | CUSIP: 60701C307<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |        1179 | NS      | $297105.81    | 0.02%             | 2026-03-11      | Fixed         | 15.12%                | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                      | Rocket Cos., Inc.                                                                 | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      340000 | PA      | $348095.06    | 0.02%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                          | Clearway Energy Operating LLC                                                     | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |      132000 | PA      | $121492.34    | 0.01%             | 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        |      900475 | PA      | $899799.64    | 0.06%             | 2032-03-24      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                       | Bombardier, Inc.                                                                  | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      170000 | PA      | $178452.10    | 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      | $78552.80     | 0.01%             | 2030-03-15      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| PG Polaris BidCo SARL                                  | PG Polaris BidCo SARL, 1st Lien Term Loan                                         | CUSIP: 91728NAD1<br>LEI: 254900XMCCB3IEZ2A005 | Long             | LON              | CORP              | US        |      169718 | PA      | $169597.00    | 0.01%             | 2031-03-26      | Variable      | 5.92%                 | 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        |      208255 | PA      | $205755.94    | 0.01%             | 2032-03-29      | Variable      | 7.17%                 | 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        |      325000 | PA      | $323644.75    | 0.02%             | 2032-11-25      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1709.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co.                          | Perrigo Finance Unlimited Co.                                                     | CUSIP: N/A<br>LEI: 549300E86RB6YCTMRM83       | Long             | DBT              | CORP              | IE        |      100000 | PA      | $118508.25    | 0.01%             | 2032-09-30      | Fixed         | 5.38%                 | 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      | $28332.77     | 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        |      992196 | PA      | $987701.56    | 0.07%             | 2031-07-31      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                            | Novartis AG (Registered)                                                          | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |       15613 | NS      | $2316497.98   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Sompo Holdings, Inc.                                   | Sompo Holdings, Inc.                                                              | CUSIP: N/A<br>LEI: 353800CWW4SRGEYEB512       | Long             | EC               | CORP              | JP        |        2100 | NS      | $72417.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Voya Financial, Inc.                                   | Voya Financial, Inc.                                                              | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |        2605 | NS      | $199699.30    | 0.01%             |  |  |  | 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      | 5.17%                 | 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        |        5212 | NS      | $387440.71    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc, Series EMT3                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |         200 | NS      | $133411.81    | 0.01%             | 2026-03-09      | Fixed         | 19.07%                | No            |                  2 | On Loan: No      |
| Core & Main LP                                         | Core & Main LP, 1st Lien Term Loan E                                              | CUSIP: 40416VAH8<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |      477107 | PA      | $476510.54    | 0.03%             | 2031-02-10      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                              | Prosus NV, Class N                                                                | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |        4110 | NS      | $236330.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Canada                                             | Air Canada, 1st Lien Term Loan                                                    | CUSIP: C0102MAS4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |      375103 | PA      | $374633.90    | 0.03%             | 2031-03-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                  | OneMain Finance Corp.                                                             | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       73000 | PA      | $72807.68     | 0.01%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        4400 | NS      | $237780.09    | 0.02%             | 2026-03-05      | Fixed         | 27.48%                | No            |                  2 | On Loan: No      |
| Sunrise Financing Partnership                          | Sunrise Financing Partnership, Facility 1st Lien Term Loan AAA1                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      115000 | PA      | $114580.25    | 0.01%             | 2032-02-17      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| Anglo American plc                                     | Anglo American plc                                                                | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |        5236 | NS      | $242781.88    | 0.02%             |  |  |  | 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        |      762764 | PA      | $756569.90    | 0.05%             | 2031-05-30      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Swedish Orphan Biovitrum AB                            | Swedish Orphan Biovitrum AB                                                       | CUSIP: N/A<br>LEI: 549300124Y3MQI87PT35       | Long             | EC               | CORP              | SE        |        1509 | NS      | $57304.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                     | Ryan Specialty LLC                                                                | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |       57000 | PA      | $57946.99     | 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        |         481 | NS      | $154800.23    | 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      | $-189.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                               | Wynn Resorts Finance LLC                                                          | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       88000 | PA      | $94813.58     | 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        |     1600000 | PA      | $1642011.18   | 0.11%             | 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        |      138950 | PA      | $138169.10    | 0.01%             | 2032-03-05      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                  | Parker-Hannifin Corp.                                                             | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |         177 | NS      | $165643.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ZF Europe Finance BV                                   | ZF Europe Finance BV                                                              | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $126348.12    | 0.01%             | 2030-06-12      | Fixed         | 7.00%                 | 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      | $119266.50    | 0.01%             | 2038-04-15      | Floating      | 4.82%                 | 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        |       53695 | PA      | $53888.92     | 0.00%             | 2028-05-30      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Veritas Newco                                          | Veritas Newco                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |         244 | NS      | $5235.25      | 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        |       24921 | PA      | $24902.66     | 0.00%             | 2028-11-02      | Variable      | 5.93%                 | 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              | CORP              | CL        |      217000 | PA      | $232545.88    | 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        |        2010 | NS      | $210406.80    | 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        |      724331 | PA      | $701695.53    | 0.05%             | 2032-08-16      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Tokyo Electric Power Co. Holdings, Inc.                | Tokyo Electric Power Co. Holdings, Inc.                                           | CUSIP: N/A<br>LEI: 5299004EMJ3R4RVR5Y75       | Long             | EC               | CORP              | JP        |        1400 | NS      | $5258.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Illinois Tool Works, Inc.                              | Illinois Tool Works, Inc.                                                         | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |         379 | NS      | $99017.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial, Inc.                                  | STAG Industrial, Inc.                                                             | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |        3908 | NS      | $146589.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympus Water US Holding Corp.                         | Olympus Water US Holding Corp.                                                    | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      645000 | PA      | $661155.32    | 0.05%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Darktrace Finco US LLC                                 | Darktrace Finco US LLC, 1st Lien Term Loan                                        | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |       54862 | PA      | $53353.11     | 0.00%             | 2031-10-09      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                              | Republic of Turkiye (The)                                                         | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      296000 | PA      | $309172.00    | 0.02%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Keyence Corp.                                          | Keyence Corp.                                                                     | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Long             | EC               | CORP              | JP        |         600 | NS      | $220116.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        1027 | NS      | $231230.19    | 0.02%             | 2026-02-20      | Fixed         | 21.27%                | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                             | Melco Resorts Finance Ltd.                                                        | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |      806000 | PA      | $843781.25    | 0.06%             | 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        |        7243 | NS      | $485278.07    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp.                                       | McDonald's Corp.                                                                  | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |        2246 | NS      | $707490.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SCC Power plc                                          | SCC Power plc                                                                     | CUSIP: 78397YAC6<br>LEI: 529900IYGYC6VSDSDF37 | Long             | DBT              | CORP              | GB        |           1 | PA      | $0.25         | 0.00%             | 2032-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2692.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC                          | White Cap Supply Holdings LLC                                                     | CUSIP: 96467GAC2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |      884000 | PA      | $918195.77    | 0.06%             | 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        |       42000 | PA      | $41934.48     | 0.00%             | 2029-01-19      | Variable      | 9.04%                 | No            |                  2 | On Loan: No      |
