# EDGAR Filing Document

**Accession Number:** 0001398078
**File Stem:** 0001752724-25-157698
**Filing Date:** 2025-6
**Character Count:** 1663814
**Document Hash:** 8e08cd4041d37c1565525ff5c41dd4bd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-157698.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-157698

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20250731

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22061
- **FILM NUMBER:** 251076747

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $10871891767.91

**Total Liabilities:** $663256399.93

**Net Assets:** $10208635367.98

**Cash Not Reported:** $18548001.15

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 250801.09000000 | **1-Year:** 36558.64000000 | **5-Year:** 374788.98000000 | **10-Year:** 148580.66000000 | **30-Year:** 52539.60000000

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

- **3-Month:** 597868.13000000 | **1-Year:** 53717.12000000 | **5-Year:** 338485.48000000 | **10-Year:** 26722.68000000 | **30-Year:** 61198.64000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000058060 | 1.23%                | -1.39%               | 0.25%                |
| Class ID C000182622 | 1.31%                | -1.30%               | 0.34%                |
| Class ID C000058061 | 1.31%                | -1.30%               | 0.33%                |
| Class ID C000058062 | 1.19%                | -1.23%               | 0.21%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1068462.73             | $43147254.24                               |
| Month 2  | $-18175337.02            | $-147175250.64                             |
| Month 3  | $-104928294.95           | $37772670.32                               |

**Designated Index Information**

- **Index Name:** 50% MSCI World Index/50% Bloomberg U.S. Aggregate Bond Index

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                             | Title                                                                                       | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Battalion CLO X Ltd.                                             | Battalion CLO X Ltd., Series 2016-10A, Class BR2                                            | CUSIP: 07132JBG8<br>LEI: 549300RRK5G3IT4Y7N27 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $1996205.40    | 0.02%             | 2035-01-25      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                 | Bombardier, Inc.                                                                            | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     555000 | PA      | $568239.53     | 0.01%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                        | Toyota Motor Credit Corp.                                                                   | CUSIP: 89236TGY5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     180000 | PA      | $171460.24     | 0.00%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                              | Brown & Brown, Inc.                                                                         | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |      42100 | NS      | $4656260.00    | 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      | $-298.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International plc                           | Morgan Stanley & Co. International plc, Series DMTL                                         | CUSIP: 61779M888<br>LEI: 4PQUHN3JPFGFNF3BB653 | Long             | SN               | CORP              | GB        |      90478 | NS      | $6090345.43    | 0.06%             | 2025-05-28      | Fixed         | 30.37%                | No            |                  2 | On Loan: No      |
| Atos SE                                                          | Atos SE                                                                                     | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | SN               | CORP              | FR        |     935332 | PA      | $1143666.29    | 0.01%             | 2029-12-18      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                     | BX Commercial Mortgage Trust, Series 2023-XL3, Class A                                      | CUSIP: 12434GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2949956 | PA      | $2951800.03    | 0.03%             | 2040-12-09      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 6 Ltd.                                        | OHA Credit Funding 6 Ltd., Series 2020-6A, Class B1R2                                       | CUSIP: 67098UBA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $4959499.50    | 0.05%             | 2037-10-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| SKF AB                                                           | SKF AB, Class B                                                                             | CUSIP: N/A<br>LEI: 549300B6HWYEE57O8J84       | Long             | EC               | CORP              | SE        |      30819 | NS      | $604095.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                  | Intercontinental Exchange, Inc.                                                             | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     125006 | NS      | $20997257.82   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                                   | Broadcom, Inc.                                                                              | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    2071000 | PA      | $2018482.46    | 0.02%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Kronos International, Inc.                                       | Kronos International, Inc.                                                                  | CUSIP: N/A<br>LEI: 529900NTVDLUSYY9F493       | Long             | DBT              | CORP              | US        |     771000 | PA      | $922295.61     | 0.01%             | 2029-03-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-16.45        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alrosa PJSC                                                      | Alrosa PJSC                                                                                 | CUSIP: N/A<br>LEI: 894500DKUWVBYZLLE651       | Long             | EC               | CORP              | RU        |     607124 | NS      | $74.04         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Stena International SA                                           | Stena International SA                                                                      | CUSIP: 85858EAD5<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |    2837000 | PA      | $2800349.65    | 0.03%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                     | BX Commercial Mortgage Trust, Series 2024-PALM, Class A                                     | CUSIP: 05612UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     657692 | PA      | $655842.55     | 0.01%             | 2037-06-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                       | Garda World Security Corp.                                                                  | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     302000 | PA      | $296834.23     | 0.00%             | 2027-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                         | Bayer AG                                                                                    | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |    1500000 | PA      | $1682282.25    | 0.02%             | 2082-03-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                              | Buckeye Partners LP                                                                         | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      22000 | PA      | $22414.44      | 0.00%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                              | Iron Mountain, Inc.                                                                         | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     245000 | PA      | $237606.51     | 0.00%             | 2032-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Agree Realty Corp.                                               | Agree Realty Corp.                                                                          | CUSIP: 008492100<br>LEI: 98450090H010B37OEB68 | Long             | EC               | CORP              | US        |      74653 | NS      | $5793819.33    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies, Inc.                                      | Minerals Technologies, Inc., 1st Lien Term Loan B                                           | CUSIP: 60315GAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2002980 | PA      | $1972935.30    | 0.02%             | 2031-11-26      | Variable      | 6.32%                 | No            |                  3 | On Loan: No      |
| Diebold Nixdorf, Inc.                                            | Diebold Nixdorf, Inc.                                                                       | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |     143000 | PA      | $148880.02     | 0.00%             | 2030-03-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust, Series 2022-1, Class M4                             | CUSIP: 92258XAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5007829 | PA      | $3794711.68    | 0.04%             | 2052-02-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                            | Camden Property Trust                                                                       | CUSIP: 133131AZ5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    1243000 | PA      | $1143690.50    | 0.01%             | 2030-05-15      | Fixed         | 2.80%                 | 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        |    3160806 | PA      | $3117693.10    | 0.03%             | 2031-06-23      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                      | Prologis LP                                                                                 | CUSIP: 74340XCN9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     392000 | PA      | $387515.67     | 0.00%             | 2035-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                            | Clydesdale Acquisition Holdings, Inc.                                                       | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     460000 | PA      | $463375.94     | 0.00%             | 2029-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| First Franklin Mortgage Loan Trust                               | First Franklin Mortgage Loan Trust, Series 2006-FF13, Class A2C                             | CUSIP: 30247DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1687670 | PA      | $1090005.84    | 0.01%             | 2036-10-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                     | Nutrien Ltd.                                                                                | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |      42960 | NS      | $2452453.21    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Helios Software Holdings, Inc.                                   | Helios Software Holdings, Inc.                                                              | CUSIP: N/A<br>LEI: 2138002XO5EAYFHPPT53       | Long             | DBT              | CORP              | US        |    2702000 | PA      | $3052696.11    | 0.03%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Arini European CLO V DAC                                         | Arini European CLO V DAC, Series 5X, Class D                                                | CUSIP: N/A<br>LEI: 635400HVHHJPCXB66K47       | Long             | ABS-CBDO         | CORP              | IE        |     770000 | PA      | $846868.43     | 0.01%             | 2039-01-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                              | Viking Cruises Ltd.                                                                         | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     325000 | PA      | $324340.46     | 0.00%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                            | Clydesdale Acquisition Holdings, Inc.                                                       | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     527000 | PA      | $542980.22     | 0.01%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Oldcastle BuildingEnvelope, Inc.                                 | Oldcastle BuildingEnvelope, Inc., 1st Lien Term Loan B                                      | CUSIP: 68778DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1441293 | PA      | $1375180.75    | 0.01%             | 2029-04-30      | Variable      | 8.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International plc                           | Morgan Stanley & Co. International plc, Series DMTI                                         | CUSIP: 61779N241<br>LEI: 4PQUHN3JPFGFNF3BB653 | Long             | SN               | CORP              | GB        |      60800 | NS      | $4384896.00    | 0.04%             | 2025-06-12      | Fixed         | 23.07%                | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                | Corp. Nacional del Cobre de Chile                                                           | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | NUSS              | CL        |     500000 | PA      | $488750.00     | 0.00%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                     | Oracle Corp.                                                                                | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     119717 | NS      | $16846576.24   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust, Series 2025-INV1, Class B2                                      | CUSIP: 924929AH5<br>LEI: 213800YO7QOQOFRSRN78 | Long             | ABS-MBS          | CORP              | US        |    2093751 | PA      | $2008695.51    | 0.02%             | 2070-02-25      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                          | Brown Group Holding LLC, 1st Lien Term Loan                                                 | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    2582749 | PA      | $2554029.20    | 0.03%             | 2031-07-01      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Co. (The)                                            | Kraft Heinz Co. (The)                                                                       | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     247647 | NS      | $7206527.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group plc                                         | Lloyds Banking Group plc                                                                    | CUSIP: 53944YBB8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    2616000 | PA      | $2450875.99    | 0.02%             | 2031-09-27      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc.                              | Amcor Flexibles North America, Inc.                                                         | CUSIP: 02344AAE8<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    2205000 | PA      | $2199660.39    | 0.02%             | 2035-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                             | Ally Financial, Inc.                                                                        | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    4418000 | PA      | $4376758.06    | 0.04%             | 2031-01-17      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      93000 | NS      | $7933167.84    | 0.08%             | 2025-05-22      | Fixed         | 13.51%                | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                              | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1185000 | PA      | $1201164.69    | 0.01%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Garfunkelux Holdco 3 SA                                          | Garfunkelux Holdco 3 SA                                                                     | CUSIP: N/A<br>LEI: 2221007QVSNJV7EWBX69       | Long             | DBT              | CORP              | LU        |    1011000 | PA      | $796519.44     | 0.01%             | 2025-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                        | Standard Industries, Inc.                                                                   | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     269000 | PA      | $250873.19     | 0.00%             | 2030-07-15      | Fixed         | 4.38%                 | 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        |     827000 | PA      | $897893.29     | 0.01%             | 2029-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                             | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1508000 | PA      | $1369688.20    | 0.01%             | 2031-01-29      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| Bakrie Telecom Pte. Ltd.                                         | Bakrie Telecom Pte. Ltd.                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | SG        |    1000000 | PA      | $6942.08       | 0.00%             | 2015-05-07      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                        | Duke Energy Carolinas LLC                                                                   | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     434000 | PA      | $436509.83     | 0.00%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                              | Carlyle US CLO Ltd., Series 2021-6A, Class A1R                                              | CUSIP: 143133AN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5000000.00    | 0.05%             | 2038-01-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVII Ltd.                                       | Sixth Street CLO XVII Ltd., Series 2021-17A, Class BR                                       | CUSIP: 83012FAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7000000 | PA      | $6929998.60    | 0.07%             | 2038-04-17      | Floating      | 5.86%                 | 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        |     595000 | PA      | $595107.10     | 0.01%             | 2028-11-06      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2006-7CB, Class 1A6                                          | CUSIP: 12668BXX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     741982 | PA      | $384424.47     | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pachelbel Bidco SpA                                              | Pachelbel Bidco SpA                                                                         | CUSIP: N/A<br>LEI: 8156005DA07CDD50CC46       | Long             | DBT              | CORP              | IT        |     819000 | PA      | $979029.15     | 0.01%             | 2031-05-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Walt Disney Co. (The)                                                                       | CUSIP: 83371M603<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      20900 | NS      | $1919176.19    | 0.02%             | 2025-05-19      | Fixed         | 19.82%                | No            |                  2 | On Loan: No      |
| BWX Technologies, Inc.                                           | BWX Technologies, Inc.                                                                      | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |     130000 | PA      | $124884.92     | 0.00%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                             | Consumers Energy Co.                                                                        | CUSIP: 210518DX1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     258000 | PA      | $261649.48     | 0.00%             | 2030-01-15      | Fixed         | 4.70%                 | 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      | $-864.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                          | Williams Scotsman, Inc.                                                                     | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     348000 | PA      | $354302.35     | 0.00%             | 2030-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                     | Trivium Packaging Finance BV                                                                | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     905000 | PA      | $896109.55     | 0.01%             | 2026-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                        | Sunac China Holdings Ltd.                                                                   | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | KY        |     135397 | PA      | $15570.66      | 0.00%             | 2026-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MVM Energetika Zrt.                                              | MVM Energetika Zrt.                                                                         | CUSIP: N/A<br>LEI: 529900ELI5AQ9F74PF85       | Long             | DBT              | NUSS              | HU        |     935000 | PA      | $952531.25     | 0.01%             | 2031-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Encino Acquisition Partners Holdings LLC                         | Encino Acquisition Partners Holdings LLC                                                    | CUSIP: 29254BAB3<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |     124000 | PA      | $126256.49     | 0.00%             | 2031-05-01      | 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      | $1630.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                        | Ford Motor Credit Co. LLC                                                                   | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1456000 | PA      | $1438985.75    | 0.01%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                         | Mizuho Markets Cayman LP                                                                    | CUSIP: 60700V868<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |      14000 | NS      | $2972212.57    | 0.03%             | 2025-05-22      | Fixed         | 13.02%                | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                   | Community Health Systems, Inc.                                                              | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     909000 | PA      | $938549.82     | 0.01%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                | Genesis Energy LP                                                                           | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     595000 | PA      | $578944.70     | 0.01%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 40 Ltd.                       | Neuberger Berman Loan Advisers CLO 40 Ltd., Series 2021-40A, Class C                        | CUSIP: 64134JAE3<br>LEI: 549300Y2YE54ON4DJE28 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $995470.40     | 0.01%             | 2033-04-16      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Rad CLO 18 Ltd.                                                  | Rad CLO 18 Ltd., Series 2023-18A, Class A1                                                  | CUSIP: 75009AAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3750000 | PA      | $3759052.13    | 0.04%             | 2036-04-15      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| COAST Commercial Mortgage Trust                                  | COAST Commercial Mortgage Trust, Series 2023-2HTL, Class D                                  | CUSIP: 19033EAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8900000 | PA      | $8752599.98    | 0.09%             | 2036-08-15      | Floating      | 8.76%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                       | DCP Midstream Operating LP                                                                  | CUSIP: 26439XAC7<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     635000 | PA      | $725471.03     | 0.01%             | 2030-08-16      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                              | Expand Energy Corp.                                                                         | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     672000 | PA      | $676882.78     | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TeamSystem SpA                                                   | TeamSystem SpA                                                                              | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |    1712000 | PA      | $1933543.31    | 0.02%             | 2031-07-31      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                            | International Business Machines Corp.                                                       | CUSIP: 459200LH2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    1595000 | PA      | $1611298.59    | 0.02%             | 2032-02-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GIP Pilot Acquisition Partners LP                                | GIP Pilot Acquisition Partners LP, 1st Lien Term Loan                                       | CUSIP: 31773HAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     255541 | PA      | $253304.72     | 0.00%             | 2030-10-04      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                            | Republic of Indonesia                                                                       | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |    1062000 | PA      | $1203086.70    | 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        |    1935000 | PA      | $2010078.00    | 0.02%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                 | Boeing Co. (The)                                                                            | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    4055000 | PA      | $3788614.68    | 0.04%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Nationwide Children's Hospital, Inc.                             | Nationwide Children's Hospital, Inc.                                                        | CUSIP: 63861UAA7<br>LEI: 549300P18KU1WR8JWZ05 | Long             | DBT              | CORP              | US        |     136000 | PA      | $115394.09     | 0.00%             | 2052-11-01      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Cablevision Lightpath LLC                                        | Cablevision Lightpath LLC                                                                   | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |     693000 | PA      | $654002.26     | 0.01%             | 2027-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Transocean, Inc.                                                 | Transocean, Inc.                                                                            | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     393000 | PA      | $303804.37     | 0.00%             | 2031-05-15      | Fixed         | 8.50%                 | 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: N/A                        | Long             | LON              | CORP              | AU        |    3214000 | PA      | $3143709.82    | 0.03%             | 2031-02-18      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM                                          | Bank Leumi Le-Israel BM                                                                     | CUSIP: 06326BAA7<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |    1018000 | PA      | $990605.62     | 0.01%             | 2031-01-29      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                         | Duke Energy Progress LLC                                                                    | CUSIP: 26442UAN4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     934000 | PA      | $852856.28     | 0.01%             | 2032-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Cedacri SpA                                                      | Cedacri SpA                                                                                 | CUSIP: N/A<br>LEI: 815600E85FCD78B3EE61       | Long             | DBT              | CORP              | IT        |    1876000 | PA      | $2103963.66    | 0.02%             | 2028-05-15      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                         | CenterPoint Energy, Inc.                                                                    | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     284000 | PA      | $280259.75     | 0.00%             | 2055-05-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                            | Matador Resources Co.                                                                       | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     359000 | PA      | $357004.32     | 0.00%             | 2028-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                | Clarios Global LP                                                                           | CUSIP: 18060TAC9<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |     546000 | PA      | $554527.97     | 0.01%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                               | J.P. Morgan Structured Products BV, Series D35f                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      56401 | NS      | $5945635.16    | 0.06%             | 2025-06-10      | Fixed         | 17.08%                | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                   | Alphabet, Inc., Class A                                                                     | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     166432 | NS      | $26429401.60   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                           | UBS AG                                                                                      | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      16110 | NS      | $4963197.25    | 0.05%             | 2025-05-29      | Fixed         | 19.70%                | No            |                  2 | On Loan: No      |
| Hanesbrands, Inc.                                                | Hanesbrands, Inc.                                                                           | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |      43000 | PA      | $44547.81      | 0.00%             | 2031-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                 | CSC Holdings LLC                                                                            | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    1476000 | PA      | $1395437.44    | 0.01%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                     | Performance Food Group, Inc.                                                                | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     199000 | PA      | $188344.21     | 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        |     496000 | PA      | $526013.40     | 0.01%             | 2031-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Great Canadian Gaming Corp.                                      | Great Canadian Gaming Corp., 1st Lien Term Loan B                                           | CUSIP: C4111RAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    1307995 | PA      | $1257637.08    | 0.01%             | 2029-11-01      | Variable      | 9.05%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                             | Frontier Communications Holdings LLC                                                        | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1234000 | PA      | $1291794.39    | 0.01%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                    | Walmart, Inc.                                                                               | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     318170 | NS      | $30942032.50   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      90000 | PA      | $1809.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cidron Aida Finco Sarl                                           | Cidron Aida Finco Sarl                                                                      | CUSIP: N/A<br>LEI: 98450036A07991DEBF10       | Long             | DBT              | CORP              | LU        |     593000 | PA      | $663382.80     | 0.01%             | 2031-10-27      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                        | Ford Motor Credit Co. LLC                                                                   | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    3279000 | PA      | $2802579.47    | 0.03%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXIX Ltd.                            | Benefit Street Partners CLO XXIX Ltd., Series 2022-29A, Class AR                            | CUSIP: 08186EAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   17000000 | PA      | $16872828.10   | 0.17%             | 2038-01-25      | Floating      | 5.46%                 | 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        |    3334000 | PA      | $4332665.55    | 0.04%             | 2032-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                     | KBC Group NV                                                                                | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |    1400000 | PA      | $1593444.15    | 0.02%             | 2031-09-17      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Apidos CLO XXXIX Ltd.                                            | Apidos CLO XXXIX Ltd., Series 2022-39A, Class C                                             | CUSIP: 03766HAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $997479.40     | 0.01%             | 2035-04-21      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                  | AES Corp. (The)                                                                             | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1134099.13    | 0.01%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Republic of Serbia                                               | Republic of Serbia                                                                          | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |     555000 | PA      | $571996.88     | 0.01%             | 2033-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hess Corp.                                                       | Hess Corp.                                                                                  | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     500000 | PA      | $562171.69     | 0.01%             | 2031-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Beazer Homes USA, Inc.                                           | Beazer Homes USA, Inc.                                                                      | CUSIP: 07556QBR5<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |      63000 | PA      | $61542.16      | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Evonik Industries AG                                             | Evonik Industries AG                                                                        | CUSIP: N/A<br>LEI: 41GUOJQTALQHLF39XJ34       | Long             | EC               | CORP              | DE        |      23605 | NS      | $530471.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                                | Gen Digital, Inc., 1st Lien Term Loan B                                                     | CUSIP: 66877AAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    5203599 | PA      | $5152291.53    | 0.05%             | 2029-09-12      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| APi Group DE, Inc.                                               | APi Group DE, Inc.                                                                          | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |     141000 | PA      | $132593.86     | 0.00%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                       | Sensata Technologies, Inc.                                                                  | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    1527000 | PA      | $1512830.89    | 0.01%             | 2032-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                  | CHL Mortgage Pass-Through Trust, Series 2007-J2, Class 2A6                                  | CUSIP: 12545EAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     606601 | PA      | $203759.92     | 0.00%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Clean Harbors, Inc.                                              | Clean Harbors, Inc.                                                                         | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |      64000 | PA      | $65190.40      | 0.00%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    1704000 | PA      | $5972.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     513453 | PA      | $87533.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regatta XI Funding Ltd.                                          | Regatta XI Funding Ltd., Series 2018-1A, Class AR                                           | CUSIP: 75887XAN7<br>LEI: 254900TUAAER6MTE4E64 | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $4000310.80    | 0.04%             | 2037-07-17      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Gates Global LLC                                                 | Gates Global LLC, 1st Lien Term Loan B5                                                     | CUSIP: 36740UAY8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3761246 | PA      | $3727169.29    | 0.04%             | 2031-06-04      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                           | Waste Management, Inc.                                                                      | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      13949 | NS      | $3255138.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                           | Merrill Lynch Mortgage Investors Trust, Series 2005-A9, Class 2A1E                          | CUSIP: 59020U2H7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     223829 | PA      | $210797.14     | 0.00%             | 2035-12-25      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| Mobico Group plc                                                 | Mobico Group plc                                                                            | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |    1031000 | PA      | $1207071.04    | 0.01%             | 2025-11-26      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Banco Latinoamericano de Comercio Exterior SA                    | Banco Latinoamericano de Comercio Exterior SA                                               | CUSIP: 05968CAC6<br>LEI: 549300CN3134K4LC0651 | Long             | DBT              | NUSS              | PA        |     608000 | PA      | $600400.00     | 0.01%             | 2025-09-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Kosmos Energy Ltd.                                               | Kosmos Energy Ltd.                                                                          | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |    1760802 | NS      | $2711635.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics, Inc.                                             | Steel Dynamics, Inc.                                                                        | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    3914000 | PA      | $3929397.09    | 0.04%             | 2034-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Aeroports de Paris SA                                            | Aeroports de Paris SA                                                                       | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | EC               | CORP              | FR        |      36991 | NS      | $4625602.60    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                                     | ING Groep NV                                                                                | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |    4367000 | PA      | $4525303.75    | 0.04%             | 2030-05-16      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Hunter Douglas, Inc.                                             | Hunter Douglas, Inc., 1st Lien Term Loan B1                                                 | CUSIP: N8137FAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3747936 | PA      | $3642543.67    | 0.04%             | 2032-01-16      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd.                                              | Whitebox CLO I Ltd., Series 2019-1A, Class BRR                                              | CUSIP: 96467FAY6<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |   10265000 | PA      | $10143877.11   | 0.10%             | 2036-07-24      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                       | Garda World Security Corp., 1st Lien Term Loan                                              | CUSIP: C4000KAG9<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    2013880 | PA      | $1991223.94    | 0.02%             | 2029-02-01      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                               | GS Mortgage Securities Corp. Trust, Series 2023-FUN, Class A                                | CUSIP: 36267CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8480000 | PA      | $8493250.00    | 0.08%             | 2028-03-15      | Floating      | 6.41%                 | 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        |    4765436 | PA      | $4752187.67    | 0.05%             | 2031-02-24      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co.                                     | Wisconsin Electric Power Co.                                                                | CUSIP: 976656CS5<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    2305000 | PA      | $2249933.20    | 0.02%             | 2034-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Bertrand Franchise Finance SAS                                   | Bertrand Franchise Finance SAS                                                              | CUSIP: N/A<br>LEI: 969500HGPPEHSTNJFW57       | Long             | DBT              | CORP              | FR        |    1163000 | PA      | $1312728.60    | 0.01%             | 2030-07-18      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                | Genesis Energy LP                                                                           | CUSIP: 37185LAP7<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |     268000 | PA      | $272370.96     | 0.00%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                  | Permian Resources Operating LLC                                                             | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     747000 | PA      | $730490.18     | 0.01%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                   | Amphenol Corp., Class A                                                                     | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      82678 | NS      | $6362072.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Mortgage Trust                                        | Commercial Mortgage Trust, Series 2024-WCL1, Class A                                        | CUSIP: 20047DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4380000 | PA      | $4366259.06    | 0.04%             | 2041-06-15      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Flexera Software LLC                                             | Flexera Software LLC, 1st Lien Term Loan B3                                                 | CUSIP: 33937KAX2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     997500 | PA      | $991086.08     | 0.01%             | 2028-03-03      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc, Series GMTV                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      15451 | NS      | $1784660.06    | 0.02%             | 2025-06-09      | Fixed         | 33.13%                | No            |                  2 | On Loan: No      |
| ORL Trust                                                        | ORL Trust, Series 2024-GLKS, Class A                                                        | CUSIP: 67120DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8630000 | PA      | $8576062.50    | 0.08%             | 2039-12-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Evolution AB                                                     | Evolution AB                                                                                | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |      14056 | NS      | $973723.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bmo Capital Markets Corp.                                        | Bmo Capital Markets Corp.                                                                   | CUSIP: N/A<br>LEI: RUC0QBLBRPRCU4W1NE59       | Long             | SN               | CORP              | US        |      40419 | NS      | $2927548.17    | 0.03%             | 2025-06-12      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| OI European Group BV                                             | OI European Group BV                                                                        | CUSIP: N/A<br>LEI: 72450053F5WRDY8CDZ66       | Long             | DBT              | CORP              | NL        |     928000 | PA      | $1077903.33    | 0.01%             | 2028-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bread Financial Holdings, Inc.                                   | Bread Financial Holdings, Inc.                                                              | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |      46000 | PA      | $43022.06      | 0.00%             | 2035-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXXIII Ltd.                                 | Madison Park Funding XXXIII Ltd., Series 2019-33A, Class BR                                 | CUSIP: 55819JAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6000000 | PA      | $5977800.60    | 0.06%             | 2032-10-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XIX Ltd.                                        | Sixth Street CLO XIX Ltd., Series 2021-19A, Class B                                         | CUSIP: 83012KAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $2990999.70    | 0.03%             | 2034-07-20      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                           | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1907000 | PA      | $1961955.85    | 0.02%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                               | Banco Santander SA                                                                          | CUSIP: 05971KAP4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    1000000 | PA      | $1089353.00    | 0.01%             | 2028-11-21      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| Insight Enterprises, Inc.                                        | Insight Enterprises, Inc.                                                                   | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |     162000 | PA      | $164349.65     | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Amgen, Inc., Series E11Y                                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      22753 | NS      | $6567385.56    | 0.06%             | 2025-05-01      | Fixed         | 12.91%                | No            |                  2 | On Loan: No      |
| Citycon OYJ                                                      | Citycon OYJ                                                                                 | CUSIP: N/A<br>LEI: 549300P8N0P6KDGTJ206       | Long             | DBT              | CORP              | FI        |    1597000 | PA      | $1670543.50    | 0.02%             | 2026-06-10      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |    1414000 | PA      | $-46469.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Trident TPI Holdings, Inc.                                       | Trident TPI Holdings, Inc.                                                                  | CUSIP: 89616RAC3<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |     239000 | PA      | $250721.04     | 0.00%             | 2028-12-31      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| Clearwater Analytics LLC                                         | Clearwater Analytics LLC, 1st Lien Term Loan                                                | CUSIP: 18512EAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1207000 | PA      | $1200965.00    | 0.01%             | 2032-04-21      | Variable      | 6.52%                 | No            |                  3 | On Loan: No      |
| Element Solutions, Inc.                                          | Element Solutions, Inc., 1st Lien Term Loan B                                               | CUSIP: 72766TAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2354486 | PA      | $2346645.31    | 0.02%             | 2030-12-18      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund XI Ltd.                                   | Atlas Senior Loan Fund XI Ltd., Series 2018-11A, Class A1L                                  | CUSIP: 04941YAC3<br>LEI: 635400RPGP64VI1SZW03 | Long             | ABS-CBDO         | CORP              | KY        |     508683 | PA      | $508682.73     | 0.00%             | 2031-07-26      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| HSBC Bank plc                                                    | HSBC Bank plc, Series 0057                                                                  | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | Long             | SN               | CORP              | GB        |      18900 | NS      | $7436327.02    | 0.07%             | 2025-06-02      | Fixed         | 10.30%                | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     120000 | PA      | $-1221.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                     | BX Commercial Mortgage Trust, Series 2021-NWM, Class A                                      | CUSIP: 12434AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12383447 | PA      | $12280507.42   | 0.12%             | 2033-02-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Hertz Corp.                                                      | Hertz Corp. (The), 1st Lien Term Loan C                                                     | CUSIP: 42804VBC4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |     337955 | PA      | $261070.14     | 0.00%             | 2028-06-30      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                              | Ascent Resources Utica Holdings LLC                                                         | CUSIP: 04364VAU7<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |     435000 | PA      | $422096.07     | 0.00%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOAT Holdco LLC                                                  | GOAT Holdco LLC, 1st Lien Term Loan B                                                       | CUSIP: 38021CAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     683000 | PA      | $671334.36     | 0.01%             | 2032-01-27      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| GMACM Mortgage Loan Trust                                        | GMACM Mortgage Loan Trust, Series 2005-AR2, Class 4A                                        | CUSIP: 36185N6Q8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15599 | PA      | $13243.93      | 0.00%             | 2035-05-25      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Infrastrutture Wireless Italiane SpA                             | Infrastrutture Wireless Italiane SpA                                                        | CUSIP: N/A<br>LEI: 81560066183FE361C071       | Long             | DBT              | CORP              | IT        |     326000 | PA      | $343287.95     | 0.00%             | 2031-04-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                       | Baxter International, Inc.                                                                  | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     542203 | NS      | $16900467.51   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Belron Finance US LLC                                            | Belron Finance 2019 LLC, 1st Lien Term Loan                                                 | CUSIP: 08078UAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    5996042 | PA      | $5971878.02    | 0.06%             | 2031-10-16      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Potters Borrower LP                                              | Potters Borrower LP, 1st Lien Term Loan                                                     | CUSIP: 73813HAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     606881 | PA      | $603658.95     | 0.01%             | 2027-12-14      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| AB BSL CLO 2 Ltd.                                                | AB BSL CLO 2 Ltd., Series 2021-2A, Class A                                                  | CUSIP: 00037LAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   15000000 | PA      | $14955847.50   | 0.15%             | 2034-04-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Belimo Holding AG                                                | Belimo Holding AG (Registered)                                                              | CUSIP: N/A<br>LEI: 506700339DLX749VEM23       | Long             | EC               | CORP              | CH        |        520 | NS      | $441824.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                             | Ally Financial, Inc.                                                                        | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     271000 | PA      | $258067.71     | 0.00%             | 2040-01-17      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                        | Florida Power & Light Co.                                                                   | CUSIP: 341081ET0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     140000 | PA      | $139380.60     | 0.00%             | 2035-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                          | CVS Health Corp.                                                                            | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     189100 | NS      | $12681691.40   | 0.12%             | 2025-05-08      | Fixed         | 22.44%                | No            |                  2 | On Loan: No      |
| Republic of South Africa                                         | Republic of South Africa                                                                    | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     888000 | PA      | $802086.00     | 0.01%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                     | NVIDIA Corp.                                                                                | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      46523 | NS      | $5067285.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     544000 | PA      | $549367.52     | 0.01%             | 2036-01-28      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                          | American Airlines, Inc., 1st Lien Term Loan                                                 | CUSIP: 02376CBM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1622610 | PA      | $1573590.95    | 0.02%             | 2029-06-04      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                   | Opal Bidco SAS                                                                              | CUSIP: N/A<br>LEI: 969500R96XT7XY2UJ564       | Long             | DBT              | CORP              | FR        |    1086000 | PA      | $1225120.25    | 0.01%             | 2032-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lottomatica Group Spa                                            | Lottomatica Group Spa                                                                       | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | DBT              | CORP              | IT        |     862000 | PA      | $984556.02     | 0.01%             | 2031-01-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2005-63, Class 5A1                                           | CUSIP: 12668AXL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      22725 | PA      | $22202.23      | 0.00%             | 2035-12-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand, Inc.                                             | Ingersoll Rand, Inc.                                                                        | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     616000 | PA      | $633045.82     | 0.01%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                            | Nomura Holdings, Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | SN               | CORP              | US        |      49069 | NS      | $1786478.39    | 0.02%             | 2025-05-30      | Fixed         | 36.92%                | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                            | Albertsons Cos., Inc.                                                                       | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     157000 | PA      | $146435.91     | 0.00%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                       | PG&E Corp.                                                                                  | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     970940 | NS      | $16039928.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                                 | Amazon.com, Inc.                                                                            | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      19020 | NS      | $3507668.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global LNG, Inc.                                         | Venture Global LNG, Inc.                                                                    | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    1677000 | PA      | $1702765.43    | 0.02%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc                                     | Ardagh Packaging Finance plc                                                                | CUSIP: N/A<br>LEI: 6354001JXMLKNZDZR978       | Long             | DBT              | CORP              | IE        |     520000 | PA      | $522397.92     | 0.01%             | 2026-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                | BAT Capital Corp.                                                                           | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     605000 | PA      | $629846.51     | 0.01%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Regatta VI Funding Ltd.                                          | Regatta VI Funding Ltd., Series 2016-1A, Class CR2                                          | CUSIP: 75887NBA6<br>LEI: 2549001NU08X5ZRD6A39 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $999090.40     | 0.01%             | 2034-04-20      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Deerfield Holdings Corp.                                         | Deerfield Holdings Corp., 2nd Lien Term Loan                                                | CUSIP: 24440EAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1357477 | PA      | $1236159.28    | 0.01%             | 2028-04-07      | Variable      | 11.31%                | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                         | Lumen Technologies, Inc., 1st Lien Term Loan B2                                             | CUSIP: 55024EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2461222 | PA      | $2341237.41    | 0.02%             | 2030-04-15      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                    | Freedom Mortgage Holdings LLC                                                               | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     221000 | PA      | $216144.63     | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| M6 ETX Holdings II Midco LLC                                     | M6 ETX Holdings II Midco LLC, 1st Lien Term Loan                                            | CUSIP: 55285DAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     960000 | PA      | $953097.60     | 0.01%             | 2032-03-25      | Variable      | 7.32%                 | 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        |    1730520 | PA      | $1723303.39    | 0.02%             | 2030-05-24      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                                         | Group 1 Automotive, Inc.                                                                    | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     144000 | PA      | $145471.25     | 0.00%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Novatek PJSC                                                     | Novatek PJSC                                                                                | CUSIP: N/A<br>LEI: 2138008R6GCRVBDFA581       | Long             | EC               | CORP              | RU        |        690 | NS      | $0.08          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| United Mexican States                                            | United Mexican States                                                                       | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     382000 | PA      | $379135.00     | 0.00%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                           | Ardagh Metal Packaging Finance USA LLC                                                      | CUSIP: 03969YAC2<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | US        |    1015000 | PA      | $1011274.44    | 0.01%             | 2027-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                   | Olympus Water US Holding Corp.                                                              | CUSIP: N/A<br>LEI: 549300YU2GGVCBN3MY89       | Long             | DBT              | CORP              | US        |    1072000 | PA      | $1111189.91    | 0.01%             | 2029-10-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Hilton Garden Inn                                                | Hilton Garden Inn, 1st Lien Term Loan                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    8500000 | PA      | $8556100.00    | 0.08%             | 2038-01-01      | Variable      | 7.61%                 | No            |                  3 | On Loan: No      |
| Proofpoint, Inc.                                                 | Proofpoint, Inc., 1st Lien Term Loan                                                        | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    4990763 | PA      | $4958322.96    | 0.05%             | 2028-08-31      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd.                                           | Sycamore Tree CLO Ltd., Series 2023-3A, Class CR                                            | CUSIP: 87122FAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1002690.00    | 0.01%             | 2037-04-20      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc, Series DN1X                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      37212 | NS      | $7298275.58    | 0.07%             | 2025-06-05      | Fixed         | 20.38%                | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                           | Arsenal AIC Parent LLC                                                                      | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     446000 | PA      | $461773.68     | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                               | Credit Agricole SA                                                                          | CUSIP: 225313AJ4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     440000 | PA      | $445430.48     | 0.00%             | 2025-12-23      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 37 Ltd.                                              | Elmwood CLO 37 Ltd., Series 2024-13A, Class C                                               | CUSIP: 29004UAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $971641.60     | 0.01%             | 2038-01-17      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| First Franklin Mortgage Loan Trust                               | First Franklin Mortgage Loan Trust, Series 2006-FF13, Class A1                              | CUSIP: 30247DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2878100 | PA      | $1835598.22    | 0.02%             | 2036-10-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                        | XPLR Infrastructure Operating Partners LP                                                   | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    1239000 | PA      | $1243547.75    | 0.01%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                               | Atmos Energy Corp.                                                                          | CUSIP: 049560AT2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     184000 | PA      | $156137.30     | 0.00%             | 2031-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Alterra Mountain Co.                                             | Alterra Mountain Co., 1st Lien Term Loan B7                                                 | CUSIP: 46124CAR8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1428570 | PA      | $1428570.27    | 0.01%             | 2030-05-31      | Variable      | 7.32%                 | No            |                  3 | On Loan: No      |
| Infrastrutture Wireless Italiane SpA                             | Infrastrutture Wireless Italiane SpA                                                        | CUSIP: N/A<br>LEI: 81560066183FE361C071       | Long             | EC               | CORP              | IT        |     482822 | NS      | $5765930.17    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Centene Corp.                                                    | Centene Corp.                                                                               | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    1761000 | PA      | $1487438.34    | 0.01%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     431000 | PA      | $371254.60     | 0.00%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Wrangler Holdco Corp.                                            | Wrangler Holdco Corp.                                                                       | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1451000 | PA      | $1489492.13    | 0.01%             | 2032-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Calpine Corp.,                                                   | Calpine Corp., Facility 1st Lien Term Loan                                                  | CUSIP: 13134MBW2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1040585 | PA      | $1035257.20    | 0.01%             | 2031-01-31      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                               | Dominican Republic Government Bond                                                          | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     564000 | PA      | $507069.84     | 0.00%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2005-16, Class A1                                            | CUSIP: 12667GMC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     339769 | PA      | $315061.67     | 0.00%             | 2035-06-25      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Jabil, Inc.                                                      | Jabil, Inc.                                                                                 | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |      33832 | NS      | $4958417.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bryant Park Funding Ltd.                                         | Bryant Park Funding Ltd., Series 2024-23A, Class A1A                                        | CUSIP: 11765CAA3<br>LEI: 391200W7QGMU3U2OCV81 | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $3003613.50    | 0.03%             | 2037-05-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Liberty Media Corp.                                              | Liberty Media Corp., 1st Lien Term Loan                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    1670967 | PA      | $1661576.39    | 0.02%             | 2031-08-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                                               | Cellnex Telecom SA                                                                          | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | DBT              | CORP              | ES        |    1000000 | PA      | $1008558.73    | 0.01%             | 2031-11-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                      | Bank Gospodarstwa Krajowego                                                                 | CUSIP: 06237MAB9<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     466000 | PA      | $489719.40     | 0.00%             | 2028-10-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Central Garden & Pet Co.                                         | Central Garden & Pet Co.                                                                    | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |     137000 | PA      | $125476.46     | 0.00%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                    | Empresa Nacional del Petroleo                                                               | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | NUSS              | CL        |     430000 | PA      | $433225.00     | 0.00%             | 2034-07-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                              | Petroleos Mexicanos                                                                         | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   15488000 | PA      | $13263923.20   | 0.13%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| New Gold, Inc.                                                   | New Gold, Inc.                                                                              | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |     347000 | PA      | $354898.07     | 0.00%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos., Inc. (The)                            | Interpublic Group of Cos., Inc. (The)                                                       | CUSIP: 460690BP4<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |     289000 | PA      | $290303.81     | 0.00%             | 2028-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                      | Fidelity National Information Services, Inc.                                                | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |      97440 | NS      | $6906550.81    | 0.07%             | 2025-05-01      | Fixed         | 23.18%                | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                | Clarios Global LP, 1st Lien Term Loan                                                       | CUSIP: C8000CAM5<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    4533685 | PA      | $4437661.44    | 0.04%             | 2030-05-06      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                                        | Forvia SE                                                                                   | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |    1342000 | PA      | $1466892.30    | 0.01%             | 2027-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc, Series MTMz                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      15478 | NS      | $3466699.82    | 0.03%             | 2025-06-06      | Fixed         | 18.97%                | No            |                  2 | On Loan: No      |