| Bureau Veritas SA                                      | Bureau Veritas SA                                                                 | CUSIP: N/A<br>LEI: 969500TPU5T3HA5D1F11       | Long             | EC               | CORP              | FR        |        1151 | NS      | $37053.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Oil & Gas, Inc.                               | Northern Oil & Gas, Inc.                                                          | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |      152000 | PA      | $153462.09    | 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        |      207000 | PA      | $243448.06    | 0.02%             | 2026-10-15      | Fixed         | 3.25%                 | 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      | $-938305.34   | -0.06%            |  |  |  | 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      | $1148398.86   | 0.08%             | 2029-12-17      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                  | Churchill Downs, Inc.                                                             | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      209000 | PA      | $215339.81    | 0.01%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Rand Parent LLC                                        | Rand Parent LLC                                                                   | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      127000 | PA      | $132716.34    | 0.01%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | USD Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -1660000 | PA      | $-2777.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: 83371T467<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |       28040 | NS      | $3054616.61   | 0.21%             | 2026-02-03      | Fixed         | 14.81%                | No            |                  2 | On Loan: No      |
| GE Aerospace                                           | GE Aerospace                                                                      | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |        1040 | NS      | $319061.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freedom Mortgage Holdings LLC                          | Freedom Mortgage Holdings LLC                                                     | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      308000 | PA      | $325638.54    | 0.02%             | 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        |       11323 | NS      | $345238.27    | 0.02%             |  |  |  | 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      | $305878.62    | 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      | $75653.23     | 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        |       34094 | NS      | $1599349.54   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Technologies Engineering Ltd.                | Singapore Technologies Engineering Ltd.                                           | CUSIP: N/A<br>LEI: 254900OEXGGWCR24DG90       | Long             | EC               | CORP              | SG        |       30800 | NS      | $236777.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                      | Rocket Cos., Inc.                                                                 | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      340000 | PA      | $352736.74    | 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      | $353344.69    | 0.02%             | 2031-10-17      | Fixed         | 5.88%                 | 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        |      316712 | PA      | $315030.21    | 0.02%             | 2030-07-22      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| Mitchell International, Inc.                           | Mitchell International, Inc., 2nd Lien Term Loan                                  | CUSIP: 60662WAZ5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       74344 | PA      | $73027.37     | 0.01%             | 2032-06-07      | Variable      | 8.92%                 | No            |                  2 | On Loan: No      |
| Leidos Holdings, Inc.                                  | Leidos Holdings, Inc.                                                             | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |         482 | NS      | $90750.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch InBev SA                                | Anheuser-Busch InBev SA/NV                                                        | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | EC               | CORP              | BE        |         810 | NS      | $58306.28     | 0.00%             |  |  |  | No            |                  2 | 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        |      585450 | PA      | $498545.40    | 0.03%             | 2029-11-13      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                              | Forvia SE                                                                         | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $124167.69    | 0.01%             | 2030-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        3572 | NS      | $189967.06    | 0.01%             | 2026-03-06      | Fixed         | 20.63%                | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                          | Nomura Bank International plc                                                     | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |       30042 | NS      | $2933981.83   | 0.20%             | 2026-03-03      | Fixed         | 15.37%                | No            |                  2 | On Loan: No      |
| United Mexican States                                  | Mex Bonos Desarr Fix Rt                                                           | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      245000 | PA      | $242305.00    | 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        |         646 | NS      | $482150.69    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       13733 | NS      | $5924127.27   | 0.41%             | 2026-02-06      | Fixed         | 14.98%                | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                             | Allison Transmission, Inc.                                                        | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |       76000 | PA      | $77075.78     | 0.01%             | 2033-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                      | Yum! Brands, Inc.                                                                 | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |        1212 | NS      | $188466.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp.                                 | Tenet Healthcare Corp.                                                            | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      106000 | PA      | $110097.22    | 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      | $44505.17     | 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        |       13279 | NS      | $322719.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                     | DT Midstream, Inc.                                                                | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1288 | NS      | $162313.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaic Holdings, Inc.                                   | Osaic Holdings, Inc.                                                              | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |       29000 | PA      | $30054.62     | 0.00%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP                           | MPT Operating Partnership LP                                                      | CUSIP: N/A<br>LEI: WUQXXXF7PXTUPGROE843       | Long             | DBT              | CORP              | US        |      100000 | PA      | $114595.06    | 0.01%             | 2026-10-15      | Fixed         | 0.99%                 | 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      | $17884.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Chile                                      | Republic of Chile                                                                 | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |  2080000000 | PA      | $2461411.01   | 0.17%             | 2029-10-01      | Fixed         | 5.80%                 | 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        |      613800 | PA      | $597497.47    | 0.04%             | 2031-11-26      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings, Inc.                                 | Amentum Holdings, Inc.                                                            | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |       17000 | PA      | $17914.99     | 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      | $222694.50    | 0.02%             | 2030-02-15      | Floating      | 6.31%                 | 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        |      367490 | PA      | $372388.78    | 0.03%             | 2031-05-30      | Variable      | 10.55%                | 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      | $154894.13    | 0.01%             | 2039-04-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                               | Republic of South Africa                                                          | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      200000 | PA      | $212195.00    | 0.01%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Accenture plc                                          | Accenture plc, Class A                                                            | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |         684 | NS      | $180329.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| eircom Finance DAC                                     | eircom Finance DAC                                                                | CUSIP: N/A<br>LEI: 254900NA4DUH50UERM85       | Long             | DBT              | CORP              | IE        |      226000 | PA      | $272557.22    | 0.02%             | 2031-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                  | OneMain Finance Corp.                                                             | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      233000 | PA      | $238136.49    | 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        |        2647 | NS      | $450996.12    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                      | INEOS Finance plc                                                                 | CUSIP: N/A<br>LEI: 2138002D68XDR4LZCG32       | Long             | DBT              | CORP              | GB        |      246000 | PA      | $243784.84    | 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        |      376000 | PA      | $344065.38    | 0.02%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Zloty                                                  | Zloty                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | PL        |       40866 | OU      | $11501.96     | 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      | $146.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrivarden AB                                      | Industrivarden AB, Class A                                                        | CUSIP: N/A<br>LEI: 549300TM1DLIQI3B3T37       | Long             | EC               | CORP              | SE        |         997 | NS      | $49840.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Playtika Holding Corp.                                 | Playtika Holding Corp.                                                            | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |       39000 | PA      | $33872.48     | 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      | $232434.46    | 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        |      218000 | PA      | $221307.06    | 0.02%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Altice France Lux 3                                    | Altice France Lux 3                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |        6374 | NS      | $119964.97    | 0.01%             |  |  |  | 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        |      829830 | PA      | $796636.56    | 0.06%             | 2031-07-30      | Variable      | 6.82%                 | 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      | $-420.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Group Holdings Ltd.                              | Asahi Group Holdings Ltd.                                                         | CUSIP: N/A<br>LEI: 353800KAJ02XNHLCJW79       | Long             | EC               | CORP              | JP        |        1800 | NS      | $18843.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aptiv plc                                              | Aptiv plc                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |        1900 | NS      | $143925.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ABRA Global Finance                                    | ABRA Global Finance                                                               | CUSIP: 000852AC7<br>LEI: 2549007QS3P0D4KT9G26 | Long             | DBT              | CORP              | KY        |      164902 | PA      | $172116.46    | 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        |      349576 | PA      | $349576.42    | 0.02%             | 2031-04-14      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Invesco US CLO Ltd.                                    | Invesco US CLO Ltd., Series 2023-3A, Class AR                                     | CUSIP: 46091RAL7<br>LEI: 213800YAVR2FVYDIRM63 | Long             | ABS-CBDO         | CORP              | JE        |     1000000 | PA      | $1004971.00   | 0.07%             | 2038-07-15      | Floating      | 4.98%                 | 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      | $49721.00     | 0.00%             | 2029-04-13      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                  | Dominion Energy, Inc.                                                             | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |       14973 | NS      | $900925.41    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Americas LLC                                     | Crown Americas LLC                                                                | CUSIP: 228180AC9<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |      199000 | PA      | $203541.98    | 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      | $112143.08    | 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      | $74226.40     | 0.01%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Disco Corp.                                            | Disco Corp.                                                                       | CUSIP: N/A<br>LEI: 529900X0YGDYM51H4Q86       | Long             | EC               | CORP              | JP        |         300 | NS      | $127875.18    | 0.01%             |  |  |  | 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      | $1661264.22   | 0.11%             | 2037-10-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| MajorDrive Holdings IV LLC                             | MajorDrive Holdings IV LLC                                                        | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |       77000 | PA      | $61944.55     | 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      | $73988.10     | 0.01%             | 2054-12-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Grace Trust                                            | Grace Trust, Series 2020-GRCE, Class A                                            | CUSIP: 38406JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $448765.00    | 0.03%             | 2040-12-10      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                       | CVS Health Corp.                                                                  | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |       22427 | NS      | $1671260.04   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Froneri US, Inc.                                       | Froneri US, Inc., Facility 1st Lien Term Loan B6                                  | CUSIP: G3679YAM4<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      231000 | PA      | $230494.11    | 0.02%             | 2032-09-30      | Variable      | 6.12%                 | 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        |      130000 | PA      | $133432.00    | 0.01%             | 2034-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MKS, Inc.                                              | MKS, Inc.                                                                         | CUSIP: N/A<br>LEI: 549300KEQATBHAGVF505       | Long             | DBT              | CORP              | US        |      238000 | PA      | $282105.10    | 0.02%             | 2034-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Deuce Finco plc                                        | Deuce Finco plc                                                                   | CUSIP: N/A<br>LEI: 9845007DA2BC863E8437       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $119455.95    | 0.01%             | 2032-11-20      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Hulic Co. Ltd.                                         | Hulic Co. Ltd.                                                                    | CUSIP: N/A<br>LEI: 3538002E12E7IHAKTB10       | Long             | EC               | CORP              | JP        |         600 | NS      | $7150.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                      | Iliad Holding SAS                                                                 | CUSIP: N/A<br>LEI: 9695009BGMXB527HV965       | Long             | DBT              | CORP              | FR        |      181000 | PA      | $221509.40    | 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        |        3102 | NS      | $182335.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CapitaLand Ascendas REIT                               | CapitaLand Ascendas REIT                                                          | CUSIP: N/A<br>LEI: 549300ILIBAEMQZK3L20       | Long             | EC               | CORP              | SG        |       11400 | NS      | $25511.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orica Ltd.                                             | Orica Ltd.                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       10087 | NS      | $179691.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolution Mining Ltd.                                  | Evolution Mining Ltd.                                                             | CUSIP: N/A<br>LEI: 254900BCFW5QO5LW8F27       | Long             | EC               | CORP              | AU        |       66208 | NS      | $635810.50    | 0.04%             |  |  |  | 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      | $28377.83     | 0.00%             | 2030-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $141.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fair Isaac Corp.                                       | Fair Isaac Corp.                                                                  | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |       98000 | PA      | $96376.55     | 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      | $242517.53    | 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        |       15830 | PA      | $15864.67     | 0.00%             | 2028-07-03      | Variable      | 5.67%                 | 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        |      786903 | PA      | $777263.81    | 0.05%             | 2029-10-09      | Variable      | 6.47%                 | 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        |      120395 | PA      | $118589.08    | 0.01%             | 2032-04-16      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| WOM Mobile SA                                          | WOM Mobile SA                                                                     | CUSIP: 97810LAA7<br>LEI: 549300T600VUO0QJ3063 | Long             | DBT              | CORP              | CL        |       18875 | PA      | $18893.88     | 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      | $-41153.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dell Technologies, Inc.                                | Dell Technologies, Inc., Class C                                                  | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |         413 | NS      | $47263.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Europe SE                               | Morgan Stanley Europe SE                                                          | CUSIP: 61780B129<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |         100 | NS      | $61404.06     | 0.00%             | 2026-03-19      | Fixed         | 19.86%                | No            |                  2 | On Loan: No      |
| Multiversity SpA                                       | Multiversity SpA                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IT        |      100000 | PA      | $118877.72    | 0.01%             | 2031-05-17      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2013.74     | -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      | $-2993.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INNIO Group Holding GmbH                               | Innio Group Holding GmbH, Facility 1st Lien Term Loan B2                          | CUSIP: N/A<br>LEI: 2549000WCDQX6ZM7AW92       | Long             | LON              | CORP              | AT        |      201000 | PA      | $200833.17    | 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        |      620312 | PA      | $620051.97    | 0.04%             | 2032-03-11      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Nomura Real Estate Holdings, Inc.                      | Nomura Real Estate Holdings, Inc.                                                 | CUSIP: N/A<br>LEI: 353800UZ91CT24OL9P59       | Long             | EC               | CORP              | JP        |        3600 | NS      | $23922.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Electronic Arts, Inc.                                  | Electronic Arts, Inc.                                                             | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |         788 | NS      | $160688.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Mortgage LLC                                    | Rocket Mortgage LLC                                                               | CUSIP: 74841CAB7<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |       20000 | PA      | $18774.39     | 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        |     1522000 | PA      | $1476102.57   | 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        |       11786 | NS      | $1130159.54   | 0.08%             |  |  |  | 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        |      109450 | PA      | $109450.00    | 0.01%             | 2028-06-30      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| Romania                                                | Romania Government Bond                                                           | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      127000 | PA      | $162394.43    | 0.01%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                     | J.P. Morgan Structured Products BV, Series DMIX                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |        1790 | NS      | $1071252.44   | 0.07%             | 2026-03-03      | Fixed         | 16.14%                | No            |                  2 | On Loan: No      |
| Suzuki Motor Corp.                                     | Suzuki Motor Corp.                                                                | CUSIP: N/A<br>LEI: 353800D83H0V3ZV1SV24       | Long             | EC               | CORP              | JP        |       16200 | NS      | $220888.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MasTec, Inc.                                           | MasTec, Inc.                                                                      | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |         973 | NS      | $233987.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ACREC LLC                                              | ACREC LLC, Series 2026-FL4, Class A                                               | CUSIP: 004970AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1002302.50   | 0.07%             | 2043-01-18      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Citrin Cooperman Advisors LLC                          | Citrin Cooperman Advisors LLC, 1st Lien Term Loan                                 | CUSIP: 17737EAC7<br>LEI: 254900DPG9ZEAP5MK895 | Long             | LON              | CORP              | US        |      354818 | PA      | $352245.41    | 0.02%             | 2032-04-01      | Variable      | 6.67%                 | 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      | $1003202.90   | 0.07%             | 2038-01-19      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                | Kodiak Gas Services LLC                                                           | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |      111000 | PA      | $114693.64    | 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        |      118533 | PA      | $92530.32     | 0.01%             | 2029-11-15      | Variable      | 9.77%                 | 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      | $27845.96     | 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        |  1374000000 | PA      | $381598.32    | 0.03%             | 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      | $30008.04     | 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        |      117410 | PA      | $117208.05    | 0.01%             | 2031-09-05      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                               | Morgan Stanley Europe SE, Series 000v                                             | CUSIP: 61778P668<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |       13488 | NS      | $2966604.80   | 0.21%             | 2026-02-10      | Fixed         | 17.10%                | No            |                  2 | On Loan: No      |