| N/A                                                              | TRSIBOXX                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    8000000 | PA      | $-32703.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sutter Health                                                    | Sutter Health                                                                               | CUSIP: 86944BAK9<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     152000 | PA      | $152999.06     | 0.00%             | 2033-08-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Essex Property Trust, Inc.                                       | Essex Property Trust, Inc.                                                                  | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |      17700 | NS      | $4940955.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Structured Products BV                               | Wells Fargo & Co., Series DMUK                                                              | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     197800 | NS      | $14087121.36   | 0.14%             | 2025-05-15      | Fixed         | 20.72%                | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                     | Barclays Mortgage Loan Trust, Series 2024-NQM4, Class A1                                    | CUSIP: 06745KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13366133 | PA      | $13265332.79   | 0.13%             | 2064-12-26      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Fortress Transportation and Infrastructure Investors LLC         | Fortress Transportation & Infrastructure Investors LLC                                      | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    1346000 | PA      | $1363905.84    | 0.01%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co.                                        | Nippon Life Insurance Co.                                                                   | CUSIP: 654579AP6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    1150000 | PA      | $1166713.27    | 0.01%             | 2055-04-30      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                          | Brown Group Holding LLC, 1st Lien Term Loan B2                                              | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    1772190 | PA      | $1752447.44    | 0.02%             | 2031-07-01      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Sotheby's                                                        | Sotheby's                                                                                   | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |     794000 | PA      | $745218.07     | 0.01%             | 2027-10-15      | Fixed         | 7.38%                 | 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      | $-198912.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Transocean, Inc.                                                 | Transocean, Inc.                                                                            | CUSIP: 893830BL2<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     538000 | PA      | $499769.99     | 0.00%             | 2027-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2006-OA16, Class A2                                          | CUSIP: 23242GAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     241948 | PA      | $219549.33     | 0.00%             | 2046-10-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Indutrade AB                                                     | Indutrade AB                                                                                | CUSIP: N/A<br>LEI: 549300FISLQ6CEFP1867       | Long             | EC               | CORP              | SE        |      11521 | NS      | $311685.25     | 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        |    2600961 | PA      | $2547641.45    | 0.02%             | 2030-08-02      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| GCI LLC                                                          | GCI LLC                                                                                     | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |     154000 | PA      | $145690.24     | 0.00%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SLM Corp.                                                        | SLM Corp.                                                                                   | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      68000 | PA      | $70195.38      | 0.00%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO II Ltd.                                              | Elmwood CLO II Ltd., Series 2019-2A, Class BRR                                              | CUSIP: 29001LBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $1980600.60    | 0.02%             | 2037-10-20      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                      | Toronto-Dominion Bank (The)                                                                 | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |     117096 | NS      | $3564012.54    | 0.03%             | 2025-06-09      | Fixed         | 38.52%                | No            |                  2 | On Loan: No      |
| Turkiye Varlik Fonu Yonetimi A/S                                 | Turkiye Varlik Fonu Yonetimi A/S                                                            | CUSIP: N/A<br>LEI: 789000MAPAG7J8DI3112       | Long             | DBT              | NUSS              | TR        |     429000 | PA      | $437445.94     | 0.00%             | 2029-02-14      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                     | Barclays plc                                                                                | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |    1766000 | PA      | $2450632.06    | 0.02%             | 2027-09-15      | Variable      | 8.88%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                            | Albertsons Cos., Inc.                                                                       | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     262000 | PA      | $259036.39     | 0.00%             | 2027-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                    | Asbury Automotive Group, Inc.                                                               | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      89000 | PA      | $83232.36      | 0.00%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Magna International, Inc.                                        | Magna International, Inc.                                                                   | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |      23749 | NS      | $825168.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Katitas Co. Ltd.                                                 | Katitas Co. Ltd.                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      65300 | NS      | $946136.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nouryon Finance BV                                               | Nouryon Finance BV, 1st Lien Term Loan B1                                                   | CUSIP: N8232NAL1<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    1925674 | PA      | $1910423.13    | 0.02%             | 2028-04-03      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                               | J.P. Morgan Structured Products BV, Series D35e                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      85064 | NS      | $2860787.55    | 0.03%             | 2025-06-10      | Fixed         | 30.31%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                          | Tyson Foods, Inc.                                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      78877 | NS      | $4812642.22    | 0.05%             | 2025-05-07      | Fixed         | 14.67%                | No            |                  2 | On Loan: No      |
| Kimmeridge Texas Gas LLC                                         | Kimmeridge Texas Gas LLC                                                                    | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |     861000 | PA      | $826684.24     | 0.01%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                        | Sunac China Holdings Ltd.                                                                   | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | KY        |     272112 | PA      | $31292.88      | 0.00%             | 2027-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp.                                           | Pembina Pipeline Corp.                                                                      | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |     193572 | NS      | $7399713.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services, Inc.                                | PennyMac Financial Services, Inc.                                                           | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     305000 | PA      | $310162.43     | 0.00%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Aretec Group, Inc.                                               | Aretec Group, Inc., 1st Lien Term Loan B3                                                   | CUSIP: 04009DAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     973851 | PA      | $967764.87     | 0.01%             | 2030-08-09      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Dryden 49 Senior Loan Fund                                       | Dryden 49 Senior Loan Fund, Series 2017-49A, Class CR                                       | CUSIP: 26244QAS2<br>LEI: 549300VCB8LYR1RGV869 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2001742.80    | 0.02%             | 2030-07-18      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities Mortgage Loan Trust                    | Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-OA4, Class 3A1                   | CUSIP: 25151XAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9629127 | PA      | $7915937.96    | 0.08%             | 2047-08-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                           | Mauser Packaging Solutions Holding Co.                                                      | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    6308000 | PA      | $6324654.00    | 0.06%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PCF GmbH                                                         | PCF GmbH                                                                                    | CUSIP: N/A<br>LEI: 5299001ZMR76CCHGY076       | Long             | DBT              | CORP              | DE        |    2506650 | PA      | $2190214.36    | 0.02%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Achmea BV                                                        | Achmea BV                                                                                   | CUSIP: N/A<br>LEI: 7245007QUMI1FHIQV531       | Long             | DBT              | CORP              | NL        |     700000 | PA      | $757310.23     | 0.01%             | 2035-01-28      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Mahle GmbH                                                       | Mahle GmbH                                                                                  | CUSIP: N/A<br>LEI: 52990098TR1QJBWIYG58       | Long             | DBT              | CORP              | DE        |    1400000 | PA      | $1427391.00    | 0.01%             | 2028-05-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Keppel DC REIT                                                   | Keppel DC REIT                                                                              | CUSIP: N/A<br>LEI: 254900L7YDIFLO15BD60       | Long             | EC               | CORP              | SG        |    2521400 | NS      | $4171521.11    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                 | NRG Energy, Inc.                                                                            | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     764000 | PA      | $760405.99     | 0.01%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Northland Power, Inc.                                            | Northland Power, Inc.                                                                       | CUSIP: 666511100<br>LEI: 8945002IJ77NEBK48M81 | Long             | EC               | CORP              | CA        |     120008 | NS      | $1630458.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurobank SA                                                      | Eurobank SA                                                                                 | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |    2112000 | PA      | $2346163.16    | 0.02%             | 2036-02-07      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     144000 | PA      | $-2849.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     226070 | PA      | $39419.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                             | Icahn Enterprises LP                                                                        | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     388000 | PA      | $379395.05     | 0.00%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Learning Care Group US No. 2, Inc.                               | Learning Care Group US No. 2, Inc., 1st Lien Term Loan B                                    | CUSIP: 52200MAL4<br>LEI: 5493000VMN44LK8QID23 | Long             | LON              | CORP              | US        |     236412 | PA      | $234993.53     | 0.00%             | 2028-08-11      | Variable      | 8.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $255.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AssuredPartners, Inc.                                            | AssuredPartners, Inc., 1st Lien Term Loan                                                   | CUSIP: 04621HAW3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |    6415588 | PA      | $6413919.94    | 0.06%             | 2031-02-14      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                               | Vale Overseas Ltd.                                                                          | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     575000 | PA      | $553132.75     | 0.01%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                             | Cheniere Corpus Christi Holdings LLC                                                        | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     862000 | PA      | $871580.45     | 0.01%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Rad CLO 15 Ltd.                                                  | Rad CLO 15 Ltd., Series 2021-15A, Class C                                                   | CUSIP: 750103AE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1650000 | PA      | $1651773.42    | 0.02%             | 2034-01-20      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                           | Morgan Stanley Bank NA                                                                      | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |     472000 | PA      | $476816.73     | 0.00%             | 2028-07-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Northern Oil & Gas, Inc.                                         | Northern Oil & Gas, Inc.                                                                    | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     196000 | PA      | $193500.65     | 0.00%             | 2028-03-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                              | Cushman & Wakefield US Borrower LLC, 1st Lien Term Loan                                     | CUSIP: 23340DAU6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     494030 | PA      | $493619.96     | 0.00%             | 2030-01-31      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                     | ING Groep NV                                                                                | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |      86689 | NS      | $1683441.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                       | Cloud Software Group, Inc., 1st Lien Term Loan B                                            | CUSIP: 88632NBE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    5973712 | PA      | $5899996.24    | 0.06%             | 2031-03-21      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                              | Herc Holdings, Inc.                                                                         | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     150000 | PA      | $148187.54     | 0.00%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ballyrock CLO Ltd.                                               | Ballyrock CLO Ltd., Series 2019-2A, Class A1RR                                              | CUSIP: 05875MAX0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4021395 | PA      | $4016683.13    | 0.04%             | 2036-02-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                           | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2928000 | PA      | $2973417.61    | 0.03%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Wienerberger AG                                                  | Wienerberger AG                                                                             | CUSIP: N/A<br>LEI: 529900VXIFBHO0SW2I31       | Long             | EC               | CORP              | AT        |       9249 | NS      | $324750.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                             | Otis Worldwide Corp.                                                                        | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     337000 | PA      | $307830.60     | 0.00%             | 2030-02-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                | GGAM Finance Ltd.                                                                           | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     818000 | PA      | $835347.33     | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                     | Barclays Mortgage Loan Trust, Series 2024-NQM4, Class B3                                    | CUSIP: 06745KAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1006200 | PA      | $964889.15     | 0.01%             | 2064-12-26      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      72268 | NS      | $17725530.59   | 0.17%             | 2025-05-28      | Fixed         | 14.85%                | No            |                  2 | On Loan: No      |
| CNT Holdings I Corp.                                             | CNT Holdings I Corp., 1st Lien Term Loan                                                    | CUSIP: 12656AAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2424876 | PA      | $2410399.34    | 0.02%             | 2032-11-08      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Mitchell International, Inc.                                     | Mitchell International, Inc., 1st Lien Term Loan                                            | CUSIP: 60662WAW2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3767135 | PA      | $3712059.33    | 0.04%             | 2031-06-17      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Tokyu Fudosan Holdings Corp.                                     | Tokyu Fudosan Holdings Corp.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     144400 | NS      | $1011351.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd.                                           | Sycamore Tree CLO Ltd., Series 2023-3A, Class A1R                                           | CUSIP: 87122FAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    9000000 | PA      | $9013911.30    | 0.09%             | 2037-04-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                         | Virgin Media Bristol LLC, Facility 1st Lien Term Loan Q                                     | CUSIP: G9368PBE3<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |     795000 | PA      | $782439.00     | 0.01%             | 2029-01-31      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                         | Mizuho Markets Cayman LP                                                                    | CUSIP: 60700V850<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |      62400 | NS      | $6546818.87    | 0.06%             | 2025-05-22      | Fixed         | 16.62%                | No            |                  2 | On Loan: No      |
| RR 14 Ltd.                                                       | RR 14 Ltd., Series 2021-14A, Class A1                                                       | CUSIP: 74980PAA1<br>LEI: 54930006FTQV76P0VH16 | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1499688.60    | 0.01%             | 2036-04-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                      | Toronto-Dominion Bank (The)                                                                 | CUSIP: 89116CKP1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     436000 | PA      | $433125.71     | 0.00%             | 2084-07-31      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| ITT Holdings LLC                                                 | ITT Holdings LLC                                                                            | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    1053000 | PA      | $961451.44     | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                             | Howard Midstream Energy Partners LLC                                                        | CUSIP: 442722AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     291000 | PA      | $302426.70     | 0.00%             | 2028-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Kleopatra Finco Sarl                                             | Kleopatra Finco Sarl                                                                        | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | DBT              | CORP              | LU        |    1023000 | PA      | $906197.56     | 0.01%             | 2029-09-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Citrin Cooperman Advisors LLC                                    | Citrin Cooperman Advisors LLC, Delayed Draw 1st Lien Term Loan                              | CUSIP: 17737EAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      80147 | PA      | $79245.30      | 0.00%             | 2032-04-01      | Variable      | 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        |      18646 | NS      | $3450402.83    | 0.03%             | 2025-06-09      | Fixed         | 25.92%                | No            |                  2 | On Loan: No      |
| Regatta XXIII Funding Ltd.                                       | Regatta XXIII Funding Ltd., Series 2021-4A, Class C                                         | CUSIP: 75889FAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $2994285.00    | 0.03%             | 2035-01-20      | Floating      | 6.58%                 | 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        |   18725180 | PA      | $18725179.59   | 0.18%             | 2039-08-15      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                               | Crown Castle, Inc.                                                                          | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     201000 | PA      | $206498.08     | 0.00%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Loxam SAS                                                        | Loxam SAS                                                                                   | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |     551000 | PA      | $655410.37     | 0.01%             | 2029-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                     | UBS Group AG                                                                                | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2405000 | PA      | $2323949.43    | 0.02%             | 2030-02-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     130000 | PA      | $-2107.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                          | Level 3 Financing, Inc.                                                                     | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     334332 | PA      | $278408.29     | 0.00%             | 2030-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     130700 | NS      | $5626054.82    | 0.06%             | 2025-06-05      | Fixed         | 14.07%                | No            |                  2 | On Loan: No      |
| First Horizon Corp.                                              | First Horizon Corp.                                                                         | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |     865000 | PA      | $869919.15     | 0.01%             | 2031-03-07      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                    | Six Flags Entertainment Corp.                                                               | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     105000 | PA      | $105941.85     | 0.00%             | 2032-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LCPR Senior Secured Financing DAC                                | LCPR Senior Secured Financing DAC                                                           | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |     670000 | PA      | $550687.27     | 0.01%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                                 | Oaktree CLO Ltd., Series 2019-3A, Class A1R2                                                | CUSIP: 67400EBE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6000000 | PA      | $5990783.40    | 0.06%             | 2038-01-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO 28 Ltd.                                             | Flatiron CLO 28 Ltd., Series 2024-1A, Class B                                               | CUSIP: 33884EAG6<br>LEI: 254900U51J2X527SRJ56 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $1980000.20    | 0.02%             | 2036-07-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                             | Mitsubishi UFJ Financial Group, Inc.                                                        | CUSIP: 606822DL5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    2047000 | PA      | $2091173.22    | 0.02%             | 2036-04-24      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust, Series 2021-LBA, Class GV                                                         | CUSIP: 05609BBM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5638474 | PA      | $5398838.46    | 0.05%             | 2036-02-15      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      96235 | NS      | $4875941.34    | 0.05%             | 2025-06-05      | Fixed         | 31.93%                | No            |                  2 | On Loan: No      |
| Big River Steel LLC                                              | Big River Steel LLC                                                                         | CUSIP: 08949LAB6<br>LEI: 549300FDOTXSG1N4RG27 | Long             | DBT              | CORP              | US        |    1671000 | PA      | $1681285.01    | 0.02%             | 2029-01-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                | CIFC Funding Ltd., Series 2015-1A, Class CRR                                                | CUSIP: 12548MBH7<br>LEI: 5493001TP5YQV9X08Z14 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $993022.00     | 0.01%             | 2031-01-22      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| TransMontaigne Partners LLC                                      | TransMontaigne Partners LLC                                                                 | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      64000 | PA      | $64415.04      | 0.00%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                               | Morgan Stanley Mortgage Loan Trust, Series 2007-1XS, Class 2A3                              | CUSIP: 61752JAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     573326 | PA      | $116023.63     | 0.00%             | 2046-09-25      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                                                  | Trans Union LLC, 1st Lien Term Loan B9                                                      | CUSIP: 89334GBG8<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |    4506460 | PA      | $4478294.43    | 0.04%             | 2031-06-24      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| NCL Finance Ltd.                                                 | NCL Finance Ltd.                                                                            | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     778000 | PA      | $772353.90     | 0.01%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International plc                           | Intercontinental Exchange, Inc., Series DMSz                                                | CUSIP: 61779M714<br>LEI: 4PQUHN3JPFGFNF3BB653 | Long             | SN               | CORP              | GB        |      27267 | NS      | $4581308.93    | 0.04%             | 2025-05-02      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| BAHA Trust                                                       | BAHA Trust, Series 2024-MAR, Class A                                                        | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15300000 | PA      | $15794765.28   | 0.15%             | 2041-12-10      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International plc                           | Morgan Stanley & Co. International plc, Series EMla                                         | CUSIP: 61779N225<br>LEI: 4PQUHN3JPFGFNF3BB653 | Long             | SN               | CORP              | GB        |      29309 | NS      | $5281946.23    | 0.05%             | 2025-06-06      | Fixed         | 25.92%                | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                     | Bain Capital Credit CLO Ltd., Series 2022-1A, Class C                                       | CUSIP: 05684UAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7000000 | PA      | $6943834.10    | 0.07%             | 2035-04-18      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                             | Otis Worldwide Corp.                                                                        | CUSIP: 68902VAR8<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     153000 | PA      | $155650.76     | 0.00%             | 2031-11-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | Deutsche Bank AG                                                                            | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     637000 | PA      | $667944.70     | 0.01%             | 2029-01-18      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                               | Labcorp Holdings, Inc.                                                                      | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      30100 | NS      | $7173532.20    | 0.07%             | 2025-05-15      | Fixed         | 15.42%                | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                            | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3931000 | PA      | $4048733.45    | 0.04%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fressnapf Holding SE                                             | Fressnapf Holding SE                                                                        | CUSIP: N/A<br>LEI: 529900NLSO3VLFW8JQ35       | Long             | DBT              | CORP              | DE        |     569000 | PA      | $649448.65     | 0.01%             | 2031-10-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                              | Post Holdings, Inc.                                                                         | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     703000 | PA      | $695097.01     | 0.01%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDIT                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |    2140000 | PA      | $-41984.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                     | UBS Group AG                                                                                | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     735000 | PA      | $794161.62     | 0.01%             | 2028-11-13      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                                   | Atlas Copco AB, Class A                                                                     | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |      47024 | NS      | $727870.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Acquisition Trust                           | J.P. Morgan Mortgage Acquisition Trust, Series 2006-CH1, Class M7                           | CUSIP: 46629TAM2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2975000 | PA      | $2592676.80    | 0.03%             | 2036-07-25      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| MHP                                                              | MHP Commercial Mortgage Trust, Series 2021-STOR, Class J                                    | CUSIP: 55293BAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1277000 | PA      | $1256577.19    | 0.01%             | 2038-07-15      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| OLA Netherlands BV                                               | OLA Netherlands BV, 1st Lien Term Loan                                                      | CUSIP: 67935LAB8<br>LEI: N/A                  | Long             | LON              | CORP              | SG        |    1244022 | PA      | $1234691.53    | 0.01%             | 2026-12-15      | Variable      | 10.67%                | No            |                  3 | On Loan: No      |
| Williams Scotsman, Inc.                                          | Williams Scotsman, Inc.                                                                     | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     812000 | PA      | $822865.37     | 0.01%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                         | WESCO Distribution, Inc.                                                                    | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     107000 | PA      | $108842.64     | 0.00%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Link REIT                                                        | Link REIT                                                                                   | CUSIP: N/A<br>LEI: 529900XUE70U36QX5M62       | Long             | EC               | CORP              | HK        |    1042200 | NS      | $4879430.52    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                     | OCP CLO Ltd., Series 2017-14A, Class A1R                                                    | CUSIP: 67097QAN5<br>LEI: 25490025Q5WQX513IQ05 | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $4998479.00    | 0.05%             | 2037-07-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Coherent Corp.                                                   | Coherent Corp., 1st Lien Term Loan B2                                                       | CUSIP: 45173JAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2902438 | PA      | $2866157.81    | 0.03%             | 2029-07-02      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Prime Healthcare Services, Inc.                                  | Prime Healthcare Services, Inc.                                                             | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     125000 | PA      | $119172.58     | 0.00%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                       | Mars, Inc.                                                                                  | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    3017000 | PA      | $3028838.16    | 0.03%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Virgin Money UK plc                                              | Virgin Money UK plc                                                                         | CUSIP: N/A<br>LEI: 213800ZK9VGCYYR6O495       | Long             | DBT              | CORP              | GB        |    1607000 | PA      | $2178056.93    | 0.02%             | 2027-06-17      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| Fidelity Grand Harbour CLO DAC                                   | Fidelity Grand Harbour CLO DAC, Series 2023-2X, Class D                                     | CUSIP: N/A<br>LEI: 635400COQCCT8USC2N26       | Long             | ABS-CBDO         | CORP              | IE        |     300000 | PA      | $341814.91     | 0.00%             | 2038-04-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     206000 | PA      | $-11.20        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                              | Hilton Domestic Operating Co., Inc.                                                         | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      46000 | PA      | $45077.37      | 0.00%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Costco Wholesale Corp.                                                                      | CUSIP: 06370C722<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |      12973 | NS      | $12467650.37   | 0.12%             | 2025-05-07      | Fixed         | 12.33%                | No            |                  2 | On Loan: No      |
| Apidos CLO XXIX                                                  | Apidos CLO XXIX, Series 2018-29A, Class B                                                   | CUSIP: 03767MAJ7<br>LEI: 549300AVJUID3QNR9M59 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $997051.20     | 0.01%             | 2030-07-25      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                      | Penske Truck Leasing Co. LP                                                                 | CUSIP: 709599CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     635000 | PA      | $645622.85     | 0.01%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                | CIFC Funding Ltd., Series 2021-6A, Class A                                                  | CUSIP: 12553SAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     600000 | PA      | $598862.04     | 0.01%             | 2034-10-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                              | Petroleos Mexicanos                                                                         | CUSIP: 71654QCB6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    4946000 | PA      | $4884175.00    | 0.05%             | 2026-08-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | GE HealthCare Technologies, Inc.                                                            | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      29087 | NS      | $1981236.75    | 0.02%             | 2025-05-01      | Fixed         | 14.30%                | No            |                  2 | On Loan: No      |
| Sunoco LP                                                        | Sunoco LP                                                                                   | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     287000 | PA      | $286613.56     | 0.00%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                  | BRAVO Residential Funding Trust, Series 2025-NQM2, Class B2                                 | CUSIP: 10569NAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $964732.04     | 0.01%             | 2064-11-25      | Variable      | 7.35%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                      | Allied Universal Holdco LLC                                                                 | CUSIP: N/A<br>LEI: 98450038B4549046D794       | Long             | DBT              | CORP              | GB        |    1433000 | PA      | $1816658.34    | 0.02%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CK Infrastructure Holdings Ltd.                                  | CK Infrastructure Holdings Ltd.                                                             | CUSIP: N/A<br>LEI: 5299005U11RQ1C27MR12       | Long             | EC               | CORP              | BM        |     346000 | NS      | $2331919.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Finance, Inc.                               | Anheuser-Busch InBev Finance, Inc.                                                          | CUSIP: 035242AM8<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |     156000 | PA      | $150811.88     | 0.00%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.                 | American Builders & Contractors Supply Co., Inc., 1st Lien Term Loan B                      | CUSIP: 02474RAJ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3002399 | PA      | $2997204.86    | 0.03%             | 2031-01-31      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| AGL CLO 9 Ltd.                                                   | AGL CLO 9 Ltd., Series 2020-9A, Class BR                                                    | CUSIP: 001207AU3<br>LEI: 549300U1G1VA46DEO184 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $999800.20     | 0.01%             | 2037-04-20      | Floating      | 6.27%                 | 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        |     358000 | PA      | $355315.00     | 0.00%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                              | Suzano Austria GmbH, Series DM3N                                                            | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     879000 | PA      | $749655.15     | 0.01%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Crocs, Inc.                                                      | Crocs, Inc.                                                                                 | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |     415000 | PA      | $385144.90     | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Magenta Security Holdings LLC                                    | Magenta Security Holdings LLC, 1st Lien Term Loan                                           | CUSIP: 55909UAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     538171 | PA      | $272739.72     | 0.00%             | 2028-07-27      | Variable      | 11.55%                | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                               | GS Mortgage Securities Corp. Trust, Series 2021-DM, Class A                                 | CUSIP: 36265AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1900000 | PA      | $1875132.23    | 0.02%             | 2036-11-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Utz Quality Foods LLC                                            | Utz Quality Foods LLC, 1st Lien Term Loan B                                                 | CUSIP: 91809EAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3699616 | PA      | $3673719.07    | 0.04%             | 2032-01-29      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                              | Post Holdings, Inc.                                                                         | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     115000 | PA      | $115891.17     | 0.00%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                       | Cloud Software Group, Inc.                                                                  | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    6726000 | PA      | $6728413.76    | 0.07%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Regatta XIX Funding Ltd.                                         | Regatta XIX Funding Ltd., Series 2022-1A, Class B                                           | CUSIP: 75888EAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $999299.80     | 0.01%             | 2035-04-20      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Sotera Health Holdings LLC                                       | Sotera Health Holdings LLC                                                                  | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |     216000 | PA      | $221538.46     | 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        |     297220 | NS      | $5689932.33    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                | GGAM Finance Ltd.                                                                           | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     160000 | PA      | $164268.80     | 0.00%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                             | Clear Channel Outdoor Holdings, Inc.                                                        | CUSIP: 18453HAE6<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     652000 | PA      | $674855.21     | 0.01%             | 2028-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                  | ABG Intermediate Holdings 2 LLC, Delayed Draw 1st Lien Term Loan                            | CUSIP: 00076VBM1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1725000 | PA      | $1684031.25    | 0.02%             | 2032-02-13      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                           | Aramark Services, Inc.                                                                      | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |     248000 | PA      | $243998.40     | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                            | Las Vegas Sands Corp.                                                                       | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     250000 | PA      | $251406.76     | 0.00%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                               | Ryan Specialty LLC                                                                          | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     392000 | PA      | $371839.44     | 0.00%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Apidos CLO XL Ltd.                                               | Apidos CLO XL Ltd., Series 2022-40A, Class AR                                               | CUSIP: 03769RAN5<br>LEI: 549300CRPUKFOJKGAT02 | Long             | ABS-CBDO         | CORP              | JE        |   10000000 | PA      | $9993751.00    | 0.10%             | 2037-07-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Clean Harbors, Inc.                                              | Clean Harbors, Inc., 1st Lien Term Loan                                                     | CUSIP: 18449EAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1664495 | PA      | $1672118.28    | 0.02%             | 2028-10-10      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Sempra                                                           | Sempra                                                                                      | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     137000 | PA      | $133010.78     | 0.00%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad AB                                             | Heimstaden Bostad AB                                                                        | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | DBT              | CORP              | SE        |    1725000 | PA      | $1796973.12    | 0.02%             | 2027-02-01      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Walgreen Co.                                                     | Walgreen Co.                                                                                | CUSIP: 931422AK5<br>LEI: E1OI0SEUGJMPPTKRDD35 | Long             | DBT              | CORP              | US        |      35000 | PA      | $31673.79      | 0.00%             | 2042-09-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                      | Marsh & McLennan Cos., Inc.                                                                 | CUSIP: 571748AK8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     370000 | PA      | $392190.47     | 0.00%             | 2033-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd.                                               | Trimaran CAVU Ltd., Series 2021-2A, Class B1                                                | CUSIP: 89624UAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1493250.15    | 0.01%             | 2034-10-25      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Lake Tahoe Resort Hotel                                          | Lake Tahoe Resort Hotel, 1st Lien Term Loan                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    7532000 | PA      | $7562881.20    | 0.07%             | 2025-12-09      | Variable      | 7.50%                 | No            |                  3 | On Loan: No      |
| US Foods, Inc.                                                   | US Foods, Inc., 1st Lien Term Loan B                                                        | CUSIP: 90351HAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1075817 | PA      | $1079044.73    | 0.01%             | 2028-11-22      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                | BAT Capital Corp.                                                                           | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     770000 | PA      | $823007.60     | 0.01%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                      | Federal Republic of Nigeria                                                                 | CUSIP: 65412JAU7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     716000 | PA      | $668923.00     | 0.01%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| New Home Co., Inc. (The)                                         | New Home Co., Inc. (The)                                                                    | CUSIP: 645370AF4<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |     245000 | PA      | $252805.70     | 0.00%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Shell plc                                                        | Shell plc                                                                                   | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |     388930 | NS      | $12652084.11   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Modena Buyer LLC                                                 | Modena Buyer LLC, 1st Lien Term Loan                                                        | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |     850161 | PA      | $804159.18     | 0.01%             | 2031-07-01      | Variable      | 8.79%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust, Series 2022-VAMF, Class A                                                         | CUSIP: 05609TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2180000 | PA      | $2169100.00    | 0.02%             | 2039-01-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                            | OneMain Finance Corp.                                                                       | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     243000 | PA      | $244701.52     | 0.00%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corp. Mortgage Loan Trust            | Structured Asset Securities Corp. Mortgage Loan Trust, Series 2007-MN1A, Class A1           | CUSIP: 863613AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1273966 | PA      | $713211.41     | 0.01%             | 2037-01-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                                   | DISH DBS Corp.                                                                              | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     760000 | PA      | $691593.49     | 0.01%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                               | J.P. Morgan Structured Products BV, Series MU0V                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      15300 | NS      | $1312861.53    | 0.01%             | 2025-06-12      | Fixed         | 28.92%                | No            |                  2 | On Loan: No      |
| Cummins, Inc.                                                    | Cummins, Inc.                                                                               | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       1861 | NS      | $546836.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                    | Smyrna Ready Mix Concrete LLC                                                               | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     613000 | PA      | $598893.71     | 0.01%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                      | Intel Corp.                                                                                 | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     109370 | NS      | $2198337.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods, Inc.                                                   | US Foods, Inc.                                                                              | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     135000 | PA      | $131117.64     | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                                     | Blue Owl Credit Income Corp.                                                                | CUSIP: 69120VAP6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     152000 | PA      | $157524.56     | 0.00%             | 2027-09-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                          | RHP Hotel Properties LP                                                                     | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2028000 | PA      | $2021232.16    | 0.02%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                | CIFC Funding Ltd., Series 2019-5A, Class A1R1                                               | CUSIP: 12554XAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   16500000 | PA      | $16500000.00   | 0.16%             | 2035-01-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                 | Altice France SA                                                                            | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |    1357000 | PA      | $1235586.75    | 0.01%             | 2028-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Boyne USA, Inc.                                                  | Boyne USA, Inc.                                                                             | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     403000 | PA      | $383515.15     | 0.00%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SGL Group ApS                                                    | SGL Group ApS                                                                               | CUSIP: N/A<br>LEI: 636700YQKGLXCPPUYE74       | Long             | DBT              | CORP              | DK        |    3273000 | PA      | $3631437.00    | 0.04%             | 2030-04-22      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Varanasi Aurangabad Nh-2 Tollway Pvt Ltd.                        | Varanasi Aurangabad Nh-2 Tollway Pvt Ltd.                                                   | CUSIP: 92213HAA0<br>LEI: 335800WU93PC1E28MY29 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $201380.00     | 0.00%             | 2034-02-28      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                               | Dominican Republic Government Bond                                                          | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    1301000 | PA      | $1341981.50    | 0.01%             | 2031-02-03      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International plc                           | Palo Alto Networks, Inc., Series DMTm                                                       | CUSIP: 61779M748<br>LEI: 4PQUHN3JPFGFNF3BB653 | Long             | SN               | CORP              | GB        |      34664 | NS      | $6258043.26    | 0.06%             | 2025-05-20      | Fixed         | 22.97%                | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                    | JDE Peet's NV                                                                               | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | EC               | CORP              | NL        |      15024 | NS      | $363714.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Organon & Co.                                                    | Organon & Co.                                                                               | CUSIP: 68622FAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $184203.50     | 0.00%             | 2034-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| RFMSI Trust                                                      | RFMSI Trust, Series 2007-S7, Class A20                                                      | CUSIP: 76200RAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      29440 | PA      | $23486.02      | 0.00%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                   | Univision Communications, Inc.                                                              | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     612000 | PA      | $592161.65     | 0.01%             | 2027-06-01      | Fixed         | 6.62%                 | 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        |     601492 | PA      | $596482.07     | 0.01%             | 2031-11-03      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc, Series MTMv                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     427258 | NS      | $11764288.40   | 0.12%             | 2025-06-06      | Fixed         | 13.35%                | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                            | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     819000 | PA      | $773164.80     | 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        |    1724000 | PA      | $1621249.60    | 0.02%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                              | Hilton Domestic Operating Co., Inc., 1st Lien Term Loan B4                                  | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |    3162935 | PA      | $3149998.60    | 0.03%             | 2030-11-08      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                   | Long Beach Mortgage Loan Trust, Series 2006-WL3, Class 2A4                                  | CUSIP: 542514SW5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1216825 | PA      | $1100596.46    | 0.01%             | 2036-01-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Plains GP Holdings LP                                            | Plains GP Holdings LP, Class A                                                              | CUSIP: 72651A207<br>LEI: 549300O56BSKRD8FAM12 | Long             | EC               | CORP              | US        |     207956 | NS      | $3876299.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcline FM Holdings LLC                                          | Arcline FM Holdings LLC, 1st Lien Term Loan                                                 | CUSIP: 03960DAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1505000 | PA      | $1499356.25    | 0.01%             | 2030-06-24      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Magnolia Oil & Gas Operating LLC                                 | Magnolia Oil & Gas Operating LLC                                                            | CUSIP: 559665AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     155000 | PA      | $150075.12     | 0.00%             | 2032-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XV Ltd.                              | Benefit Street Partners CLO XV Ltd., Series 2018-15A, Class A1R                             | CUSIP: 08179MAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2200000 | PA      | $2199813.00    | 0.02%             | 2037-07-15      | Floating      | 5.65%                 | 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        |    2517133 | PA      | $2471900.11    | 0.02%             | 2031-06-12      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                               | Regency Centers LP                                                                          | CUSIP: 75884RBC6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     471000 | PA      | $464776.47     | 0.00%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                                 | Terna - Rete Elettrica Nazionale                                                            | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | DBT              | CORP              | IT        |    2243000 | PA      | $2588625.97    | 0.03%             | 2030-01-11      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Galaxy Xxiv CLO Ltd.                                             | Galaxy XXIV CLO Ltd., Series 2017-24A, Class CR                                             | CUSIP: 36321BAL5<br>LEI: 6354006LLTU5DRVJLQ86 | Long             | ABS-CBDO         | CORP              | KY        |     750000 | PA      | $749597.63     | 0.01%             | 2037-04-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                   | Thermo Fisher Scientific, Inc.                                                              | CUSIP: 883556CW0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     195000 | PA      | $199951.97     | 0.00%             | 2030-08-10      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| SCG Mortgage Trust                                               | SCG Mortgage Trust, Series 2024-MSP, Class A                                                | CUSIP: 78436EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1830000 | PA      | $1823141.53    | 0.02%             | 2041-04-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                               | Vodafone Group plc                                                                          | CUSIP: 92857TAH0<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      10000 | PA      | $11510.48      | 0.00%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Chobani Holdco II LLC                                            | Chobani Holdco II LLC                                                                       | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2140426 | PA      | $2268151.90    | 0.02%             | 2029-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                                            | STMicroelectronics NV, NYRS                                                                 | CUSIP: 861012102<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |     231376 | NS      | $5254548.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WOM Chile Holdco SpA                                             | WOM Chile Holdco SpA                                                                        | CUSIP: 97810KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |     827546 | PA      | $827546.00     | 0.01%             | 2032-04-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust | Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2006-AR5, Class 1A       | CUSIP: 93935AAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2732272 | PA      | $2125546.68    | 0.02%             | 2046-06-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                | BAT Capital Corp.                                                                           | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    3261000 | PA      | $3273300.23    | 0.03%             | 2027-04-02      | Fixed         | 4.70%                 | 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      | $359.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Espirito Santo SA                                          | Banco Espirito Santo SA                                                                     | CUSIP: N/A<br>LEI: 635400JV7IJL16OWIT96       | Long             | DBT              | CORP              | PT        |    1500000 | PA      | $356847.75     | 0.00%             | 2018-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Belron UK Finance plc                                            | Belron UK Finance plc                                                                       | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    1163000 | PA      | $1161518.86    | 0.01%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                              | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    5644000 | PA      | $5746027.21    | 0.06%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co.                                               | Tampa Electric Co.                                                                          | CUSIP: 875127BN1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     724000 | PA      | $721138.98     | 0.01%             | 2035-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| New Fortress Energy, Inc.                                        | New Fortress Energy, Inc., 1st Lien Term Loan                                               | CUSIP: 64439HAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     375232 | PA      | $267998.30     | 0.00%             | 2028-10-30      | Variable      | 9.79%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust           | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2016-NINE, Class B           | CUSIP: 46646GAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4787000 | PA      | $4617376.48    | 0.05%             | 2038-09-06      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial, Inc.                                | Fidelity National Financial, Inc., Class A                                                  | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |     107113 | NS      | $6860587.65    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzano Austria GmbH                                              | Suzano Austria GmbH                                                                         | CUSIP: 86964WAL6<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     103000 | PA      | $94373.75      | 0.00%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                   | NiSource, Inc.                                                                              | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     500000 | PA      | $510898.21     | 0.01%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | TRSIBOXX                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2000000 | PA      | $-12870.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Constellium SE                                                   | Constellium SE                                                                              | CUSIP: 21039CAD6<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |     776000 | PA      | $763894.71     | 0.01%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                        | Florida Power & Light Co.                                                                   | CUSIP: 341081GQ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     144000 | PA      | $143309.62     | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                                     | Blue Owl Credit Income Corp.                                                                | CUSIP: 09581CAA9<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     193000 | PA      | $195151.19     | 0.00%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Alpha Services and Holdings SA                                   | Alpha Services & Holdings SA                                                                | CUSIP: N/A<br>LEI: 5299009N55YRQC69CN08       | Long             | DBT              | CORP              | GR        |     462000 | PA      | $541569.27     | 0.01%             | 2030-06-10      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                        | Sanofi SA                                                                                   | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |     243852 | NS      | $26675414.95   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Equifax, Inc.                                                    | Equifax, Inc.                                                                               | CUSIP: 294429AX3<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    2122000 | PA      | $2130141.35    | 0.02%             | 2029-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     402000 | PA      | $353379.83     | 0.00%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp. Ltd.                               | Oversea-Chinese Banking Corp. Ltd.                                                          | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | EC               | CORP              | SG        |     299600 | NS      | $3707779.02    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                            | Navoi Mining & Metallurgical Combinat                                                       | CUSIP: 63890CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |     411000 | PA      | $417524.63     | 0.00%             | 2028-10-17      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp.                                         | SBA Communications Corp.                                                                    | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |      60130 | NS      | $14635642.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Apidos CLO XX                                                    | Apidos CLO XX, Series 2015-20A, Class BRR                                                   | CUSIP: 03765LAV4<br>LEI: 5493008YDOADR1DMZM86 | Long             | ABS-CBDO         | CORP              | KY        |    1750000 | PA      | $1747129.13    | 0.02%             | 2031-07-16      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| PG Polaris BidCo SARL                                            | PG Polaris BidCo SARL, 1st Lien Term Loan                                                   | CUSIP: 91728NAB5<br>LEI: 254900XMCCB3IEZ2A005 | Long             | LON              | CORP              | US        |    1096252 | PA      | $1091319.36    | 0.01%             | 2031-03-26      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| EyeCare Partners LLC                                             | EyeCare Partners LLC, 1st Lien Term Loan A                                                  | CUSIP: 30233PAQ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     499118 | PA      | $504109.06     | 0.00%             | 2028-08-31      | Variable      | 10.02%                | No            |                  2 | On Loan: No      |
| Central Parent LLC                                               | Central Parent LLC                                                                          | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     211000 | PA      | $186816.95     | 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        |       2931 | NS      | $1086873.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc.                                                                                 | CUSIP: 852234AR4<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    3433000 | PA      | $3502621.24    | 0.03%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust                                   | Adjustable Rate Mortgage Trust, Series 2005-8, Class 7A2                                    | CUSIP: 007036QT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     260159 | PA      | $255026.70     | 0.00%             | 2035-11-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                             | Clear Channel Outdoor Holdings, Inc.                                                        | CUSIP: 18453HAA4<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     600000 | PA      | $583372.38     | 0.01%             | 2027-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                           | Palmer Square CLO Ltd., Series 2024-3A, Class A                                             | CUSIP: 69688GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7500000 | PA      | $7500000.00    | 0.07%             | 2037-07-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Carlyle C17 CLO Ltd.                                             | Carlyle C17 CLO Ltd., Series C17A, Class BR                                                 | CUSIP: 14307PAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $995889.50     | 0.01%             | 2031-04-30      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                              | Ardonagh Finco Ltd.                                                                         | CUSIP: N/A<br>LEI: 254900D2T84O1K03BA28       | Long             | DBT              | CORP              | JE        |    1775000 | PA      | $2034662.05    | 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        |     519000 | PA      | $487860.00     | 0.00%             | 2035-03-12      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                 | Altice France SA, 1st Lien Term Loan B14                                                    | CUSIP: F6628DAN4<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |    2955011 | PA      | $2653599.56    | 0.03%             | 2028-08-15      | Variable      | 9.76%                 | 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        |     986402 | PA      | $589374.93     | 0.01%             | 2028-11-01      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| EQT Trust                                                        | EQT Trust, Series 2024-EXTR, Class A                                                        | CUSIP: 29439DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9400000 | PA      | $9600744.52    | 0.09%             | 2041-07-05      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                          | Republic Services, Inc.                                                                     | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      50981 | NS      | $12783485.75   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Brambles Ltd.                                                    | Brambles Ltd.                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     117992 | NS      | $1550610.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International plc                           | Morgan Stanley & Co. International plc, Series EOba                                         | CUSIP: 61779M847<br>LEI: 4PQUHN3JPFGFNF3BB653 | Long             | SN               | CORP              | GB        |     136861 | NS      | $3634262.97    | 0.04%             | 2025-05-07      | Fixed         | 53.88%                | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                               | Crown Castle, Inc.                                                                          | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     404000 | PA      | $375533.83     | 0.00%             | 2029-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Dycom Industries, Inc.                                           | Dycom Industries, Inc.                                                                      | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |     318000 | PA      | $299482.99     | 0.00%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ciena Corp.                                                      | Ciena Corp., 1st Lien Term Loan                                                             | CUSIP: 17178HAR3<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | LON              | CORP              | US        |    2114503 | PA      | $2101287.44    | 0.02%             | 2030-10-24      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc                                                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      78985 | NS      | $9102555.16    | 0.09%             | 2025-05-28      | Fixed         | 26.94%                | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      90000 | PA      | $1743.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Taurus Law130 Securities SRL                                     | Taurus Law130 Securities SRL                                                                | CUSIP: N/A<br>LEI: 81560076C5625D0D0238       | Long             | DBT              | CORP              | IT        |    4644259 | PA      | $5206862.04    | 0.05%             | 2027-08-22      | Variable      | 5.77%                 | Yes           |                  3 | On Loan: No      |