| LUKOIL PJSC                                            | LUKOIL PJSC                                                                       | CUSIP: N/A<br>LEI: 549300LCJ1UJXHYBWI24       | Long             | EC               | CORP              | RU        |       44196 | NS      | $5.82         | 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        |      277729 | PA      | $278076.27    | 0.02%             | 2030-02-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                 | UBS AG                                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |        2015 | NS      | $534769.81    | 0.04%             | 2026-02-11      | Fixed         | 22.80%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                     | J.P. Morgan Structured Products BV, Series CCzs                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |         763 | NS      | $194886.95    | 0.01%             | 2026-02-25      | Fixed         | 18.60%                | No            |                  2 | On Loan: No      |
| Service Properties Trust                               | Service Properties Trust                                                          | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |       77000 | PA      | $69705.50     | 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        |     1190579 | PA      | $1186170.08   | 0.08%             | 2057-07-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank AG                                 | Morgan Stanley Bank AG                                                            | CUSIP: 61778P866<br>LEI: 7CPI4ZQUQVBDH8SA1F44 | Long             | SN               | CORP              | DE        |        8906 | NS      | $3008441.31   | 0.21%             | 2026-03-10      | Fixed         | 33.97%                | No            |                  2 | On Loan: No      |
| SCREEN Holdings Co. Ltd.                               | SCREEN Holdings Co. Ltd.                                                          | CUSIP: N/A<br>LEI: 353800ND89FTQ9XQ0R07       | Long             | EC               | CORP              | JP        |        1900 | NS      | $241970.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PRIO Luxembourg Holding SARL                           | PRIO Luxembourg Holding SARL                                                      | CUSIP: 74259PAA5<br>LEI: 2221003VQP4JY7T31H94 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $198010.00    | 0.01%             | 2030-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | NDIRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  2541000000 | PA      | $39721.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                      | HSBC Holdings plc                                                                 | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |      142712 | NS      | $2517571.70   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                  | OneMain Finance Corp.                                                             | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      269000 | PA      | $283757.88    | 0.02%             | 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        |      475000 | PA      | $484212.63    | 0.03%             | 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      | $97086.14     | 0.01%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Schindler Holding AG                                   | Schindler Holding AG (Registered)                                                 | CUSIP: N/A<br>LEI: 5299007DRLI319H7Q933       | Long             | EC               | CORP              | CH        |         165 | NS      | $60683.93     | 0.00%             |  |  |  | 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        |      305690 | PA      | $305460.73    | 0.02%             | 2032-02-10      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Woodward, Inc.                                         | Woodward, Inc.                                                                    | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |         297 | NS      | $94398.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Mexican States                                  | Mex Bonos Desarr Fix Rt                                                           | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      100000 | PA      | $117883.06    | 0.01%             | 2040-05-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                            | Federal Republic of Nigeria Treasury Bills                                        | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | STIV             | NUSS              | NG        |   336754909 | PA      | $238626.19    | 0.02%             | 2026-03-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                 | Aramark Services, Inc., 1st Lien Term Loan B10                                    | CUSIP: 03852JBC4<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |      516843 | PA      | $517359.97    | 0.04%             | 2030-06-24      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                       | NRG Energy, Inc.                                                                  | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      347000 | PA      | $353658.24    | 0.02%             | 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        |       71429 | PA      | $84703.27     | 0.01%             | 2028-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Spirax Group plc                                       | Spirax Group plc                                                                  | CUSIP: N/A<br>LEI: 213800WFVZQMHOZP2W17       | Long             | EC               | CORP              | GB        |        1709 | NS      | $170292.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co. Ltd.                            | Shin-Etsu Chemical Co. Ltd.                                                       | CUSIP: N/A<br>LEI: 353800PX8Q64N86H5W41       | Long             | EC               | CORP              | JP        |        1600 | NS      | $52615.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Porsche Automobil Holding SE                           | Porsche Automobil Holding SE (Preference)                                         | CUSIP: N/A<br>LEI: 52990053Z17ZYM1KFV27       | Long             | EP               | CORP              | DE        |        3210 | NS      | $137341.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       10207 | NS      | $440788.11    | 0.03%             | 2026-03-11      | Fixed         | 29.21%                | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                      | Brink's Co. (The)                                                                 | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |      138000 | PA      | $143646.13    | 0.01%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mitsui Chemicals, Inc.                                 | Mitsui Chemicals, Inc.                                                            | CUSIP: N/A<br>LEI: 353800H2UB5ZEZRZQC02       | Long             | EC               | CORP              | JP        |        2200 | NS      | $32144.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayer AG                                               | Bayer AG                                                                          | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $132848.69    | 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        |       76127 | NS      | $1470804.86   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Irca SpA                                               | Irca SpA                                                                          | CUSIP: N/A<br>LEI: 815600CDE52BA2426216       | Long             | DBT              | CORP              | IT        |      293000 | PA      | $348031.15    | 0.02%             | 2029-12-15      | Floating      | 5.85%                 | 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        |      801885 | PA      | $799744.40    | 0.06%             | 2031-09-30      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                      | Brink's Co. (The)                                                                 | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |       35000 | PA      | $36108.10     | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Aroundtown Finance Sarl                                | Aroundtown Finance Sarl                                                           | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $115632.03    | 0.01%             | 2031-07-03      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations, Inc.                       | Fortune Brands Innovations, Inc.                                                  | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |        8380 | NS      | $453358.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UCB SA                                                 | UCB SA                                                                            | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Long             | EC               | CORP              | BE        |        3384 | NS      | $1031191.82   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| L'Oreal SA                                             | L'Oreal SA                                                                        | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |         924 | NS      | $424522.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials, Inc.                      | Solstice Advanced Materials, Inc.                                                 | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |      160000 | PA      | $160845.76    | 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      | $188352.12    | 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        |      158000 | PA      | $163930.85    | 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      | $1002105.00   | 0.07%             | 2035-01-25      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                           | Diversified Healthcare Trust                                                      | CUSIP: 25525PAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       39000 | PA      | $40168.05     | 0.00%             | 2030-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Biffa Group Holdings Ltd.                              | Biffa Group Holdings Ltd.                                                         | CUSIP: N/A<br>LEI: 21380012LWLXNMXB8I44       | Long             | DBT              | CORP              | JE        |      150000 | PA      | $208688.78    | 0.01%             | 2031-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                       | NRG Energy, Inc.                                                                  | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |         778 | NS      | $118746.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ION Platform Finance US, Inc.                          | ION Platform Finance US, Inc.                                                     | CUSIP: 46206AAE2<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |      368000 | PA      | $347417.21    | 0.02%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Zegona Finance plc                                     | Zegona Finance plc                                                                | CUSIP: N/A<br>LEI: 254900B3KC1SS7T2TE92       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $124388.04    | 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: 549300Q16CMW239SS315 | Long             | LON              | CORP              | US        |      242323 | PA      | $237071.54    | 0.02%             | 2032-03-26      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Watco Cos. LLC                                         | Watco Cos. LLC                                                                    | CUSIP: 941130AD8<br>LEI: 549300UK74AMHGBXZG45 | Long             | DBT              | CORP              | US        |       24000 | PA      | $25158.96     | 0.00%             | 2032-08-01      | 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      | $-348.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                       | CCO Holdings LLC                                                                  | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      237000 | PA      | $207367.40    | 0.01%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mosaic Co. (The)                                       | Mosaic Co. (The)                                                                  | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |         363 | NS      | $9982.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |         300 | NS      | $56550.50     | 0.00%             | 2026-03-12      | Fixed         | 29.21%                | No            |                  2 | On Loan: No      |
| UBS AG                                                 | UBS AG                                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |        2663 | NS      | $754326.95    | 0.05%             | 2026-02-10      | Fixed         | 22.30%                | No            |                  2 | On Loan: No      |
| Gruenenthal GmbH                                       | Gruenenthal GmbH                                                                  | CUSIP: N/A<br>LEI: 529900SH895E31PGLA72       | Long             | DBT              | CORP              | DE        |      215000 | PA      | $257857.77    | 0.02%             | 2031-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Continental AG                                         | Continental AG                                                                    | CUSIP: N/A<br>LEI: 529900A7YD9C0LLXM621       | Long             | EC               | CORP              | DE        |        1381 | NS      | $108669.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                 | Chart Industries, Inc.                                                            | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |       82000 | PA      | $85318.13     | 0.01%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                      | Standard Building Solutions, Inc.                                                 | CUSIP: 853192AA0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       91000 | PA      | $90911.63     | 0.01%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EURO                                                   | EURO                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |     3491243 | OU      | $4138345.09   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Pound Sterling                                         | Pound Sterling                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |      585083 | OU      | $800598.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| California Buyer Ltd.                                  | California Buyer Ltd.                                                             | CUSIP: N/A<br>LEI: 254900V5SMQ1UP1CLC26       | Long             | DBT              | CORP              | GB        |      194000 | PA      | $232668.01    | 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        |       19174 | NS      | $830617.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardonagh Finco Ltd.                                    | Ardonagh Finco Ltd.                                                               | CUSIP: N/A<br>LEI: 254900D2T84O1K03BA28       | Long             | DBT              | CORP              | JE        |      222000 | PA      | $270368.72    | 0.02%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Kingfisher plc                                         | Kingfisher plc                                                                    | CUSIP: N/A<br>LEI: 213800KBMEV7I92FY281       | Long             | EC               | CORP              | GB        |       13401 | NS      | $61757.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Forvia SE                                              | Forvia SE                                                                         | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |      140000 | PA      | $172109.43    | 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      | $547882.97    | 0.04%             | 2039-02-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                 | Mauser Packaging Solutions Holding Co., 1st Lien Term Loan                        | CUSIP: 57763TAF0<br>LEI: 549300DNGHXL0OMHW304 | Long             | LON              | CORP              | US        |      250000 | PA      | $243527.50    | 0.02%             | 2030-04-15      | Variable      | 7.23%                 | 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      | $241353.76    | 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      | $177210.88    | 0.01%             | 2032-10-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                | Ukraine Government Bond                                                           | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |        4753 | PA      | $2999.14      | 0.00%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       13945 | NS      | $648041.92    | 0.04%             | 2026-02-03      | Fixed         | 32.29%                | No            |                  2 | On Loan: No      |
| Volcan Cia Minera SAA                                  | Volcan Cia Minera SAA                                                             | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |      162000 | PA      | $167670.00    | 0.01%             | 2032-10-28      | Fixed         | 8.50%                 | 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        |      149512 | PA      | $67529.94     | 0.00%             | 2029-06-29      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                               | Mizuho Markets Cayman LP                                                          | CUSIP: 60701B663<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |        1141 | NS      | $306686.77    | 0.02%             | 2026-02-13      | Fixed         | 15.60%                | No            |                  2 | On Loan: No      |
| Hologic, Inc.                                          | Hologic, Inc., 1st Lien Term Loan B                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1320000 | PA      | $1309941.60   | 0.09%             | 2033-01-14      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |         908 | NS      | $270980.36    | 0.02%             | 2026-02-18      | Fixed         | 17.83%                | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                          | Cencora, Inc.                                                                     | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |        3135 | NS      | $1126154.70   | 0.08%             |  |  |  | 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        |       36517 | PA      | $36106.03     | 0.00%             | 2030-03-11      | Variable      | 11.29%                | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                      | Duke Energy Corp.                                                                 | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       28000 | PA      | $29294.54     | 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        |      200000 | PA      | $244617.83    | 0.02%             | 2055-01-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                        | TransDigm, Inc.                                                                   | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      199000 | PA      | $202759.71    | 0.01%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RENK Group AG                                          | RENK Group AG                                                                     | CUSIP: N/A<br>LEI: 894500H8CNSZ53EI6K63       | Long             | EC               | CORP              | DE        |        1841 | NS      | $118527.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |         832 | NS      | $165604.34    | 0.01%             | 2026-03-10      | Fixed         | 22.59%                | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                     | United Rentals North America, Inc.                                                | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      177000 | PA      | $176895.92    | 0.01%             | 2033-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc, Series GMUk                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        1642 | NS      | $224097.01    | 0.02%             | 2026-03-03      | Fixed         | 24.90%                | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                             | Amneal Pharmaceuticals LLC, 1st Lien Term Loan                                    | CUSIP: 03167DAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        6360 | PA      | $6375.69      | 0.00%             | 2032-08-02      | Variable      | 6.50%                 | 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        |         -14 | NC      | $12682.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp.                                  | Lockheed Martin Corp.                                                             | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |        1249 | NS      | $792140.78    | 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      | $2968.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                              | Vistra Operations Co. LLC                                                         | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       65000 | PA      | $68298.10     | 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        |      244368 | PA      | $244634.78    | 0.02%             | 2028-08-21      | Variable      | 8.02%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO 17 Ltd.                              | Kennedy Lewis CLO 17 Ltd., Series 2024-17A, Class A1                              | CUSIP: 37149PAA6<br>LEI: 21380057FWYXY89TJK26 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2007500.00   | 0.14%             | 2037-10-22      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                               | CenterPoint Energy, Inc.                                                          | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |        9947 | NS      | $394796.43    | 0.03%             |  |  |  | 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      | $119641.84    | 0.01%             | 2030-05-01      | Floating      | 4.55%                 | 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        |         757 | NS      | $192546.00    | 0.01%             | 2026-03-04      | Fixed         | 21.70%                | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub, Inc.                               | AI Aqua Merger Sub, Inc., 1st Lien Term Loan B                                    | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |      558486 | PA      | $558357.69    | 0.04%             | 2028-07-31      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                         | Citizens Financial Group, Inc.                                                    | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |        3411 | NS      | $214824.78    | 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      | $-30564.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                    | Medline Borrower LP                                                               | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      404000 | PA      | $404698.11    | 0.03%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | 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            |                  3 | On Loan: No      |
| UBS AG                                                 | UBS AG                                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |       15900 | NS      | $314400.27    | 0.02%             | 2026-03-12      | Fixed         | 25.70%                | No            |                  2 | On Loan: No      |
| ATI, Inc.                                              | ATI, Inc.                                                                         | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |       96000 | PA      | $96151.58     | 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      | $121070.90    | 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        |        4428 | NS      | $239350.35    | 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      | $37717.71     | 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        |      500892 | PA      | $499138.44    | 0.03%             | 2030-09-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties, Inc.                | Brookfield Residential Properties, Inc.                                           | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       64000 | PA      | $59746.66     | 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        |      146000 | PA      | $147646.73    | 0.01%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                     | Canadian Imperial Bank of Commerce                                                | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |         600 | NS      | $162338.23    | 0.01%             | 2026-03-05      | Fixed         | 15.30%                | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                         | ARES Commercial Mortgage Trust, Series 2026-GCP, Class A                          | CUSIP: 04021QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $1001355.30   | 0.07%             | 2043-02-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Veritiv Operating Co.                                  | Veritiv Operating Co.                                                             | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |      123000 | PA      | $131701.88    | 0.01%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Regis Resources Ltd.                                   | Regis Resources Ltd.                                                              | CUSIP: N/A<br>LEI: 213800XH9YUXBLYBD749       | Long             | EC               | CORP              | AU        |        4444 | NS      | $23163.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        5200 | NS      | $427644.89    | 0.03%             | 2026-03-16      | Fixed         | 17.57%                | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                    | Petroleos Mexicanos                                                               | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      325233 | PA      | $349300.24    | 0.02%             | 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        |      109000 | PA      | $113508.79    | 0.01%             | 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      | $55112.70     | 0.00%             | 2029-12-19      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| Boliden AB                                             | Boliden AB                                                                        | CUSIP: N/A<br>LEI: 21380059QU7IM1ONDJ56       | Long             | EC               | CORP              | SE        |        2410 | NS      | $168764.