| HalseyPoint CLO 5 Ltd.                                           | HalseyPoint CLO 5 Ltd., Series 2021-5A, Class B                                             | CUSIP: 406371AC8<br>LEI: 549300VBED2CGY7JQG51 | Long             | ABS-CBDO         | CORP              | KY        |    3500000 | PA      | $3497899.30    | 0.03%             | 2035-01-30      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                      | Capital One Financial Corp.                                                                 | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     890000 | PA      | $878916.41     | 0.01%             | 2036-01-30      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                  | Santander UK Group Holdings plc                                                             | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    1740000 | PA      | $1536221.36    | 0.02%             | 2032-03-15      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Muthoot Finance Ltd.                                             | Muthoot Finance Ltd.                                                                        | CUSIP: 62828L2C6<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |     710000 | PA      | $702012.50     | 0.01%             | 2028-02-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Sumitomo Corp.                                                   | Sumitomo Corp.                                                                              | CUSIP: N/A<br>LEI: V82KK8NH1P0JS71FJC05       | Long             | EC               | CORP              | JP        |      93500 | NS      | $2282932.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                           | Cleveland-Cliffs, Inc.                                                                      | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     279000 | PA      | $270219.40     | 0.00%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     650000 | PA      | $3449.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                  | AES Corp. (The)                                                                             | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     308000 | PA      | $304323.31     | 0.00%             | 2055-01-15      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 3 Ltd.                                        | OHA Credit Funding 3 Ltd., Series 2019-3A, Class AR2                                        | CUSIP: 67112RBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2000000.00    | 0.02%             | 2038-01-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                               | J.P. Morgan Structured Products BV, Series DMTB                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     115932 | NS      | $11761789.94   | 0.12%             | 2025-06-06      | Fixed         | 13.72%                | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                      | Apple, Inc.                                                                                 | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      86354 | NS      | $18350225.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TK Elevator US Newco, Inc.                                       | TK Elevator US Newco, Inc.                                                                  | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    2512000 | PA      | $2473559.37    | 0.02%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ResMed, Inc.                                                     | ResMed, Inc.                                                                                | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |      13646 | NS      | $3228507.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment, Inc.                                  | Live Nation Entertainment, Inc.                                                             | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     342000 | PA      | $334751.58     | 0.00%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 1 Ltd.                         | GoldenTree Loan Management US CLO 1 Ltd., Series 2017-1A, Class CR3                         | CUSIP: 38136FBY8<br>LEI: 549300BE2068MP2P8N06 | Long             | ABS-CBDO         | CORP              | KY        |    9500000 | PA      | $9267069.50    | 0.09%             | 2034-04-20      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                            | Avantor Funding, Inc., 1st Lien Term Loan B6                                                | CUSIP: 05350NAP9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     113102 | PA      | $113137.00     | 0.00%             | 2027-11-08      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                           | Koninklijke Philips NV                                                                      | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | EC               | CORP              | NL        |     207976 | NS      | $5278394.28    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Corp.                                               | State Street Corp., Series I                                                                | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     223000 | PA      | $223787.19     | 0.00%             | 2029-03-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     828000 | PA      | $-48734.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brenntag SE                                                      | Brenntag SE                                                                                 | CUSIP: N/A<br>LEI: NNROIXVWJ7CPSR27SV97       | Long             | EC               | CORP              | DE        |      10972 | NS      | $732752.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cinemark USA, Inc.                                               | Cinemark USA, Inc.                                                                          | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |      83000 | PA      | $84873.64      | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                                 | Clarivate Science Holdings Corp.                                                            | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1753000 | PA      | $1654157.83    | 0.02%             | 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        |     699420 | PA      | $696797.29     | 0.01%             | 2028-05-15      | Variable      | 6.90%                 | No            |                  3 | On Loan: No      |
| Axalta Coating Systems Dutch Holding B BV                        | Axalta Coating Systems Dutch Holding B BV                                                   | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |     622000 | PA      | $644062.34     | 0.01%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $146.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                              | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    6313000 | PA      | $6292849.41    | 0.06%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Moody's Corp.                                                    | Moody's Corp.                                                                               | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      29214 | NS      | $13237447.68   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco plc                                     | British American Tobacco plc                                                                | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |     215844 | NS      | $9401806.25    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                  | Permian Resources Operating LLC                                                             | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     927000 | PA      | $943283.68     | 0.01%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                    | RCI Banque SA                                                                               | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |    1100000 | PA      | $1292865.06    | 0.01%             | 2034-10-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                        | Commercial Mortgage Trust, Series 2016-667M, Class D                                        | CUSIP: 12636GAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3200000 | PA      | $2258309.12    | 0.02%             | 2036-10-10      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| Republic of Serbia                                               | Republic of Serbia                                                                          | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     712000 | PA      | $703100.00     | 0.01%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     147000 | PA      | $482.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Triumph Group, Inc.                                              | Triumph Group, Inc.                                                                         | CUSIP: 896818AU5<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |     798000 | PA      | $837105.99     | 0.01%             | 2028-03-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                      | Crescent Energy Finance LLC                                                                 | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     657000 | PA      | $581456.37     | 0.01%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                          | Level 3 Financing, Inc., 1st Lien Term Loan B                                               | CUSIP: 52729KAT3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4769000 | PA      | $4752308.50    | 0.05%             | 2032-03-29      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                              | Expand Energy Corp.                                                                         | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |       5599 | NS      | $581736.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Quikrete Holdings, Inc.                                          | Quikrete Holdings, Inc.                                                                     | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    2111000 | PA      | $2122897.43    | 0.02%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                             | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     375000 | PA      | $344689.54     | 0.00%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                             | IHO Verwaltungs GmbH                                                                        | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |    1164000 | PA      | $1377083.14    | 0.01%             | 2028-05-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| United Group BV                                                  | United Group BV                                                                             | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |     815000 | PA      | $941738.21     | 0.01%             | 2031-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                           | Palmer Square CLO Ltd., Series 2022-1A, Class C                                             | CUSIP: 69689QAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3500000 | PA      | $3472042.00    | 0.03%             | 2035-04-20      | Floating      | 6.32%                 | 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        |    1207724 | PA      | $1180549.79    | 0.01%             | 2028-04-20      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                  | Naked Juice LLC, 1st Lien Term Loan                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    2553617 | PA      | $2434873.35    | 0.02%             | 2029-01-24      | Variable      | 9.71%                 | No            |                  2 | On Loan: No      |
| Eutelsat SA                                                      | Eutelsat SA                                                                                 | CUSIP: N/A<br>LEI: 549300MCOOY1V7P2PG30       | Long             | DBT              | CORP              | FR        |     926000 | PA      | $1063075.96    | 0.01%             | 2029-04-13      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund XII Ltd.                                  | Atlas Senior Loan Fund XII Ltd., Series 2018-12A, Class A1                                  | CUSIP: 04942UAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     561464 | PA      | $561349.05     | 0.01%             | 2031-10-24      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                   | Structured Adjustable Rate Mortgage Loan Trust, Series 2007-3, Class 3A1                    | CUSIP: 86363GAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     180361 | PA      | $66462.21      | 0.00%             | 2047-04-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                           | TK Elevator Midco GmbH, 1st Lien Term Loan B1                                               | CUSIP: D9000BAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |    4019000 | PA      | $3998905.00    | 0.04%             | 2030-04-30      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| Battalion CLO XIX Ltd.                                           | Battalion CLO XIX Ltd., Series 2021-19A, Class C                                            | CUSIP: 07133VAE6<br>LEI: 549300RYHI0ZPOOD3O84 | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $2992746.90    | 0.03%             | 2034-04-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Minerals Technologies, Inc.                                      | Minerals Technologies, Inc.                                                                 | CUSIP: 603158AA4<br>LEI: 549300D3I1QU67GP6403 | Long             | DBT              | CORP              | US        |     720000 | PA      | $694965.60     | 0.01%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                        | Ford Motor Credit Co. LLC                                                                   | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1710000 | PA      | $1768369.35    | 0.02%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                     | Scotts Miracle-Gro Co. (The)                                                                | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     355000 | PA      | $310909.43     | 0.00%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ProGroup AG                                                      | ProGroup AG                                                                                 | CUSIP: N/A<br>LEI: 529900YI5W5TQ8F2FP82       | Long             | DBT              | CORP              | DE        |     804000 | PA      | $879033.19     | 0.01%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NextEra Energy, Inc.                                             | NextEra Energy, Inc.                                                                        | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |     210089 | NS      | $14050752.32   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| La Quinta Resort                                                 | La Quinta Resort, Delayed Draw 1st Lien Term Loan                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   10600000 | PA      | $10600000.00   | 0.10%             | 2025-12-09      | Variable      | 7.13%                 | No            |                  3 | On Loan: No      |
| Cloudera, Inc.                                                   | Cloudera, Inc., 1st Lien Term Loan                                                          | CUSIP: 74339VAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2759177 | PA      | $2709180.69    | 0.03%             | 2028-10-09      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| AES Andes SA                                                     | AES Andes SA                                                                                | CUSIP: 00111VAA5<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |     483000 | PA      | $490245.00     | 0.00%             | 2029-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                     | OCP CLO Ltd., Series 2015-10A, Class CR3                                                    | CUSIP: 67092DBK4<br>LEI: 254900FZYL5HDKV64882 | Long             | ABS-CBDO         | CORP              | KY        |    3700000 | PA      | $3646991.95    | 0.04%             | 2038-01-26      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Cablevision Lightpath LLC                                        | Cablevision Lightpath LLC                                                                   | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |     311000 | PA      | $287938.04     | 0.00%             | 2028-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Komatsu Ltd.                                                     | Komatsu Ltd.                                                                                | CUSIP: N/A<br>LEI: 5493004LQ0B4T7QPQV17       | Long             | EC               | CORP              | JP        |     191100 | NS      | $5526529.93    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Kobe U.S. Midco 2, Inc.                                          | Kobe U.S. Midco 2, Inc.                                                                     | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     534733 | PA      | $457865.13     | 0.00%             | 2026-11-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                | Public Service Electric & Gas Co.                                                           | CUSIP: 74456QCJ3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     179000 | PA      | $161538.30     | 0.00%             | 2032-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Meiji Yasuda Life Insurance Co.                                  | Meiji Yasuda Life Insurance Co.                                                             | CUSIP: 585270AE1<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |     800000 | PA      | $788967.28     | 0.01%             | 2055-06-11      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| eG Global Finance plc                                            | eG Global Finance plc                                                                       | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |     612000 | PA      | $673097.80     | 0.01%             | 2028-11-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2007-12T1, Class A22                                         | CUSIP: 02150LBG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1706380 | PA      | $722763.60     | 0.01%             | 2037-06-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Klabin Austria GmbH                                              | Klabin Austria GmbH                                                                         | CUSIP: 49836AAC8<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |     665000 | PA      | $575723.75     | 0.01%             | 2031-01-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                 | Boeing Co. (The)                                                                            | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      19435 | NS      | $3561269.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Trans-Allegheny Interstate Line Co.                              | Trans-Allegheny Interstate Line Co.                                                         | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1840000 | PA      | $1871734.77    | 0.02%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hyperion Refinance SARL                                          | Hyperion Refinance SARL, 1st Lien Term Loan                                                 | CUSIP: G4712JAZ5<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    3616117 | PA      | $3591707.85    | 0.04%             | 2031-02-18      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                       | BFLD Trust, Series 2020-EYP, Class E                                                        | CUSIP: 05493AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2433000 | PA      | $35278.50      | 0.00%             | 2035-10-15      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                      | Match Group Holdings II LLC                                                                 | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     216000 | PA      | $185212.22     | 0.00%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     182671 | PA      | $31141.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Service Corp. International                                      | Service Corp. International                                                                 | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |      11000 | PA      | $9848.69       | 0.00%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Sika AG                                                          | Sika AG (Registered)                                                                        | CUSIP: N/A<br>LEI: 549300R3N69ECGYPU434       | Long             | EC               | CORP              | CH        |       6324 | NS      | $1580415.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrier Global Corp.                                             | Carrier Global Corp.                                                                        | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     228000 | PA      | $240017.22     | 0.00%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                              | Kinetik Holdings LP                                                                         | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     116000 | PA      | $116847.84     | 0.00%             | 2028-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                         | Wynn Resorts Finance LLC                                                                    | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     815000 | PA      | $785770.17     | 0.01%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Generate CLO 5 Ltd.                                              | Generate CLO 5 Ltd., Series 5A, Class BR                                                    | CUSIP: 37148XAE2<br>LEI: 635400TYXCFIHMPETY18 | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1499400.30    | 0.01%             | 2037-07-22      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | Deutsche Bank AG                                                                            | CUSIP: 251526CW7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    2576000 | PA      | $2653958.11    | 0.03%             | 2029-05-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Garrett Motion Holdings, Inc.                                    | Garrett Motion Holdings, Inc., 1st Lien Term Loan                                           | CUSIP: 36649XAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1011000 | PA      | $1000890.00    | 0.01%             | 2032-01-30      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Somnigroup International, Inc.                                   | Somnigroup International, Inc.                                                              | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     108000 | PA      | $94803.18      | 0.00%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                          | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |    1317900 | NS      | $6158250.67    | 0.06%             | 2025-05-27      | Fixed         | 21.54%                | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     880000 | PA      | $15032.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Reworld Holding Corp.                                            | Reworld Holding Corp., 1st Lien Term Loan C                                                 | CUSIP: 22282GAN7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     168585 | PA      | $167742.23     | 0.00%             | 2028-11-30      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Opal LLC                                                         | Opal LLC, 1st Lien Term Loan                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    2875000 | PA      | $2848061.25    | 0.03%             | 2032-03-31      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                       | Morgan Stanley Finance LLC, Series 0019                                                     | CUSIP: 61779N274<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |      12542 | NS      | $4805109.20    | 0.05%             | 2025-06-10      | Fixed         | 22.29%                | No            |                  2 | On Loan: No      |
| Jack Henry & Associates, Inc.                                    | Jack Henry & Associates, Inc.                                                               | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |      27894 | NS      | $4837656.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Solventum Corp.                                                  | Solventum Corp.                                                                             | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    5381000 | PA      | $5494290.17    | 0.05%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Whitbread plc                                                    | Whitbread plc                                                                               | CUSIP: N/A<br>LEI: 21380099VMZKRMN3EX36       | Long             | EC               | CORP              | GB        |      15627 | NS      | $542741.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Elanco Animal Health, Inc.                                       | Elanco Animal Health, Inc., 1st Lien Term Loan                                              | CUSIP: 28414BAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1802189 | PA      | $1790330.40    | 0.02%             | 2027-08-02      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                    | Teva Pharmaceutical Finance Netherlands II BV                                               | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |     928000 | PA      | $1244458.38    | 0.01%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FDJ United                                                       | FDJ United                                                                                  | CUSIP: N/A<br>LEI: 969500R4CLSQFTYYI535       | Long             | EC               | CORP              | FR        |       9187 | NS      | $327462.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                         | PNC Financial Services Group, Inc. (The)                                                    | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     178000 | PA      | $195672.80     | 0.00%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Madison Safety & Flow LLC                                        | Madison Safety & Flow LLC, 1st Lien Term Loan                                               | CUSIP: 55822DAM3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1003224 | PA      | $994446.13     | 0.01%             | 2031-09-26      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp.                                               | DISH Network Corp.                                                                          | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    3313000 | PA      | $3481793.08    | 0.03%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 26 Ltd.                              | Octagon Investment Partners 26 Ltd., Series 2016-1A, Class CR                               | CUSIP: 67590YAS9<br>LEI: 549300ZYOSZSIH0Y3392 | Long             | ABS-CBDO         | CORP              | KY        |    2250000 | PA      | $2240146.80    | 0.02%             | 2030-07-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| TUI Cruises GmbH                                                 | TUI Cruises GmbH                                                                            | CUSIP: N/A<br>LEI: 529900SVD83QUUIZYY18       | Long             | DBT              | CORP              | DE        |     714000 | PA      | $808857.73     | 0.01%             | 2030-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sonic Healthcare Ltd.                                            | Sonic Healthcare Ltd.                                                                       | CUSIP: N/A<br>LEI: 549300NQQ5L2NONWR862       | Long             | EC               | CORP              | AU        |      39490 | NS      | $659363.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                     | Exelon Corp.                                                                                | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     135000 | PA      | $131437.91     | 0.00%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Tele Columbus AG                                                 | Tele Columbus AG                                                                            | CUSIP: N/A<br>LEI: 3912004GMFDLY04RUQ19       | Long             | DBT              | CORP              | DE        |    1875641 | PA      | $1697199.90    | 0.02%             | 2029-01-01      | Variable      | 10.00%                | No            |                  2 | On Loan: No      |
| Wintershall Dea Finance 2 BV                                     | Wintershall Dea Finance 2 BV                                                                | CUSIP: N/A<br>LEI: 529900DV88FUQZSVVL48       | Long             | DBT              | CORP              | NL        |    2077000 | PA      | $2352905.92    | 0.02%             | 2030-05-08      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Envision Healthcare Corp.                                        | Envision Healthcare Corp.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      22379 | NS      | $265191.15     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Interpump Group SpA                                              | Interpump Group SpA                                                                         | CUSIP: N/A<br>LEI: 815600C79D0F31F4D395       | Long             | EC               | CORP              | IT        |      14499 | NS      | $497283.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| X Corp.                                                          | X Corp., 1st Lien Term Loan B3                                                              | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     265000 | PA      | $258319.35     | 0.00%             | 2030-02-14      | Variable      | 9.50%                 | No            |                  2 | On Loan: No      |
| DBGS                                                             | DBGS, Series 2024-SBL, Class A                                                              | CUSIP: 23306QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12500000 | PA      | $12445290.00   | 0.12%             | 2034-08-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO 4 Ltd.                                          | Silver Point CLO 4 Ltd., Series 2024-4A, Class A1                                           | CUSIP: 82809EAA8<br>LEI: 254900DVAEEJOXQ8PL85 | Long             | ABS-CBDO         | CORP              | JE        |    5000000 | PA      | $5007237.50    | 0.05%             | 2037-04-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                           | GSAA Home Equity Trust, Series 2005-14, Class 1A2                                           | CUSIP: 362341B32<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1024874 | PA      | $447867.53     | 0.00%             | 2035-12-25      | Floating      | 5.14%                 | 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        |     995959 | PA      | $956120.29     | 0.01%             | 2031-06-26      | Variable      | 8.55%                 | No            |                  3 | 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        |    1069000 | NS      | $2556567.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      29800 | NS      | $1701576.04    | 0.02%             | 2025-06-09      | Fixed         | 27.51%                | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co.                                    | Pioneer Natural Resources Co.                                                               | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    1755000 | PA      | $1540972.99    | 0.02%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                   | Bayview Commercial Asset Trust, Series 2005-2A, Class A1                                    | CUSIP: 07324SBN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1798537 | PA      | $1733736.91    | 0.02%             | 2035-08-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                         | Celanese US Holdings LLC                                                                    | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      35000 | PA      | $34199.42      | 0.00%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                     | Barclays Mortgage Loan Trust, Series 2025-NQM1, Class A2                                    | CUSIP: 06744WAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1189540 | PA      | $1198116.73    | 0.01%             | 2065-01-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities Trust                     | Natixis Commercial Mortgage Securities Trust, Series 2017-75B, Class XB                     | CUSIP: 63874EAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   27000000 | PA      | $29862.00      | 0.00%             | 2037-04-10      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                          | American Airlines, Inc., 1st Lien Term Loan                                                 | CUSIP: 02376CBR5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2118635 | PA      | $2057724.58    | 0.02%             | 2028-02-15      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Associated Banc-Corp.                                            | Associated Banc-Corp.                                                                       | CUSIP: 045487AD7<br>LEI: 549300N3CIN473IW5094 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2815172.72    | 0.03%             | 2030-08-29      | Variable      | 6.46%                 | 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        |    1175776 | PA      | $1165299.71    | 0.01%             | 2031-06-02      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                              | Hilton Domestic Operating Co., Inc.                                                         | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      33000 | PA      | $30264.38      | 0.00%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CA Magnum Holdings                                               | CA Magnum Holdings                                                                          | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |    1366000 | PA      | $1330142.50    | 0.01%             | 2026-10-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                         | Motorola Solutions, Inc.                                                                    | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     739000 | PA      | $739176.45     | 0.01%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| IBM International Capital Pte. Ltd.                              | IBM International Capital Pte. Ltd.                                                         | CUSIP: 449276AE4<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |     166000 | PA      | $163137.59     | 0.00%             | 2034-02-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | GBP Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -2803 | NC      | $-6973254.86   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                 | Goodyear Tire & Rubber Co. (The)                                                            | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     352000 | PA      | $334807.26     | 0.00%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                               | Chemours Co. (The)                                                                          | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     218000 | PA      | $196443.94     | 0.00%             | 2033-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Thames Water Utilities Finance plc                               | Thames Water Utilities Finance plc                                                          | CUSIP: N/A<br>LEI: 213800ESMPQ4RQ7G8351       | Long             | DBT              | CORP              | GB        |     891000 | PA      | $918787.62     | 0.01%             | 2027-06-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                                   | Entegris, Inc.                                                                              | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     454000 | PA      | $441801.79     | 0.00%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Trust                                    | Banc of America Funding Trust, Series 2006-7, Class T2A3                                    | CUSIP: 05951KAZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     232328 | PA      | $209613.14     | 0.00%             | 2036-10-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                             | Consumers Energy Co.                                                                        | CUSIP: 210518DW3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     751000 | PA      | $759204.33     | 0.01%             | 2029-05-30      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BlackRock Funds III                                              | BlackRock Cash Funds: Institutional, SL Agency Shares                                       | CUSIP: 066922519<br>LEI: 549300JDHS1T46VWOG19 | Long             | STIV             | RF                | US        |  262748145 | NS      | $262853243.77  | 2.57%             |  |  |  | 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      | $990400.20     | 0.01%             | 2037-07-20      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                        | RTX Corp.                                                                                   | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     808000 | PA      | $816731.11     | 0.01%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                 | Sealed Air Corp.                                                                            | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     500000 | PA      | $508565.61     | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                           | LifePoint Health, Inc.                                                                      | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     242000 | PA      | $257420.97     | 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        |    1295000 | PA      | $1310036.25    | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                            | Cheniere Energy, Inc.                                                                       | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      44838 | NS      | $10362510.18   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies, Inc.                                      | L3Harris Technologies, Inc.                                                                 | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      95000 | PA      | $95825.35      | 0.00%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                   | M&T Bank Corp.                                                                              | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    2253000 | PA      | $2192980.89    | 0.02%             | 2036-01-16      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2007-OA4, Class A1                                           | CUSIP: 02150DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2596360 | PA      | $2264200.21    | 0.02%             | 2047-05-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 6 Ltd.                                      | Diameter Capital CLO 6 Ltd., Series 2024-6A, Class A1                                       | CUSIP: 25255UAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5006739.50    | 0.05%             | 2037-04-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Aurubis AG                                                       | Aurubis AG                                                                                  | CUSIP: N/A<br>LEI: 5299005SHIN9ZK7GW242       | Long             | EC               | CORP              | DE        |       3819 | NS      | $333431.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bally's Corp.                                                    | Bally's Corp., Facility 1st Lien Term Loan B                                                | CUSIP: 05875CAB0<br>LEI: 549300NS4D5IK406VT62 | Long             | LON              | CORP              | US        |    2380154 | PA      | $2052882.96    | 0.02%             | 2028-10-02      | Variable      | 7.78%                 | 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        |     809165 | PA      | $671606.96     | 0.01%             | 2030-07-31      | Variable      | 9.28%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SASU                                               | Iliad Holding SASU                                                                          | CUSIP: N/A<br>LEI: 9695009PXA7OI9NXN582       | Long             | DBT              | CORP              | FR        |    2384000 | PA      | $2879782.57    | 0.03%             | 2031-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                              | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     127000 | PA      | $127858.53     | 0.00%             | 2039-02-07      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Elisa OYJ                                                        | Elisa OYJ                                                                                   | CUSIP: N/A<br>LEI: 743700TU2S3DXWGU7H32       | Long             | EC               | CORP              | FI        |      12445 | NS      | $663915.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Genesee & Wyoming, Inc.                                          | Genesee & Wyoming, Inc.                                                                     | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |     569000 | PA      | $576511.37     | 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        |     229000 | PA      | $225503.17     | 0.00%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OEG Finance plc                                                  | OEG Finance plc                                                                             | CUSIP: N/A<br>LEI: 254900KMBHWF9UK63G44       | Long             | DBT              | CORP              | GB        |    1659000 | PA      | $1900552.87    | 0.02%             | 2029-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| McAfee Corp.                                                     | McAfee Corp.                                                                                | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |     572000 | PA      | $494086.12     | 0.00%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TCI-Flatiron CLO Ltd.                                            | TCI-Flatiron CLO Ltd., Series 2018-1A, Class CR                                             | CUSIP: 87232AAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $3981468.40    | 0.04%             | 2032-01-29      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                     | Pacific Gas & Electric Co.                                                                  | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1617000 | PA      | $1578475.77    | 0.02%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Iridium Satellite LLC                                            | Iridium Satellite LLC, 1st Lien Term Loan B                                                 | CUSIP: 46269KAT1<br>LEI: 254900615BJ7139TFM33 | Long             | LON              | CORP              | US        |     877118 | PA      | $868486.96     | 0.01%             | 2030-09-20      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Carpenter Technology Corp.                                       | Carpenter Technology Corp.                                                                  | CUSIP: 144285AM5<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |     335000 | PA      | $344753.19     | 0.00%             | 2030-03-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Adobe, Inc.                                                                                 | CUSIP: 06370C714<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |      22789 | NS      | $8567324.55    | 0.08%             | 2025-05-07      | Fixed         | 13.37%                | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                      | Nationwide Building Society                                                                 | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |    3852000 | PA      | $4965590.31    | 0.05%             | 2027-06-20      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Hudson Yards Mortgage Trust                                      | Hudson Yards Mortgage Trust, Series 2025-SPRL, Class A                                      | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8310000 | PA      | $8539690.06    | 0.08%             | 2040-01-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                              | Buckeye Partners LP                                                                         | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     249000 | PA      | $209065.19     | 0.00%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Brookfield Property REIT, Inc.                                   | Brookfield Property REIT, Inc.                                                              | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     722000 | PA      | $700502.96     | 0.01%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| USI, Inc.                                                        | USI, Inc., 1st Lien Term Loan                                                               | CUSIP: 90351NAQ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3610135 | PA      | $3583058.63    | 0.04%             | 2030-09-27      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-392286.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                             | JPMorgan Chase & Co.                                                                        | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2827000 | PA      | $2831578.64    | 0.03%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2006-45T1, Class 2A2                                         | CUSIP: 02149JAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1726388 | PA      | $922440.32     | 0.01%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $789071.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ziggo BV                                                         | Ziggo BV                                                                                    | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $184128.72     | 0.00%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Achmea BV                                                        | Achmea BV                                                                                   | CUSIP: N/A<br>LEI: 7245007QUMI1FHIQV531       | Long             | DBT              | CORP              | NL        |     754000 | PA      | $816799.01     | 0.01%             | 2029-03-24      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                               | VICI Properties LP                                                                          | CUSIP: 925650AH6<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    2130000 | PA      | $2107160.54    | 0.02%             | 2031-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                              | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     570000 | PA      | $475514.05     | 0.00%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                              | Rocket Mortgage LLC                                                                         | CUSIP: 77313LAA1<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |     733000 | PA      | $707406.50     | 0.01%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                | NatWest Group plc                                                                           | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     289000 | PA      | $298461.57     | 0.00%             | 2033-11-10      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| CPI HoldCo B LLC                                                 | CPI Holdco B LLC, 1st Lien Term Loan                                                        | CUSIP: 1261MAAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1509000 | PA      | $1499885.64    | 0.01%             | 2031-05-19      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                | HSBC Holdings plc                                                                           | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $212608.33     | 0.00%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                             | CUSIP: 172967BU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1705000 | PA      | $1757994.43    | 0.02%             | 2033-02-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DigiCo Infrastructure REIT                                       | DigiCo Infrastructure REIT                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     424896 | NS      | $733905.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                | BAT Capital Corp.                                                                           | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     388000 | PA      | $389968.06     | 0.00%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Corp. Financiera de Desarrollo SA                                | Corp. Financiera de Desarrollo SA                                                           | CUSIP: 21987DAH7<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |     595000 | PA      | $596463.84     | 0.01%             | 2030-05-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil del Norte SA                                     | Banco Mercantil del Norte SA                                                                | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     708000 | PA      | $695964.00     | 0.01%             | 2031-05-20      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                            | NextEra Energy Capital Holdings, Inc.                                                       | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     571000 | PA      | $488144.49     | 0.00%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| European TopSoho SARL                                            | European TopSoho SARL, Series SMCP                                                          | CUSIP: N/A<br>LEI: 222100WPZ89Z7MJRFX19       | Long             | DBT              | CORP              | LU        |    1300000 | PA      | $583515.88     | 0.01%             | 2024-10-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EyeCare Partners LLC                                             | EyeCare Partners LLC, 1st Lien Term Loan B                                                  | CUSIP: 30233PAT7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1315992 | PA      | $1013866.32    | 0.01%             | 2028-11-30      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     311795 | PA      | $54443.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merlin Properties Socimi SA                                      | Merlin Properties Socimi SA                                                                 | CUSIP: N/A<br>LEI: 959800L8KD863DP30X04       | Long             | EC               | CORP              | ES        |     346738 | NS      | $3932105.25    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Realty Trust, Inc.                                       | Digital Realty Trust, Inc.                                                                  | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |      32286 | NS      | $5183194.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Windstream Services LLC                                          | Windstream Services LLC                                                                     | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2823000 | PA      | $2889958.74    | 0.03%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                 | Sealed Air Corp.                                                                            | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      83000 | PA      | $80077.87      | 0.00%             | 2027-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     285931 | PA      | $13474.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CD&R Firefly Bidco plc                                           | CD&R Firefly Bidco plc                                                                      | CUSIP: N/A<br>LEI: 213800OAU5VX61DYZ558       | Long             | DBT              | CORP              | GB        |    1759000 | PA      | $2391129.41    | 0.02%             | 2029-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Primo Brands Corp.                                               | Primo Brands Corp., 1st Lien Term Loan                                                      | CUSIP: 89678QAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1604945 | PA      | $1590500.70    | 0.02%             | 2028-03-31      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                             | Icahn Enterprises LP                                                                        | CUSIP: 451102CF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     235000 | PA      | $231945.00     | 0.00%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                        | Zayo Group Holdings, Inc.                                                                   | CUSIP: 98919VAB1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     228000 | PA      | $185385.41     | 0.00%             | 2028-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Coloplast A/S                                                    | Coloplast A/S, Class B                                                                      | CUSIP: N/A<br>LEI: 529900NN7SOJ5QG82X67       | Long             | EC               | CORP              | DK        |      10954 | NS      | $1239588.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                               | Crown Castle, Inc.                                                                          | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     390000 | PA      | $381309.57     | 0.00%             | 2033-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                          | Citigroup Global Markets Holdings, Inc., Series F0TX                                        | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |      94800 | NS      | $3765744.95    | 0.04%             | 2025-06-02      | Fixed         | 29.51%                | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                            | Global Payments, Inc.                                                                       | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     208000 | PA      | $193660.68     | 0.00%             | 2029-08-15      | Fixed         | 3.20%                 | 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        |     756000 | PA      | $826457.68     | 0.01%             | 2028-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     206000 | PA      | $542.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.                                    | Surgery Center Holdings, Inc.                                                               | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    1520000 | PA      | $1516550.51    | 0.01%             | 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        |     855000 | PA      | $868370.11     | 0.01%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                           | Palmer Square CLO Ltd., Series 2024-4A, Class C                                             | CUSIP: 69703WAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $974771.30     | 0.01%             | 2038-01-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                       | Morgan Stanley Finance LLC, Series 001A                                                     | CUSIP: 61779N308<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |      24272 | NS      | $6009062.58    | 0.06%             | 2025-06-10      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                             | Glencore Funding LLC                                                                        | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    1787000 | PA      | $1900779.72    | 0.02%             | 2033-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust, Series 2015-NXS3, Class B                            | CUSIP: 94989VAJ8<br>LEI: 549300ZVNWG0TX42H716 | Long             | ABS-MBS          | CORP              | US        |    1600000 | PA      | $1576103.04    | 0.02%             | 2057-09-15      | Variable      | 4.65%                 | 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        |        -30 | NC      | $-37386.35     | -0.00%            |  |  |  | No            |                  1 | 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        |    1593304 | PA      | $1473806.06    | 0.01%             | 2026-12-31      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                | Venture Global Calcasieu Pass LLC                                                           | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     127000 | PA      | $116309.79     | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                 | Mastercard, Inc., Class A                                                                   | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      16414 | NS      | $8995856.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Zelis Cost Management Buyer, Inc.                                | Zelis Cost Management Buyer, Inc., 1st Lien Term Loan B2                                    | CUSIP: 98932TAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     808872 | PA      | $788650.38     | 0.01%             | 2029-09-28      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Jefferson Capital Holdings LLC                                   | Jefferson Capital Holdings LLC                                                              | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     193000 | PA      | $194226.71     | 0.00%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                | Genesis Energy LP                                                                           | CUSIP: 37185LAL6<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |     239000 | PA      | $238088.55     | 0.00%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                     | UBS Group AG                                                                                | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |    3145000 | PA      | $2693187.73    | 0.03%             | 2031-02-10      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                      | Nationwide Building Society                                                                 | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |    2706000 | PA      | $3532112.10    | 0.03%             | 2030-12-20      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2180000 | PA      | $1991094.00    | 0.02%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp. II                                        | Blue Owl Capital Corp. II                                                                   | CUSIP: 69121DAD2<br>LEI: 549300MMNWZO5XKDDX47 | Long             | DBT              | CORP              | US        |     208000 | PA      | $216620.41     | 0.00%             | 2026-11-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                     | Royal Caribbean Cruises Ltd.                                                                | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     809000 | PA      | $802782.02     | 0.01%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                   | Community Health Systems, Inc.                                                              | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    3381000 | PA      | $3297203.10    | 0.03%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Loan Trust                                    | Mill City Mortgage Loan Trust, Series 2023-NQM1, Class A1                                   | CUSIP: 59980DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4058547 | PA      | $4059670.43    | 0.04%             | 2067-10-25      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                              | Expand Energy Corp.                                                                         | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    2631000 | PA      | $2595513.34    | 0.03%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                             | JPMorgan Chase & Co.                                                                        | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1181000 | PA      | $1130101.97    | 0.01%             | 2028-06-01      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                            | Clydesdale Acquisition Holdings, Inc., Delayed Draw 1st Lien Term Loan B                    | CUSIP: 18972FAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      37702 | PA      | $37367.73      | 0.00%             | 2032-04-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                        | Aptiv Swiss Holdings Ltd.                                                                   | CUSIP: 03835VAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     488000 | PA      | $477635.02     | 0.00%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Rexel SA                                                         | Rexel SA                                                                                    | CUSIP: N/A<br>LEI: 969500N6AVPA51648T62       | Long             | EC               | CORP              | FR        |      29086 | NS      | $808114.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc, Series DN1M                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      12009 | NS      | $4707018.28    | 0.05%             | 2025-05-29      | Fixed         | 23.70%                | No            |                  2 | On Loan: No      |
| JELD-WEN, Inc.                                                   | JELD-WEN, Inc.                                                                              | CUSIP: 47580PAA1<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |     702000 | PA      | $616524.48     | 0.01%             | 2032-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     800000 | PA      | $30520.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                               | Sealed Air Corp.                                                                            | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |      78050 | NS      | $2171211.76    | 0.02%             | 2025-05-15      | Floating      | 24.55%                | No            |                  2 | On Loan: No      |
| Midcontinent Communications                                      | Midcontinent Communications                                                                 | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |     810000 | PA      | $825793.38     | 0.01%             | 2032-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ELO SACA                                                         | ELO SACA                                                                                    | CUSIP: N/A<br>LEI: 969500ASEC557H5A4F22       | Long             | DBT              | CORP              | FR        |    1200000 | PA      | $1305151.95    | 0.01%             | 2027-07-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                                    | Akzo Nobel NV                                                                               | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | EC               | CORP              | NL        |       9778 | NS      | $617329.15     | 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        |     222950 | NS      | $3660030.14    | 0.04%             | 2025-05-29      | Fixed         | 19.14%                | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                           | Freeport-McMoRan, Inc.                                                                      | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     500000 | PA      | $494756.25     | 0.00%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                        | Panther Escrow Issuer LLC                                                                   | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4414000 | PA      | $4522120.93    | 0.04%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | BNP Paribas SA                                                                              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |      21738 | NS      | $1841849.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd.                                          | Canyon Capital CLO Ltd., Series 2017-1A, Class CR                                           | CUSIP: 13876GAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $4998625.50    | 0.05%             | 2030-07-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                     | ING Groep NV                                                                                | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |     699000 | PA      | $707737.50     | 0.01%             | 2028-05-16      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                          | Kingdom of Saudi Arabia                                                                     | CUSIP: 80413TBE8<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    1520000 | PA      | $1287728.80    | 0.01%             | 2053-01-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners XI Ltd.                                      | OHA Credit Partners XI Ltd., Series 2015-11A, Class B1R2                                    | CUSIP: 67109FAY1<br>LEI: 549300OYGEU6QQMCEG78 | Long             | ABS-CBDO         | CORP              | KY        |    1750000 | PA      | $1742125.00    | 0.02%             | 2037-04-20      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Mattamy Group Corp.                                              | Mattamy Group Corp.                                                                         | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     502000 | PA      | $459226.84     | 0.00%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                         | PNC Financial Services Group, Inc. (The)                                                    | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     180000 | PA      | $188077.51     | 0.00%             | 2033-10-28      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| GreenPoint Mortgage Funding Trust                                | GreenPoint Mortgage Funding Trust, Series 2006-AR2, Class 4A1                               | CUSIP: 39538WGJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     874642 | PA      | $792928.58     | 0.01%             | 2036-03-25      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd.                                               | Elevation CLO Ltd., Series 2017-8A, Class C                                                 | CUSIP: 28622VAG5<br>LEI: 549300OBPZDY731NEI33 | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $3001391.40    | 0.03%             | 2030-10-25      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| ELO SACA                                                         | ELO SACA                                                                                    | CUSIP: N/A<br>LEI: 969500ASEC557H5A4F22       | Long             | DBT              | CORP              | FR        |    1600000 | PA      | $1780840.20    | 0.02%             | 2026-01-29      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                              | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3888000 | PA      | $3958486.72    | 0.04%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                           | Palmer Square CLO Ltd., Series 2021-3A, Class B                                             | CUSIP: 69688FAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7000000 | PA      | $7000000.00    | 0.07%             | 2035-01-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                          | VZ Secured Financing BV                                                                     | CUSIP: N/A<br>LEI: 549300MG611MYCOWY949       | Long             | DBT              | CORP              | NL        |     234000 | PA      | $241226.96     | 0.00%             | 2032-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                            | United Mexican States                                                                       | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1096000 | PA      | $828028.00     | 0.01%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp.                                           | Encompass Health Corp.                                                                      | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     110000 | PA      | $106883.06     | 0.00%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International plc                           | Morgan Stanley & Co. International plc, Series EMW6                                         | CUSIP: 61779M813<br>LEI: 4PQUHN3JPFGFNF3BB653 | Long             | SN               | CORP              | GB        |      11370 | NS      | $2859129.55    | 0.03%             | 2025-05-29      | Fixed         | 18.17%                | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     218000 | PA      | $154.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Service Properties Trust                                         | Service Properties Trust                                                                    | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    2471000 | PA      | $2621913.85    | 0.03%             | 2031-11-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| DIRECTV Financing LLC                                            | DIRECTV Financing LLC, 1st Lien Term Loan                                                   | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     271933 | PA      | $271569.08     | 0.00%             | 2027-08-02      | Variable      | 9.54%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CLO Ltd.                                             | Eaton Vance CLO Ltd., Series 2013-1A, Class B3R                                             | CUSIP: 27830BBS2<br>LEI: 5493001O5CL3BBUIEH94 | Long             | ABS-CBDO         | CORP              | KY        |    3500000 | PA      | $3496888.15    | 0.03%             | 2034-01-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.                      | Taiwan Semiconductor Manufacturing Co. Ltd.                                                 | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |    1083000 | NS      | $30686322.06   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                                             | Republic of Colombia                                                                        | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     253000 | PA      | $242374.00     | 0.00%             | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                              | Ascent Resources Utica Holdings LLC                                                         | CUSIP: 04364VAK9<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |     179000 | PA      | $209992.06     | 0.00%             | 2027-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                    | Equinix, Inc.                                                                               | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     781000 | PA      | $734772.90     | 0.01%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Viavi Solutions, Inc.                                            | Viavi Solutions, Inc.                                                                       | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |     174000 | PA      | $159426.46     | 0.00%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Aruba Investments Holdings LLC                                   | Aruba Investments Holdings LLC, 1st Lien Term Loan                                          | CUSIP: 04317JAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1758175 | PA      | $1713131.00    | 0.02%             | 2027-11-24      | Variable      | 8.42%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                             | JPMorgan Chase & Co.                                                                        | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2938000 | PA      | $2991219.02    | 0.03%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | BNP Paribas SA                                                                              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |    1400000 | PA      | $1439044.60    | 0.01%             | 2029-08-16      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                      | SS&C Technologies Holdings, Inc.                                                            | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |      68700 | NS      | $5221613.92    | 0.05%             | 2025-05-08      | Fixed         | 22.09%                | No            |                  2 | On Loan: No      |