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                | American Airlines, Inc.                                                           | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        8500 | PA      | $8588.43      | 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        |      194000 | PA      | $196675.58    | 0.01%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP                                   | Boots Group Finco LP, 1st Lien Term Loan                                          | CUSIP: 09947PAB7<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | GB        |      353000 | PA      | $353882.50    | 0.02%             | 2032-08-30      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                             | Ares Strategic Income Fund                                                        | CUSIP: 04020EAK3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40129.36     | 0.00%             | 2030-09-09      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                    | Hilcorp Energy I LP                                                               | CUSIP: 431318BC7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |       59000 | PA      | $61255.57     | 0.00%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Getty Images, Inc.                                     | Getty Images, Inc.                                                                | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |       35000 | PA      | $35440.04     | 0.00%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Sanmina Corp.                                          | Sanmina Corp., 1st Lien Term Loan B1                                              | CUSIP: 80105GAP5<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | LON              | CORP              | US        |      242000 | PA      | $242605.00    | 0.02%             | 2032-10-27      | Variable      | 5.70%                 | 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      | $1152875.00   | 0.08%             | 2039-12-15      | Floating      | 4.92%                 | 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      | $63552.41     | 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        |      207756 | NS      | $1893651.33   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Repsol SA                                              | Repsol SA                                                                         | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               | CORP              | ES        |       32656 | NS      | $643359.31    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                              | Standard Industries, Inc., 1st Lien Term Loan                                     | CUSIP: 85350EAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       61343 | PA      | $61465.65     | 0.00%             | 2028-09-22      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Waystar Technologies, Inc.                             | Waystar Technologies, Inc., 1st Lien Term Loan                                    | CUSIP: 63939WAN3<br>LEI: 549300BIRBTAWWHCSZ09 | Long             | LON              | CORP              | US        |      162738 | PA      | $161720.74    | 0.01%             | 2029-10-22      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                        | Sabre GLBL, Inc., 1st Lien Term Loan B1                                           | CUSIP: 78571YBM1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       18745 | PA      | $14543.08     | 0.00%             | 2029-07-30      | Variable      | 10.02%                | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                    | Station Casinos LLC                                                               | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |      249000 | PA      | $254684.92    | 0.02%             | 2032-03-15      | Fixed         | 6.62%                 | 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        |      159340 | PA      | $144089.47    | 0.01%             | 2028-05-03      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| Flughafen Zurich AG                                    | Flughafen Zurich AG (Registered)                                                  | CUSIP: N/A<br>LEI: 529900PFO97GCN5SYB55       | Long             | EC               | CORP              | CH        |         976 | NS      | $303127.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EMCOR Group, Inc.                                      | EMCOR Group, Inc.                                                                 | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |         340 | NS      | $245048.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments, Inc.                                | Texas Instruments, Inc.                                                           | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |        1894 | NS      | $408251.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        1000 | NS      | $89621.31     | 0.01%             | 2026-03-16      | Fixed         | 16.11%                | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6897.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                              | Republic of Turkiye (The)                                                         | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |    31440000 | PA      | $742133.51    | 0.05%             | 2026-08-19      | Floating      | 39.73%                | No            |                  2 | On Loan: No      |
| FR Bondco SAS                                          | FR Bondco SAS                                                                     | CUSIP: N/A<br>LEI: 9695005XHXDZWSFICJ23       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $120186.79    | 0.01%             | 2032-10-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        1152 | NS      | $290265.46    | 0.02%             | 2026-02-04      | Fixed         | 20.18%                | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                    | Iron Mountain, Inc.                                                               | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |       13437 | NS      | $1237950.81   | 0.09%             |  |  |  | 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      | $118985.17    | 0.01%             | 2037-10-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Ferrari NV                                             | Ferrari NV                                                                        | CUSIP: N/A<br>LEI: 549300RIVY5EX8RCON76       | Long             | EC               | CORP              | NL        |           8 | NS      | $2668.37      | 0.00%             |  |  |  | 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      | $243071.42    | 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        |       27100 | NS      | $610136.38    | 0.04%             |  |  |  | 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      | $2418.56      | 0.00%             | 2029-12-31      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | NDIRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     3030000 | PA      | $-495.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Columbus McKinnon Corp.                                | Columbus McKinnon Corp. Term Loan First Lien                                      | CUSIP: 19933MAS2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      354000 | PA      | $351345.00    | 0.02%             | 2033-01-21      | Variable      | 6.92%                 | 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      | $-2095.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mattamy Group Corp.                                    | Mattamy Group Corp.                                                               | CUSIP: 57701RAQ5<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |       22000 | PA      | $21616.51     | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | 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      | $288948.86    | 0.02%             | 2028-11-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group plc                      | InterContinental Hotels Group plc                                                 | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | EC               | CORP              | GB        |         419 | NS      | $56607.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings plc                               | Rolls-Royce Holdings plc                                                          | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |       42690 | NS      | $713647.73    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Deluxe Corp.                                           | Deluxe Corp.                                                                      | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |       29000 | PA      | $30429.44     | 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      | $38620.31     | 0.00%             | 2030-03-11      | Variable      | 9.29%                 | 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      | $320000.00    | 0.02%             | 2032-10-06      | Variable      | 7.67%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley Europe SE                               | Morgan Stanley Europe SE, Series Emui                                             | CUSIP: 61778P775<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        3596 | NS      | $430609.20    | 0.03%             | 2026-02-25      | Fixed         | 26.71%                | No            |                  2 | On Loan: No      |
| MASTR Asset-Backed Securities Trust                    | MASTR Asset-Backed Securities Trust, Series 2007-HE1, Class A4                    | CUSIP: 576457AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      649703 | PA      | $562405.66    | 0.04%             | 2037-05-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                    | Petroleos Mexicanos                                                               | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | CORP              | MX        |      298000 | PA      | $298372.50    | 0.02%             | 2026-03-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NRTH Commercial Mortgage Trust                         | NRTH Commercial Mortgage Trust, Series 2025-PARK, Class A                         | CUSIP: 669985AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $1003125.00   | 0.07%             | 2040-10-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                   | Republic of Colombia                                                              | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      295000 | PA      | $309455.00    | 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        |        7738 | NS      | $427524.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Electric Corp.                              | Mitsubishi Electric Corp.                                                         | CUSIP: N/A<br>LEI: 549300TRXM9Y6561AX39       | Long             | EC               | CORP              | JP        |        8200 | NS      | $256347.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Baker Hughes Co.                                       | Baker Hughes Co.                                                                  | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         710 | NS      | $39788.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | USD Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |    -1245000 | PA      | $-11413.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.                          | Surgery Center Holdings, Inc., 1st Lien Term Loan                                 | CUSIP: 86880NBD4<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |      395644 | PA      | $395928.67    | 0.03%             | 2030-12-19      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                  | Churchill Downs, Inc.                                                             | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      391000 | PA      | $393119.61    | 0.03%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Italmatch Chemicals SpA                                | Italmatch Chemicals SpA                                                           | CUSIP: N/A<br>LEI: 815600E7294ACCE76074       | Long             | DBT              | CORP              | IT        |      100000 | PA      | $118878.75    | 0.01%             | 2031-02-05      | Fixed         | 6.25%                 | 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        |      364711 | PA      | $365166.40    | 0.03%             | 2028-07-27      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Snap, Inc.                                             | Snap, Inc.                                                                        | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      149000 | PA      | $152147.57    | 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      | $140809.80    | 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      | $25350.41     | 0.00%             | 2044-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Gulfside Supply, Inc.                                  | Gulfside Supply, Inc., 1st Lien Term Loan                                         | CUSIP: 40273UAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       81096 | PA      | $78536.90     | 0.01%             | 2031-06-17      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3035.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| H-Food Holdings LLC                                    | H-Food Holdings LLC                                                               | CUSIP: N/A<br>LEI: 2549001XVX1R2ITF6935       | Long             | EC               | CORP              | US        |        1291 | NS      | $16675.85     | 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      | $29773.24     | 0.00%             | 2030-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| H & M Hennes & Mauritz AB                              | H & M Hennes & Mauritz AB, Class B                                                | CUSIP: N/A<br>LEI: 529900O5RR7R39FRDM42       | Long             | EC               | CORP              | SE        |       11480 | NS      | $229888.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Rupiah                                                 | Rupiah                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | ID        |     8814951 | OU      | $525.17       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonica Europe BV                                   | Telefonica Europe BV                                                              | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $126471.01    | 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        |      140779 | PA      | $109016.27    | 0.01%             | 2028-01-31      | Variable      | 8.79%                 | No            |                  2 | On Loan: No      |
| Kratos Defense & Security Solutions, Inc.              | Kratos Defense & Security Solutions, Inc.                                         | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |        1964 | NS      | $202311.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday, Inc.                                          | Workday, Inc., Class A                                                            | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |        1180 | NS      | $207243.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Colossus Acquireco LLC                                 | Colossus Acquireco LLC, 1st Lien Term Loan                                        | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |      568775 | PA      | $566403.21    | 0.04%             | 2032-07-30      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Vivion Investments SARL                                | Vivion Investments Sarl                                                           | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |      200000 | PA      | $233541.45    | 0.02%             | 2030-06-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3394.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Xero Ltd.                                              | Xero Ltd.                                                                         | CUSIP: N/A<br>LEI: 254900UG5D8YST164N14       | Long             | EC               | CORP              | NZ        |         276 | NS      | $17987.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaman Corp.                                            | Kaman Corp., Delayed Draw 1st Lien Term Loan                                      | CUSIP: 48354VAN2<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |       14927 | PA      | $14906.58     | 0.00%             | 2032-02-26      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| United Natural Foods, Inc.                             | United Natural Foods, Inc.                                                        | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |      132000 | PA      | $132232.58    | 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        |       28160 | NS      | $807441.91    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Twilio, Inc.                                           | Twilio, Inc.                                                                      | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |       47000 | PA      | $45007.19     | 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      | $214032.41    | 0.01%             | 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      | $1352657.40   | 0.09%             | 2038-01-18      | Floating      | 4.99%                 | 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      | $410000.00    | 0.03%             | 2039-01-15      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                | GFL Environmental, Inc.                                                           | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |       39000 | PA      | $40799.11     | 0.00%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                           | Oriental Republic of Uruguay                                                      | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     9225000 | PA      | $249177.77    | 0.02%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                 | HUB International Ltd.                                                            | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     1803000 | PA      | $1888653.35   | 0.13%             | 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      | $493717.70    | 0.03%             | 2041-12-10      | Variable      | 7.77%                 | 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      | $56501.34     | 0.00%             | 2030-07-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| TransAlta Corp.                                        | TransAlta Corp.                                                                   | CUSIP: 89346DAL1<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |       69000 | PA      | $69055.20     | 0.00%             | 2034-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Cedacri SpA                                            | Cedacri SpA                                                                       | CUSIP: N/A<br>LEI: 815600E85FCD78B3EE61       | Long             | DBT              | CORP              | IT        |      225000 | PA      | $267400.84    | 0.02%             | 2028-05-15      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                    | Hilcorp Energy I LP                                                               | CUSIP: 431318AU8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |      116000 | PA      | $116027.84    | 0.01%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        2900 | NS      | $395931.69    | 0.03%             | 2026-02-17      | Fixed         | 25.82%                | No            |                  2 | On Loan: No      |
| MTU Aero Engines AG                                    | MTU Aero Engines AG                                                               | CUSIP: N/A<br>LEI: 529900807L67JY81RD65       | Long             | EC               | CORP              | DE        |         142 | NS      | $63129.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co. Ltd.                          | Murata Manufacturing Co. Ltd.                                                     | CUSIP: N/A<br>LEI: 529900QZG6DL8ZRI7140       | Long             | EC               | CORP              | JP        |       52200 | NS      | $1060472.11   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Klepierre SA                                           | Klepierre SA                                                                      | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | EC               | CORP              | FR        |        1437 | NS      | $55358.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sazerac Company, Inc.                                  | Sazerac Company, Inc. Term Loan First Lien                                        | CUSIP: 80583EAP1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      114312 | PA      | $114080.45    | 0.01%             | 2032-07-09      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                            | Beach Acquisition Bidco LLC, 1st Lien Term Loan B1                                | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |       82000 | PA      | $82000.00     | 0.01%             | 2032-09-13      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Amada Co. Ltd.                                         | Amada Co. Ltd.                                                                    | CUSIP: N/A<br>LEI: 529900QF5O6TQGCPDX85       | Long             | EC               | CORP              | JP        |         800 | NS      | $10248.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSX Corp.                                              | CSX Corp.                                                                         | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |        7784 | NS      | $293923.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Health Systems, Inc.                         | Community Health Systems, Inc.                                                    | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      584000 | PA      | $608868.47    | 0.04%             | 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      | $20054.74     | 0.00%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                     | Canadian Imperial Bank of Commerce                                                | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |       13705 | NS      | $6008804.78   | 0.42%             | 2026-03-11      | Fixed         | 19.70%                | 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      | $135186.01    | 0.01%             | 2027-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $21.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jazz Financing Lux SARL                                | Jazz Financing Lux SARL, 1st Lien Term Loan B2                                    | CUSIP: G5080AAJ1<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |      489304 | PA      | $490458.79    | 0.03%             | 2028-05-05      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Clariane SE                                            | Clariane SE                                                                       | CUSIP: N/A<br>LEI: 969500WEPS61H6TJM037       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $244390.47    | 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        |      320000 | PA      | $336125.44    | 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      | $193792.50    | 0.01%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CyberArk Software Ltd.                                 | CyberArk Software Ltd.                                                            | CUSIP: N/A<br>LEI: 529900YEXNDM894PWS93       | Long             | EC               | CORP              | IL        |         161 | NS      | $69363.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment, Inc.                            | Caesars Entertainment, Inc.                                                       | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      198000 | PA      | $204458.76    | 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      | $69528.16     | 0.00%             | 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      | $74993.58     | 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: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |       64000 | PA      | $65937.22     | 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: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |      608000 | PA      | $602834.92    | 0.04%             | 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        |        4783 | NS      | $347392.66    | 0.02%             |  |  |  | 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      | $4500.00      | 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      | $1511131.20   | 0.10%             | 2038-01-20      | Floating      | 5.37%                 | 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        |      757297 | PA      | $674751.35    | 0.05%             | 2027-04-15      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                               | Morgan Stanley Europe SE                                                          | CUSIP: 61778P809<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        4000 | NS      | $163980.70    | 0.01%             | 2026-03-09      | Fixed         | 24.00%                | No            |                  2 | On Loan: No      |