| Beacon Roofing Supply, Inc.                                      | Beacon Roofing Supply, Inc.                                                                 | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    1535000 | PA      | $1538970.20    | 0.02%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp.                                             | Meritage Homes Corp.                                                                        | CUSIP: 59001ABE1<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     634000 | PA      | $615614.00     | 0.01%             | 2028-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                 | DTE Electric Co., Series A                                                                  | CUSIP: 250847EB2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     115000 | PA      | $127119.22     | 0.00%             | 2036-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                          | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      50300 | NS      | $2841950.00    | 0.03%             | 2025-06-12      | Fixed         | 29.81%                | No            |                  3 | On Loan: No      |
| Avoca CLO XVIII DAC                                              | Avoca CLO XVIII DAC, Series 18X, Class DR                                                   | CUSIP: N/A<br>LEI: 549300K6K5XESJRIKM24       | Long             | ABS-CBDO         | CORP              | IE        |     570000 | PA      | $633365.91     | 0.01%             | 2038-01-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Snap, Inc.                                                       | Snap, Inc.                                                                                  | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    1686000 | PA      | $1683867.88    | 0.02%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BE Semiconductor Industries NV                                   | BE Semiconductor Industries NV                                                              | CUSIP: N/A<br>LEI: 7245007A1YFLI2GNYX06       | Long             | EC               | CORP              | NL        |       6901 | NS      | $747403.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CommScope LLC                                                    | CommScope LLC                                                                               | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     561000 | PA      | $573887.29     | 0.01%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Citadel Securities LP                                            | Citadel Securities LP, Facility 1st Lien Term Loan                                          | CUSIP: 17288YAN2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2997488 | PA      | $2991612.42    | 0.03%             | 2031-10-31      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Yamaha Motor Co. Ltd.                                            | Yamaha Motor Co. Ltd.                                                                       | CUSIP: N/A<br>LEI: 3538004LR5NXILJDHY88       | Long             | EC               | CORP              | JP        |      81800 | NS      | $642435.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EastGroup Properties, Inc.                                       | EastGroup Properties, Inc.                                                                  | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      35332 | NS      | $5773955.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrise FinCo. I BV                                              | Sunrise FinCo. I BV                                                                         | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |    2464000 | PA      | $2259488.00    | 0.02%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                             | American Tower Corp.                                                                        | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     883000 | PA      | $759895.35     | 0.01%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Motion Finco SARL                                                | Motion Finco SARL                                                                           | CUSIP: N/A<br>LEI: 2549002L1LBQZKA7UN30       | Long             | DBT              | CORP              | LU        |    2085000 | PA      | $2292953.58    | 0.02%             | 2030-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                       | CSMC Trust, Series 2011-4R, Class 1A2                                                       | CUSIP: 12645KAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2705844 | PA      | $2174580.23    | 0.02%             | 2037-09-27      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Halseypoint CLO 7 Ltd.                                           | HalseyPoint CLO 7 Ltd., Series 2023-7A, Class A                                             | CUSIP: 40638LAA7<br>LEI: 5493000LI3XMVBCJEF82 | Long             | ABS-CBDO         | CORP              | JE        |    1600000 | PA      | $1604537.76    | 0.02%             | 2036-07-20      | Floating      | 6.52%                 | 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        |      94281 | NS      | $5069957.29    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Vertiv Group Corp.                                               | Vertiv Group Corp.                                                                          | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |     472000 | PA      | $455836.64     | 0.00%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Cloudera, Inc.                                                   | Cloudera, Inc., 2nd Lien Term Loan                                                          | CUSIP: 74339VAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     887000 | PA      | $830826.29     | 0.01%             | 2029-10-10      | Variable      | 10.42%                | No            |                  2 | On Loan: No      |
| Lasertec Corp.                                                   | Lasertec Corp.                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       7000 | NS      | $650792.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Paramount Global                                                 | Paramount Global                                                                            | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     244000 | PA      | $236055.99     | 0.00%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                            | Lockheed Martin Corp.                                                                       | CUSIP: 539830CA5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     263000 | PA      | $259634.46     | 0.00%             | 2034-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                                         | Blue Racer Midstream LLC                                                                    | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     198000 | PA      | $203024.25     | 0.00%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| South Bow Corp.                                                  | South Bow Corp.                                                                             | CUSIP: 83671M105<br>LEI: 2549000XS5TAFA3YF943 | Long             | EC               | CORP              | CA        |      26046 | NS      | $643309.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NGL Energy Operating LLC                                         | NGL Energy Operating LLC                                                                    | CUSIP: 62922LAD0<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1048488.82    | 0.01%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc, Series GMTZ                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      17336 | NS      | $16521750.08   | 0.16%             | 2025-06-09      | Fixed         | 21.24%                | No            |                  2 | On Loan: No      |
| Clover CLO LLC                                                   | Clover CLO LLC, Series 2021-2A, Class B                                                     | CUSIP: 00142DAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14000000 | PA      | $14007001.40   | 0.14%             | 2034-07-20      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                     | OCP CLO Ltd., Series 2016-11A, Class A1R2                                                   | CUSIP: 67110DBA4<br>LEI: 254900QIJ8IQOK988683 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $999069.80     | 0.01%             | 2036-04-26      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                     | BX Commercial Mortgage Trust, Series 2021-NWM, Class C                                      | CUSIP: 12434AAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4794698 | PA      | $4782490.28    | 0.05%             | 2033-02-15      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                                      | Service Corp. International                                                                 | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    1665000 | PA      | $1643754.27    | 0.02%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PKHL Commercial Mortgage Trust                                   | PKHL Commercial Mortgage Trust, Series 2021-MF, Class G                                     | CUSIP: 69356GAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1400000 | PA      | $404992.70     | 0.00%             | 2038-07-15      | Floating      | 8.79%                 | 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        |      11847 | NS      | $1287982.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                           | LifePoint Health, Inc.                                                                      | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     860000 | PA      | $877144.96     | 0.01%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                             | Coterra Energy, Inc.                                                                        | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     227000 | PA      | $223275.27     | 0.00%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                            | DIRECTV Financing LLC                                                                       | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     717000 | PA      | $678995.69     | 0.01%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Jefferies Finance LLC                                            | Jefferies Finance LLC, 1st Lien Term Loan                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     989520 | PA      | $988283.10     | 0.01%             | 2031-10-21      | Variable      | 7.32%                 | No            |                  3 | On Loan: No      |
| Community Health Systems, Inc.                                   | Community Health Systems, Inc.                                                              | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     515000 | PA      | $439373.51     | 0.00%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                     | UBS Group AG                                                                                | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1000000 | PA      | $980140.99     | 0.01%             | 2029-01-12      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      32000 | NS      | $2388800.00    | 0.02%             | 2025-06-16      | Fixed         | 23.38%                | No            |                  3 | On Loan: No      |
| Raven Acquisition Holdings LLC                                   | Raven Acquisition Holdings LLC, Delayed Draw 1st Lien Term Loan                             | CUSIP: 75419XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      71889 | PA      | $71067.26      | 0.00%             | 2031-11-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                    | Comcast Corp.                                                                               | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     562000 | PA      | $520340.37     | 0.01%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| StubHub HoldCo Sub LLC                                           | StubHub Holdco Sub LLC, 1st Lien Term Loan B                                                | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |    6061440 | PA      | $5959183.33    | 0.06%             | 2030-03-15      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                         | Diamondback Energy, Inc.                                                                    | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2248482.23    | 0.02%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                         | PNC Financial Services Group, Inc. (The)                                                    | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     200000 | PA      | $206964.87     | 0.00%             | 2034-08-18      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Generate CLO 4 Ltd.                                              | Generate CLO 4 Ltd., Series 4A, Class BRR                                                   | CUSIP: 37148BAE0<br>LEI: 549300HNXZUJB12SQJ60 | Long             | ABS-CBDO         | CORP              | KY        |    2750000 | PA      | $2737624.45    | 0.03%             | 2037-07-20      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| TDC Net A/S                                                      | TDC Net A/S                                                                                 | CUSIP: N/A<br>LEI: 549300SH2G3R15Y3FX20       | Long             | DBT              | CORP              | DK        |     350000 | PA      | $399460.92     | 0.00%             | 2032-08-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CQP Holdco LP                                                    | CQP Holdco LP                                                                               | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1334000 | PA      | $1280149.19    | 0.01%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                       | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    6526000 | PA      | $6405603.26    | 0.06%             | 2028-07-21      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Kleopatra Finco SARL                                             | Kleopatra Finco SARL                                                                        | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | DBT              | CORP              | LU        |    2559000 | PA      | $2616140.31    | 0.03%             | 2026-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITE Group plc (The)                                            | UNITE Group plc (The)                                                                       | CUSIP: N/A<br>LEI: 213800BBUUWVDH9YI827       | Long             | EC               | CORP              | GB        |     333267 | NS      | $3828911.59    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                             | Howard Midstream Energy Partners LLC                                                        | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      87000 | PA      | $89052.19      | 0.00%             | 2032-07-15      | Fixed         | 7.38%                 | 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      | $1469.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Auckland International Airport Ltd.                              | Auckland International Airport Ltd.                                                         | CUSIP: N/A<br>LEI: 549300HFZIZDJWB7AK60       | Long             | EC               | CORP              | NZ        |    1168626 | NS      | $5220112.11    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Paraguay Government International Bond                           | Republic of Paraguay                                                                        | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |     526000 | PA      | $443549.50     | 0.00%             | 2033-01-29      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Azule Energy Finance plc                                         | Azule Energy Finance plc                                                                    | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |     521000 | PA      | $498857.50     | 0.00%             | 2030-01-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Stonegate Pub Co. Financing 2019 plc                             | Stonegate Pub Co. Financing plc                                                             | CUSIP: N/A<br>LEI: 254900L5266ML3505282       | Long             | DBT              | CORP              | GB        |    1502000 | PA      | $2051758.29    | 0.02%             | 2029-07-31      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                         | Spirit AeroSystems, Inc.                                                                    | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     446000 | PA      | $474624.73     | 0.00%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                                 | Terna - Rete Elettrica Nazionale                                                            | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | EC               | CORP              | IT        |     437166 | NS      | $4347095.45    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Range Resources Corp.                                            | Range Resources Corp.                                                                       | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |       5588 | NS      | $189600.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Saudi Arabia                                          | Kingdom of Saudi Arabia                                                                     | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |    1818000 | PA      | $1136250.00    | 0.01%             | 2051-11-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                                   | 280 Park Avenue Mortgage Trust, Series 2017-280P, Class E                                   | CUSIP: 90205FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1564000 | PA      | $1470391.94    | 0.01%             | 2034-09-15      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                 | Ventas Realty LP                                                                            | CUSIP: 92277GAX5<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     569000 | PA      | $576207.06     | 0.01%             | 2034-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                     | Vistra Corp.                                                                                | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     197000 | PA      | $201345.43     | 0.00%             | 2026-10-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Capri Holdings Ltd.                                              | Capri Holdings Ltd.                                                                         | CUSIP: N/A<br>LEI: 549300LPG8W0H1OX3A26       | Long             | EC               | CORP              | VG        |     141125 | NS      | $2122520.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardonagh Finco Ltd.                                              | Ardonagh Finco Ltd.                                                                         | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |    2013000 | PA      | $2048839.61    | 0.02%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                             | Cheniere Corpus Christi Holdings LLC                                                        | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     547000 | PA      | $522792.32     | 0.01%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trust                                  | Federal Realty Investment Trust                                                             | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               | CORP              | US        |      30529 | NS      | $2870336.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies, Inc.                                         | Lumen Technologies, Inc.                                                                    | CUSIP: 550241AB9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     397320 | PA      | $373480.80     | 0.00%             | 2029-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                       | AMSR Trust, Series 2020-SFR2, Class E2                                                      | CUSIP: 00178UAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $1990054.60    | 0.02%             | 2037-07-17      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Sitio Royalties Operating Partnership LP                         | Sitio Royalties Operating Partnership LP                                                    | CUSIP: 82983MAB6<br>LEI: 549300QY3ULLB2FX0O13 | Long             | DBT              | CORP              | US        |     441000 | PA      | $453208.64     | 0.00%             | 2028-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MVM Energetika Zrt.                                              | MVM Energetika Zrt.                                                                         | CUSIP: N/A<br>LEI: 529900ELI5AQ9F74PF85       | Long             | DBT              | NUSS              | HU        |     529000 | PA      | $551831.64     | 0.01%             | 2028-06-09      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd.                                          | MGM China Holdings Ltd.                                                                     | CUSIP: 55300RAE1<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $199650.00     | 0.00%             | 2025-06-18      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Excelerate Energy LP                                             | Excelerate Energy LP                                                                        | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |     282000 | PA      | $286463.27     | 0.00%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                       | AMSR Trust, Series 2020-SFR4, Class G2                                                      | CUSIP: 66981FAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3440889 | PA      | $3381512.68    | 0.03%             | 2037-11-17      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                               | GS Mortgage Securities Corp. Trust, Series 2015-GC32, Class C                               | CUSIP: 36250PAL9<br>LEI: 54930066YOFVQE068N73 | Long             | ABS-MBS          | CORP              | US        |    1075000 | PA      | $1048138.55    | 0.01%             | 2048-07-10      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                       | Builders FirstSource, Inc.                                                                  | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     249000 | PA      | $247141.08     | 0.00%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                          | CenterPoint Energy Houston Electric LLC                                                     | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     535000 | PA      | $530965.47     | 0.01%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                  | CHL Mortgage Pass-Through Trust, Series 2005-11, Class 4A1                                  | CUSIP: 12669GUR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     577340 | PA      | $538298.16     | 0.01%             | 2035-04-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Athora Netherlands NV                                            | Athora Netherlands NV                                                                       | CUSIP: N/A<br>LEI: 724500MKKXKEVWMN9E13       | Long             | DBT              | CORP              | NL        |    1585000 | PA      | $1822263.74    | 0.02%             | 2031-05-18      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                             | Flutter Financing BV, 1st Lien Term Loan B                                                  | CUSIP: N3313EAG5<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    5016140 | PA      | $4931517.30    | 0.05%             | 2030-12-02      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                           | Becton Dickinson & Co.                                                                      | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      35177 | NS      | $7284804.93    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank plc                                                | Shell plc                                                                                   | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     236200 | NS      | $7722169.58    | 0.08%             | 2025-05-12      | Fixed         | 13.94%                | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                 | Sabre GLBL, Inc., 1st Lien Term Loan B1                                                     | CUSIP: 78571YBG4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     273963 | PA      | $259752.86     | 0.00%             | 2027-12-17      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                                    | AIB Group plc                                                                               | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |    3525000 | PA      | $3836543.40    | 0.04%             | 2031-07-14      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                             | Glencore Funding LLC                                                                        | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    1376000 | PA      | $1376106.14    | 0.01%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                       | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   13129000 | PA      | $12940418.59   | 0.13%             | 2028-04-24      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                     | UBS Group AG                                                                                | CUSIP: 902613BN7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2450000 | PA      | $2404455.97    | 0.02%             | 2029-09-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Jones Deslauriers Insurance Management, Inc.                     | Jones Deslauriers Insurance Management, Inc.                                                | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |     644000 | PA      | $679280.90     | 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        |     390400 | NS      | $3972219.58    | 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      | $463.05        | 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        |     109000 | NS      | $1914691.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Reworld Holding Corp.                                            | Reworld Holding Corp.                                                                       | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     313000 | PA      | $292460.35     | 0.00%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co.                                    | Pioneer Natural Resources Co.                                                               | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     344000 | PA      | $301856.80     | 0.00%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Robert Half, Inc.                                                                           | CUSIP: 83371M702<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      25600 | NS      | $1150315.78    | 0.01%             | 2025-05-19      | Fixed         | 21.41%                | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                              | Medline Borrower LP                                                                         | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     374000 | PA      | $348874.38     | 0.00%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Orion OYJ                                                        | Orion OYJ, Class B                                                                          | CUSIP: N/A<br>LEI: 74370029VAHCXDR7B745       | Long             | EC               | CORP              | FI        |       9314 | NS      | $583163.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                            | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     213000 | PA      | $192450.46     | 0.00%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LABL, Inc.                                                       | LABL, Inc.                                                                                  | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |     374000 | PA      | $309297.18     | 0.00%             | 2028-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                            | Gilead Sciences, Inc.                                                                       | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     447000 | PA      | $456228.01     | 0.00%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SASU                                               | Iliad Holding SASU                                                                          | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |     369000 | PA      | $373498.85     | 0.00%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co., Inc.                                    | Dynasty Acquisition Co., Inc., 1st Lien Term Loan B2                                        | CUSIP: 26812CAP1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1477286 | PA      | $1468141.72    | 0.01%             | 2031-10-31      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Archrock Partners LP                                             | Archrock Partners LP                                                                        | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1143529.87    | 0.01%             | 2032-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                  | CHL Mortgage Pass-Through Trust, Series 2007-21, Class 1A1                                  | CUSIP: 17025WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     133310 | PA      | $59056.74      | 0.00%             | 2038-02-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Financial Co. LLC                                 | JPMorgan Chase Financial Co. LLC                                                            | CUSIP: 48133DL24<br>LEI: 549300NJFDJOFYVV6789 | Long             | DBT              | CORP              | US        |     530000 | PA      | $577435.00     | 0.01%             | 2027-06-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                       | Morgan Stanley Finance LLC, Series 0004                                                     | CUSIP: 61779N316<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |      45100 | NS      | $4200717.73    | 0.04%             | 2025-06-16      | Fixed         | 20.82%                | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                       | Cloud Software Group, Inc.                                                                  | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    4967000 | PA      | $5181167.11    | 0.05%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                | CIFC Funding Ltd., Series 2020-4A, Class CR                                                 | CUSIP: 12562RAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $1957502.20    | 0.02%             | 2040-01-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| LKQ Corp.                                                        | LKQ Corp.                                                                                   | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      87169 | NS      | $3330727.49    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis LP                                                      | Prologis LP                                                                                 | CUSIP: 74340XCJ8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     242000 | PA      | $239704.17     | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                | CIFC Funding Ltd., Series 2019-6A, Class BR                                                 | CUSIP: 12555XAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   10000000 | PA      | $9964999.00    | 0.10%             | 2037-07-16      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Atlas Arteria Ltd.                                               | Atlas Arteria Ltd.                                                                          | CUSIP: N/A<br>LEI: 254900SGF4ZQDBH2YC59       | Long             | EC               | CORP              | AU        |     569452 | NS      | $1886227.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                          | Raizen Fuels Finance SA                                                                     | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     341000 | PA      | $322245.00     | 0.00%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Howard Hughes Corp. (The)                                        | Howard Hughes Corp. (The)                                                                   | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     104000 | PA      | $92222.97      | 0.00%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      28021 | NS      | $11758685.95   | 0.12%             | 2025-06-05      | Fixed         | 17.15%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                             | JPMorgan Chase & Co.                                                                        | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1938000 | PA      | $1982237.93    | 0.02%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                      | Penske Truck Leasing Co. LP                                                                 | CUSIP: 709599BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     335000 | PA      | $338796.19     | 0.00%             | 2027-01-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                            | Albertsons Cos., Inc.                                                                       | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     221000 | PA      | $213496.52     | 0.00%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                | HSBC Holdings plc                                                                           | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |    4014000 | PA      | $4400919.98    | 0.04%             | 2029-07-04      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                | GGAM Finance Ltd.                                                                           | CUSIP: 36170JAB2<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     101000 | PA      | $102135.85     | 0.00%             | 2026-05-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                       | Progress Residential Trust, Series 2022-SFR3, Class F                                       | CUSIP: 74331UAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $499742.65     | 0.00%             | 2039-04-17      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Dayforce, Inc.                                                   | Dayforce, Inc., 1st Lien Term Loan B                                                        | CUSIP: 23958CAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3507927 | PA      | $3503542.27    | 0.03%             | 2031-03-01      | Variable      | 6.78%                 | No            |                  3 | On Loan: No      |
| Amynta Agency Borrower, Inc.                                     | Amynta Agency Borrower, Inc., 1st Lien Term Loan                                            | CUSIP: 57810JAL2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3517302 | PA      | $3481389.98    | 0.03%             | 2031-12-29      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                                                | Genuine Parts Co.                                                                           | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |       4727 | NS      | $555658.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta 2 (Lux) SARL                                               | Delta 2 (Lux) SARL, 1st Lien Term Loan B                                                    | CUSIP: L2465BAW6<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    3345538 | PA      | $3326736.17    | 0.03%             | 2031-09-30      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                            | Elevance Health, Inc.                                                                       | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     880000 | PA      | $891209.74     | 0.01%             | 2034-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Simon Property Group, Inc.                                       | Simon Property Group, Inc.                                                                  | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      42314 | NS      | $6659377.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sound Point CLO XXIII                                            | Sound Point CLO XXIII Ltd., Series 2019-2A, Class CR                                        | CUSIP: 83614BAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2250000 | PA      | $2254108.73    | 0.02%             | 2034-07-15      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Chobani LLC                                                      | Chobani LLC, 1st Lien Term Loan                                                             | CUSIP: 17026YAK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    5359409 | PA      | $5351583.98    | 0.05%             | 2027-10-25      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp.                                                   | AppLovin Corp.                                                                              | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    4303000 | PA      | $4298714.60    | 0.04%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2020-III Ltd.                                       | CIFC Funding 2020-III Ltd., Series 2020-3A, Class BR                                        | CUSIP: 12560EAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $1998000.00    | 0.02%             | 2034-10-20      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Bank of Montreal                                                                            | CUSIP: 06370C763<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |      31600 | NS      | $3314184.14    | 0.03%             | 2025-06-02      | Fixed         | 27.20%                | No            |                  2 | On Loan: No      |
| Essential Properties Realty Trust, Inc.                          | Essential Properties Realty Trust, Inc.                                                     | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |     182036 | NS      | $5856098.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                   | Hewlett Packard Enterprise Co.                                                              | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      21798 | NS      | $353563.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rad CLO 15 Ltd.                                                  | Rad CLO 15 Ltd., Series 2021-15A, Class B                                                   | CUSIP: 750103AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7250000 | PA      | $7245650.73    | 0.07%             | 2034-01-20      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| ZoomInfo Technologies LLC                                        | ZoomInfo Technologies LLC                                                                   | CUSIP: 98981BAA0<br>LEI: 254900NOX7TLOJ3WS309 | Long             | DBT              | CORP              | US        |     706000 | PA      | $648731.40     | 0.01%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Pike Corp.                                                       | Pike Corp., 1st Lien Term Loan                                                              | CUSIP: 72108PAR5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | LON              | CORP              | US        |    1971196 | PA      | $1973660.00    | 0.02%             | 2028-01-21      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| NGP XI Midstream Holdings LLC                                    | NGP XI Midstream Holdings LLC, 1st Lien Term Loan                                           | CUSIP: 62927UAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     211470 | PA      | $208297.95     | 0.00%             | 2031-07-25      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                       | Outfront Media Capital LLC                                                                  | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     145000 | PA      | $151838.35     | 0.00%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC                                    | White Cap Supply Holdings LLC, Facility 1st Lien Term Loan C                                | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    5535064 | PA      | $5385340.39    | 0.05%             | 2029-10-19      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     120596 | NS      | $4758034.38    | 0.05%             | 2025-05-29      | Fixed         | 15.57%                | No            |                  2 | On Loan: No      |
| Raymond James Financial, Inc.                                    | Raymond James Financial, Inc.                                                               | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |       3860 | NS      | $528974.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Woof Holdings, Inc.                                              | Woof Holdings, Inc., 1st Lien Term Loan                                                     | CUSIP: 98082EAB0<br>LEI: 254900RX9Z723FXJSU14 | Long             | LON              | CORP              | US        |     471286 | PA      | $219619.43     | 0.00%             | 2027-12-21      | Variable      | 8.31%                 | No            |                  2 | On Loan: No      |
| FNB Corp.                                                        | FNB Corp.                                                                                   | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |    1322000 | PA      | $1319026.02    | 0.01%             | 2030-12-11      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Severn Trent plc                                                 | Severn Trent plc                                                                            | CUSIP: N/A<br>LEI: 213800RPBXRETY4A4C59       | Long             | EC               | CORP              | GB        |      22825 | NS      | $849027.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Generac Power Systems, Inc.                                      | Generac Power Systems, Inc., 1st Lien Term Loan                                             | CUSIP: 36874VAQ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     808888 | PA      | $804341.55     | 0.01%             | 2031-06-12      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                                   | ARES Commercial Mortgage Trust, Series 2024-IND, Class A                                    | CUSIP: 03990DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1270000 | PA      | $1270000.00    | 0.01%             | 2041-07-15      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                        | Sunac China Holdings Ltd.                                                                   | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | KY        |     135726 | PA      | $15947.81      | 0.00%             | 2027-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bmo Capital Markets Corp.                                        | Bmo Capital Markets Corp.                                                                   | CUSIP: N/A<br>LEI: RUC0QBLBRPRCU4W1NE59       | Long             | SN               | CORP              | US        |       5886 | NS      | $1776159.36    | 0.02%             | 2025-06-12      | Fixed         | 19.40%                | No            |                  3 | On Loan: No      |
| Hearthside LLC                                                   | Hearthside LLC                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       3771 | NS      | $49023.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                   | Univision Communications, Inc.                                                              | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     893000 | PA      | $843238.96     | 0.01%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Peraton Corp.                                                    | Peraton Corp., 2nd Lien Term Loan B1                                                        | CUSIP: 71360HAG2<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |     658373 | PA      | $495096.44     | 0.00%             | 2029-02-01      | Variable      | 12.18%                | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                     | Oracle Corp.                                                                                | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    5702000 | PA      | $5270880.28    | 0.05%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Magenta Security Holdings LLC                                    | Magenta Security Holdings LLC, 1st Lien Term Loan                                           | CUSIP: 55909UAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     379395 | PA      | $344301.28     | 0.00%             | 2028-07-27      | Variable      | 11.30%                | No            |                  2 | On Loan: No      |
| AssuredPartners, Inc.                                            | AssuredPartners, Inc.                                                                       | CUSIP: 04624VAC3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |     382000 | PA      | $406016.72     | 0.00%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     393000 | PA      | $-835.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                             | Clear Channel Outdoor Holdings, Inc., 1st Lien Term Loan                                    | CUSIP: 18452RAF2<br>LEI: 254900XBEE6V1ENYS150 | Long             | LON              | CORP              | US        |     655693 | PA      | $634383.29     | 0.01%             | 2028-08-23      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XIV Ltd.                                        | Sixth Street CLO XIV Ltd., Series 2019-14A, Class CR2                                       | CUSIP: 83013NAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3250000 | PA      | $3168290.45    | 0.03%             | 2038-01-20      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Texas Debt Capital Euro CLO DAC                                  | Texas Debt Capital Euro CLO DAC, Series 2024-1X, Class D                                    | CUSIP: N/A<br>LEI: 6354005CUY8PX5XJT459       | Long             | ABS-CBDO         | CORP              | IE        |     500000 | PA      | $567162.03     | 0.01%             | 2038-07-16      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                          | Eni SpA                                                                                     | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |     184309 | NS      | $2639588.01    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                               | Kingdom of Morocco                                                                          | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |    1115000 | PA      | $1254285.86    | 0.01%             | 2035-04-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                                       | Amneal Pharmaceuticals LLC, 1st Lien Term Loan                                              | CUSIP: 03167DAQ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1539007 | PA      | $1539684.18    | 0.02%             | 2028-05-04      | Variable      | 9.82%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                 | IndyMac INDX Mortgage Loan Trust, Series 2007-AR15, Class 2A1                               | CUSIP: 45669JAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     416683 | PA      | $289459.87     | 0.00%             | 2037-08-25      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                               | Crown Castle, Inc.                                                                          | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      97000 | PA      | $97839.14      | 0.00%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                         | Vinci SA                                                                                    | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |      64987 | NS      | $9128546.36    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                                         | Unipol Assicurazioni SpA                                                                    | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | DBT              | CORP              | IT        |     800000 | PA      | $930069.85     | 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        |     505000 | PA      | $512276.02     | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RR Donnelley & Sons Co.                                          | RR Donnelley & Sons Co.                                                                     | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |     629000 | PA      | $598909.55     | 0.01%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | Deutsche Bank AG                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |    1800000 | PA      | $1969034.91    | 0.02%             | 2030-10-30      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| K. Hovnanian Enterprises, Inc.                                   | K. Hovnanian Enterprises, Inc.                                                              | CUSIP: 48251UAM0<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    1326000 | PA      | $1404857.22    | 0.01%             | 2029-09-30      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                             | Osaic Holdings, Inc., 1st Lien Term Loan B4                                                 | CUSIP: 00775KAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1644557 | PA      | $1636646.89    | 0.02%             | 2028-08-17      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Republic of Bulgaria                                             | Bulgaria Government Bond                                                                    | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |     732000 | PA      | $707068.08     | 0.01%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Assets Trust                              | American Home Mortgage Assets Trust, Series 2006-3, Class 1A1                               | CUSIP: 02660UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7031019 | PA      | $5654620.29    | 0.06%             | 2046-10-25      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                               | Johnson Controls International plc                                                          | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |       9854 | NS      | $826750.60     | 0.01%             |  |  |  | No            |                  1 | 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        |    2994392 | PA      | $2990020.11    | 0.03%             | 2029-12-20      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Borr IHC Ltd.                                                    | Borr IHC Ltd.                                                                               | CUSIP: 100018AA8<br>LEI: 254900WQF2MM46DNLY83 | Long             | DBT              | CORP              | US        |     205756 | PA      | $170263.16     | 0.00%             | 2028-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.                 | American Builders & Contractors Supply Co., Inc.                                            | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |     124000 | PA      | $114463.19     | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                   | NiSource, Inc.                                                                              | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     462000 | PA      | $465049.73     | 0.00%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Mcdermott International Ltd.                                     | Mcdermott International Ltd.                                                                | CUSIP: N/A<br>LEI: 54930004RAXI4B3L4752       | Long             | EC               | CORP              | BM        |       1327 | NS      | $22227.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric plc                                               | nVent Electric plc                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |       4139 | NS      | $227272.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                      | Bank Gospodarstwa Krajowego                                                                 | CUSIP: 06237MAC7<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    1140000 | PA      | $1160200.80    | 0.01%             | 2034-07-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                          | American Airlines, Inc.                                                                     | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     337000 | PA      | $343468.34     | 0.00%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Assurant, Inc.                                                   | Assurant, Inc.                                                                              | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      93127 | NS      | $17949297.98   | 0.18%             |  |  |  | No            |                  1 | 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        |    7000000 | PA      | $6912500.00    | 0.07%             | 2036-10-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                                 | Virgin Media Secured Finance plc                                                            | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $385125.39     | 0.00%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                     | Fiserv, Inc.                                                                                | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     174000 | PA      | $171030.22     | 0.00%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Anticimex Global AB                                              | Anticimex Global AB, 1st Lien Term Loan B6                                                  | CUSIP: 03703HAB2<br>LEI: N/A                  | Long             | LON              | CORP              | SE        |    1005000 | PA      | $1000286.55    | 0.01%             | 2028-11-16      | Variable      | 7.74%                 | No            |                  2 | On Loan: No      |
| Transdigm, Inc.                                                  | TransDigm, Inc., 1st Lien Term Loan L                                                       | CUSIP: 89364MCD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1206935 | PA      | $1193477.67    | 0.01%             | 2032-01-19      | Variable      | 6.80%                 | 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        |      26336 | NS      | $14588280.41   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Globe Life, Inc.                                                 | Globe Life, Inc.                                                                            | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |      38517 | NS      | $4750686.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Contego CLO V DAC                                                | Contego CLO V DAC, Series 5X, Class DR                                                      | CUSIP: N/A<br>LEI: 549300RF10WJ1D9VYK55       | Long             | ABS-CBDO         | CORP              | IE        |     770000 | PA      | $845941.87     | 0.01%             | 2037-10-15      | Floating      | 5.58%                 | 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        |     630049 | PA      | $588150.67     | 0.01%             | 2030-02-18      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Spring Education Group, Inc.                                     | Spring Education Group, Inc., 1st Lien Term Loan                                            | CUSIP: 84840EAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2026288 | PA      | $2016156.67    | 0.02%             | 2030-09-30      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                        | MFA Trust, Series 2023-NQM2, Class A1                                                       | CUSIP: 55285WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10390584 | PA      | $10255566.70   | 0.10%             | 2068-03-25      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| NEXTDC Ltd.                                                      | NEXTDC Ltd.                                                                                 | CUSIP: N/A<br>LEI: 529900RTERU3X7G3D672       | Long             | EC               | CORP              | AU        |     412939 | NS      | $3135170.39    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Teleperformance SE                                               | Teleperformance SE                                                                          | CUSIP: N/A<br>LEI: 9695004GI61FHFFNRG61       | Long             | EC               | CORP              | FR        |       4640 | NS      | $508799.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                       | Ares Strategic Income Fund                                                                  | CUSIP: 04020EAC1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     345000 | PA      | $338729.60     | 0.00%             | 2030-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                   | Bayview Commercial Asset Trust, Series 2005-3A, Class A1                                    | CUSIP: 07324SCB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     440291 | PA      | $416375.67     | 0.00%             | 2035-11-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp., Series FIX                                                           | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     962000 | PA      | $979927.22     | 0.01%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                             | Clear Channel Outdoor Holdings, Inc.                                                        | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    2786000 | PA      | $2787246.79    | 0.03%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                       | Mars, Inc.                                                                                  | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    3085000 | PA      | $3109721.71    | 0.03%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      77800 | NS      | $4447804.53    | 0.04%             | 2025-06-09      | Fixed         | 17.45%                | No            |                  2 | On Loan: No      |
| Electricite de France SA                                         | Electricite de France SA                                                                    | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |    5200000 | PA      | $5491599.13    | 0.05%             | 2030-06-15      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| AltaGas Ltd.                                                     | AltaGas Ltd.                                                                                | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |     229000 | PA      | $223645.16     | 0.00%             | 2054-10-15      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                 | Welltower OP LLC                                                                            | CUSIP: 95040QAP9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    1064000 | PA      | $935278.45     | 0.01%             | 2032-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP                                     | Scientific Games Holdings LP                                                                | CUSIP: 80874DAA4<br>LEI: 549300W5GPFXXB6TQ330 | Long             | DBT              | CORP              | US        |     359000 | PA      | $341692.90     | 0.00%             | 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        |      42436 | NS      | $5205624.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                       | Lamb Weston Holdings, Inc.                                                                  | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |      49004 | NS      | $2587901.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Orsted A/S                                                       | Orsted A/S                                                                                  | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | NUSS              | DK        |     886000 | PA      | $850155.98     | 0.01%             | 2032-08-18      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XIX Ltd.                                        | Sixth Street CLO XIX Ltd., Series 2021-19A, Class C                                         | CUSIP: 83012KAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $997595.50     | 0.01%             | 2034-07-20      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| LoanCore 2025 Issuer LLC                                         | LoanCore 2025 Issuer LLC, Series 2025-CRE8, Class A                                         | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8940000 | PA      | $8857327.62    | 0.09%             | 2042-08-17      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP                                     | MPT Operating Partnership LP                                                                | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1342000 | PA      | $1363449.20    | 0.01%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Baldwin Insurance Group Holdings LLC                             | Baldwin Insurance Group Holdings LLC (The), 1st Lien Term Loan B1                           | CUSIP: 05825HAG9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3500051 | PA      | $3465050.30    | 0.03%             | 2031-05-27      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                     | Bear Stearns Asset-Backed Securities I Trust, Series 2006-AC1, Class 1A2                    | CUSIP: 07387UCF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     588907 | PA      | $596191.03     | 0.01%             | 2036-02-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                             | JPMorgan Chase & Co.                                                                        | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     784000 | PA      | $776645.32     | 0.01%             | 2029-04-23      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Regatta XXVIII Funding Ltd.                                      | Regatta XXVIII Funding Ltd., Series 2024-2A, Class A1                                       | CUSIP: 75901PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2500000 | PA      | $2502670.25    | 0.02%             | 2037-04-25      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                 | Fantasia Holdings Group Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |    2640000 | PA      | $66000.00      | 0.00%             | 2024-10-19      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                               | MDGH GMTN RSC Ltd.                                                                          | CUSIP: 55285GAD6<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |     666000 | PA      | $635364.00     | 0.01%             | 2033-11-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                 | Altice France SA                                                                            | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |     353000 | PA      | $322816.09     | 0.00%             | 2029-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                      | Dollar General Corp.                                                                        | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |      48360 | NS      | $4364296.71    | 0.04%             | 2025-05-01      | Fixed         | 27.03%                | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                             | Anheuser-Busch InBev Worldwide, Inc.                                                        | CUSIP: 035240AF7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     142000 | PA      | $152066.00     | 0.00%             | 2035-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                 | CSC Holdings LLC                                                                            | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     400000 | PA      | $267044.22     | 0.00%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CK Asset Holdings Ltd.                                           | CK Asset Holdings Ltd.                                                                      | CUSIP: N/A<br>LEI: 5299006GJZSGP78B8S35       | Long             | EC               | CORP              | KY        |     457000 | NS      | $1867012.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Herens Holdco SARL                                               | Herens Holdco SARL                                                                          | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |    1177000 | PA      | $1026643.77    | 0.01%             | 2028-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                             | Banco de Sabadell SA                                                                        | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |    1800000 | PA      | $2018738.70    | 0.02%             | 2027-05-19      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Garfunkelux Holdco 3 SA                                          | Garfunkelux Holdco 3 SA                                                                     | CUSIP: N/A<br>LEI: 2221007QVSNJV7EWBX69       | Long             | DBT              | CORP              | LU        |     381000 | PA      | $356446.61     | 0.00%             | 2025-11-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Planview Parent, Inc.                                            | Planview Parent, Inc., 1st Lien Term Loan B                                                 | CUSIP: 72751PAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     342414 | PA      | $334709.60     | 0.00%             | 2027-12-17      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| Element Solutions, Inc.                                          | Element Solutions, Inc.                                                                     | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |    1745000 | PA      | $1649680.77    | 0.02%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                       | US Bancorp                                                                                  | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    1051000 | PA      | $1088981.26    | 0.01%             | 2033-10-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                 | Raiffeisen Bank International AG                                                            | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | EC               | CORP              | AT        |      14450 | NS      | $385978.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMSR Trust                                                       | AMSR Trust, Series 2020-SFR2, Class I                                                       | CUSIP: 00178UAK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9400000 | PA      | $9326868.94    | 0.09%             | 2037-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                     | Ecopetrol SA                                                                                | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    1100000 | PA      | $1100671.00    | 0.01%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                         | COLT Mortgage Loan Trust, Series 2022-5, Class A1                                           | CUSIP: 19688LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3444570 | PA      | $3431565.68    | 0.03%             | 2067-04-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                            | NextEra Energy Capital Holdings, Inc.                                                       | CUSIP: 65339KCP3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      74000 | PA      | $73599.59      | 0.00%             | 2033-02-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CCC Intelligent Solutions, Inc.                                  | CCC Intelligent Solutions, Inc., 1st Lien Term Loan                                         | CUSIP: 12511BAC6<br>LEI: 5493006JEEL9RIWY5T17 | Long             | LON              | CORP              | US        |    6222362 | PA      | $6206806.42    | 0.06%             | 2032-01-23      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | S&P 500 E-Mini Index                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -176 | NC      | $-735706.80    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MFA Trust                                                        | MFA Trust, Series 2022-CHM1, Class M1                                                       | CUSIP: 552758AB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3510718.00    | 0.03%             | 2056-09-25      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                            | Republic of Guatemala                                                                       | CUSIP: 401494AX7<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    1076000 | PA      | $1128724.00    | 0.01%             | 2032-10-04      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     137000 | PA      | $208.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                             | Frontier Communications Holdings LLC                                                        | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     308749 | PA      | $308903.68     | 0.00%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Regatta XXIV Funding Ltd.                                        | Regatta XXIV Funding Ltd., Series 2021-5A, Class AR                                         | CUSIP: 75889HAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $2994802.50    | 0.03%             | 2038-01-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                               | Koninklijke KPN NV                                                                          | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |    4194941 | NS      | $19514255.56   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust, Series 2024-5, Class M3                             | CUSIP: 92261AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3448047 | PA      | $3406340.40    | 0.03%             | 2054-10-25      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                         | Bayer AG (Registered)                                                                       | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |     136639 | NS      | $3580922.30    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Croda International plc                                          | Croda International plc                                                                     | CUSIP: N/A<br>LEI: 2138004WCNBFJEEOXV26       | Long             | EC               | CORP              | GB        |      11379 | NS      | $449171.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRANICKS Group AG                                                | BRANICKS Group AG                                                                           | CUSIP: N/A<br>LEI: 52990044JL2ZPWONU738       | Long             | DBT              | CORP              | DE        |     900000 | PA      | $562361.47     | 0.01%             | 2026-09-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                           | Home Depot, Inc. (The)                                                                      | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      58698 | NS      | $21160042.02   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Foundry JV Holdco LLC                                            | Foundry JV Holdco LLC                                                                       | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     387000 | PA      | $400127.87     | 0.00%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                            | Sumitomo Mitsui Financial Group, Inc.                                                       | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     330000 | PA      | $310393.47     | 0.00%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| HT Troplast GmbH                                                 | HT Troplast GmbH                                                                            | CUSIP: N/A<br>LEI: 529900Y2N2GAY3FXGP86       | Long             | DBT              | CORP              | DE        |    1459000 | PA      | $1667538.32    | 0.02%             | 2028-07-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Guardian US Holdco LLC                                           | Guardian US Holdco LLC, 1st Lien Term Loan                                                  | CUSIP: 40147EAB5<br>LEI: 254900OSYC6XQ21DY128 | Long             | LON              | CORP              | US        |     403563 | PA      | $390196.71     | 0.00%             | 2030-01-31      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                   | Raven Acquisition Holdings LLC, 1st Lien Term Loan                                          | CUSIP: 75419XAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1008278 | PA      | $996753.14     | 0.01%             | 2031-11-19      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                       | Pacific Gas & Electric Co.                                                                  | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2526000 | PA      | $2180020.85    | 0.02%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Crocs, Inc.                                                      | Crocs, Inc.                                                                                 | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |      40000 | PA      | $34962.66      | 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        |      21639 | NS      | $3671933.63    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LGI Homes, Inc.                                                  | LGI Homes, Inc.                                                                             | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     166000 | PA      | $167627.63     | 0.00%             | 2028-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                  | PECO Energy Co.                                                                             | CUSIP: 693304BF3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     537000 | PA      | $539215.43     | 0.01%             | 2033-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International plc                           | Morgan Stanley & Co. International plc, Series DM1L                                         | CUSIP: 61779N142<br>LEI: 4PQUHN3JPFGFNF3BB653 | Long             | SN               | CORP              | GB        |      31986 | NS      | $8428527.19    | 0.08%             | 2025-06-02      | Fixed         | 15.48%                | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                       | PG&E Corp.                                                                                  | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     523000 | PA      | $503900.76     | 0.00%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                           | AXA SA                                                                                      | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |     115158 | NS      | $5446501.41    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     200000 | PA      | $-5104.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      22586 | NS      | $5840400.81    | 0.06%             | 2025-06-12      | Fixed         | 26.03%                | No            |                  2 | On Loan: No      |
| Whatabrands LLC                                                  | Whatabrands LLC, 1st Lien Term Loan B                                                       | CUSIP: 96244UAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2518568 | PA      | $2501769.24    | 0.02%             | 2028-08-03      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Fanatics Commerce Intermediate Holdco LLC                        | Fanatics Commerce Intermediate Holdco LLC, 1st Lien Term Loan                               | CUSIP: 30709UAB0<br>LEI: 254900YDIRBC66RGAG10 | Long             | LON              | CORP              | US        |     614079 | PA      | $611776.70     | 0.01%             | 2028-11-23      | Variable      | 7.69%                 | No            |                  3 | On Loan: No      |
| OVG Business Services LLC                                        | OVG Business Services LLC, 1st Lien Term Loan                                               | CUSIP: 62955EAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1008790 | PA      | $997441.52     | 0.01%             | 2031-06-25      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                              | Kinder Morgan, Inc.                                                                         | CUSIP: 494553AE0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    1805000 | PA      | $1786303.11    | 0.02%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                              | Kinetik Holdings LP                                                                         | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |      62000 | PA      | $60577.10      | 0.00%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                              | Realty Income Corp.                                                                         | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     410000 | PA      | $406332.39     | 0.00%             | 2035-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                              | Hilcorp Energy I LP, 1st Lien Term Loan                                                     | CUSIP: 431319AH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1299000 | PA      | $1276267.50    | 0.01%             | 2030-02-06      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Invesco CLO Ltd.                                                 | Invesco CLO Ltd., Series 2022-1A, Class C                                                   | CUSIP: 460988AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $4959647.50    | 0.05%             | 2035-04-20      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                   | US Foods, Inc., 1st Lien Term Loan B                                                        | CUSIP: 90351HAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1069320 | PA      | $1071629.73    | 0.01%             | 2031-10-03      | Variable      | 6.07%                 | 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        |    2770000 | PA      | $3195168.68    | 0.03%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc., Series T                                                                   | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     130000 | PA      | $130390.46     | 0.00%             | 2026-08-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                 | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2018-W5FX, Class CFX           | CUSIP: 30307MAN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4627000 | PA      | $4260374.10    | 0.04%             | 2028-04-25      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Bank of Montreal                                                                            | CUSIP: 06370C755<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |       8980 | NS      | $2935914.64    | 0.03%             | 2025-05-29      | Fixed         | 22.09%                | No            |                  2 | On Loan: No      |
| RCS & RDS SA                                                     | RCS & RDS SA                                                                                | CUSIP: N/A<br>LEI: 3157008PTGOXBWZDVF10       | Long             | DBT              | CORP              | RO        |    1100000 | PA      | $1222769.97    | 0.01%             | 2028-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                            | Targa Resources Corp.                                                                       | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     556000 | PA      | $543060.90     | 0.01%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Electronic Arts, Inc.                                                                       | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      38100 | NS      | $5435454.05    | 0.05%             | 2025-05-05      | Fixed         | 18.01%                | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                     | Barclays Mortgage Loan Trust, Series 2025-NQM1, Class B3                                    | CUSIP: 06744WAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1273000 | PA      | $1182123.84    | 0.01%             | 2065-01-25      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| Greene King Finance plc                                          | Greene King Finance plc, Series B2                                                          | CUSIP: N/A<br>LEI: 213800QIJMYMW6TSBG41       | Long             | SN               | CORP              | GB        |     100000 | PA      | $106616.00     | 0.00%             | 2036-03-15      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| SK Invictus Intermediate II SARL                                 | SK Invictus Intermediate II SARL                                                            | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    1181000 | PA      | $1108695.28    | 0.01%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                               | Crown Castle, Inc.                                                                          | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      41000 | PA      | $41123.95      | 0.00%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Intercontinental Exchange, Inc.                                                             | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      19300 | NS      | $3260005.32    | 0.03%             | 2025-05-19      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| Elmwood CLO X Ltd.                                               | Elmwood CLO X Ltd., Series 2021-3A, Class A1R                                               | CUSIP: 29002VAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $2997000.00    | 0.03%             | 2034-04-20      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                    | Comcast Corp.                                                                               | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     552000 | PA      | $526443.86     | 0.01%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Pachelbel Bidco SpA                                              | Pachelbel Bidco SpA                                                                         | CUSIP: N/A<br>LEI: 8156005DA07CDD50CC46       | Long             | DBT              | CORP              | IT        |     593000 | PA      | $671192.92     | 0.01%             | 2031-05-17      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| TICP CLO XII Ltd.                                                | TICP CLO XII Ltd., Series 2018-12A, Class CR                                                | CUSIP: 87250FAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   13450000 | PA      | $13430911.76   | 0.13%             | 2034-07-15      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                    | Empresa Nacional del Petroleo                                                               | CUSIP: 29245JAN2<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | NUSS              | CL        |     656000 | PA      | $668300.00     | 0.01%             | 2033-05-10      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Regatta VII Funding Ltd.                                         | Regatta VII Funding Ltd., Series 2016-1A, Class CR2                                         | CUSIP: 75888ABL9<br>LEI: 549300DA6HSLI0UPTQ25 | Long             | ABS-CBDO         | CORP              | KY        |     750000 | PA      | $748535.48     | 0.01%             | 2034-06-20      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| EDP SA                                                           | EDP SA                                                                                      | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |    2700000 | PA      | $3105945.72    | 0.03%             | 2054-05-29      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                   | Long Beach Mortgage Loan Trust, Series 2006-7, Class 1A                                     | CUSIP: 54251TAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5849077 | PA      | $2919237.86    | 0.03%             | 2036-08-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Learfield Communications LLC                                     | Learfield Communications LLC, 1st Lien Term Loan                                            | CUSIP: 00165HAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1157826 | PA      | $1153194.44    | 0.01%             | 2028-06-30      | Variable      | 8.82%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                     | Fidelity National Information Services, Inc.                                                | CUSIP: 31620MBY1<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    1595000 | PA      | $1597087.50    | 0.02%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                           | MidAmerican Energy Co.                                                                      | CUSIP: 595620AE5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |      80000 | PA      | $84428.87      | 0.00%             | 2035-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | Deutsche Bank AG                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |    4400000 | PA      | $5449079.19    | 0.05%             | 2027-12-01      | Variable      | 10.00%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Linde plc                                                                                   | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      15775 | NS      | $7156397.31    | 0.07%             | 2025-05-05      | Fixed         | 9.66%                 | No            |                  2 | On Loan: No      |
| TICP CLO VI Ltd.                                                 | TICP CLO VI Ltd., Series 2016-6A, Class BR2                                                 | CUSIP: 87246MAU6<br>LEI: 254900JG2DPAYUCW8T83 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $1988800.20    | 0.02%             | 2034-01-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Telstra Group Ltd.                                               | Telstra Group Ltd.                                                                          | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | EC               | CORP              | AU        |     357133 | NS      | $1030720.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                  | Sinclair Television Group, Inc.                                                             | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    1076000 | PA      | $1065089.36    | 0.01%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                       | CSMC Trust, Series 2022-LION, Class A                                                       | CUSIP: 12660TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8800000 | PA      | $8690563.20    | 0.09%             | 2027-02-15      | Floating      | 7.76%                 | No            |                  3 | On Loan: No      |
| United Airlines, Inc.                                            | United Airlines, Inc.                                                                       | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     530000 | PA      | $497833.66     | 0.00%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                               | Ares Capital Corp.                                                                          | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    1751000 | PA      | $1710600.28    | 0.02%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                            | OneMain Finance Corp.                                                                       | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    2229000 | PA      | $2235497.54    | 0.02%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                     | UBS Group AG                                                                                | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    3881000 | PA      | $4338142.99    | 0.04%             | 2033-11-13      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| Boralex, Inc.                                                    | Boralex, Inc., Class A                                                                      | CUSIP: 09950M300<br>LEI: 5493004UT7HNQU2SVR90 | Long             | EC               | CORP              | CA        |      82391 | NS      | $1829981.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                       | Lamb Weston Holdings, Inc.                                                                  | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     298000 | PA      | $279558.33     | 0.00%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2006-OA3, Class 2A1                                          | CUSIP: 12668BB77<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4571699 | PA      | $4190877.55    | 0.04%             | 2036-05-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                   | Takeda Pharmaceutical Co. Ltd.                                                              | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    1029000 | PA      | $915342.92     | 0.01%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Lightning Power LLC                                              | Lightning Power LLC                                                                         | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |      95000 | PA      | $98422.98      | 0.00%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                 | CSC Holdings LLC                                                                            | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    1003000 | PA      | $931967.47     | 0.01%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Telecom Italia Capital SA                                        | Telecom Italia Capital SA                                                                   | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      88000 | PA      | $91701.09      | 0.00%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                    | Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2007-OA5, Class 1A       | CUSIP: 93364BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4478981 | PA      | $3614032.58    | 0.04%             | 2047-06-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                               | Republic of Poland                                                                          | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     867000 | PA      | $911399.07     | 0.01%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Lindblad Expeditions Holdings, Inc.                              | Lindblad Expeditions Holdings, Inc.                                                         | CUSIP: 535219AA7<br>LEI: 549300GSPW24GZE6R597 | Long             | DBT              | CORP              | US        |     125000 | PA      | $128464.00     | 0.00%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                        | Williams Cos., Inc. (The)                                                                   | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     170944 | NS      | $10012190.08   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice France SA                                                 | Altice France SA                                                                            | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     800000 | PA      | $652706.72     | 0.01%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Iliad SA                                                         | Iliad SA                                                                                    | CUSIP: N/A<br>LEI: 969500FZ9BTRZS3JNB97       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $480894.83     | 0.00%             | 2030-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                 | Bombardier, Inc.                                                                            | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    1462000 | PA      | $1566549.08    | 0.02%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                               | Venture Global Plaquemines LNG LLC                                                          | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     725000 | PA      | $743783.00     | 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        |     439000 | PA      | $407225.18     | 0.00%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hungary                                                          | Hungary Government Bond                                                                     | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     575000 | PA      | $543950.00     | 0.01%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                     | San Diego Gas & Electric Co., Series VVV                                                    | CUSIP: 797440BZ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     186000 | PA      | $159532.36     | 0.00%             | 2030-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                  | Intercontinental Exchange, Inc.                                                             | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     449000 | PA      | $367803.29     | 0.00%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| AT&T Reign II Multi-Property Lease-Backed Pass Through Trust     | AT&T Reign II Multi-Property Lease-Backed Pass-Through Trust                                | CUSIP: 046912AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3020000 | PA      | $3026158.99    | 0.03%             | 2044-12-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust, Series 2022-3, Class A1                                         | CUSIP: 92538UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8804228 | PA      | $8403921.87    | 0.08%             | 2067-02-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 75B Ltd.                              | Golub Capital Partners CLO 75B Ltd., Series 2024-75A, Class A1                              | CUSIP: 38179YAA8<br>LEI: 254900Q9J0ZXOH0PUQ28 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2000154.80    | 0.02%             | 2037-07-25      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                      | L3Harris Technologies, Inc.                                                                 | CUSIP: 413875AS4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     594000 | PA      | $574458.13     | 0.01%             | 2035-04-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                          | Rockford Tower CLO Ltd., Series 2017-3A, Class C                                            | CUSIP: 77341DAG2<br>LEI: 549300V5ZF7112UGSH89 | Long             | ABS-CBDO         | CORP              | KY        |    2300000 | PA      | $2289825.26    | 0.02%             | 2030-10-20      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust, Inc.                              | Citigroup Mortgage Loan Trust, Inc., Series 2006-WFH2, Class M3                             | CUSIP: 17309MAG8<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-O            | CORP              | US        |    2907041 | PA      | $2533877.05    | 0.02%             | 2036-08-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Colbun SA                                                        | Colbun SA                                                                                   | CUSIP: 192714AE3<br>LEI: 5493003VQJLE2QB8IF36 | Long             | DBT              | CORP              | CL        |    1340000 | PA      | $1155750.00    | 0.01%             | 2032-01-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Greene King Finance plc                                          | Greene King Finance plc, Series B1                                                          | CUSIP: N/A<br>LEI: 213800QIJMYMW6TSBG41       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $118941.25     | 0.00%             | 2034-12-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                             | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     137000 | PA      | $133635.72     | 0.00%             | 2028-02-24      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                             | Charter Communications Operating LLC                                                        | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2022000 | PA      | $2085218.01    | 0.02%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| USA Compression Partners LP                                      | USA Compression Partners LP                                                                 | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     566000 | PA      | $571485.11     | 0.01%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co.                                                   | Ohio Power Co., Series F                                                                    | CUSIP: 199575AV3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     129000 | PA      | $133023.17     | 0.00%             | 2035-10-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                     | Barclays Mortgage Loan Trust, Series 2025-NQM1, Class A1                                    | CUSIP: 06744WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13037691 | PA      | $13131917.48   | 0.13%             | 2065-01-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| SWF Holdings I Corp.                                             | SWF Holdings I Corp., 1st Lien Term Loan A2                                                 | CUSIP: 78489HAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2355465 | PA      | $1923920.32    | 0.02%             | 2028-10-06      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| Palmer Square European CLO DAC                                   | Palmer Square European CLO DAC, Series 2022-2X, Class DR                                    | CUSIP: N/A<br>LEI: 549300NBMUBW6AHGY771       | Long             | ABS-CBDO         | CORP              | IE        |     373000 | PA      | $423125.69     | 0.00%             | 2038-01-15      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Foundation Building Materials                                    | Foundation Building Materials, Inc., 1st Lien Term Loan                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    3818309 | PA      | $3508759.01    | 0.03%             | 2031-01-29      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| BDS LLC                                                          | BDS LLC, Series 2022-FL12, Class A                                                          | CUSIP: 07336CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1581954 | PA      | $1581823.08    | 0.02%             | 2038-08-19      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      90000 | PA      | $1537.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                           | Palmer Square CLO Ltd., Series 2022-1A, Class B                                             | CUSIP: 69689QAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $998900.00     | 0.01%             | 2035-04-20      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| RealPage, Inc.                                                   | RealPage, Inc., 1st Lien Term Loan                                                          | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    3009454 | PA      | $2978004.75    | 0.03%             | 2028-04-24      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                  | Telefonaktiebolaget LM Ericsson, Class B                                                    | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |     237290 | NS      | $2004478.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                  | Eastern Energy Gas Holdings LLC                                                             | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    2919000 | PA      | $3013182.85    | 0.03%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Wellington Management CLO 3 Ltd.                                 | Wellington Management CLO 3 Ltd., Series 2024-3A, Class A1                                  | CUSIP: 949575AA2<br>LEI: 2138007662K4YWZ79U31 | Long             | ABS-CBDO         | CORP              | JE        |    5000000 | PA      | $4995839.00    | 0.05%             | 2037-07-18      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc, Series EMTJ                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      10595 | NS      | $5898148.87    | 0.06%             | 2025-06-11      | Fixed         | 12.14%                | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                   | Commerzbank AG                                                                              | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |    2600000 | PA      | $3032075.74    | 0.03%             | 2029-10-09      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-798.32       | -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        |    2850000 | PA      | $2838417.89    | 0.03%             | 2039-06-15      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                             | JPMorgan Chase & Co.                                                                        | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3986000 | PA      | $4043634.85    | 0.04%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Alstom SA                                                        | Alstom SA                                                                                   | CUSIP: N/A<br>LEI: 96950032TUYMW11FB530       | Long             | EC               | CORP              | FR        |      50376 | NS      | $1216538.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp.                                             | American Tower Corp.                                                                        | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     163000 | PA      | $169747.76     | 0.00%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Orbcomm, Inc.                                                    | Orbcomm, Inc., 1st Lien Term Loan                                                           | CUSIP: 68558RAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     961862 | PA      | $858461.45     | 0.01%             | 2028-09-01      | Variable      | 8.75%                 | No            |                  3 | On Loan: No      |
| Mativ Holdings, Inc.                                             | Mativ Holdings, Inc.                                                                        | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |     160000 | PA      | $133006.69     | 0.00%             | 2029-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                       | Fertitta Entertainment LLC                                                                  | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     222000 | PA      | $205656.40     | 0.00%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trust                                  | LSTAR Commercial Mortgage Trust, Series 2017-5, Class X                                     | CUSIP: 54910TBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   31099162 | PA      | $339764.57     | 0.00%             | 2050-03-10      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                          | America Movil SAB de CV                                                                     | CUSIP: 02364WBH7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    1257000 | PA      | $1208215.83    | 0.01%             | 2029-04-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                   | GLP Capital LP                                                                              | CUSIP: 361841AP4<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |     354000 | PA      | $333691.59     | 0.00%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                         | Trane Technologies plc                                                                      | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Long             | SN               | CORP              | US        |      26555 | NS      | $9387248.29    | 0.09%             | 2025-05-01      | Fixed         | 10.20%                | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                      | Mastercard, Inc.                                                                            | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |      22938 | NS      | $12382989.98   | 0.12%             | 2025-05-01      | Fixed         | 16.04%                | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 15 Ltd.                                    | Anchorage Capital CLO 15 Ltd., Series 2020-15A, Class AR                                    | CUSIP: 03329FAN4<br>LEI: 549300H5Q0HJ2EHSSX26 | Long             | ABS-CBDO         | CORP              | KY        |    7000000 | PA      | $7000000.00    | 0.07%             | 2034-07-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| LondonMetric Property plc                                        | LondonMetric Property plc                                                                   | CUSIP: N/A<br>LEI: 213800OCERWWPQDURL87       | Long             | EC               | CORP              | GB        |    2277731 | NS      | $5843995.03    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookdale Senior Living, Inc.                                    | Brookdale Senior Living, Inc.                                                               | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               | CORP              | US        |      57393 | NS      | $376498.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA, Inc.                                                        | HCA, Inc.                                                                                   | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2031000 | PA      | $2049003.17    | 0.02%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LABL, Inc.                                                       | LABL, Inc., 1st Lien Term Loan B                                                            | CUSIP: 50168EAN2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | LON              | CORP              | US        |    2348708 | PA      | $2018526.91    | 0.02%             | 2028-10-30      | Variable      | 9.42%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                        | Bank of Nova Scotia (The)                                                                   | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |     107028 | NS      | $5355281.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                                               | Banco Santander SA                                                                          | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |     182589 | NS      | $1285583.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                                 | UWM Holdings LLC                                                                            | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     720000 | PA      | $711984.41     | 0.01%             | 2030-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                               | Energy Transfer LP                                                                          | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     335000 | PA      | $316531.74     | 0.00%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                        | Vistra Operations Co. LLC                                                                   | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     350000 | PA      | $370083.70     | 0.00%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Avient Corp.                                                     | Avient Corp.                                                                                | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     164000 | PA      | $162246.82     | 0.00%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                         | Enel SpA                                                                                    | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |     212191 | NS      | $1839477.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                    | Comcast Corp.                                                                               | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     223000 | PA      | $188386.60     | 0.00%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                             | Ally Financial, Inc.                                                                        | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     950000 | PA      | $986010.93     | 0.01%             | 2030-01-03      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Mortgage Trust                         | Fontainebleau Miami Beach Mortgage Trust, Series 2024-FBLU, Class A                         | CUSIP: 34461WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10700000 | PA      | $10613062.50   | 0.10%             | 2039-12-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                      | Allied Universal Holdco LLC                                                                 | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    5022000 | PA      | $5129272.88    | 0.05%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                                  | Impac CMB Trust, Series 2005-6, Class 1A1                                                   | CUSIP: 45254NQG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     959450 | PA      | $850367.83     | 0.01%             | 2035-10-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Eiffage SA                                                       | Eiffage SA                                                                                  | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |      10283 | NS      | $1399235.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                | EMRLD Borrower LP, 1st Lien Term Loan                                                       | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    3523527 | PA      | $3477298.25    | 0.03%             | 2031-08-04      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | Goldman Sachs International                                                                 | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |      49389 | NS      | $4029423.00    | 0.04%             | 2025-06-06      | Fixed         | 21.65%                | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-5113.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Medical Solutions Holdings, Inc.                                 | Medical Solutions Holdings, Inc., 2nd Lien Term Loan                                        | CUSIP: 58462QAM3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     404000 | PA      | $202000.00     | 0.00%             | 2029-11-01      | Variable      | 11.38%                | No            |                  3 | On Loan: No      |
| TransDigm, Inc.                                                  | TransDigm, Inc., 1st Lien Term Loan J                                                       | CUSIP: 89364MCA0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   10874451 | PA      | $10757986.05   | 0.11%             | 2031-02-28      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                        | EQT Corp.                                                                                   | CUSIP: 26884LBA6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     205000 | PA      | $220431.20     | 0.00%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                               | Nationstar Mortgage Holdings, Inc.                                                          | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     395000 | PA      | $394509.61     | 0.00%             | 2030-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                        | BPR Trust, Series 2021-TY, Class E                                                          | CUSIP: 05592AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4495000 | PA      | $4338180.24    | 0.04%             | 2038-09-15      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| Fiber Midco SpA                                                  | Fiber Midco SpA                                                                             | CUSIP: N/A<br>LEI: 8156000AFE5C06C4D309       | Long             | DBT              | CORP              | IT        |     622000 | PA      | $646919.49     | 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        |     574000 | PA      | $582853.95     | 0.01%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                          | GFL Environmental, Inc.                                                                     | CUSIP: 36168QAP9<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     550000 | PA      | $524947.94     | 0.01%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                                 | Novo Nordisk A/S, Class B                                                                   | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |     391141 | NS      | $26152299.04   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Grange Holdings LLC                                           | AP Grange Holdings LLC                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |     748787 | PA      | $724451.42     | 0.01%             | 2045-03-20      | Fixed         | 6.50%                 | Yes           |                  3 | On Loan: No      |
| Air Liquide SA                                                   | Air Liquide SA                                                                              | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |      88954 | NS      | $18278108.65   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Regency Centers Corp.                                            | Regency Centers Corp.                                                                       | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |      68220 | NS      | $4924119.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                      | Marsh & McLennan Cos., Inc.                                                                 | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     204000 | PA      | $181394.74     | 0.00%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust, Series 2016-LC25, Class XA                           | CUSIP: 95000JAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17706721 | PA      | $166274.97     | 0.00%             | 2059-12-15      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                 | CSC Holdings LLC                                                                            | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     220000 | PA      | $215053.30     | 0.00%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| AHP Health Partners, Inc.                                        | AHP Health Partners, Inc.                                                                   | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |     872000 | PA      | $803115.23     | 0.01%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO 9 Ltd.                                           | Birch Grove CLO 9 Ltd., Series 2024-9A, Class A1                                            | CUSIP: 09077WAA6<br>LEI: 254900VS6E4BD1HWHW18 | Long             | ABS-CBDO         | CORP              | KY        |   17000000 | PA      | $17003461.20   | 0.17%             | 2037-10-22      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                           | Mauser Packaging Solutions Holding Co.                                                      | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     230000 | PA      | $211028.59     | 0.00%             | 2027-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Intelsat Jackson Holdings SA                                     | Intelsat Jackson Holdings SA                                                                | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |    1031000 | PA      | $1014109.95    | 0.01%             | 2030-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AB Carval Euro CLO II-C DAC                                      | AB Carval Euro CLO II-C DAC, Series 2X, Class D                                             | CUSIP: N/A<br>LEI: 6354004BYSUDKD9P4215       | Long             | ABS-CBDO         | CORP              | IE        |     490000 | PA      | $552133.56     | 0.01%             | 2037-02-15      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Siemens AG, Series EMV3                                                                     | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      11720 | NS      | $2707506.74    | 0.03%             | 2025-05-12      | Fixed         | 24.71%                | No            |                  2 | On Loan: No      |
| Hess Corp.                                                       | Hess Corp.                                                                                  | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |      60462 | NS      | $7802621.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tricon American Homes Trust                                      | Tricon American Homes Trust, Series 2020-SFR2, Class E2                                     | CUSIP: 89613JAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $949652.30     | 0.01%             | 2039-11-17      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                           | Arab Republic of Egypt                                                                      | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     479000 | PA      | $464767.01     | 0.00%             | 2031-04-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                | FirstEnergy Corp.                                                                           | CUSIP: 337932AR8<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     611000 | PA      | $632079.50     | 0.01%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                 | NRG Energy, Inc.                                                                            | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    1452000 | PA      | $1368678.77    | 0.01%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                         | Morgan Stanley & Co. LLC                                                                    | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Long             | SN               | CORP              | US        |      40200 | NS      | $1837361.14    | 0.02%             | 2025-05-22      | Fixed         | 22.23%                | No            |                  2 | On Loan: No      |
| Terex Corp.                                                      | Terex Corp.                                                                                 | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     197000 | PA      | $188426.05     | 0.00%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-808.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2006-AR8, Class 2A | CUSIP: 93935LAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4057477 | PA      | $3394764.13    | 0.03%             | 2046-10-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| South Bow Corp.                                                  | South Bow Corp.                                                                             | CUSIP: 83671M105<br>LEI: 2549000XS5TAFA3YF943 | Long             | EC               | CORP              | CA        |       3713 | NS      | $91673.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amsted Industries, Inc.                                          | Amsted Industries, Inc.                                                                     | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     589000 | PA      | $591652.27     | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Konecranes OYJ                                                   | Konecranes OYJ                                                                              | CUSIP: N/A<br>LEI: 549300EF0CDEQZBMA096       | Long             | EC               | CORP              | FI        |       8775 | NS      | $587907.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRI Pointe Homes, Inc.                                           | TRI Pointe Homes, Inc.                                                                      | CUSIP: 87265HAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     363000 | PA      | $361472.48     | 0.00%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                    | Canadian National Railway Co.                                                               | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |      94239 | NS      | $9126540.61    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                           | Cleveland-Cliffs, Inc.                                                                      | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      88000 | PA      | $82725.68      | 0.00%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance, Inc.                                         | Brookfield Finance, Inc.                                                                    | CUSIP: 11271LAN2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    2206000 | PA      | $2097938.65    | 0.02%             | 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        |     305501 | PA      | $286544.66     | 0.00%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust, Series 2021-MFM1, Class F                                                         | CUSIP: 05608VAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5068000 | PA      | $5020921.32    | 0.05%             | 2034-01-15      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                           | GSAA Home Equity Trust, Series 2006-4, Class 1A1                                            | CUSIP: 362334FD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2402388 | PA      | $1582896.16    | 0.02%             | 2036-03-25      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                               | Vale Overseas Ltd.                                                                          | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    1674000 | PA      | $1715682.60    | 0.02%             | 2033-06-12      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                | PennyMac Financial Services, Inc.                                                           | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     223000 | PA      | $222688.87     | 0.00%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                                                 | Empower CLO Ltd., Series 2024-1A, Class A1                                                  | CUSIP: 29244RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2500000 | PA      | $2503256.50    | 0.02%             | 2037-04-25      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                         | American Homes 4 Rent LP                                                                    | CUSIP: 02666TAH0<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     903000 | PA      | $896332.55     | 0.01%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO 4 Ltd.                                           | Signal Peak CLO 4 Ltd., Series 2017-4A, Class CR                                            | CUSIP: 82667EAG6<br>LEI: 635400L44OLNOBHFTO08 | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $4995567.00    | 0.05%             | 2034-10-26      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                     | Samsung Electronics Co. Ltd.                                                                | CUSIP: 796050888<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |      11739 | NS      | $11430721.13   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Sprint Capital Corp.                                             | Sprint Capital Corp.                                                                        | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    3147000 | PA      | $3365962.22    | 0.03%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                     | Barclays plc                                                                                | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1008000 | PA      | $964300.88     | 0.01%             | 2035-03-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Capstone Borrower, Inc.                                          | Capstone Borrower, Inc., 1st Lien Term Loan                                                 | CUSIP: 14071CAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1270528 | PA      | $1263552.50    | 0.01%             | 2030-06-17      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co.                                              | Vertiv Holdings Co., Class A                                                                | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |       5030 | NS      | $429461.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockford Tower CLO Ltd.                                          | Rockford Tower CLO Ltd., Series 2018-2A, Class B                                            | CUSIP: 77342KAC4<br>LEI: 5493001SZ764RMCNU069 | Long             | ABS-CBDO         | CORP              | KY        |    1125000 | PA      | $1126125.23    | 0.01%             | 2031-10-20      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $12801.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clover CLO LLC                                                   | Clover CLO LLC, Series 2018-1A, Class A1RR                                                  | CUSIP: 18914GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5300000 | PA      | $5305064.68    | 0.05%             | 2037-04-20      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Twitter, Inc.                                                    | Twitter, Inc., 1st Lien Term Loan B1                                                        | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1700000 | PA      | $1645175.00    | 0.02%             | 2029-10-26      | Variable      | 10.95%                | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | Deutsche Bank AG                                                                            | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    1696000 | PA      | $1722215.22    | 0.02%             | 2028-02-08      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| FS Trust                                                         | FS Trust, Series 2024-HULA, Class A                                                         | CUSIP: 30338DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1750000 | PA      | $1749453.13    | 0.02%             | 2039-08-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                             | Banco de Sabadell SA                                                                        | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | EC               | CORP              | ES        |     460496 | NS      | $1343627.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                       | Garda World Security Corp.                                                                  | CUSIP: 36485MAM1<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     610000 | PA      | $629676.77     | 0.01%             | 2028-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp.                                           | Encompass Health Corp.                                                                      | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     147000 | PA      | $139941.84     | 0.00%             | 2031-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International plc                           | Morgan Stanley & Co. International plc, Series 8Ma1                                         | CUSIP: 61779M870<br>LEI: 4PQUHN3JPFGFNF3BB653 | Long             | SN               | CORP              | GB        |      25327 | NS      | $6007663.61    | 0.06%             | 2025-05-23      | Fixed         | 28.97%                | No            |                  2 | On Loan: No      |
| California Buyer Ltd.                                            | California Buyer Ltd.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |     481000 | PA      | $554342.94     | 0.01%             | 2032-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Legence Holdings LLC                                             | Legence Holdings LLC, 1st Lien Term Loan                                                    | CUSIP: 75865HAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1100578 | PA      | $1082693.61    | 0.01%             | 2028-12-15      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| SJW Group                                                        | SJW Group                                                                                   | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      35607 | NS      | $2020341.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                              | Synchrony Financial                                                                         | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    2873000 | PA      | $2929698.28    | 0.03%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDIT                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     422000 | PA      | $-11258.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                | CIFC Funding Ltd., Series 2014-2RA, Class AR                                                | CUSIP: 12548RAH7<br>LEI: 549300O8WGQU5B6HEB94 | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $4998613.00    | 0.05%             | 2037-10-24      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                             | JPMorgan Chase & Co.                                                                        | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2290000 | PA      | $2236598.99    | 0.02%             | 2035-10-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International, Inc.                   | Charles River Laboratories International, Inc.                                              | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     201000 | PA      | $176737.85     | 0.00%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                         | CUSIP: 83370RAE8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    2414000 | PA      | $2382914.83    | 0.02%             | 2029-11-21      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                       | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3305000 | PA      | $3306522.02    | 0.03%             | 2030-05-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                           | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1999000 | PA      | $2026276.59    | 0.02%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury 10-Year Note                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -63 | NC      | $-120941.87    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Palmer Square CLO Ltd.                                           | Palmer Square CLO Ltd., Series 2019-1A, Class BR                                            | CUSIP: 69700GAN2<br>LEI: 549300Y43K78UTRMTN21 | Long             | ABS-CBDO         | CORP              | KY        |    2500000 | PA      | $2493950.25    | 0.02%             | 2034-11-14      | Floating      | 6.58%                 | 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        |     666453 | PA      | $663120.34     | 0.01%             | 2030-10-24      | Variable      | 8.05%                 | No            |                  3 | On Loan: No      |
| Arsenal AIC Parent LLC                                           | Arsenal AIC Parent LLC                                                                      | CUSIP: 04288BAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1202000 | PA      | $1319789.99    | 0.01%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Imola Merger Corp.                                               | Imola Merger Corp.                                                                          | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     333000 | PA      | $317973.19     | 0.00%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                               | Wand NewCo 3, Inc., 1st Lien Term Loan                                                      | CUSIP: 93369PAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3056082 | PA      | $3010577.33    | 0.03%             | 2031-01-30      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp.                                             | Dollar General Corp.                                                                        | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      61231 | NS      | $5736732.39    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp.                         | Science Applications International Corp.                                                    | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |     364000 | PA      | $353908.39     | 0.00%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Vizient, Inc.                                                    | Vizient, Inc., 1st Lien Term Loan B8                                                        | CUSIP: 92855LAR7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     583970 | PA      | $582510.53     | 0.01%             | 2031-08-01      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                           | Verisk Analytics, Inc.                                                                      | CUSIP: 92345YAJ5<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     298000 | PA      | $300044.03     | 0.00%             | 2034-06-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                          | MPLX LP                                                                                     | CUSIP: 55336V100<br>LEI: 5493000CZJ19CK4P3G36 | Long             |  |  | US        |      91246 | NS      | $4647158.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa, Inc.                                                     | Arcosa, Inc., 1st Lien Term Loan                                                            | CUSIP: 03965EAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1493236 | PA      | $1486710.12    | 0.01%             | 2031-08-15      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                            | Dominion Energy, Inc., Series B                                                             | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     290000 | PA      | $301093.66     | 0.00%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                 | Sabre GLBL, Inc., 1st Lien Term Loan B2                                                     | CUSIP: 78571YBL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     381188 | PA      | $357363.45     | 0.00%             | 2029-11-15      | Variable      | 10.32%                | No            |                  3 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                         | PNC Financial Services Group, Inc. (The)                                                    | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     190000 | PA      | $193655.32     | 0.00%             | 2035-01-22      | Variable      | 5.68%                 | 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      | $268938.86     | 0.00%             | 2035-06-17      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Chobani LLC                                                      | Chobani LLC                                                                                 | CUSIP: 17027NAC6<br>LEI: 549300ISVDMZ91KNTR38 | Long             | DBT              | CORP              | US        |    1269000 | PA      | $1329145.52    | 0.01%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                         | Venture Global LNG, Inc.                                                                    | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    3685000 | PA      | $3167386.11    | 0.03%             | 2029-09-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                      | Federal Republic of Nigeria                                                                 | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |     690000 | PA      | $488175.00     | 0.00%             | 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        |    1614000 | PA      | $1611520.09    | 0.02%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| iShares Trust                                                    | iShares Core 1-5 Year USD Bond ETF                                                          | CUSIP: 46432F859<br>LEI: 549300EL16PGODA21E74 | Long             |  | RF                | US        |    2148499 | NS      | $104374081.42  | 1.02%             |  |  |  | No            |                  1 | 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        |       9530 | NS      | $562349.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TICP CLO VI Ltd.                                                 | TICP CLO VI Ltd., Series 2016-6A, Class CR2                                                 | CUSIP: 87246MAW2<br>LEI: 254900JG2DPAYUCW8T83 | Long             | ABS-CBDO         | CORP              | KY        |    1650000 | PA      | $1638645.53    | 0.02%             | 2034-01-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                               | DT Midstream, Inc.                                                                          | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     146000 | PA      | $134471.59     | 0.00%             | 2031-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                               | Kingdom of Morocco                                                                          | CUSIP: 617726AN4<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     412000 | PA      | $418566.25     | 0.00%             | 2028-03-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Valaris Ltd.                                                     | Valaris Ltd.                                                                                | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     633000 | PA      | $593113.66     | 0.01%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                | FirstEnergy Corp.                                                                           | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    2833000 | PA      | $2569021.23    | 0.03%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                          | International Flavors & Fragrances, Inc.                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      61000 | NS      | $4767331.78    | 0.05%             | 2025-05-08      | Fixed         | 19.10%                | No            |                  2 | On Loan: No      |
| American Home Mortgage Assets Trust                              | American Home Mortgage Assets Trust, Series 2007-3, Class 22A1                              | CUSIP: 026935AJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     437261 | PA      | $387455.18     | 0.00%             | 2037-06-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2006-OA8, Class 1A1                                          | CUSIP: 02147CAA1<br>LEI: 549300EBNJLBIQBKE071 | Long             | ABS-MBS          | CORP              | US        |    7350180 | PA      | $6434889.01    | 0.06%             | 2046-07-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Organon & Co.                                                    | Organon & Co., 1st Lien Term Loan                                                           | CUSIP: 68621XAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1628416 | PA      | $1555137.40    | 0.02%             | 2031-05-19      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | KKR & Co., Inc.                                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      45913 | NS      | $5251238.54    | 0.05%             | 2025-05-02      | Fixed         | 17.83%                | No            |                  2 | On Loan: No      |
| Walgreens Boots Alliance, Inc.                                   | Walgreens Boots Alliance, Inc.                                                              | CUSIP: 931427AW8<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |     173000 | PA      | $179997.68     | 0.00%             | 2029-08-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| RS GROUP plc                                                     | RS GROUP plc                                                                                | CUSIP: N/A<br>LEI: 549300KVXDURRKVW7R37       | Long             | EC               | CORP              | GB        |     108875 | NS      | $750693.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NFE Financing LLC                                                | NFE Financing LLC                                                                           | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     579654 | PA      | $398993.88     | 0.00%             | 2029-11-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                  | Universal Health Services, Inc., Class B                                                    | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |      23607 | NS      | $4180091.49    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cedar Funding V CLO Ltd.                                         | Cedar Funding V CLO Ltd., Series 2016-5A, Class A1R                                         | CUSIP: 15032AAN7<br>LEI: 635400NWFWJ92O7QGD64 | Long             | ABS-CBDO         | CORP              | KY        |     992577 | PA      | $992506.99     | 0.01%             | 2031-07-17      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                   | 1011778 BC ULC                                                                              | CUSIP: 68245XAJ8<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |     275000 | PA      | $266226.32     | 0.00%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Gatwick Airport Finance plc                                      | Gatwick Airport Finance plc                                                                 | CUSIP: N/A<br>LEI: 213800BDRHDHRGTQ1D63       | Long             | DBT              | CORP              | GB        |    1411000 | PA      | $1845529.34    | 0.02%             | 2026-04-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                     | Bear Stearns Asset-Backed Securities I Trust, Series 2006-HE7, Class 1A2                    | CUSIP: 07388HAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     322798 | PA      | $312694.62     | 0.00%             | 2036-09-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                     | Antero Midstream Partners LP                                                                | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     297000 | PA      | $300070.09     | 0.00%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | AAR Corp., Series EMV2                                                                      | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      20500 | NS      | $3450026.27    | 0.03%             | 2025-05-12      | Fixed         | 24.25%                | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                      | AvalonBay Communities, Inc.                                                                 | CUSIP: 053484AD3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     493000 | PA      | $491545.19     | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                                        | BXP Trust, Series 2017-CC, Class D                                                          | CUSIP: 05607CAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2800000 | PA      | $2437986.88    | 0.02%             | 2037-08-13      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Apple, Inc.                                                                                 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     238453 | NS      | $50693479.17   | 0.50%             | 2025-05-02      | Fixed         | 12.20%                | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                     | OCP CLO Ltd., Series 2019-16A, Class CR                                                     | CUSIP: 67570QAP6<br>LEI: 254900XAI48J82ID5O83 | Long             | ABS-CBDO         | CORP              | KY        |    2500000 | PA      | $2489988.00    | 0.02%             | 2033-04-10      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                    | Clearway Energy Operating LLC                                                               | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     431000 | PA      | $421216.52     | 0.00%             | 2028-03-15      | 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      | $8274.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                    | Asbury Automotive Group, Inc.                                                               | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     123000 | PA      | $119067.53     | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Trust                                                      | BBCMS Trust, Series 2015-SRCH, Class XA                                                     | CUSIP: 05547HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   67109415 | PA      | $984399.82     | 0.01%             | 2035-08-10      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2006-J7, Class 2A1                                           | CUSIP: 23244FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2701696 | PA      | $2301652.40    | 0.02%             | 2046-11-20      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Grifols SA                                                       | Grifols SA                                                                                  | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |     971000 | PA      | $1134037.08    | 0.01%             | 2030-05-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.                                    | Surgery Center Holdings, Inc., 1st Lien Term Loan                                           | CUSIP: 86880NBB8<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |    2599429 | PA      | $2588875.16    | 0.03%             | 2030-12-19      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                         | CenterPoint Energy, Inc., Series B                                                          | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     484000 | PA      | $483286.78     | 0.00%             | 2055-02-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                                 | Virgin Media Secured Finance plc                                                            | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     258000 | PA      | $231920.58     | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                          | Citigroup Global Markets Holdings, Inc., Series GMTG                                        | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |      93501 | NS      | $3421940.06    | 0.03%             | 2025-06-09      | Fixed         | 26.66%                | No            |                  2 | On Loan: No      |
| Tesco plc                                                        | Tesco plc                                                                                   | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |     585973 | NS      | $2899982.41    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                | Clarios Global LP, 1st Lien Term Loan                                                       | CUSIP: C8000CAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3005000 | PA      | $2938649.60    | 0.03%             | 2032-01-28      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust Resecuritization                          | Alternative Loan Trust Resecuritization, Series 2006-22R, Class 1A6                         | CUSIP: 02147LAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     899593 | PA      | $498270.47     | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Calpine Construction Finance Co. LP                              | Calpine Construction Finance Co. LP, 1st Lien Term Loan                                     | CUSIP: 13134NAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2279419 | PA      | $2269913.37    | 0.02%             | 2030-07-19      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Amcor plc                                                        | Amcor plc                                                                                   | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | JE        |     417556 | NS      | $3841515.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Wilsonart LLC                                                    | Wilsonart LLC                                                                               | CUSIP: 97246JAA6<br>LEI: 549300SAZRUMYKDJBY14 | Long             | DBT              | CORP              | US        |     327000 | PA      | $296006.38     | 0.00%             | 2032-08-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Uniti Group LP                                                   | Uniti Group LP                                                                              | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3314000 | PA      | $3518755.49    | 0.03%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| CSMC Trust                                                       | CSMC Trust, Series 2022-ATH2, Class A1                                                      | CUSIP: 12665WAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1222897 | PA      | $1217048.78    | 0.01%             | 2067-05-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Mahle GmbH                                                       | Mahle GmbH                                                                                  | CUSIP: N/A<br>LEI: 52990098TR1QJBWIYG58       | Long             | DBT              | CORP              | DE        |    1022000 | PA      | $1135196.13    | 0.01%             | 2031-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AddTech AB                                                       | AddTech AB, Class B                                                                         | CUSIP: N/A<br>LEI: 549300QZ5U2IDRHPWL60       | Long             | EC               | CORP              | SE        |      10644 | NS      | $358090.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWF Holdings I Corp.                                             | SWF Holdings I Corp., 1st Lien Term Loan A1                                                 | CUSIP: 78489HAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     311439 | PA      | $309881.70     | 0.00%             | 2029-12-19      | Variable      | 8.82%                 | No            |                  2 | On Loan: No      |
| KeyBank NA                                                       | KeyBank NA                                                                                  | CUSIP: 49327V2B9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |     344000 | PA      | $326819.67     | 0.00%             | 2029-04-13      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                              | Sirius XM Radio LLC                                                                         | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     191000 | PA      | $179678.84     | 0.00%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                | Genesis Energy LP                                                                           | CUSIP: 37185LAN2<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |      33000 | PA      | $33673.81      | 0.00%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-139466.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                          | Airbnb, Inc.                                                                                | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      29729 | NS      | $3590297.22    | 0.04%             | 2025-05-08      | Fixed         | 23.23%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Keysight Technologies, Inc.                                                                 | CUSIP: 83371M108<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      13600 | NS      | $1994698.17    | 0.02%             | 2025-05-19      | Fixed         | 20.20%                | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1758.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                              | Post Holdings, Inc.                                                                         | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     107000 | PA      | $97374.17      | 0.00%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Coherent Corp.                                                   | Coherent Corp.                                                                              | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |     432000 | PA      | $413587.17     | 0.00%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Herens Midco SARL                                                | Herens Midco SARL                                                                           | CUSIP: N/A<br>LEI: 222100BJH5XPZD1JHF79       | Long             | DBT              | CORP              | LU        |     333000 | PA      | $278591.04     | 0.00%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Knorr-Bremse AG                                                  | Knorr-Bremse AG                                                                             | CUSIP: N/A<br>LEI: 5299001GRRO0Z25YZT52       | Long             | EC               | CORP              | DE        |       9683 | NS      | $960328.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust, Series 2016-LC25, Class C                            | CUSIP: 95000JBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8320000 | PA      | $7772206.21    | 0.08%             | 2059-12-15      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                              | Medline Borrower LP, 1st Lien Term Loan                                                     | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   12480503 | PA      | $12388147.71   | 0.12%             | 2028-10-23      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                    | Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2007-OA6, Class 1A       | CUSIP: 92927BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2344964 | PA      | $1906649.46    | 0.02%             | 2047-07-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                           | Freeport-McMoRan, Inc.                                                                      | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      10007 | NS      | $360552.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International, Inc.                                    | Honeywell International, Inc.                                                               | CUSIP: 438516CY0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    1517000 | PA      | $1534654.95    | 0.02%             | 2030-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Kuehg Corp.                                                      | KUEHG Corp., 1st Lien Term Loan                                                             | CUSIP: 50118YAG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     977848 | PA      | $973311.13     | 0.01%             | 2030-06-12      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                               | Southern Co. (The)                                                                          | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      90693 | NS      | $8333779.77    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EMRLD Borrower LP                                                | EMRLD Borrower LP                                                                           | CUSIP: 26873CAB8<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |     669000 | PA      | $682216.66     | 0.01%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2006-OA2, Class A1                                           | CUSIP: 126694R75<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1062849 | PA      | $913244.53     | 0.01%             | 2046-05-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                               | Republic of Panama                                                                          | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     330000 | PA      | $342870.00     | 0.00%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                            | WR Grace Holdings LLC                                                                       | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    2506000 | PA      | $2220184.08    | 0.02%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                     | Tallgrass Energy Partners LP                                                                | CUSIP: 87470LAJ0<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |     195000 | PA      | $181572.55     | 0.00%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                     | Oriental Republic of Uruguay                                                                | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    1002000 | PA      | $902771.34     | 0.01%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MSCI, Inc.                                                       | MSCI, Inc.                                                                                  | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |       8661 | NS      | $4721197.71    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                                              | Kinder Morgan, Inc.                                                                         | CUSIP: 49456BAZ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     449000 | PA      | $455853.59     | 0.00%             | 2029-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                       | Sherwin-Williams Co. (The)                                                                  | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      12512 | NS      | $4415735.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Vopak NV                                             | Koninklijke Vopak NV                                                                        | CUSIP: N/A<br>LEI: 724500UL634GFV1KYF10       | Long             | EC               | CORP              | NL        |     138660 | NS      | $5733686.24    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC Group NV                                                     | KBC Group NV                                                                                | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |    4200000 | PA      | $5186758.26    | 0.05%             | 2028-09-05      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                         | PNC Financial Services Group, Inc. (The), Series W                                          | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     315000 | PA      | $309911.21     | 0.00%             | 2030-03-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                            | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     202000 | PA      | $182801.93     | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cotiviti, Inc.                                                   | Cotiviti, Inc., 1st Lien Term Loan                                                          | CUSIP: 22164MAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1736146 | PA      | $1713367.76    | 0.02%             | 2031-05-01      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                   | Commerzbank AG                                                                              | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | EC               | CORP              | DE        |      44022 | NS      | $1165154.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TGS ASA                                                          | TGS ASA                                                                                     | CUSIP: 87243KAA7<br>LEI: 549300NUPLAXPB0WYH90 | Long             | DBT              | CORP              | NO        |     200000 | PA      | $198000.00     | 0.00%             | 2030-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ballyrock CLO 14 Ltd.                                            | Ballyrock CLO 14 Ltd., Series 2020-14A, Class A1AR                                          | CUSIP: 05874XAL3<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5000000.00    | 0.05%             | 2037-07-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                     | Fiserv, Inc.                                                                                | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     191000 | PA      | $191691.60     | 0.00%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                               | J.P. Morgan Structured Products BV, Series DMTJ                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     423530 | NS      | $46167032.07   | 0.45%             | 2025-05-29      | Fixed         | 30.20%                | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                     | Scotts Miracle-Gro Co. (The)                                                                | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |      79000 | PA      | $68828.26      | 0.00%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Pluspetrol Camisea SA                                            | Pluspetrol Camisea SA                                                                       | CUSIP: 72941KAA4<br>LEI: 254900VNCHIPPJ2OFY98 | Long             | DBT              | CORP              | PE        |     605000 | PA      | $616041.25     | 0.01%             | 2036-07-03      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| OMNIA Partners LLC                                               | OMNIA Partners LLC, 1st Lien Term Loan B                                                    | CUSIP: 68218HAE7<br>LEI: 254900ZD1P5CVG9GOS22 | Long             | LON              | CORP              | US        |    1398486 | PA      | $1390906.43    | 0.01%             | 2030-07-25      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                             | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     306652 | NS      | $20968863.76   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                 | Fantasia Holdings Group Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |    3540000 | PA      | $88500.00      | 0.00%             | 2024-07-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc, Series MTMx                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      68924 | NS      | $11764065.01   | 0.12%             | 2025-06-06      | Fixed         | 10.64%                | No            |                  2 | On Loan: No      |
| Heimstaden Bostad AB                                             | Heimstaden Bostad AB                                                                        | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | DBT              | CORP              | SE        |    1124000 | PA      | $1228757.08    | 0.01%             | 2026-01-15      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                | Alliant Holdings Intermediate LLC, 1st Lien Term Loan                                       | CUSIP: 01881UAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   11210938 | PA      | $11124501.38   | 0.11%             | 2031-09-19      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                            | Global Payments, Inc.                                                                       | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      91000 | PA      | $91704.86      | 0.00%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BP plc                                                           | BP plc                                                                                      | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |    1401476 | NS      | $6471164.85    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Associated British Foods plc                                     | Associated British Foods plc                                                                | CUSIP: N/A<br>LEI: GBQKSY6W7G0OHCQ8OQ72       | Long             | EC               | CORP              | GB        |      27976 | NS      | $771162.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Iron Mountain Information Management Services, Inc.              | Iron Mountain Information Management Services, Inc.                                         | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     570000 | PA      | $532536.35     | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp.                                           | ON Semiconductor Corp.                                                                      | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     394000 | PA      | $340022.00     | 0.00%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Orkla ASA                                                        | Orkla ASA                                                                                   | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Long             | EC               | CORP              | NO        |      60834 | NS      | $678448.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Enterprise Products Partners LP                                  | Enterprise Products Partners LP                                                             | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             |  |  | US        |     127183 | NS      | $3802771.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                                   | Broadcom, Inc.                                                                              | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    2564000 | PA      | $2438580.66    | 0.02%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ARES1                                                            | ARES1, Series 2024-IND2, Class A                                                            | CUSIP: 04021EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13280000 | PA      | $13271700.00   | 0.13%             | 2034-10-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1208.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vivion Investments SARL                                          | Vivion Investments SARL                                                                     | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |    2744430 | PA      | $2991817.19    | 0.03%             | 2028-08-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes Trust                                      | Tricon American Homes Trust, Series 2019-SFR1, Class E                                      | CUSIP: 89612LAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7000000 | PA      | $6870616.20    | 0.07%             | 2038-03-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                     | Vistra Corp.                                                                                | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     915000 | PA      | $924054.26     | 0.01%             | 2026-12-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                     | Barclays Mortgage Loan Trust, Series 2025-NQM1, Class SA                                    | CUSIP: 06744WAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2411 | PA      | $2276.38       | 0.00%             | 2065-01-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub, Inc.                                         | AI Aqua Merger Sub, Inc., 1st Lien Term Loan B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    3611200 | PA      | $3565012.51    | 0.03%             | 2028-07-31      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Unicaja Banco SA                                                 | Unicaja Banco SA                                                                            | CUSIP: N/A<br>LEI: 5493007SJLLCTM6J6M37       | Long             | DBT              | CORP              | ES        |    1200000 | PA      | $1340279.37    | 0.01%             | 2026-11-18      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                  | AES Corp. (The)                                                                             | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     268000 | PA      | $250817.31     | 0.00%             | 2030-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Bankinter SA                                                     | Bankinter SA                                                                                | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | DBT              | CORP              | ES        |    1800000 | PA      | $2143676.20    | 0.02%             | 2028-08-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     303000 | PA      | $-6016.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     360000 | PA      | $1884.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                           | Palmer Square CLO Ltd., Series 2020-3A, Class BR2                                           | CUSIP: 69701RBC0<br>LEI: 549300IUW4WDDDVSMS20 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2004585.60    | 0.02%             | 2036-11-15      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                 | Sabre GLBL, Inc., 1st Lien Term Loan B2                                                     | CUSIP: 78571YBF6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     156297 | PA      | $148189.93     | 0.00%             | 2027-12-17      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| Georg Fischer AG                                                 | Georg Fischer AG (Registered)                                                               | CUSIP: N/A<br>LEI: 529900CMRQYW4U1W2456       | Long             | EC               | CORP              | CH        |      11000 | NS      | $795351.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                            | Cheniere Energy, Inc.                                                                       | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    1830000 | PA      | $1822612.77    | 0.02%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                            | OneMain Finance Corp.                                                                       | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      89000 | PA      | $90256.21      | 0.00%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp.                                           | Blue Owl Capital Corp.                                                                      | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    3471000 | PA      | $3444888.78    | 0.03%             | 2029-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Intrum AB                                                        | Intrum AB                                                                                   | CUSIP: N/A<br>LEI: 549300UNCO2FCUWXX470       | Long             | DBT              | CORP              | SE        |     766000 | PA      | $697681.53     | 0.01%             | 2028-03-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                | CIFC Funding Ltd., Series 2024-2A, Class A1                                                 | CUSIP: 17181UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $3002706.00    | 0.03%             | 2037-04-22      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| CML Hyatt Lost Pines                                             | CML Hyatt Lost Pines, 1st Lien Term Loan                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   10600000 | PA      | $10600000.00   | 0.10%             | 2026-09-09      | Variable      | 7.86%                 | No            |                  3 | On Loan: No      |
| Diameter Capital CLO 9 Ltd.                                      | Diameter Capital CLO 9 Ltd., Series 2025-9A, Class A                                        | CUSIP: 25254AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $2971734.00    | 0.03%             | 2038-04-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| GrafTech Global Enterprises, Inc.                                | GrafTech Global Enterprises, Inc., 1st Lien Term Loan                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     197061 | PA      | $194696.27     | 0.00%             | 2029-12-21      | Variable      | 9.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-42671.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITGO Petroleum Corp.                                            | CITGO Petroleum Corp.                                                                       | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |     472000 | PA      | $472229.39     | 0.00%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                                      | Carvana Co.                                                                                 | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    2028415 | PA      | $2283091.73    | 0.02%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Zebra Technologies Corp.                                         | Zebra Technologies Corp.                                                                    | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |     128000 | PA      | $128595.36     | 0.00%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2007-9T1, Class 1A1                                          | CUSIP: 02150JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     441176 | PA      | $207459.38     | 0.00%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                         | Lloyds Banking Group plc                                                                    | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |    3631000 | PA      | $4677337.40    | 0.05%             | 2030-06-27      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Aena SME SA                                                      | Aena SME SA                                                                                 | CUSIP: N/A<br>LEI: 959800R7QMXKF0NFMT29       | Long             | EC               | CORP              | ES        |      52593 | NS      | $13212200.27   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Banc of America Funding Trust                                    | Banc of America Funding Trust, Series 2006-D, Class 6A1                                     | CUSIP: 058933AT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     234345 | PA      | $192900.76     | 0.00%             | 2036-05-20      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                     | Tallgrass Energy Partners LP                                                                | CUSIP: 87470LAD3<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |     283000 | PA      | $275142.42     | 0.00%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                  | Live Nation Entertainment, Inc., 1st Lien Term Loan B4                                      | CUSIP: 53803HAM2<br>LEI: 5493007B9BM9ZXJINO78 | Long             | LON              | CORP              | US        |    2512296 | PA      | $2504960.52    | 0.02%             | 2026-10-19      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Midcap Financial Issuer Trust                                    | Midcap Financial Issuer Trust                                                               | CUSIP: 59590AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $175007.03     | 0.00%             | 2030-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AZEK Group LLC (The)                                             | AZEK Group LLC (The), 1st Lien Term Loan                                                    | CUSIP: 05478EAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1304158 | PA      | $1294376.32    | 0.01%             | 2031-09-26      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Lune Holdings SARL                                               | Lune Holdings SARL                                                                          | CUSIP: N/A<br>LEI: 54930003WQ56T0558M33       | Long             | DBT              | CORP              | LU        |     748000 | PA      | $585906.76     | 0.01%             | 2028-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Terex Corp.                                                      | Terex Corp.                                                                                 | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     556000 | PA      | $532116.02     | 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        |     851000 | PA      | $851214.61     | 0.01%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cencosud SA                                                      | Cencosud SA                                                                                 | CUSIP: N/A<br>LEI: 549300NLTGCFV7482429       | Long             | DBT              | CORP              | CL        |    1272000 | PA      | $1256100.00    | 0.01%             | 2027-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Weber-Stephen Products LLC                                       | Weber-Stephen Products LLC, 1st Lien Term Loan B                                            | CUSIP: 94767KAN1<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |    2201920 | PA      | $2061547.19    | 0.02%             | 2027-10-29      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                     | UBS Group AG                                                                                | CUSIP: 902613AG3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1100000 | PA      | $1061352.16    | 0.01%             | 2026-06-02      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                               | Credit Agricole SA                                                                          | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |    2100000 | PA      | $2280732.92    | 0.02%             | 2035-03-23      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Inter Media & Communication SpA                                  | Inter Media & Communication SpA                                                             | CUSIP: N/A<br>LEI: 81560082CE2ED97AFD36       | Long             | DBT              | CORP              | IT        |    1608770 | PA      | $1840697.32    | 0.02%             | 2027-02-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TUI Cruises GmbH                                                 | TUI Cruises GmbH                                                                            | CUSIP: N/A<br>LEI: 529900SVD83QUUIZYY18       | Long             | DBT              | CORP              | DE        |    1067000 | PA      | $1252610.48    | 0.01%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                         | PNC Financial Services Group, Inc. (The)                                                    | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     982000 | PA      | $1010603.60    | 0.01%             | 2030-05-14      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                            | Nissan Motor Co. Ltd.                                                                       | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     400000 | PA      | $369630.12     | 0.00%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                      | Penske Truck Leasing Co. LP                                                                 | CUSIP: 709599BT0<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     265000 | PA      | $271478.20     | 0.00%             | 2028-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International plc                           | Axalta Coating Systems Ltd., Series DMTF                                                    | CUSIP: 61779M680<br>LEI: 4PQUHN3JPFGFNF3BB653 | Long             | SN               | CORP              | GB        |     138481 | NS      | $4401163.12    | 0.04%             | 2025-05-01      | Fixed         | 16.30%                | No            |                  2 | On Loan: No      |
| Republic of Colombia                                             | Republic of Colombia                                                                        | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     896000 | PA      | $689248.00     | 0.01%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ricoh Co. Ltd.                                                   | Ricoh Co. Ltd.                                                                              | CUSIP: N/A<br>LEI: 549300HFIB2GRUMDID72       | Long             | EC               | CORP              | JP        |      45300 | NS      | $476470.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HILT Commercial Mortgage Trust                                   | HILT Commercial Mortgage Trust, Series 2024-ORL, Class A                                    | CUSIP: 403956AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1525000 | PA      | $1518328.13    | 0.01%             | 2037-05-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Conseco Finance Corp.                                            | Conseco Finance Corp., Series 1997-7, Class M1                                              | CUSIP: 393505XW7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     919792 | PA      | $934958.07     | 0.01%             | 2028-07-15      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| EFMT                                                             | Ellington Financial Mortgage Trust, Series 2025-INV1, Class B1                              | CUSIP: 26846XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     529184 | PA      | $523673.02     | 0.01%             | 2070-03-25      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                               | VICI Properties LP                                                                          | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     643000 | PA      | $629279.02     | 0.01%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                   | NiSource, Inc.                                                                              | CUSIP: 65473PAP0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     660000 | PA      | $664403.80     | 0.01%             | 2033-06-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Sotera Health Holdings LLC                                       | Sotera Health Holdings LLC, 1st Lien Term Loan                                              | CUSIP: 83600VAG6<br>LEI: 549300OVT7MBXFLOFU20 | Long             | LON              | CORP              | US        |    4006872 | PA      | $3989362.45    | 0.04%             | 2031-05-30      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     216432 | PA      | $-3824.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco de Credito e Inversiones SA                                | Banco de Credito e Inversiones SA                                                           | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |     337000 | PA      | $349216.25     | 0.00%             | 2029-05-08      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc, Series GMTX                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      33930 | NS      | $4662600.41    | 0.05%             | 2025-06-09      | Fixed         | 18.20%                | No            |                  2 | On Loan: No      |
| Altice France SA                                                 | Altice France SA                                                                            | CUSIP: 02156LAE1<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     539000 | PA      | $436701.20     | 0.00%             | 2029-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     490000 | PA      | $-6566.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RELX plc                                                         | RELX plc                                                                                    | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |     448266 | NS      | $24403279.58   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                       | Mars, Inc.                                                                                  | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    1515000 | PA      | $1533493.51    | 0.02%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                            | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2174000 | PA      | $1831351.95    | 0.02%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                      | Caesars Entertainment, Inc.                                                                 | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    1357000 | PA      | $1364107.97    | 0.01%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Legrand SA                                                       | Legrand SA                                                                                  | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               | CORP              | FR        |       5447 | NS      | $598624.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freeport LNG Investments LLLP                                    | Freeport LNG Investments LLLP, 1st Lien Term Loan B                                         | CUSIP: 35670CAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3356297 | PA      | $3299240.20    | 0.03%             | 2028-12-21      | Variable      | 7.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | JPY Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       3828 | NC      | $7390510.14    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EyeCare Partners LLC                                             | EyeCare Partners LLC, 1st Lien Term Loan C                                                  | CUSIP: 30233PAR1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      51562 | PA      | $12890.58      | 0.00%             | 2028-11-30      | Variable      | 11.02%                | No            |                  2 | On Loan: No      |
| Husky Injection Molding Systems Ltd.                             | Husky Injection Molding Systems Ltd.                                                        | CUSIP: 44805RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    1529000 | PA      | $1552133.77    | 0.02%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Prime Mortgage Trust                                             | Prime Mortgage Trust, Series 2006-DR1, Class 2A1                                            | CUSIP: 74159UAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     229592 | PA      | $213629.88     | 0.00%             | 2035-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eutelsat SA                                                      | Eutelsat SA                                                                                 | CUSIP: N/A<br>LEI: 549300MCOOY1V7P2PG30       | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $934918.96     | 0.01%             | 2028-10-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Lorca Telecom Bondco SA                                          | Lorca Telecom Bondco SA                                                                     | CUSIP: N/A<br>LEI: 9598004HFBAS82YM7X35       | Long             | DBT              | CORP              | ES        |    4589000 | PA      | $5453382.44    | 0.05%             | 2029-04-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                 | S&P Global, Inc.                                                                            | CUSIP: 78409VAP9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     297000 | PA      | $274753.50     | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                               | Chemours Co. (The)                                                                          | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      85000 | PA      | $71177.07      | 0.00%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    1090000 | PA      | $-17719.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                 | Fantasia Holdings Group Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |    1650000 | PA      | $41250.00      | 0.00%             | 2024-07-05      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                | BAT Capital Corp.                                                                           | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     539000 | PA      | $563281.44     | 0.01%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                    | Sutter Health, Series 2018                                                                  | CUSIP: 86944BAD5<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     544000 | PA      | $534204.68     | 0.01%             | 2028-08-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                         | Wynn Resorts Finance LLC                                                                    | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     199000 | PA      | $192357.75     | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners XIV Ltd.                                     | OHA Credit Partners XIV Ltd., Series 2017-14A, Class B1R                                    | CUSIP: 67706XAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $2976299.70    | 0.03%             | 2037-07-21      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| SCSK Corp.                                                       | SCSK Corp.                                                                                  | CUSIP: N/A<br>LEI: 529900SNGFXMSUBB7864       | Long             | EC               | CORP              | JP        |      13400 | NS      | $350482.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                            | Republic of Guatemala                                                                       | CUSIP: 401494AW9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     544000 | PA      | $543456.00     | 0.01%             | 2036-06-13      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO II Ltd.                                        | Bridge Street CLO II Ltd., Series 2021-1A, Class A2                                         | CUSIP: 10806JAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5002001.00    | 0.05%             | 2034-07-20      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Wellington Management CLO 4 Ltd.                                 | Wellington Management CLO 4 Ltd., Series 2025-4A, Class A                                   | CUSIP: 94957LAA7<br>LEI: 213800VJVBC3KZIDZU56 | Long             | ABS-CBDO         | CORP              | KY        |    6000000 | PA      | $5918794.20    | 0.06%             | 2038-04-18      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Mortgage Funding Trust                              | Bear Stearns Mortgage Funding Trust, Series 2007-AR3, Class 1A1                             | CUSIP: 07401VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1295814 | PA      | $1179082.84    | 0.01%             | 2037-03-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                     | Focus Financial Partners LLC                                                                | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |     714000 | PA      | $718271.86     | 0.01%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Carrington Mortgage Loan Trust                                   | Carrington Mortgage Loan Trust, Series 2006-FRE1, Class A4                                  | CUSIP: 144538AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2876000 | PA      | $2595071.74    | 0.03%             | 2036-04-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Rexnord LLC                                                      | Rexnord LLC, 1st Lien Term Loan B                                                           | CUSIP: 76168JAS5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     950000 | PA      | $953562.50     | 0.01%             | 2028-10-04      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| Pai HoldCo, Inc.                                                 | Pai HoldCo, Inc., 1st Lien Term Loan B                                                      | CUSIP: 69315JAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1272982 | PA      | $980832.52     | 0.01%             | 2027-10-28      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                               | Atmos Energy Corp.                                                                          | CUSIP: 049560AZ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     218000 | PA      | $231805.12     | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                            | Saudi Arabian Oil Co.                                                                       | CUSIP: 80414L2Q7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |     798000 | PA      | $732165.00     | 0.01%             | 2064-07-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                         | Comstock Resources, Inc.                                                                    | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     151000 | PA      | $143082.22     | 0.00%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                     | UBS Group AG                                                                                | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2006000 | PA      | $1918502.99    | 0.02%             | 2034-08-10      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc                                     | Ardagh Packaging Finance plc                                                                | CUSIP: 03969AAN0<br>LEI: 6354001JXMLKNZDZR978 | Long             | DBT              | CORP              | US        |     972000 | PA      | $857537.28     | 0.01%             | 2026-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 25 Ltd.                                    | Anchorage Capital CLO 25 Ltd., Series 2022-25A, Class C                                     | CUSIP: 03329WAG2<br>LEI: 5493004RXURZCE1LR038 | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $4992392.50    | 0.05%             | 2035-04-20      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Intertek Group plc                                               | Intertek Group plc                                                                          | CUSIP: N/A<br>LEI: 2138003GAT25WW1RN369       | Long             | EC               | CORP              | GB        |      13868 | NS      | $851701.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2005-36, Class 2A1A                                          | CUSIP: 12667GWF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     809749 | PA      | $732646.99     | 0.01%             | 2035-08-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                | Republic of Chile                                                                           | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    1509000 | PA      | $1112887.50    | 0.01%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                               | Ryder System, Inc.                                                                          | CUSIP: 78355HKY4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     553000 | PA      | $597565.39     | 0.01%             | 2033-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Emrld Borrower LP                                                | EMRLD Borrower LP, 1st Lien Term Loan B                                                     | CUSIP: 26872NAC3<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    4173064 | PA      | $4119356.98    | 0.04%             | 2030-05-31      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Trust                                    | Banc of America Funding Trust, Series 2007-D, Class 1A1                                     | CUSIP: 05952GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     733344 | PA      | $566847.17     | 0.01%             | 2047-06-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Generate CLO 16 Ltd.                                             | Generate CLO 16 Ltd., Series 2024-16A, Class B                                              | CUSIP: 37149YAG4<br>LEI: 213800SVSEDOQON7JV18 | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $3995600.00    | 0.04%             | 2037-07-20      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| WMRK Commercial Mortgage Trust                                   | WMRK Commercial Mortgage Trust, Series 2022-WMRK, Class A                                   | CUSIP: 929342AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3005000 | PA      | $3007237.52    | 0.03%             | 2027-11-15      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                            | Clydesdale Acquisition Holdings, Inc., 1st Lien Term Loan B                                 | CUSIP: 18972FAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2156563 | PA      | $2137434.77    | 0.02%             | 2032-04-01      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Vital Energy, Inc.                                               | Vital Energy, Inc.                                                                          | CUSIP: 516806AJ5<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |     234000 | PA      | $198237.62     | 0.00%             | 2030-10-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                      | Cheniere Energy Partners LP                                                                 | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    1051000 | PA      | $1053929.17    | 0.01%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                             | Telefonica Europe BV                                                                        | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |    2600000 | PA      | $3125297.97    | 0.03%             | 2030-02-03      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                    | Freedom Mortgage Holdings LLC                                                               | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     240000 | PA      | $244485.60     | 0.00%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CarVal CLO VC Ltd.                                               | CarVal CLO VC Ltd., Series 2021-2A, Class C                                                 | CUSIP: 14687MAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $1999158.80    | 0.02%             | 2034-10-15      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                     | CaixaBank SA                                                                                | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |    1600000 | PA      | $1799645.51    | 0.02%             | 2032-07-24      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC                                            | Jane Street Group LLC, 1st Lien Term Loan                                                   | CUSIP: 47077DAM2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3243920 | PA      | $3196818.06    | 0.03%             | 2031-12-15      | Variable      | 6.31%                 | 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        |     405225 | PA      | $403198.93     | 0.00%             | 2028-06-01      | Variable      | 10.32%                | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-156.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                           | UBS AG                                                                                      | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      35420 | NS      | $7527709.24    | 0.07%             | 2025-05-29      | Fixed         | 21.00%                | No            |                  2 | On Loan: No      |
| CNX Midstream Partners LP                                        | CNX Midstream Partners LP                                                                   | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     425000 | PA      | $391200.57     | 0.00%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RR 28 Ltd.                                                       | RR 28 Ltd., Series 2024-28RA, Class A1R                                                     | CUSIP: 74989NAA7<br>LEI: 254900ZSKVCYOXP11C98 | Long             | ABS-CBDO         | CORP              | KY        |    7500000 | PA      | $7508030.25    | 0.07%             | 2037-04-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                     | Barclays Mortgage Loan Trust, Series 2024-NQM4, Class A2                                    | CUSIP: 06745KAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1257299 | PA      | $1249583.76    | 0.01%             | 2064-12-26      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp.                                                | IRB Holding Corp., 1st Lien Term Loan B                                                     | CUSIP: 44988LAL1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2498952 | PA      | $2478060.47    | 0.02%             | 2027-12-15      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                | Alliant Holdings Intermediate LLC                                                           | CUSIP: 01883LAD5<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    1066000 | PA      | $1029053.93    | 0.01%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LGI Homes, Inc.                                                  | LGI Homes, Inc.                                                                             | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     273000 | PA      | $251842.50     | 0.00%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                           | Republic of Costa Rica                                                                      | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |     553000 | PA      | $564267.38     | 0.01%             | 2034-04-03      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $179.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Midnights Spv SRL                                                | Midnights SPV SRL                                                                           | CUSIP: N/A<br>LEI: 81560048AF8B821AE436       | Long             | DBT              | CORP              | IT        |    4000756 | PA      | $4524801.26    | 0.04%             | 2026-08-22      | Floating      | 6.73%                 | No            |                  3 | On Loan: No      |
| Hamilton Projects Acquiror LLC                                   | Hamilton Projects Acquiror LLC, 1st Lien Term Loan                                          | CUSIP: 40444KAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     562341 | PA      | $563347.43     | 0.01%             | 2031-05-30      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Jefferies Finance LLC                                            | Jefferies Finance LLC                                                                       | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     633000 | PA      | $589004.98     | 0.01%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                    | MetLife, Inc., Series G                                                                     | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     581000 | PA      | $577162.47     | 0.01%             | 2055-03-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                  | TransDigm, Inc.                                                                             | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     587000 | PA      | $598795.18     | 0.01%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                     | Bain Capital Credit CLO Ltd., Series 2022-1A, Class B                                       | CUSIP: 05684UAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $4990999.50    | 0.05%             | 2035-04-18      | Floating      | 6.12%                 | 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        |     999582 | PA      | $990086.13     | 0.01%             | 2031-05-01      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                            | Avantor Funding, Inc.                                                                       | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    1132000 | PA      | $1088647.46    | 0.01%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                             | Otis Worldwide Corp.                                                                        | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     222936 | NS      | $21462048.72   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SMC Corp.                                                        | SMC Corp.                                                                                   | CUSIP: N/A<br>LEI: 353800O40V08DOZ70X62       | Long             | EC               | CORP              | JP        |      34700 | NS      | $11230339.12   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International plc                           | Wynn Resorts Ltd., Series EObZ                                                              | CUSIP: 61779M755<br>LEI: 4PQUHN3JPFGFNF3BB653 | Long             | SN               | CORP              | GB        |      86913 | NS      | $6985043.54    | 0.07%             | 2025-05-07      | Fixed         | 31.32%                | No            |                  2 | On Loan: No      |
| Ballyrock CLO 22 Ltd.                                            | Ballyrock CLO 22 Ltd., Series 2024-22A, Class A1A                                           | CUSIP: 05877GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5004877.00    | 0.05%             | 2037-04-15      | Floating      | 5.80%                 | 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        |    3029285 | PA      | $3024983.13    | 0.03%             | 2031-01-27      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                               | Light & Wonder International, Inc., 1st Lien Term Loan B2                                   | CUSIP: 80875AAW1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |    2200459 | PA      | $2193131.75    | 0.02%             | 2029-04-16      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                             | Republic of Paraguay                                                                        | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |     423000 | PA      | $370442.25     | 0.00%             | 2048-03-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Four Seasons Hotels Ltd.                                         | Four Seasons Hotels Ltd., 1st Lien Term Loan B                                              | CUSIP: 35100DAV8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    4495880 | PA      | $4496464.92    | 0.04%             | 2029-11-30      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities Trust              | First Horizon Alternative Mortgage Securities Trust, Series 2006-AA8, Class 1A1             | CUSIP: 32052AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     769651 | PA      | $416990.22     | 0.00%             | 2037-02-25      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                                      | HOMES Trust, Series 2025-NQM1, Class B1                                                     | CUSIP: 43761DAH3<br>LEI: 254900LUV7YA0N50XT86 | Long             | ABS-MBS          | CORP              | US        |    2355000 | PA      | $2337055.84    | 0.02%             | 2070-01-25      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| Ziggo Bond Co. BV                                                | Ziggo Bond Co. BV                                                                           | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $177304.58     | 0.00%             | 2030-02-28      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                                | Polaris Newco LLC, 1st Lien Term Loan                                                       | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    4004763 | PA      | $3855826.03    | 0.04%             | 2028-06-02      | Variable      | 8.29%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                              | Buckeye Partners LP                                                                         | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      98000 | PA      | $99715.59      | 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        |     537985 | PA      | $498308.82     | 0.00%             | 2028-10-20      | Variable      | 6.94%                 | 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        |    3884172 | PA      | $3860129.25    | 0.04%             | 2031-10-31      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                       | Morgan Stanley Finance LLC, Series 0018                                                     | CUSIP: 61779N282<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |      65568 | NS      | $11932416.41   | 0.12%             | 2025-06-10      | Fixed         | 12.76%                | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                     | NVIDIA Corp.                                                                                | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    2453000 | PA      | $2318217.07    | 0.02%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Vital Energy, Inc.                                               | Vital Energy, Inc.                                                                          | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |     796000 | PA      | $618406.75     | 0.01%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AS Mileage Plan IP Ltd.                                          | AS Mileage Plan IP Ltd.                                                                     | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     587000 | PA      | $569297.78     | 0.01%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Informatica LLC                                                  | Informatica LLC, 1st Lien Term Loan B                                                       | CUSIP: 45673YAL0<br>LEI: 5493007SV33RZV7RPS40 | Long             | LON              | CORP              | US        |    2008213 | PA      | $2003192.86    | 0.02%             | 2028-10-27      | Variable      | 6.57%                 | No            |                  3 | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                        | Aptiv Swiss Holdings Ltd.                                                                   | CUSIP: 03837AAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     541000 | PA      | $505981.94     | 0.00%             | 2054-12-15      | Variable      | 6.88%                 | 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        |    2178010 | PA      | $1979026.71    | 0.02%             | 2028-07-03      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| Discovery Purchaser Corp.                                        | Discovery Purchaser Corp., 1st Lien Term Loan                                               | CUSIP: 25471NAC0<br>LEI: 2549001LSO1ZBIPA5D65 | Long             | LON              | CORP              | US        |     181545 | PA      | $180364.96     | 0.00%             | 2029-10-04      | Variable      | 8.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-8943.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                               | Sealed Air Corp.                                                                            | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |      78050 | NS      | $2163388.81    | 0.02%             | 2025-05-08      | Floating      | 24.30%                | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                   | Bayview Commercial Asset Trust, Series 2007-3, Class A2                                     | CUSIP: 07325YAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2134644 | PA      | $1981865.78    | 0.02%             | 2037-07-25      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Azul Secured Finance LLP                                         | Azul Secured Finance LLP                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     224784 | PA      | $250072.20     | 0.00%             | 2029-01-24      | Floating      | 15.10%                | No            |                  3 | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                     | Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE2, Class 23A                    | CUSIP: 07389YAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1408889 | PA      | $1330614.02    | 0.01%             | 2037-03-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| AZZ, Inc.                                                        | AZZ, Inc., 1st Lien Term Loan                                                               | CUSIP: 00247NAG7<br>LEI: 549300HD1X2NFLWPYC83 | Long             | LON              | CORP              | US        |     525397 | PA      | $524214.58     | 0.01%             | 2029-05-14      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Staples, Inc.                                                    | Staples, Inc.                                                                               | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     199000 | PA      | $172416.55     | 0.00%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Latam Airlines Group SA                                          | Latam Airlines Group SA                                                                     | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |     310000 | PA      | $302808.00     | 0.00%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                               | AmWINS Group, Inc.                                                                          | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     900000 | PA      | $859254.75     | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| B&G Foods, Inc.                                                  | B&G Foods, Inc.                                                                             | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |      99000 | PA      | $98221.41      | 0.00%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                        | Ford Motor Credit Co. LLC                                                                   | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    3329000 | PA      | $3379112.67    | 0.03%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                    | UniCredit SpA                                                                               | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |    2026000 | PA      | $2346795.07    | 0.02%             | 2031-12-03      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                     | BX Commercial Mortgage Trust, Series 2024-XL5, Class A                                      | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5568689 | PA      | $5561728.27    | 0.05%             | 2041-03-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | Deutsche Bank AG                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |    2400000 | PA      | $2812721.55    | 0.03%             | 2029-10-30      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Radiate HoldCo LLC                                               | Radiate Holdco LLC, 1st Lien Term Loan                                                      | CUSIP: 75025KAH1<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | LON              | CORP              | US        |    3760518 | PA      | $3290453.48    | 0.03%             | 2026-09-25      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                     | Barclays Mortgage Loan Trust, Series 2024-NQM4, Class A3                                    | CUSIP: 06745KAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1408438 | PA      | $1401079.61    | 0.01%             | 2064-12-26      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc, Series MSFT                                                              | CUSIP: 06744EDH7<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |     347000 | PA      | $356386.35     | 0.00%             | 2029-02-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     913000 | PA      | $-42280.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                       | Pacific Gas & Electric Co.                                                                  | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    5838000 | PA      | $5662977.23    | 0.06%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                   | Broadcom, Inc.                                                                              | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     153912 | NS      | $29623442.64   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| UniCredit SpA                                                    | UniCredit SpA                                                                               | CUSIP: 904678AQ2<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    1779000 | PA      | $1860847.68    | 0.02%             | 2034-04-02      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                   | McKesson Corp.                                                                              | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       8204 | NS      | $5847729.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LABL, Inc.                                                       | LABL, Inc.                                                                                  | CUSIP: 50168QAE5<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |     359000 | PA      | $313673.02     | 0.00%             | 2028-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | CNH Industrial NV                                                                           | CUSIP: 83371M306<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |     192600 | NS      | $2251401.55    | 0.02%             | 2025-05-19      | Fixed         | 21.69%                | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                               | Energy Transfer LP                                                                          | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     332000 | PA      | $329666.04     | 0.00%             | 2054-10-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Kyowa Kirin Co. Ltd.                                             | Kyowa Kirin Co. Ltd.                                                                        | CUSIP: N/A<br>LEI: 529900TBXKVTQGYA3582       | Long             | EC               | CORP              | JP        |      20800 | NS      | $324783.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                | NatWest Group plc                                                                           | CUSIP: 780097BQ3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     686000 | PA      | $681774.38     | 0.01%             | 2025-12-29      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust, Series 2025-1, Class M3                             | CUSIP: 922955AK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3994885 | PA      | $3999212.36    | 0.04%             | 2055-02-25      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International plc                           | Morgan Stanley & Co. International plc                                                      | CUSIP: 61779M789<br>LEI: 4PQUHN3JPFGFNF3BB653 | Long             | SN               | CORP              | GB        |       8900 | NS      | $972526.16     | 0.01%             | 2025-05-22      | Fixed         | 23.22%                | No            |                  2 | On Loan: No      |
| Ballyrock CLO Ltd.                                               | Ballyrock CLO Ltd., Series 2020-2A, Class BR                                                | CUSIP: 05875DAN2<br>LEI: 254900Y6C4AXEAZ9T124 | Long             | ABS-CBDO         | CORP              | KY        |    4500000 | PA      | $4491838.35    | 0.04%             | 2031-10-20      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| F-Brasile SpA                                                    | F-Brasile SpA, Series XR                                                                    | CUSIP: 30191BAB7<br>LEI: 815600561ACAEC2E9603 | Long             | DBT              | CORP              | IT        |     700000 | PA      | $698320.00     | 0.01%             | 2026-08-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                              | Expand Energy Corp.                                                                         | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     875000 | PA      | $871679.64     | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                  | Intercontinental Exchange, Inc.                                                             | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     384000 | PA      | $377349.50     | 0.00%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Howden UK Refinance plc                                          | Howden UK Refinance plc                                                                     | CUSIP: 44287GAA4<br>LEI: 87550008DPN8BDG67910 | Long             | DBT              | CORP              | GB        |    2601000 | PA      | $2671273.82    | 0.03%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                | Genesis Energy LP                                                                           | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     150000 | PA      | $145486.85     | 0.00%             | 2033-05-15      | Fixed         | 8.00%                 | 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        |    1640000 | PA      | $1780586.44    | 0.02%             | 2029-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Jane Street Group                                                | Jane Street Group                                                                           | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     325000 | PA      | $326531.00     | 0.00%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc                                                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      93100 | NS      | $10051332.50   | 0.10%             | 2025-05-27      | Fixed         | 37.55%                | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                          | Astrazeneca Finance LLC                                                                     | CUSIP: 04636NAM5<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |      37000 | PA      | $37990.44      | 0.00%             | 2031-02-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                            | Axon Enterprise, Inc.                                                                       | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     315000 | PA      | $320482.21     | 0.00%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Husky Injection Molding Systems Ltd.                             | Husky Injection Molding Systems Ltd., 1st Lien Term Loan                                    | CUSIP: C8856UAE8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    5349632 | PA      | $5225466.99    | 0.05%             | 2029-02-15      | Variable      | 8.78%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                              | Station Casinos LLC                                                                         | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     519000 | PA      | $500775.21     | 0.00%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                   | Long Beach Mortgage Loan Trust, Series 2006-6, Class 2A3                                    | CUSIP: 54251RAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5562646 | PA      | $2170458.26    | 0.02%             | 2036-07-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                    | Smyrna Ready Mix Concrete LLC, Facility 1st Lien Term Loan                                  | CUSIP: 83283EAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     402341 | PA      | $392282.01     | 0.00%             | 2029-03-30      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                           | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     237000 | PA      | $239585.21     | 0.00%             | 2029-09-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                              | Hilton Domestic Operating Co., Inc.                                                         | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      53000 | PA      | $46882.96      | 0.00%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                     | BX Commercial Mortgage Trust, Series 2021-NWM, Class B                                      | CUSIP: 12434AAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7261021 | PA      | $7213995.76    | 0.07%             | 2033-02-15      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 36 Ltd.                       | Neuberger Berman Loan Advisers CLO 36 Ltd., Series 2020-36A, Class BR2                      | CUSIP: 64133KAY7<br>LEI: 549300MZGBBYK103F794 | Long             | ABS-CBDO         | CORP              | KY        |    1700000 | PA      | $1691670.00    | 0.02%             | 2033-04-20      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                          | Sasol Financing USA LLC                                                                     | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     941000 | PA      | $868307.75     | 0.01%             | 2028-09-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                               | Wand NewCo 3, Inc.                                                                          | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1030184.00    | 0.01%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Osaka Gas Co. Ltd.                                               | Osaka Gas Co. Ltd.                                                                          | CUSIP: N/A<br>LEI: 353800024KMNOPQRWZ02       | Long             | EC               | CORP              | JP        |     116300 | NS      | $2949143.14    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Apidos CLO XXIX                                                  | Apidos CLO XXIX, Series 2018-29A, Class A2                                                  | CUSIP: 03767MAG3<br>LEI: 549300AVJUID3QNR9M59 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $996600.00     | 0.01%             | 2030-07-25      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad Treasury BV                                    | Heimstaden Bostad Treasury BV                                                               | CUSIP: N/A<br>LEI: 549300ORG6UYMJBCV938       | Long             | DBT              | CORP              | NL        |     216000 | PA      | $242307.37     | 0.00%             | 2025-07-24      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Ballyrock CLO 22 Ltd.                                            | Ballyrock CLO 22 Ltd., Series 2024-22A, Class B                                             | CUSIP: 05877GAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $998464.60     | 0.01%             | 2037-04-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| GT Loan Financing I Ltd.                                         | GT Loan Financing I Ltd., Series 2013-1A, Class CR                                          | CUSIP: 36248MAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1000467.20    | 0.01%             | 2031-07-28      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                                         | Blue Racer Midstream LLC                                                                    | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     246000 | PA      | $250245.22     | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                               | Dominican Republic Government Bond                                                          | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |     150000 | PA      | $147900.00     | 0.00%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc, Series MTMw                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      11680 | NS      | $5907181.85    | 0.06%             | 2025-06-06      | Fixed         | 19.78%                | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                        | Vistra Operations Co. LLC, 1st Lien Term Loan                                               | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |    2002243 | PA      | $1993073.11    | 0.02%             | 2030-12-20      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| BAE Systems plc                                                  | BAE Systems plc                                                                             | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |     878254 | NS      | $20360242.87   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| GoGo Intermediate Holdings LLC                                   | Gogo Intermediate Holdings LLC, 1st Lien Term Loan                                          | CUSIP: 38046JAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1106092 | PA      | $1043409.99    | 0.01%             | 2028-05-01      | Variable      | 8.19%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance LLC                                             | Bayer US Finance LLC                                                                        | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    5163000 | PA      | $5255551.89    | 0.05%             | 2026-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                    | Aroundtown SA                                                                               | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |     500000 | PA      | $509074.47     | 0.00%             | 2026-04-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                           | UBS AG                                                                                      | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      10600 | NS      | $4519263.44    | 0.04%             | 2025-05-29      | Fixed         | 20.40%                | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                          | Rockford Tower CLO Ltd., Series 2018-1A, Class B                                            | CUSIP: 77342JAC7<br>LEI: 549300KPFGDIQ0PMP224 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1001500.00    | 0.01%             | 2031-05-20      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                             | Republic of Paraguay                                                                        | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |      70000 | PA      | $70223.30      | 0.00%             | 2026-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $7369.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                          | Verizon Communications, Inc., Series 0M1M                                                   | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |     117900 | NS      | $5220261.25    | 0.05%             | 2025-05-15      | Fixed         | 18.89%                | No            |                  2 | On Loan: No      |
| Teck Resources Ltd.                                              | Teck Resources Ltd., Class B                                                                | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |      50824 | NS      | $1727507.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GSAMP Trust                                                      | GSAMP Trust, Series 2006-HE6, Class A4                                                      | CUSIP: 36245AAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1248563 | PA      | $993236.47     | 0.01%             | 2036-08-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Graftech Global Enterprises, Inc.                                | GrafTech Global Enterprises, Inc., Delayed Draw 1st Lien Term Loan                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     112606 | PA      | $111255.00     | 0.00%             | 2029-12-21      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Peraton Corp.                                                    | Peraton Corp., 1st Lien Term Loan B                                                         | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    3006748 | PA      | $2706614.17    | 0.03%             | 2028-02-01      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust           | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2022-OPO, Class D            | CUSIP: 46655AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2409000 | PA      | $1974371.83    | 0.02%             | 2039-01-05      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Rad CLO 22 Ltd.                                                  | Rad CLO 22 Ltd., Series 2023-22A, Class A1                                                  | CUSIP: 74923VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1730000 | PA      | $1732590.33    | 0.02%             | 2037-01-20      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                           | Palmer Square CLO Ltd., Series 2021-4A, Class B                                             | CUSIP: 69702EAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7250000 | PA      | $7227527.90    | 0.07%             | 2034-10-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                            | Albertsons Cos., Inc.                                                                       | CUSIP: 01309QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     187000 | PA      | $189977.23     | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                             | Meta Platforms, Inc., Class A                                                               | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      57536 | NS      | $31587264.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunac China Holdings Ltd.                                        | Sunac China Holdings Ltd.                                                                   | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | KY        |     410148 | PA      | $47167.02      | 0.00%             | 2029-09-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Toyota Tsusho Corp.                                              | Toyota Tsusho Corp.                                                                         | CUSIP: N/A<br>LEI: 549300CEE2ENIUJNXB84       | Long             | EC               | CORP              | JP        |      54700 | NS      | $1087037.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bracken MidCo1 plc                                               | Bracken MidCo1 plc                                                                          | CUSIP: N/A<br>LEI: 213800AFGHKES7J58805       | Long             | DBT              | CORP              | GB        |     946000 | PA      | $1231429.31    | 0.01%             | 2027-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Medtronic plc                                                    | Medtronic plc                                                                               | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |      64360 | NS      | $5455153.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Raizen Fuels Finance SA                                          | Raizen Fuels Finance SA                                                                     | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     839000 | PA      | $831239.25     | 0.01%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                    | Koninklijke Ahold Delhaize NV                                                               | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |      80662 | NS      | $3311906.27    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Cardinal Health, Inc.                                                                       | CUSIP: 06370C607<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |      56975 | NS      | $7487488.99    | 0.07%             | 2025-05-02      | Fixed         | 18.26%                | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                       | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2867000 | PA      | $2897743.67    | 0.03%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                   | Teva Pharmaceutical Finance Netherlands III BV                                              | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     985000 | PA      | $950160.55     | 0.01%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Eurobank Ergasias Services & Holdings SA                         | Eurobank Ergasias Services & Holdings SA                                                    | CUSIP: N/A<br>LEI: JEUVK5RWVJEN8W0C9M24       | Long             | DBT              | CORP              | GR        |    1175000 | PA      | $1317183.44    | 0.01%             | 2035-04-30      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Xerox Corp.                                                      | Xerox Corp.                                                                                 | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |     134000 | PA      | $136545.76     | 0.00%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Air Products & Chemicals, Inc.                                   | Air Products & Chemicals, Inc.                                                              | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      10263 | NS      | $2782196.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OCP CLO Ltd.                                                     | OCP CLO Ltd., Series 2021-22A, Class CR                                                     | CUSIP: 67117TAS4<br>LEI: 254900PS626FB00CVF06 | Long             | ABS-CBDO         | CORP              | KY        |    4500000 | PA      | $4452449.40    | 0.04%             | 2037-10-20      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                     | Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE3, Class 2A                     | CUSIP: 073852AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3385864 | PA      | $3174398.55    | 0.03%             | 2037-04-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2021-I Ltd.                                         | CIFC Funding 2021-I Ltd., Series 2021-1A, Class CR                                          | CUSIP: 12563EAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    9500000 | PA      | $9403204.50    | 0.09%             | 2037-07-25      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                      | Capital One Financial Corp.                                                                 | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      26880 | NS      | $4845388.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp.                                           | Costco Wholesale Corp.                                                                      | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       6851 | NS      | $6813319.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Television, Inc.                                            | Gray Television, Inc., 1st Lien Term Loan B                                                 | CUSIP: 389376BC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     416850 | PA      | $401793.38     | 0.00%             | 2029-05-23      | Variable      | 9.57%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                            | Albertsons Cos., Inc.                                                                       | CUSIP: 013092AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     198000 | PA      | $194316.09     | 0.00%             | 2026-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust                                     | JW Commercial Mortgage Trust, Series 2024-MRCO, Class A                                     | CUSIP: 46657XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8750000 | PA      | $8700781.25    | 0.09%             | 2039-06-15      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                              | Altice Financing SA                                                                         | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     400000 | PA      | $295008.64     | 0.00%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STL Holding Co. LLC                                              | STL Holding Co. LLC                                                                         | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |     197000 | PA      | $200068.87     | 0.00%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Abanca Corp. Bancaria SA                                         | Abanca Corp. Bancaria SA                                                                    | CUSIP: N/A<br>LEI: 54930056IRBXK0Q1FP96       | Long             | DBT              | CORP              | ES        |    1100000 | PA      | $1247974.30    | 0.01%             | 2036-12-11      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Methanex US Operations, Inc.                                     | Methanex US Operations, Inc.                                                                | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     220000 | PA      | $208317.47     | 0.00%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Signia Aerospace LLC                                             | Signia Aerospace LLC, Delayed Draw 1st Lien Term Loan                                       | CUSIP: 82670NAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      77980 | PA      | $76908.04      | 0.00%             | 2031-12-11      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Clover Holdings 2 LLC                                            | Clover Holdings 2 LLC, 1st Lien Term Loan                                                   | CUSIP: 18914DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    5796000 | PA      | $5781510.00    | 0.06%             | 2031-12-09      | Variable      | 8.29%                 | No            |                  3 | On Loan: No      |
| Omron Corp.                                                      | Omron Corp.                                                                                 | CUSIP: N/A<br>LEI: 549300ZHW0TR2QZ0NY83       | Long             | EC               | CORP              | JP        |      15600 | NS      | $463085.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Parker-Hannifin Corp.                                                                       | CUSIP: 06370C623<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |       3961 | NS      | $2388166.55    | 0.02%             | 2025-05-01      | Fixed         | 15.41%                | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corp.                                          | FUJIFILM Holdings Corp.                                                                     | CUSIP: N/A<br>LEI: 529900UBKMFM0ST6H474       | Long             | EC               | CORP              | JP        |      98000 | NS      | $2007274.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                       | Progress Residential Trust, Series 2021-SFR8, Class G                                       | CUSIP: 74333TAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10000000 | PA      | $9760892.00    | 0.10%             | 2038-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                   | Community Health Systems, Inc.                                                              | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     533000 | PA      | $496525.94     | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Atos SE                                                          | Atos SE                                                                                     | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | SN               | CORP              | FR        |    2103743 | PA      | $905384.27     | 0.01%             | 2032-12-18      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| East Japan Railway Co.                                           | East Japan Railway Co.                                                                      | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | EC               | CORP              | JP        |     101300 | NS      | $2195867.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Manitowoc Co., Inc. (The)                                        | Manitowoc Co., Inc. (The)                                                                   | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |     143000 | PA      | $144966.25     | 0.00%             | 2031-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                        | EQT Corp.                                                                                   | CUSIP: 26884LAW9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      49000 | PA      | $47529.77      | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp.                                             | Carrier Global Corp.                                                                        | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |       9713 | NS      | $607451.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Midstream Partners LP                                    | Western Midstream Partners LP                                                               | CUSIP: 958669103<br>LEI: N/A                  | Long             |  |  | US        |      65487 | NS      | $2462311.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Mortgage Trust                               | Ellington Financial Mortgage Trust, Series 2021-2, Class A1                                 | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1724579 | PA      | $1426254.26    | 0.01%             | 2066-06-25      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| PFP Ltd.                                                         | PFP Ltd., Series 2022-9, Class A                                                            | CUSIP: 69291QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    3283879 | PA      | $3287983.45    | 0.03%             | 2035-08-19      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| MKS Instruments, Inc.                                            | MKS Instruments, Inc., 1st Lien Term Loan B                                                 | CUSIP: 55314NAZ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4006332 | PA      | $3968272.03    | 0.04%             | 2029-08-17      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                      | Allied Universal Holdco LLC                                                                 | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1040000 | PA      | $999531.83     | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                        | Republic of Cote d'Ivoire                                                                   | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |     443000 | PA      | $435110.17     | 0.00%             | 2028-03-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                              | Hilton Domestic Operating Co., Inc.                                                         | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     138000 | PA      | $139835.95     | 0.00%             | 2032-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                    | Berkshire Hathaway Energy Co.                                                               | CUSIP: 084659AV3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     444000 | PA      | $429198.37     | 0.00%             | 2030-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Archrock Partners LP                                             | Archrock Partners LP                                                                        | CUSIP: 03959KAA8<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |     151000 | PA      | $150787.62     | 0.00%             | 2027-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ready Capital Mortgage Financing LLC                             | Ready Capital Mortgage Financing LLC, Series 2022-FL10, Class A                             | CUSIP: 755931AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      95696 | PA      | $95576.18      | 0.00%             | 2039-10-25      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                                       | Melco Resorts Finance Ltd.                                                                  | CUSIP: 58547DAA7<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     339000 | PA      | $338322.00     | 0.00%             | 2025-06-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PBF Holding Co. LLC                                              | PBF Holding Co. LLC                                                                         | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     258000 | PA      | $212248.19     | 0.00%             | 2030-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Generac Holdings, Inc.                                           | Generac Holdings, Inc.                                                                      | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |       1447 | NS      | $165507.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Romania                                                          | Romania Government Bond                                                                     | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     698000 | PA      | $692939.50     | 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        |    6631106 | PA      | $6565856.21    | 0.06%             | 2029-02-15      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                             | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    6983000 | PA      | $7017450.63    | 0.07%             | 2029-03-04      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Modernland Overseas Pte. Ltd.                                    | Modernland Overseas Pte. Ltd., Series 2                                                     | CUSIP: N/A<br>LEI: 254900HQ9F9WCPKERQ02       | Long             | DBT              | CORP              | SG        |    1056230 | PA      | $337993.60     | 0.00%             | 2027-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                            | Navoi Mining & Metallurgical Combinat                                                       | CUSIP: 63890CAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |     519000 | PA      | $522103.62     | 0.01%             | 2031-10-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.                         | Project Alpha Intermediate Holding, Inc., 1st Lien Term Loan B                              | CUSIP: 74339DAQ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     336000 | PA      | $334367.04     | 0.00%             | 2030-10-28      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Food Service Project SA                                          | Food Service Project SA                                                                     | CUSIP: N/A<br>LEI: 95980020140005812514       | Long             | DBT              | CORP              | ES        |    1061000 | PA      | $1201953.85    | 0.01%             | 2027-01-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                          | Micron Technology, Inc.                                                                     | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    3008000 | PA      | $3049847.75    | 0.03%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Credit Suisse USA LLC                                            | Credit Suisse USA LLC                                                                       | CUSIP: 22541LAE3<br>LEI: EXD7DEVFDH4HOFFQ7349 | Long             | DBT              | CORP              | US        |      80000 | PA      | $90150.89      | 0.00%             | 2032-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Expedia Group, Inc.                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      20674 | NS      | $3252917.78    | 0.03%             | 2025-05-05      | Fixed         | 19.30%                | No            |                  2 | On Loan: No      |
| DirecTV Financing LLC                                            | DirecTV Financing LLC                                                                       | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1232000 | PA      | $1190695.61    | 0.01%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ma'aden Sukuk Ltd.                                               | Ma'aden Sukuk Ltd.                                                                          | CUSIP: 55407NAA0<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |     949000 | PA      | $962048.75     | 0.01%             | 2030-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sable International Finance Ltd.                                 | Sable International Finance Ltd.                                                            | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |     746000 | PA      | $732982.30     | 0.01%             | 2032-10-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| USI, Inc.                                                        | USI, Inc., 1st Lien Term Loan D                                                             | CUSIP: 90351NAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3911029 | PA      | $3883808.44    | 0.04%             | 2029-11-21      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXIV Ltd.                                           | Symphony CLO XXIV Ltd., Series 2020-24A, Class AR                                           | CUSIP: 87167QAL2<br>LEI: 5493007X3UVVYJ005O73 | Long             | ABS-CBDO         | CORP              | KY        |     797877 | PA      | $796124.42     | 0.01%             | 2032-01-23      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer LLC                                             | FS Rialto Issuer LLC, Series 2025-FL10, Class A                                             | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10740000 | PA      | $10615576.03   | 0.10%             | 2042-08-19      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 10 Ltd.                                     | Diameter Capital CLO 10 Ltd., Series 2025-10A, Class B                                      | CUSIP: 25290BAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5000000.00    | 0.05%             | 2038-04-20      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Signia Aerospace LLC                                             | Signia Aerospace LLC, 1st Lien Term Loan                                                    | CUSIP: 82670NAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     925794 | PA      | $913064.40     | 0.01%             | 2031-12-11      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                        | RTX Corp.                                                                                   | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     500000 | PA      | $537415.45     | 0.01%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2006-9T1, Class A7                                           | CUSIP: 12668BVG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     302853 | PA      | $117961.50     | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                   | Carnival Corp., 1st Lien Term Loan                                                          | CUSIP: P2121YAY4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1005000 | PA      | $1000608.15    | 0.01%             | 2028-10-18      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC                                        | Stonepeak Nile Parent LLC                                                                   | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |     129000 | PA      | $130967.25     | 0.00%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                          | Bayer US Finance II LLC                                                                     | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    1722000 | PA      | $1689148.46    | 0.02%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| White Cap Buyer LLC                                              | White Cap Buyer LLC                                                                         | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3753000 | PA      | $3656734.05    | 0.04%             | 2028-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                             | SoftBank Group Corp.                                                                        | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |     317000 | PA      | $323094.37     | 0.00%             | 2032-07-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Azalea Topco, Inc.                                               | Azalea Topco, Inc., 1st Lien Term Loan                                                      | CUSIP: 05477JAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1078580 | PA      | $1070792.65    | 0.01%             | 2031-04-30      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| BPER Banca SpA                                                   | BPER Banca SpA                                                                              | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | DBT              | CORP              | IT        |    1905000 | PA      | $2174264.85    | 0.02%             | 2030-03-20      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                           | LifePoint Health, Inc.                                                                      | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    1108000 | PA      | $1212867.77    | 0.01%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| CSMC Trust                                                       | CSMC Trust, Series 2008-2R, Class 1A1                                                       | CUSIP: 225492AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     262902 | PA      | $224445.03     | 0.00%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Resideo Funding, Inc.                                            | Resideo Funding, Inc.                                                                       | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |     190000 | PA      | $174889.30     | 0.00%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                       | Sensata Technologies, Inc.                                                                  | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     868000 | PA      | $800400.51     | 0.01%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                | HSBC Holdings plc                                                                           | CUSIP: 404280BL2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1950000 | PA      | $1924915.59    | 0.02%             | 2027-05-22      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Sekisui House Ltd.                                               | Sekisui House Ltd.                                                                          | CUSIP: N/A<br>LEI: 529900GMNDOYQSAJAE76       | Long             | EC               | CORP              | JP        |      52100 | NS      | $1197789.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Navient Corp.                                                    | Navient Corp.                                                                               | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     140000 | PA      | $148862.84     | 0.00%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                               | J.P. Morgan Structured Products BV, Series MTOe                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      16241 | NS      | $5861833.17    | 0.06%             | 2025-05-21      | Fixed         | 24.80%                | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     303904 | PA      | $53334.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                            | Saudi Arabian Oil Co.                                                                       | CUSIP: 80414L2N4<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |    1870000 | PA      | $1879537.00    | 0.02%             | 2034-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                        | Sunac China Holdings Ltd.                                                                   | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | KY        |     409159 | PA      | $47053.29      | 0.00%             | 2028-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                                      | Keysight Technologies, Inc.                                                                 | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |       8762 | NS      | $1273994.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Quantum Minerals Ltd.                                      | First Quantum Minerals Ltd.                                                                 | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     221000 | PA      | $219066.25     | 0.00%             | 2033-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COAST Commercial Mortgage Trust                                  | COAST Commercial Mortgage Trust, Series 2023-2HTL, Class A                                  | CUSIP: 19033EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1750000 | PA      | $1744987.48    | 0.02%             | 2036-08-15      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Eutelsat SA                                                      | Eutelsat SA                                                                                 | CUSIP: N/A<br>LEI: 549300MCOOY1V7P2PG30       | Long             | DBT              | CORP              | FR        |     700000 | PA      | $737668.26     | 0.01%             | 2027-07-13      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Arena Luxembourg Finance SARL                                    | Arena Luxembourg Finance SARL                                                               | CUSIP: N/A<br>LEI: 222100KX2LPK5KRSIG74       | Long             | DBT              | CORP              | LU        |    1163000 | PA      | $1313427.87    | 0.01%             | 2030-05-01      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd.                                           | Sycamore Tree CLO Ltd., Series 2024-5A, Class B                                             | CUSIP: 87122YAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2003199.80    | 0.02%             | 2036-04-20      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Burberry Group plc                                               | Burberry Group plc                                                                          | CUSIP: N/A<br>LEI: 213800PE1KEFCNFR1R50       | Long             | EC               | CORP              | GB        |     219587 | NS      | $2138508.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                          | Citigroup Global Markets Holdings, Inc., Series GMTE                                        | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |      21135 | NS      | $1754480.39    | 0.02%             | 2025-06-09      | Fixed         | 20.40%                | No            |                  2 | On Loan: No      |
| Willis Towers Watson plc                                         | Willis Towers Watson plc                                                                    | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | IE        |      16795 | NS      | $5169501.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Qantas Airways Ltd.                                              | Qantas Airways Ltd.                                                                         | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | EC               | CORP              | AU        |      65171 | NS      | $368471.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Darling Ingredients, Inc.                                        | Darling Ingredients, Inc.                                                                   | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |     658000 | PA      | $656144.18     | 0.01%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     150000 | PA      | $601.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPX FLOW, Inc.                                                   | SPX FLOW, Inc., 1st Lien Term Loan B                                                        | CUSIP: 78470DAV0<br>LEI: 5493003YXEKRBINIEM78 | Long             | LON              | CORP              | US        |    2764282 | PA      | $2748746.32    | 0.03%             | 2029-04-05      | Variable      | 7.32%                 | 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        |      61102 | NS      | $4049326.29    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kubota Corp.                                                     | Kubota Corp.                                                                                | CUSIP: N/A<br>LEI: 549300CSY4INHEHQQT13       | Long             | EC               | CORP              | JP        |      85100 | NS      | $988895.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      29300 | NS      | $2185606.31    | 0.02%             | 2025-06-09      | Fixed         | 27.08%                | No            |                  2 | On Loan: No      |
| Fedrigoni SpA                                                    | Fedrigoni SpA                                                                               | CUSIP: N/A<br>LEI: 8156004CE82074779D19       | Long             | DBT              | CORP              | IT        |    1011000 | PA      | $1109520.37    | 0.01%             | 2031-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ephios Subco 3 SARL                                              | Ephios Subco 3 SARL                                                                         | CUSIP: N/A<br>LEI: 213800E4EG6VFUFVEH64       | Long             | DBT              | CORP              | LU        |    2768000 | PA      | $3305559.87    | 0.03%             | 2031-01-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PetSmart, Inc.                                                   | PetSmart LLC, 1st Lien Term Loan                                                            | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1097302 | PA      | $1079470.93    | 0.01%             | 2028-02-11      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                       | Morgan Stanley Finance LLC, Series 001C                                                     | CUSIP: 61779N290<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |     181218 | NS      | $28988483.55   | 0.28%             | 2025-06-10      | Fixed         | 17.01%                | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                   | GLP Capital LP                                                                              | CUSIP: 361841AR0<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |     754000 | PA      | $649668.04     | 0.01%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Rentokil Initial plc                                             | Rentokil Initial plc                                                                        | CUSIP: N/A<br>LEI: 549300VN4WV7Z6T14K68       | Long             | EC               | CORP              | GB        |     649248 | NS      | $2974393.43    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     180000 | PA      | $-2159.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Northriver Midstream Finance LP                                  | Northriver Midstream Finance LP                                                             | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |     190000 | PA      | $188805.57     | 0.00%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                              | Intesa Sanpaolo SpA                                                                         | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |    1432000 | PA      | $2162105.89    | 0.02%             | 2032-09-20      | Fixed         | 8.51%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co.                              | Public Service Electric & Gas Co.                                                           | CUSIP: 74456QCH7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     427000 | PA      | $367089.50     | 0.00%             | 2031-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Robert Half, Inc.                                                | Robert Half, Inc.                                                                           | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |      35936 | NS      | $1591964.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Gas & Electric Co.                                       | Pacific Gas & Electric Co.                                                                  | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     999000 | PA      | $890910.72     | 0.01%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | Deutsche Bank AG                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |    2000000 | PA      | $2253578.51    | 0.02%             | 2028-10-30      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd.                                          | DBS Group Holdings Ltd.                                                                     | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |     146600 | NS      | $4762918.71    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mohegan Tribal Gaming Authority                                  | Mohegan Tribal Gaming Authority                                                             | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     316000 | PA      | $315948.99     | 0.00%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                     | Barclays plc                                                                                | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |    1408000 | PA      | $1974391.85    | 0.02%             | 2028-09-15      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                     | BX Commercial Mortgage Trust, Series 2021-XL2, Class F                                      | CUSIP: 05609KAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6300000 | PA      | $6225187.40    | 0.06%             | 2038-10-15      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Midcap Financial Issuer Trust                                    | Midcap Financial Issuer Trust                                                               | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     688000 | PA      | $656784.89     | 0.01%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sempra                                                           | Sempra                                                                                      | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    1058000 | PA      | $1023230.00    | 0.01%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                              | Viking Cruises Ltd.                                                                         | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      87000 | PA      | $87312.62      | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                        | HCA, Inc.                                                                                   | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2459000 | PA      | $2439936.14    | 0.02%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                   | M&T Bank Corp.                                                                              | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     328000 | PA      | $315645.85     | 0.00%             | 2034-01-27      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Brightline East LLC                                              | Brightline East LLC                                                                         | CUSIP: 093536AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     242000 | PA      | $197230.00     | 0.00%             | 2030-01-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Houston Galleria Mall Trust                                      | Houston Galleria Mall Trust, Series 2025-HGLR, Class A                                      | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6550000 | PA      | $6663835.73    | 0.07%             | 2045-02-05      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group plc                                      | Reckitt Benckiser Group plc                                                                 | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |      59464 | NS      | $3838194.51    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kontoor Brands, Inc.                                             | Kontoor Brands, Inc.                                                                        | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |      90000 | PA      | $82697.66      | 0.00%             | 2029-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MAF Global Securities Ltd.                                       | MAF Global Securities Ltd.                                                                  | CUSIP: N/A<br>LEI: 54930037VUDNYTS17017       | Long             | DBT              | CORP              | KY        |     544000 | PA      | $543488.64     | 0.01%             | 2026-03-20      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Banijay Entertainment SAS                                        | Banijay Entertainment SAS                                                                   | CUSIP: 060335AB2<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $204960.93     | 0.00%             | 2029-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Helios Software Holdings, Inc.                                   | Helios Software Holdings, Inc.                                                              | CUSIP: N/A<br>LEI: 2138002XO5EAYFHPPT53       | Long             | DBT              | CORP              | US        |    1509000 | PA      | $1704855.08    | 0.02%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                           | Arab Republic of Egypt                                                                      | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    1050000 | PA      | $884100.00     | 0.01%             | 2032-05-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                | Georgia Power Co.                                                                           | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    1523000 | PA      | $1513137.46    | 0.01%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ITOCHU Corp.                                                     | ITOCHU Corp.                                                                                | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |     102000 | NS      | $5216579.94    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                      | Toronto-Dominion Bank (The)                                                                 | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |      29651 | NS      | $2277545.32    | 0.02%             | 2025-06-09      | Fixed         | 37.88%                | No            |                  2 | On Loan: No      |
| Smartstop Self Storage REIT, Inc.                                | Smartstop Self Storage REIT, Inc.                                                           | CUSIP: 83192D402<br>LEI: 549300EC266625K12S42 | Long             | EC               | CORP              | US        |     128892 | NS      | $4529264.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Products Operating LLC                                | Enterprise Products Operating LLC                                                           | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      99000 | PA      | $95523.55      | 0.00%             | 2078-02-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| iShares Trust                                                    | iShares iBoxx $ High Yield Corporate Bond ETF                                               | CUSIP: 464288513<br>LEI: 549300FCCXHK7O37PQ68 | Long             |  | RF                | US        |    2650738 | NS      | $208348006.80  | 2.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Keurig Dr Pepper, Inc.                                           | Keurig Dr Pepper, Inc.                                                                      | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      65093 | NS      | $2251566.87    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies, Inc.                                          | Uber Technologies, Inc.                                                                     | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     720000 | PA      | $708988.39     | 0.01%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Flex Ltd.                                                                                   | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     259869 | NS      | $9069461.88    | 0.09%             | 2025-05-01      | Fixed         | 25.59%                | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                         | Air Products and Chemicals, Inc.                                                            | CUSIP: 60700V785<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |      14500 | NS      | $3941869.83    | 0.04%             | 2025-05-05      | Fixed         | 21.47%                | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                     | Barclays Mortgage Loan Trust, Series 2024-NQM4, Class SA                                    | CUSIP: 06745KAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18594506 | PA      | $833707.00     | 0.01%             | 2064-12-26      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2007-OA3, Class 1A1                                          | CUSIP: 02150TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7002772 | PA      | $6255619.89    | 0.06%             | 2047-04-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1046.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Birch Grove CLO 3 Ltd.                                           | Birch Grove CLO 3 Ltd., Series 2021-3A, Class BR                                            | CUSIP: 09076VAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7500000 | PA      | $7399500.00    | 0.07%             | 2038-01-19      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | TRSIBOXX                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |   23000000 | PA      | $513240.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ELO SACA                                                         | ELO SACA                                                                                    | CUSIP: N/A<br>LEI: 969500ASEC557H5A4F22       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $413003.12     | 0.00%             | 2028-12-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kingspan Group plc                                               | Kingspan Group plc                                                                          | CUSIP: N/A<br>LEI: 635400HM7V74SUB9OG75       | Long             | EC               | CORP              | IE        |       6778 | NS      | $571957.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                   | US Foods, Inc.                                                                              | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     148000 | PA      | $154824.28     | 0.00%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                               | General Motors Financial Co., Inc.                                                          | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1189000 | PA      | $1179865.12    | 0.01%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                           | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     975000 | PA      | $995218.96     | 0.01%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International plc                           | IDEXX Laboratories, Inc., Series DMTG                                                       | CUSIP: 61779M672<br>LEI: 4PQUHN3JPFGFNF3BB653 | Long             | SN               | CORP              | GB        |      11353 | NS      | $4963087.48    | 0.05%             | 2025-05-01      | Fixed         | 20.80%                | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                              | Intesa Sanpaolo SpA                                                                         | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |     359374 | NS      | $1918442.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Invitation Homes, Inc.                                           | Invitation Homes, Inc.                                                                      | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8855 | NS      | $302752.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Finance Corp.                                            | OneMain Finance Corp.                                                                       | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     110000 | PA      | $110454.30     | 0.00%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | S&P 500 E-Mini Index                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        425 | NC      | $556353.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                                        | MGM Resorts International                                                                   | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     690000 | PA      | $686877.96     | 0.01%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                          | GFL Environmental, Inc.                                                                     | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $95255.92      | 0.00%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                            | Foundry JV Holdco LLC                                                                       | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    1107000 | PA      | $1111669.17    | 0.01%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                    | Comcast Corp., Class A                                                                      | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     463411 | NS      | $15848656.20   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SCOR SE                                                          | SCOR SE                                                                                     | CUSIP: N/A<br>LEI: 96950056ULJ4JI7V3752       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $336546.17     | 0.00%             | 2034-06-20      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Crown Finance US, Inc.                                           | Crown Finance US, Inc., 1st Lien Term Loan                                                  | CUSIP: 22834KAU5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1007475 | PA      | $997087.93     | 0.01%             | 2031-12-02      | Variable      | 9.57%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International plc                           | Kosmos Energy Ltd., Series DMTM                                                             | CUSIP: 61779M664<br>LEI: 4PQUHN3JPFGFNF3BB653 | Long             | SN               | CORP              | GB        |    1394800 | NS      | $2165537.19    | 0.02%             | 2025-05-05      | Fixed         | 43.69%                | No            |                  2 | On Loan: No      |
| HalseyPoint CLO 4 Ltd.                                           | HalseyPoint CLO 4 Ltd., Series 2021-4A, Class C                                             | CUSIP: 40637LAE0<br>LEI: 549300CMJUK1VCINNF57 | Long             | ABS-CBDO         | CORP              | KY        |    1750000 | PA      | $1748414.50    | 0.02%             | 2034-04-20      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                   | Blackstone Private Credit Fund                                                              | CUSIP: 09261HBV8<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    1097000 | PA      | $1046720.78    | 0.01%             | 2034-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                              | Post Holdings, Inc.                                                                         | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      50000 | PA      | $47130.25      | 0.00%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                               | Energy Transfer LP                                                                          | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     983000 | PA      | $1028222.18    | 0.01%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                | Standard Building Solutions, Inc.                                                           | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    1729000 | PA      | $1750532.38    | 0.02%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                             | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     269000 | PA      | $264326.74     | 0.00%             | 2033-05-24      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                                 | Clarivate Science Holdings Corp.                                                            | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1276000 | PA      | $1159752.57    | 0.01%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                         | Celanese US Holdings LLC                                                                    | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     204000 | PA      | $191491.62     | 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        |     118248 | NS      | $8360133.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Playa Resorts Holding BV                                         | Playa Resorts Holding BV, 1st Lien Term Loan                                                | CUSIP: 72812NAJ5<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     641336 | PA      | $639771.52     | 0.01%             | 2029-01-05      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                    | Comcast Corp.                                                                               | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     132000 | PA      | $130434.60     | 0.00%             | 2030-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                         | American Homes 4 Rent LP                                                                    | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     320000 | PA      | $318893.73     | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                     | Sabine Pass Liquefaction LLC                                                                | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     142000 | PA      | $142992.66     | 0.00%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                     | Barclays Mortgage Loan Trust, Series 2025-NQM1, Class M1                                    | CUSIP: 06744WAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1062300 | PA      | $1077476.44    | 0.01%             | 2065-01-25      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | Deutsche Bank AG                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |    3000000 | PA      | $3368778.70    | 0.03%             | 2031-10-30      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust                                             | CHNGE Mortgage Trust, Series 2022-3, Class A1                                               | CUSIP: 17030EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5718007 | PA      | $5719199.75    | 0.06%             | 2067-05-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Clover CLO LLC                                                   | Clover CLO LLC, Series 2021-2A, Class C                                                     | CUSIP: 00142DAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $4987978.00    | 0.05%             | 2034-07-20      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Otsuka Corp.                                                     | Otsuka Corp.                                                                                | CUSIP: N/A<br>LEI: 529900RG9DJ58J3UIE72       | Long             | EC               | CORP              | JP        |      20200 | NS      | $448017.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                          | Level 3 Financing, Inc.                                                                     | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    1070901 | PA      | $934361.12     | 0.01%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                        | CIM Trust, Series 2025-I1, Class B1B                                                        | CUSIP: 12571DAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4918000 | PA      | $4902623.32    | 0.05%             | 2069-10-25      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-37.51        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                               | United Rentals North America, Inc.                                                          | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    1242000 | PA      | $1257806.93    | 0.01%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                          | Pfizer Investment Enterprises Pte. Ltd.                                                     | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    2423000 | PA      | $2453533.22    | 0.02%             | 2030-05-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                                      | Carvana Co.                                                                                 | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    1459465 | PA      | $1545346.30    | 0.02%             | 2030-06-01      | Fixed         | 9.00%                 | 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      | $2009.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                               | J.P. Morgan Structured Products BV, Series MU0W                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      17300 | NS      | $1861064.61    | 0.02%             | 2025-06-12      | Fixed         | 17.57%                | 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        |     279000 | PA      | $283235.50     | 0.00%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                            | Avantor Funding, Inc.                                                                       | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |      71000 | PA      | $65546.53      | 0.00%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust, Series 2016-BNK1, Class XD                           | CUSIP: 95000GAA2<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |   11784000 | PA      | $153583.70     | 0.00%             | 2049-08-15      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA LP                                            | Ontario Gaming GTA LP, 1st Lien Term Loan B                                                 | CUSIP: C6907UAB7<br>LEI: 894500EC9KLZLOC3V025 | Long             | LON              | CORP              | CA        |     305000 | PA      | $294477.50     | 0.00%             | 2030-08-01      | Variable      | 8.55%                 | 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        |     263800 | NS      | $3250131.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TK Elevator Holdco GmbH                                          | TK Elevator Holdco GmbH                                                                     | CUSIP: N/A<br>LEI: 2549008GCHWX9EEMIS56       | Long             | DBT              | CORP              | DE        |    1819800 | PA      | $2061725.35    | 0.02%             | 2028-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MediaTek, Inc.                                                   | MediaTek, Inc.                                                                              | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |     305000 | NS      | $12960396.10   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                             | Mitsubishi UFJ Financial Group, Inc., Series 8NC7                                           | CUSIP: 606822CT9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     467000 | PA      | $481418.29     | 0.00%             | 2031-02-22      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP                                     | MPT Operating Partnership LP                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     305000 | PA      | $350660.58     | 0.00%             | 2032-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP                                     | Scientific Games Holdings LP, 1st Lien Term Loan                                            | CUSIP: 80875CAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1001681 | PA      | $991804.14     | 0.01%             | 2029-04-04      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| Intrum AB                                                        | Intrum AB                                                                                   | CUSIP: N/A<br>LEI: 549300UNCO2FCUWXX470       | Long             | DBT              | CORP              | SE        |    1608000 | PA      | $1402649.56    | 0.01%             | 2027-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banco Espirito Santo SA                                          | Banco Espirito Santo SA                                                                     | CUSIP: N/A<br>LEI: 635400JV7IJL16OWIT96       | Long             | DBT              | CORP              | PT        |     800000 | PA      | $190318.80     | 0.00%             | 2017-05-08      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                      | Toronto-Dominion Bank (The)                                                                 | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |      69913 | NS      | $1748084.94    | 0.02%             | 2025-06-09      | Fixed         | 23.25%                | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 18 Ltd.                                    | Anchorage Capital CLO 18 Ltd., Series 2021-18A, Class A1                                    | CUSIP: 03331AAA9<br>LEI: 549300JIJ617WYIUFX18 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $997636.40     | 0.01%             | 2034-04-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                       | Cloud Software Group, Inc.                                                                  | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    5520000 | PA      | $5561011.94    | 0.05%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                         | HP, Inc.                                                                                    | CUSIP: 60700V843<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |     157000 | NS      | $4035583.11    | 0.04%             | 2025-05-19      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                                   | Synopsys, Inc.                                                                              | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    1185000 | PA      | $1187529.76    | 0.01%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United Utilities Group plc                                       | United Utilities Group plc                                                                  | CUSIP: N/A<br>LEI: 2138002IEYQAOC88ZJ59       | Long             | EC               | CORP              | GB        |     223237 | NS      | $3356224.92    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                         | Arthur J Gallagher & Co.                                                                    | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    1235000 | PA      | $1225584.98    | 0.01%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Electron Bidco, Inc.                                             | Examworks Bidco, Inc., 1st Lien Term Loan                                                   | CUSIP: 28542CAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3292384 | PA      | $3276844.05    | 0.03%             | 2028-11-01      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| iShares Trust                                                    | iShares 1-5 Year Investment Grade Corporate Bond ETF                                        | CUSIP: 464288646<br>LEI: 549300T14S5IX7V5T008 | Long             |  | RF                | US        |    3795949 | NS      | $199249363.01  | 1.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                             | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     425000 | PA      | $394425.21     | 0.00%             | 2030-11-05      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                 | Paramount Global                                                                            | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     447000 | PA      | $399943.28     | 0.00%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                              | Intesa Sanpaolo SpA                                                                         | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |     775000 | PA      | $998678.08     | 0.01%             | 2029-09-07      | Variable      | 9.12%                 | No            |                  2 | On Loan: No      |
| Connect Finco SARL                                               | Connect Finco SARL                                                                          | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     428000 | PA      | $400380.52     | 0.00%             | 2029-09-15      | Fixed         | 9.00%                 | 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      | $3649.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     282000 | PA      | $-412.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                          | Duke Energy Florida LLC                                                                     | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     431000 | PA      | $377602.01     | 0.00%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                           | McDonald's Corp.                                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      19614 | NS      | $6169504.91    | 0.06%             | 2025-05-01      | Fixed         | 9.90%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                         | PNC Financial Services Group, Inc. (The), Series V                                          | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     158000 | PA      | $157895.89     | 0.00%             | 2027-09-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                    | Smyrna Ready Mix Concrete LLC                                                               | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     748000 | PA      | $767433.79     | 0.01%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Allwyn Entertainment Financing UK plc                            | Allwyn Entertainment Financing UK plc                                                       | CUSIP: N/A<br>LEI: 315700J7ZTIN8XGCX365       | Long             | DBT              | CORP              | GB        |    1810000 | PA      | $2158107.57    | 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        |     433910 | PA      | $428759.26     | 0.00%             | 2028-04-03      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                            | Cardinal Health, Inc.                                                                       | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |     153225 | NS      | $21649160.25   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd.                                                     | Nutrien Ltd.                                                                                | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     132000 | PA      | $130255.96     | 0.00%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                               | Energy Transfer LP                                                                          | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             |  |  | US        |     236163 | NS      | $3906136.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group, Inc.                            | Public Service Enterprise Group, Inc.                                                       | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      28121 | NS      | $2247711.53    | 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      | $423.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                | Clarios Global LP                                                                           | CUSIP: 18060TAD7<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |    1881000 | PA      | $1913541.30    | 0.02%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                  | Solventum Corp.                                                                             | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    4002000 | PA      | $4046286.05    | 0.04%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                        | Apollo Debt Solutions BDC, Series WI*                                                       | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     190000 | PA      | $193356.14     | 0.00%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| MKS Instruments, Inc.                                            | MKS Instruments, Inc.                                                                       | CUSIP: 55306NAA2<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |     681000 | PA      | $585613.33     | 0.01%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Aroundtown Finance SARL                                          | Aroundtown Finance SARL                                                                     | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |    3642000 | PA      | $4087118.70    | 0.04%             | 2030-01-16      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corp.                                           | Antero Resources Corp.                                                                      | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |       6860 | NS      | $238933.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs, Inc.                                            | Churchill Downs, Inc.                                                                       | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     608000 | PA      | $589180.50     | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ASG Finance DAC                                                  | ASG Finance DAC                                                                             | CUSIP: 00217AAB2<br>LEI: 5493005UOB0OMEJ4WK10 | Long             | DBT              | CORP              | IE        |     649000 | PA      | $610060.00     | 0.01%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Elia Group SA                                                    | Elia Group SA/NV                                                                            | CUSIP: N/A<br>LEI: 549300S1MP1NFDIKT460       | Long             | EC               | CORP              | BE        |       4656 | NS      | $504801.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                 | Brixmor Operating Partnership LP                                                            | CUSIP: 11120BAA5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     149000 | PA      | $150785.33     | 0.00%             | 2035-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel Trust                                          | Pebblebrook Hotel Trust                                                                     | CUSIP: 70509VAA8<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | DBT              | CORP              | US        |      15000 | PA      | $13932.00      | 0.00%             | 2026-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                             | Prime Security Services Borrower LLC, 1st Lien Term Loan B1                                 | CUSIP: 03765VAP5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     833716 | PA      | $829455.45     | 0.01%             | 2030-10-15      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      18139 | NS      | $1757453.79    | 0.02%             | 2025-06-12      | Fixed         | 13.22%                | No            |                  2 | On Loan: No      |
| Nidda Healthcare Holding GmbH                                    | Nidda Healthcare Holding GmbH                                                               | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |    2253000 | PA      | $2655118.14    | 0.03%             | 2030-02-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-488.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| iShares Trust                                                    | iShares 5-10 Year Investment Grade Corporate Bond ETF                                       | CUSIP: 464288638<br>LEI: 549300ZJOCMXQZ0RKQ84 | Long             |  | RF                | US        |    4122960 | NS      | $216414170.40  | 2.12%             |  |  |  | No            |                  1 | On Loan: —       |
| PointClickCare Technologies, Inc.                                | PointClickCare Technologies, Inc., 1st Lien Term Loan                                       | CUSIP: C7365BAF3<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    1268951 | PA      | $1265778.55    | 0.01%             | 2031-11-03      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2007-9T1, Class 2A1                                          | CUSIP: 02150JAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3149905 | PA      | $1343731.31    | 0.01%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Japan Hotel REIT Investment Corp.                                | Japan Hotel REIT Investment Corp.                                                           | CUSIP: N/A<br>LEI: 353800L8KG849FP1JI68       | Long             | EC               | CORP              | JP        |       3938 | NS      | $1947381.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                               | J.P. Morgan Structured Products BV, Series MTOP                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     102400 | NS      | $2540358.46    | 0.02%             | 2025-06-05      | Fixed         | 58.21%                | 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        |     286000 | PA      | $283131.71     | 0.00%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Orsted A/S                                                       | Orsted A/S                                                                                  | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | NUSS              | DK        |     400000 | PA      | $453411.88     | 0.00%             | 2029-09-14      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                              | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     227000 | PA      | $207344.33     | 0.00%             | 2031-01-22      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                   | Teva Pharmaceutical Finance Netherlands III BV                                              | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    7446000 | PA      | $8153370.00    | 0.08%             | 2031-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Resideo Funding, Inc.                                            | Resideo Funding, Inc.                                                                       | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |     408000 | PA      | $404731.02     | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CoreLogic, Inc.                                                  | CoreLogic, Inc.                                                                             | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |    2008000 | PA      | $1900203.13    | 0.02%             | 2028-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                         | PNC Financial Services Group, Inc. (The)                                                    | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    1181000 | PA      | $1180082.43    | 0.01%             | 2035-07-23      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Diageo plc                                                       | Diageo plc                                                                                  | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |     190334 | NS      | $5344653.73    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TC Energy Corp.                                                  | TC Energy Corp.                                                                             | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |     211048 | NS      | $10662623.82   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International plc                           | Morgan Stanley & Co. International plc, Series DMTL                                         | CUSIP: 61779N175<br>LEI: 4PQUHN3JPFGFNF3BB653 | Long             | SN               | CORP              | GB        |      57473 | NS      | $4113693.71    | 0.04%             | 2025-06-05      | Fixed         | 14.23%                | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-59.09        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | CDW Corp.                                                                                   | CUSIP: 06370C672<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |      24250 | NS      | $3880032.33    | 0.04%             | 2025-05-01      | Fixed         | 12.65%                | No            |                  2 | On Loan: No      |
| Asplundh Tree Expert LLC                                         | Asplundh Tree Expert LLC, 1st Lien Term Loan                                                | CUSIP: 04538FAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2109223 | PA      | $2105152.24    | 0.02%             | 2027-09-06      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                    | Voya CLO Ltd., Series 2014-1A, Class BR2                                                    | CUSIP: 92915PAP0<br>LEI: 549300ITL5IR423IJ183 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $996809.30     | 0.01%             | 2031-04-18      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                  | WFRBS Commercial Mortgage Trust, Series 2014-C20, Class XB                                  | CUSIP: 92890FAX4<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |   43883824 | PA      | $21713.72      | 0.00%             | 2047-05-15      | Variable      | 0.51%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                        | Williams Cos., Inc. (The)                                                                   | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     237000 | PA      | $242462.21     | 0.00%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| APi Group DE, Inc.                                               | APi Group DE, Inc.                                                                          | CUSIP: 001877AA7<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |     234000 | PA      | $218481.45     | 0.00%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    7197000 | PA      | $-5092.61      | -0.00%            |  |  |  | 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        |    3269470 | PA      | $938495.26     | 0.01%             | 2036-03-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Bubbles Bidco SpA                                                | Bubbles Bidco SpA                                                                           | CUSIP: N/A<br>LEI: 815600073942740CEB24       | Long             | DBT              | CORP              | IT        |     709000 | PA      | $802521.88     | 0.01%             | 2031-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                              | Viking Cruises Ltd.                                                                         | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    1025000 | PA      | $1095924.88    | 0.01%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                | BAT Capital Corp.                                                                           | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1008000 | PA      | $1079084.10    | 0.01%             | 2033-08-02      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| Edison International                                             | Edison International                                                                        | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     840000 | PA      | $851286.81     | 0.01%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $201.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                       | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1389000 | PA      | $1386018.26    | 0.01%             | 2036-02-12      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| PPL Corp.                                                        | PPL Corp.                                                                                   | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     154121 | NS      | $5625416.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BBCMS Mortgage Trust                                             | BBCMS Mortgage Trust, Series 2018-CHRS, Class E                                             | CUSIP: 05491VAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1140000 | PA      | $935895.88     | 0.01%             | 2038-08-05      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| PDD Holdings, Inc.                                               | PDD Holdings, Inc.                                                                          | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | KY        |      44243 | NS      | $4670733.51    | 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      | $-12546.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TUI Cruises GmbH                                                 | TUI Cruises GmbH                                                                            | CUSIP: N/A<br>LEI: 529900SVD83QUUIZYY18       | Long             | DBT              | CORP              | DE        |     194000 | PA      | $227747.36     | 0.00%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                               | Banco Bilbao Vizcaya Argentaria SA                                                          | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |    1200000 | PA      | $1486933.60    | 0.01%             | 2028-06-21      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                    | Teva Pharmaceutical Finance Netherlands II BV                                               | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |     524000 | PA      | $702689.86     | 0.01%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                       | Progress Residential Trust, Series 2021-SFR10, Class G                                      | CUSIP: 74333WAQ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5194294 | PA      | $4918157.43    | 0.05%             | 2040-12-17      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      17964 | NS      | $4164132.32    | 0.04%             | 2025-06-12      | Fixed         | 11.69%                | No            |                  2 | On Loan: No      |
| Al Rajhi Sukuk Ltd.                                              | Al Rajhi Sukuk Ltd.                                                                         | CUSIP: N/A<br>LEI: 549300FHETHK3XGY8N60       | Long             | DBT              | CORP              | KY        |    1160000 | PA      | $1169425.00    | 0.01%             | 2030-07-21      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                        | Ford Motor Credit Co. LLC                                                                   | CUSIP: 345397E25<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1064000 | PA      | $1039344.08    | 0.01%             | 2031-03-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                           | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     135527 | NS      | $9623772.27    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm, Inc.                                                  | TransDigm, Inc.                                                                             | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     646000 | PA      | $671444.00     | 0.01%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Sotheby's                                                        | Sotheby's                                                                                   | CUSIP: 83600GAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $340098.72     | 0.00%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                 | Sabre GLBL, Inc.                                                                            | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     384000 | PA      | $367680.00     | 0.00%             | 2027-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                          | Williams Scotsman, Inc.                                                                     | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     255000 | PA      | $264493.96     | 0.00%             | 2031-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                          | GFL Environmental, Inc.                                                                     | CUSIP: 36168QAM6<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     208000 | PA      | $197243.68     | 0.00%             | 2028-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                 | Brixmor Operating Partnership LP                                                            | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     281000 | PA      | $273891.78     | 0.00%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JFE Holdings, Inc.                                               | JFE Holdings, Inc.                                                                          | CUSIP: N/A<br>LEI: 3538002Y11Y03NA9B530       | Long             | EC               | CORP              | JP        |      51400 | NS      | $598605.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays plc                                                     | Barclays plc                                                                                | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1795000 | PA      | $1608827.63    | 0.02%             | 2028-03-15      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Virgin Media Vendor Financing Notes III DAC                      | Virgin Media Vendor Financing Notes III DAC                                                 | CUSIP: N/A<br>LEI: 635400SSKC2QCGEPIQ43       | Long             | DBT              | CORP              | IE        |    1446000 | PA      | $1810495.61    | 0.02%             | 2028-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Legal & General Group plc                                        | Legal & General Group plc                                                                   | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Long             | DBT              | CORP              | GB        |    1670000 | PA      | $2018349.16    | 0.02%             | 2031-03-24      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                              | Medline Borrower LP                                                                         | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    1537000 | PA      | $1548762.66    | 0.02%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ardonagh Group Finance Ltd.                                      | Ardonagh Group Finance Ltd.                                                                 | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |    2243000 | PA      | $2287899.03    | 0.02%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SGL Group ApS                                                    | SGL Group ApS                                                                               | CUSIP: N/A<br>LEI: 636700YQKGLXCPPUYE74       | Long             | DBT              | CORP              | DK        |     174000 | PA      | $191558.36     | 0.00%             | 2031-02-24      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners VII Ltd.                                     | OHA Credit Partners VII Ltd., Series 2012-7A, Class AR4                                     | CUSIP: 67102QBK3<br>LEI: 549300LXLBAFTIMXZT54 | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $2969038.20    | 0.03%             | 2038-02-20      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                        | Ford Motor Credit Co. LLC                                                                   | CUSIP: 345397G98<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    3916000 | PA      | $3869023.12    | 0.04%             | 2032-03-19      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                    | Centene Corp.                                                                               | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      25000 | PA      | $21956.12      | 0.00%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                      | Extended Stay America Trust, Series 2021-ESH, Class E                                       | CUSIP: 30227FAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5154306 | PA      | $5128534.55    | 0.05%             | 2038-07-15      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust, Series 2018-GW, Class A                                                           | CUSIP: 12433UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2050000 | PA      | $2043425.45    | 0.02%             | 2035-05-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Techem Verwaltungsgesellschaft 675 mbH                           | Techem Verwaltungsgesellschaft 675 mbH                                                      | CUSIP: N/A<br>LEI: 529900N0M7FQHNAV1A41       | Long             | DBT              | CORP              | DE        |     849000 | PA      | $987220.33     | 0.01%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                     | OCP CLO Ltd., Series 2019-17A, Class CR2                                                    | CUSIP: 67113LBA3<br>LEI: 2549003HLFPQ7ATPYA23 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $989657.30     | 0.01%             | 2037-07-20      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      90000 | PA      | $1656.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verisure Holding AB                                              | Verisure Holding AB                                                                         | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | DBT              | CORP              | SE        |     568000 | PA      | $667103.34     | 0.01%             | 2028-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Fleet Midco I Ltd.                                               | Fleet Midco I Ltd., 1st Lien Term Loan B2                                                   | CUSIP: 33902UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     603232 | PA      | $600215.68     | 0.01%             | 2031-02-21      | Variable      | 7.06%                 | No            |                  3 | On Loan: No      |
| Nasdaq, Inc.                                                     | Nasdaq, Inc.                                                                                | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     292000 | PA      | $299727.61     | 0.00%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                         | Bayer AG                                                                                    | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |     500000 | PA      | $596162.31     | 0.01%             | 2083-09-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                  | Wynn Macau Ltd.                                                                             | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     414000 | PA      | $379845.00     | 0.00%             | 2029-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fortress Transportation & Infrastructure Investors LLC           | Fortress Transportation & Infrastructure Investors LLC                                      | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     288000 | PA      | $301089.89     | 0.00%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                           | Freeport-McMoRan, Inc.                                                                      | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     191000 | PA      | $190490.74     | 0.00%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Cable One, Inc.                                                  | Cable One, Inc.                                                                             | CUSIP: 12685JAE5<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |     219000 | PA      | $206079.00     | 0.00%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Aston Martin Capital Holdings Ltd.                               | Aston Martin Capital Holdings Ltd.                                                          | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |     240000 | PA      | $206204.81     | 0.00%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Fiesta Purchaser, Inc.                                           | Fiesta Purchaser, Inc.                                                                      | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      96000 | PA      | $100380.67     | 0.00%             | 2032-09-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Citycon Treasury BV                                              | Citycon Treasury BV                                                                         | CUSIP: N/A<br>LEI: 549300WAE0CGQ0IE1H63       | Long             | DBT              | CORP              | NL        |     425000 | PA      | $483428.50     | 0.00%             | 2031-07-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                        | Republic of Uzbekistan                                                                      | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |     667000 | PA      | $770254.69     | 0.01%             | 2027-05-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2260.93       | 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      | $55278.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                           | Ardagh Metal Packaging Finance USA LLC                                                      | CUSIP: 03969YAB4<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | US        |    2351000 | PA      | $2046329.51    | 0.02%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO                                                        | AIMCO CLO, Series 2015-AA, Class CR3                                                        | CUSIP: 00900LBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $2956269.30    | 0.03%             | 2034-10-17      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                           | Extra Space Storage LP                                                                      | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    2534000 | PA      | $2511851.60    | 0.02%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Penn Entertainment, Inc.                                         | Penn Entertainment, Inc., 1st Lien Term Loan B                                              | CUSIP: 70757DAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2734455 | PA      | $2720782.82    | 0.03%             | 2029-05-03      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 1 Ltd.                                        | OHA Credit Funding 1 Ltd., Series 2018-1A, Class CR                                         | CUSIP: 67115WAY6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1003566.80    | 0.01%             | 2037-04-20      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| ADT Security Corp. (The)                                         | ADT Security Corp. (The)                                                                    | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     373000 | PA      | $351759.66     | 0.00%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                         | CenterPoint Energy, Inc., Series A                                                          | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    1083000 | PA      | $1106084.13    | 0.01%             | 2055-02-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury 10-Year Note                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      10073 | NC      | $24873789.19   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                            | Alexandria Real Estate Equities, Inc.                                                       | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |      90009 | NS      | $6540053.94    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ohio Power Co.                                                   | Ohio Power Co.                                                                              | CUSIP: 677415CV1<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     308000 | PA      | $303752.03     | 0.00%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     650000 | PA      | $759.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WPP plc                                                          | WPP plc                                                                                     | CUSIP: N/A<br>LEI: 549300LSGBXPYHXGDT93       | Long             | EC               | CORP              | JE        |     745243 | NS      | $5777536.58    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Wabash National Corp.                                            | Wabash National Corp.                                                                       | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |     513000 | PA      | $432016.33     | 0.00%             | 2028-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                              | Cisco Systems, Inc.                                                                         | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     149432 | NS      | $8626709.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Apidos Loan Fund Ltd.                                            | Apidos Loan Fund Ltd., Series 2024-1A, Class B                                              | CUSIP: 037986AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1492049.85    | 0.01%             | 2035-04-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Capstone Borrower, Inc.                                          | Capstone Borrower, Inc.                                                                     | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |    1409000 | PA      | $1439417.49    | 0.01%             | 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        |    1498482 | PA      | $1493072.17    | 0.01%             | 2029-07-06      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| HAT Holdings I LLC                                               | HAT Holdings I LLC                                                                          | CUSIP: 418751AL7<br>LEI: 254900YE1WH1XG7Y4E44 | Long             | DBT              | CORP              | US        |     604000 | PA      | $620381.22     | 0.01%             | 2027-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                  | Naked Juice LLC, 1st Lien Term Loan                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    3430790 | PA      | $2148532.07    | 0.02%             | 2029-01-24      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                        | Ford Motor Credit Co. LLC                                                                   | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1895000 | PA      | $1686618.54    | 0.02%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                              | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4419000 | PA      | $4473499.88    | 0.04%             | 2030-07-19      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                     | ING Groep NV                                                                                | CUSIP: 456837AY9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    1424000 | PA      | $1283135.64    | 0.01%             | 2027-05-16      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                   | Southern California Edison Co.                                                              | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     661000 | PA      | $641689.45     | 0.01%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                            | WMG Acquisition Corp., 1st Lien Term Loan B                                                 | CUSIP: 92929LBA5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    5270602 | PA      | $5255791.61    | 0.05%             | 2031-01-24      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Romania                                                          | Romania Government Bond                                                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    1229000 | PA      | $1132961.87    | 0.01%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Contego CLO XI DAC                                               | Contego CLO XI DAC, Series 11X, Class DR                                                    | CUSIP: N/A<br>LEI: 6354008HTD4GEZHRKR02       | Long             | ABS-CBDO         | CORP              | IE        |     680000 | PA      | $753421.22     | 0.01%             | 2038-11-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                     | CaixaBank SA                                                                                | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |    4800000 | PA      | $5865897.30    | 0.06%             | 2030-01-16      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                           | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1019000 | PA      | $1000591.16    | 0.01%             | 2028-05-22      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust, Series 2021-LBA, Class AJV                                                        | CUSIP: 05609BCD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1880000 | PA      | $1863550.00    | 0.02%             | 2036-02-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                  | Madison IAQ LLC, 1st Lien Term Loan                                                         | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    5017714 | PA      | $4965680.77    | 0.05%             | 2028-06-21      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                | Republic of Chile                                                                           | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |     558000 | PA      | $642876.52     | 0.01%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Nexans SA                                                        | Nexans SA                                                                                   | CUSIP: N/A<br>LEI: 96950015FU78G84UIV14       | Long             | EC               | CORP              | FR        |       2510 | NS      | $275744.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                        | Commercial Mortgage Trust, Series 2014-UBS5, Class XB2                                      | CUSIP: 12592KBJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12675000 | PA      | $93546.44      | 0.00%             | 2047-09-10      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                          | RHP Hotel Properties LP                                                                     | CUSIP: 749571AG0<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |      77000 | PA      | $73681.45      | 0.00%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sekisui Chemical Co. Ltd.                                        | Sekisui Chemical Co. Ltd.                                                                   | CUSIP: N/A<br>LEI: 529900KQIVT7NWFNMI70       | Long             | EC               | CORP              | JP        |      32800 | NS      | $573145.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LABL, Inc.                                                       | LABL, Inc.                                                                                  | CUSIP: 50168QAF2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |     360000 | PA      | $294300.00     | 0.00%             | 2031-10-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO 3                                                 | Pikes Peak CLO 3, Series 2019-3A, Class BRR                                                 | CUSIP: 72132UBC6<br>LEI: 254900Y8O8REGL3BZS62 | Long             | ABS-CBDO         | CORP              | KY        |    1600000 | PA      | $1597120.32    | 0.02%             | 2034-10-25      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Kaseya, Inc.                                                     | Kaseya, Inc., 1st Lien Term Loan                                                            | CUSIP: 48578AAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4234000 | PA      | $4200720.76    | 0.04%             | 2032-03-05      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| CPI HoldCo B LLC                                                 | CPI Holdco B LLC, 1st Lien Term Loan                                                        | CUSIP: 1261MAAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2759711 | PA      | $2737771.35    | 0.03%             | 2031-05-19      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-933.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Bank of Montreal                                                                            | CUSIP: 06370C771<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |       5500 | NS      | $1862818.34    | 0.02%             | 2025-06-09      | Fixed         | 20.84%                | No            |                  2 | On Loan: No      |
| Arcosa, Inc.                                                     | Arcosa, Inc.                                                                                | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |      32000 | PA      | $32607.70      | 0.00%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp.                                            | Kaiser Aluminum Corp.                                                                       | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      76000 | PA      | $73123.37      | 0.00%             | 2028-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FRTKL                                                            | FRTKL, Series 2021-SFR1, Class F                                                            | CUSIP: 30322DAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2900000 | PA      | $2737406.86    | 0.03%             | 2038-09-17      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| RLJ Lodging Trust LP                                             | RLJ Lodging Trust LP                                                                        | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |      56000 | PA      | $54904.83      | 0.00%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Apex Group Treasury LLC                                          | Apex Group Treasury LLC, 1st Lien Term Loan B                                               | CUSIP: G0472CAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1207000 | PA      | $1201471.94    | 0.01%             | 2032-02-27      | Variable      | 7.82%                 | 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      | $-902.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KKR CLO 18 Ltd.                                                  | KKR CLO 18 Ltd., Series 18, Class CR                                                        | CUSIP: 48251JAQ6<br>LEI: 54930088PYF0FHKY5C94 | Long             | ABS-CBDO         | CORP              | KY        |    8050000 | PA      | $8055589.92    | 0.08%             | 2030-07-18      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                           | Becton Dickinson & Co.                                                                      | CUSIP: 075887CR8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    1690000 | PA      | $1706711.95    | 0.02%             | 2029-02-08      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                             | Republic of Colombia                                                                        | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     439000 | PA      | $431976.00     | 0.00%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                          | Talen Energy Supply LLC, 1st Lien Term Loan B                                               | CUSIP: 87422LAY6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1299742 | PA      | $1293711.69    | 0.01%             | 2031-12-11      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc                                                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      26502 | NS      | $11428300.09   | 0.11%             | 2025-06-06      | Fixed         | 18.07%                | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP                             | Ladder Capital Finance Holdings LLLP                                                        | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     248000 | PA      | $254820.01     | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                         | Celanese US Holdings LLC                                                                    | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     759000 | PA      | $760472.65     | 0.01%             | 2033-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust | Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2006-8, Class A5         | CUSIP: 93935EAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     977134 | PA      | $326801.79     | 0.00%             | 2036-10-25      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                | FirstEnergy Corp.                                                                           | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     196435 | NS      | $8423132.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain, Inc.                                              | Iron Mountain, Inc.                                                                         | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     235000 | PA      | $241369.44     | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| H&E Equipment Services, Inc.                                     | H&E Equipment Services, Inc.                                                                | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |      85000 | PA      | $84639.63      | 0.00%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Buckhorn Park CLO Ltd.                                           | Buckhorn Park CLO Ltd., Series 2019-1A, Class CRR                                           | CUSIP: 118382BE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2500000 | PA      | $2468998.25    | 0.02%             | 2034-07-18      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Option Care Health, Inc.                                         | Option Care Health, Inc.                                                                    | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |     406000 | PA      | $383439.51     | 0.00%             | 2029-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                               | Metropolitan Life Global Funding I                                                          | CUSIP: 59217GDC0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     150000 | PA      | $142465.43     | 0.00%             | 2029-06-17      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                   | Long Beach Mortgage Loan Trust, Series 2006-4, Class 1A                                     | CUSIP: 54251MAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   19872035 | PA      | $10262539.01   | 0.10%             | 2036-05-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                                           | Emirates NBD Bank PJSC                                                                      | CUSIP: N/A<br>LEI: 54930029BCN8HF3B1286       | Long             | DBT              | CORP              | AE        |    1192000 | PA      | $1221800.00    | 0.01%             | 2030-08-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Summer BC Holdco B SARL                                          | Summer BC Holdco B SARL, Facility 1st Lien Term Loan B                                      | CUSIP: L8869UAC7<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     436000 | PA      | $429821.88     | 0.00%             | 2029-02-15      | Variable      | 9.56%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP                                     | MPT Operating Partnership LP                                                                | CUSIP: N/A<br>LEI: 549300GMTGMY6F98X275       | Long             | DBT              | CORP              | US        |    1148000 | PA      | $1319863.42    | 0.01%             | 2032-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                           | XHR LP                                                                                      | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |     122000 | PA      | $120173.62     | 0.00%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GYP Holdings III Corp.                                           | GYP Holdings III Corp., 1st Lien Term Loan B                                                | CUSIP: 36249VAK2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     836897 | PA      | $828528.25     | 0.01%             | 2030-05-13      | Variable      | 6.57%                 | No            |                  3 | On Loan: No      |
| Helios Software Holdings, Inc.                                   | Helios Software Holdings, Inc.                                                              | CUSIP: 42329HAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $194099.96     | 0.00%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Connect Finco SARL                                               | Connect Finco SARL, 1st Lien Term Loan                                                      | CUSIP: L2000DAH7<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    1083047 | PA      | $970009.74     | 0.01%             | 2029-09-13      | Variable      | 8.82%                 | 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      | $-1294.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp.                             | Cognizant Technology Solutions Corp., Class A                                               | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     140976 | NS      | $10371604.32   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                            | NextEra Energy Capital Holdings, Inc.                                                       | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     794000 | PA      | $735340.26     | 0.01%             | 2029-11-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                              | Altice Financing SA                                                                         | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $153595.70     | 0.00%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Swatch Group AG (The)                                            | Swatch Group AG (The)                                                                       | CUSIP: N/A<br>LEI: 529900NTES2LEON1JZ55       | Long             | EC               | CORP              | CH        |      18132 | NS      | $3146667.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Champions Financing, Inc.                                        | Champions Financing, Inc., 1st Lien Term Loan                                               | CUSIP: 15870MAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2004546 | PA      | $1792404.76    | 0.02%             | 2029-02-06      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                      | Eli Lilly & Co.                                                                             | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |      21381 | NS      | $18830820.78   | 0.18%             | 2025-05-02      | Fixed         | 22.21%                | No            |                  2 | On Loan: No      |
| TK Elevator Holdco GmbH                                          | TK Elevator Holdco GmbH                                                                     | CUSIP: 92537VAA8<br>LEI: 2549008GCHWX9EEMIS56 | Long             | DBT              | CORP              | DE        |    1612000 | PA      | $1614761.36    | 0.02%             | 2028-07-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Region RE Ltd.                                                   | Region RE Ltd.                                                                              | CUSIP: N/A<br>LEI: 549300MS6NZV0B7K7D28       | Long             | EC               | CORP              | AU        |    1335005 | NS      | $1978769.03    | 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        |     295000 | PA      | $295621.86     | 0.00%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                | CIFC Funding Ltd., Series 2018-4A, Class CR                                                 | CUSIP: 17181TAN1<br>LEI: 254900PA63PFHC11GD90 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $1949398.00    | 0.02%             | 2038-01-17      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Swatch Group AG (The)                                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      25600 | NS      | $4449360.61    | 0.04%             | 2025-05-12      | Fixed         | 22.71%                | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                              | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1745000 | PA      | $1779181.69    | 0.02%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Kronos Acquisition Holdings, Inc.                                | Kronos Acquisition Holdings, Inc.                                                           | CUSIP: 50106GAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      65000 | PA      | $53719.80      | 0.00%             | 2031-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Global Auto Holdings Ltd.                                        | Global Auto Holdings Ltd.                                                                   | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     200000 | PA      | $192000.00     | 0.00%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Pinnacle Bidco plc                                               | Pinnacle Bidco plc                                                                          | CUSIP: N/A<br>LEI: 2138006Z5V8OBL2A2Q06       | Long             | DBT              | CORP              | GB        |    1379000 | PA      | $1949751.67    | 0.02%             | 2028-10-11      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Atlas CC Acquisition Corp.                                       | Cubic Corp., 1st Lien Term Loan C                                                           | CUSIP: 04921TAC8<br>LEI: 6HHLXIOGCDNZ4IRAIW26 | Long             | LON              | CORP              | US        |     872434 | PA      | $479952.07     | 0.00%             | 2028-05-25      | Variable      | 8.82%                 | No            |                  2 | On Loan: No      |
| Harvest Midstream I LP                                           | Harvest Midstream I LP                                                                      | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     124000 | PA      | $126197.40     | 0.00%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Parkland Corp.                                                   | Parkland Corp.                                                                              | CUSIP: 70137WAN8<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |     194000 | PA      | $193106.46     | 0.00%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ZF Finance GmbH                                                  | ZF Finance GmbH                                                                             | CUSIP: N/A<br>LEI: 5493001N9T6QDCCXB426       | Long             | DBT              | CORP              | DE        |    2200000 | PA      | $2230581.65    | 0.02%             | 2028-05-03      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                             | Charter Communications Operating LLC                                                        | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2482000 | PA      | $2017498.84    | 0.02%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Ineos US Petrochem LLC                                           | INEOS US Petrochem LLC, 1st Lien Term Loan B                                                | CUSIP: G4770MAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     740000 | PA      | $617900.00     | 0.01%             | 2031-10-07      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                   | Structured Asset Mortgage Investments II Trust, Series 2006-AR2, Class A1                   | CUSIP: 86359LSM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     378173 | PA      | $338695.37     | 0.00%             | 2036-02-25      | Floating      | 4.90%                 | 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        |     743194 | PA      | $740407.51     | 0.01%             | 2030-10-17      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| Trimaran Cavu Ltd.                                               | Trimaran CAVU Ltd., Series 2021-1A, Class BR                                                | CUSIP: 89624NAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $991099.80     | 0.01%             | 2037-07-23      | Floating      | 6.08%                 | 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      | $-23348.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                  | CHL Mortgage Pass-Through Trust, Series 2007-J2, Class 2A8                                  | CUSIP: 12545EAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     926287 | PA      | $311143.72     | 0.00%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand, Inc.                                             | Ingersoll Rand, Inc.                                                                        | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     929000 | PA      | $935728.42     | 0.01%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SeaWorld Parks & Entertainment, Inc.                             | SeaWorld Parks & Entertainment, Inc., 1st Lien Term Loan B3                                 | CUSIP: 78488CAL4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     795775 | PA      | $783837.92     | 0.01%             | 2031-12-04      | Variable      | 6.32%                 | No            |                  3 | On Loan: No      |
| Acciona SA                                                       | Acciona SA                                                                                  | CUSIP: N/A<br>LEI: 54930002KP75TLLLNO21       | Long             | EC               | CORP              | ES        |       5874 | NS      | $855978.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dealer Tire Financial LLC                                        | Dealer Tire Financial LLC, 1st Lien Term Loan B5                                            | CUSIP: 24228HAR9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1803020 | PA      | $1794004.85    | 0.02%             | 2031-07-02      | Variable      | 7.32%                 | No            |                  3 | On Loan: No      |
| Vortex Opco LLC                                                  | Vortex Opco LLC, 1st Lien Term Loan                                                         | CUSIP: G9158TAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1226110 | PA      | $539488.27     | 0.01%             | 2028-12-18      | Variable      | 8.66%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co.                              | Public Service Electric & Gas Co., Series Q                                                 | CUSIP: 74456QCU8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    1120000 | PA      | $1133077.40    | 0.01%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                          | Daimler Truck Finance North America LLC                                                     | CUSIP: 233853AM2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     336000 | PA      | $330182.66     | 0.00%             | 2027-04-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Corp.                                                 | Mitsubishi Corp.                                                                            | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |     281300 | NS      | $5340926.44    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Corp. of Canada                                            | Power Corp. of Canada                                                                       | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |      47959 | NS      | $1815247.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust, Series 2025-RTL1, Class A1                          | CUSIP: 92262GAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3031532.12    | 0.03%             | 2030-03-25      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| Kronos International, Inc.                                       | Kronos International, Inc.                                                                  | CUSIP: N/A<br>LEI: 529900NTVDLUSYY9F493       | Long             | DBT              | CORP              | US        |    1225000 | PA      | $1465385.37    | 0.01%             | 2029-03-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                       | Ares Strategic Income Fund                                                                  | CUSIP: 04020EAE7<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    4945000 | PA      | $4935862.53    | 0.05%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                              | Erste Group Bank AG                                                                         | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |       9967 | NS      | $674981.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NMG Parent LLC                                                   | NMG Parent LLC                                                                              | CUSIP: 629ESC039<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3714 | NS      | $0.04          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Reworld Holding Corp.                                            | Reworld Holding Corp., 1st Lien Term Loan B                                                 | CUSIP: 22282GAM9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2188861 | PA      | $2177916.45    | 0.02%             | 2028-11-30      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                              | Shift4 Payments LLC                                                                         | CUSIP: 82453AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     126000 | PA      | $124267.58     | 0.00%             | 2026-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Thunder Generation Funding LLC                                   | Thunder Generation Funding LLC, 1st Lien Term Loan                                          | CUSIP: 88604KAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1496459 | PA      | $1494214.44    | 0.01%             | 2031-09-26      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                       | Morgan Stanley Finance LLC, Series 001B                                                     | CUSIP: 61779N266<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |      67990 | NS      | $4688845.16    | 0.05%             | 2025-06-10      | Fixed         | 18.00%                | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                 | Gray Media, Inc.                                                                            | CUSIP: 389284AA8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     183000 | PA      | $178032.57     | 0.00%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IndyMac IMSC Mortgage Loan Trust                                 | IndyMac IMSC Mortgage Loan Trust, Series 2007-F2, Class 1A4                                 | CUSIP: 45670JAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     548950 | PA      | $376775.13     | 0.00%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Boels Topholding BV                                              | Boels Topholding BV                                                                         | CUSIP: N/A<br>LEI: 724500V913SEHSEW2O75       | Long             | DBT              | CORP              | NL        |     541000 | PA      | $632085.38     | 0.01%             | 2030-05-15      | 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      | $-237.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                             | SoftBank Group Corp.                                                                        | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |     119000 | PA      | $136035.91     | 0.00%             | 2029-01-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Getty Images, Inc.                                               | Getty Images, Inc., 1st Lien Term Loan B1                                                   | CUSIP: 37427UAQ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     670000 | PA      | $659950.00     | 0.01%             | 2030-02-21      | Variable      | 11.25%                | No            |                  2 | On Loan: No      |
| Star Parent, Inc.                                                | Star Parent, Inc.                                                                           | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |    1666000 | PA      | $1685693.50    | 0.02%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| VGP NV                                                           | VGP NV                                                                                      | CUSIP: N/A<br>LEI: 315700NENYPIXFR94T49       | Long             | EC               | CORP              | BE        |      21806 | NS      | $2017628.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                          | Level 3 Financing, Inc.                                                                     | CUSIP: 527298BV4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    4680157 | PA      | $5230075.45    | 0.05%             | 2029-11-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Park Avenue Institutional Advisers CLO