| CapitaLand Integrated Commercial Trust                 | CapitaLand Integrated Commercial Trust                                            | CUSIP: N/A<br>LEI: 54930031292WUTXF0L29       | Long             | EC               | CORP              | SG        |       12100 | NS      | $22716.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                         | Morgan Stanley Capital I Trust, Series 2018-H3, Class C                           | CUSIP: 61767YBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      160000 | PA      | $152285.18    | 0.01%             | 2051-07-15      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       18524 | NS      | $6267358.73   | 0.43%             | 2026-02-03      | Fixed         | 17.80%                | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-72124.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UKG, Inc.                                              | UKG, Inc., 1st Lien Term Loan                                                     | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |      688090 | PA      | $670027.20    | 0.05%             | 2031-02-10      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd.                              | United Overseas Bank Ltd.                                                         | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | EC               | CORP              | SG        |       29100 | NS      | $877049.58    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CareTrust REIT, Inc.                                   | CareTrust REIT, Inc.                                                              | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |       24577 | NS      | $917705.18    | 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      | $210476.00    | 0.01%             | 2032-01-26      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc, Series EMT1                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        3815 | NS      | $587522.46    | 0.04%             | 2026-02-25      | Fixed         | 20.85%                | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                        | TransDigm, Inc.                                                                   | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      520000 | PA      | $529366.24    | 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      | $309069.64    | 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      | $886185.81    | 0.06%             | 2031-05-06      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| APA Group                                              | APA Group                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       18417 | NS      | $113384.10    | 0.01%             |  |  |  | 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        |       73000 | PA      | $73205.31     | 0.01%             | 2039-03-15      | Floating      | 5.22%                 | 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      | $1742.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                               | Mizuho Markets Cayman LP                                                          | CUSIP: 60701C109<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |       52791 | NS      | $2969380.41   | 0.21%             | 2026-03-13      | Fixed         | 24.02%                | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                            | Acadia Healthcare Co., Inc.                                                       | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |       38000 | PA      | $37536.20     | 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        |       69000 | PA      | $69643.15     | 0.00%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Monolithic Power Systems, Inc.                         | Monolithic Power Systems, Inc.                                                    | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |          12 | NS      | $13489.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviva plc                                              | Aviva plc                                                                         | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | EC               | CORP              | GB        |        9656 | NS      | $84179.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Waste Pro USA, Inc.                                    | Waste Pro USA, Inc.                                                               | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |      664000 | PA      | $682170.36    | 0.05%             | 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        |        1434 | NS      | $178991.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                            | Goldman Sachs International                                                       | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |        1100 | NS      | $41391.74     | 0.00%             | 2026-02-02      | Fixed         | 11.51%                | 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      | $63315.00     | 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        |      616000 | PA      | $623891.79    | 0.04%             | 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        |         408 | NS      | $3346.14      | 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        |      380784 | PA      | $382688.09    | 0.03%             | 2031-06-20      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Palo Alto Networks, Inc.                               | Palo Alto Networks, Inc.                                                          | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |         929 | NS      | $164405.13    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                       | Deutsche Bank AG (Registered)                                                     | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |        9155 | NS      | $361266.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                 | LifePoint Health, Inc.                                                            | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      192000 | PA      | $202563.78    | 0.01%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                              | Apollo Debt Solutions BDC                                                         | CUSIP: 03770DAK9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |       36000 | PA      | $36276.29     | 0.00%             | 2030-08-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                | Kodiak Gas Services LLC                                                           | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |      186000 | PA      | $190516.64    | 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      | $325705.51    | 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        |      146340 | PA      | $146660.54    | 0.01%             | 2041-10-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                          | Equinix, Inc.                                                                     | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |        2755 | NS      | $2261662.15   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Operating LLC                   | Charter Communications Operating LLC, 1st Lien Term Loan B5                       | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |      161383 | PA      | $161108.44    | 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        |      275000 | PA      | $340232.49    | 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        |      481212 | PA      | $481212.38    | 0.03%             | 2032-03-04      | Variable      | 5.42%                 | 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        |      383541 | PA      | $383433.49    | 0.03%             | 2031-06-24      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Henkel AG & Co. KGaA                                   | Henkel AG & Co. KGaA (Preference)                                                 | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EP               | CORP              | DE        |        4463 | NS      | $392083.53    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                           | UBS Group AG                                                                      | CUSIP: 902613BV9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $201120.55    | 0.01%             | 2031-01-08      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                          | SM Energy Co.                                                                     | CUSIP: 17888HAA1<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      110000 | PA      | $113222.78    | 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        |         265 | NS      | $24173.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AngloGold Ashanti Holdings plc                         | AngloGold Ashanti Holdings plc                                                    | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |      200000 | PA      | $192272.00    | 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        |     1007000 | PA      | $1026555.94   | 0.07%             | 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        |         122 | NS      | $8965.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                       | Fantasia Holdings Group Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |      300000 | PA      | $3375.00      | 0.00%             | 2024-06-01      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| Ball Corp.                                             | Ball Corp.                                                                        | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |       37000 | PA      | $34003.88     | 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        |      232627 | PA      | $232287.65    | 0.02%             | 2029-08-03      | Variable      | 8.37%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Services, Inc.                       | GFL Environmental Services, Inc., 1st Lien Term Loan                              | CUSIP: 36257SAB8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      856852 | PA      | $856141.31    | 0.06%             | 2032-03-03      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Synthomer plc                                          | Synthomer plc                                                                     | CUSIP: N/A<br>LEI: 213800EHT3TI1KPQQJ56       | Long             | DBT              | CORP              | GB        |      203000 | PA      | $195289.99    | 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        |      844000 | PA      | $866506.10    | 0.06%             | 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        |        1749 | NS      | $173750.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dolcetto Holdco SpA                                    | Dolcetto Holdco SpA                                                               | CUSIP: N/A<br>LEI: 81560029E819F2CE4A42       | Long             | DBT              | CORP              | IT        |      365000 | PA      | $440113.05    | 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        |         261 | NS      | $119269.17    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lendlease Corp. Ltd.                                   | Lendlease Corp. Ltd.                                                              | CUSIP: N/A<br>LEI: 549300MQ0F0TIIEK5592       | Long             | EC               | CORP              | AU        |       75423 | NS      | $252404.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $62697.28     | 0.00%             |  |  |  | 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      | $27350.48     | 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        |      171000 | PA      | $172793.96    | 0.01%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Melrose Industries plc                                 | Melrose Industries plc                                                            | CUSIP: N/A<br>LEI: 213800RGNXXZY2M7TR85       | Long             | EC               | CORP              | GB        |        2482 | NS      | $21340.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                          | Letras do Tesouro Nacional Treasury Bills                                         | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | STIV             | NUSS              | BR        |       24000 | PA      | $4458358.84   | 0.31%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                  | Republic of Indonesia                                                             | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 20296000000 | PA      | $1216577.67   | 0.08%             | 2031-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Gates Corp.                                            | Gates Corp.                                                                       | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |       59000 | PA      | $61332.45     | 0.00%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-31

**Name of Applicant:** BlackRock Funds II

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer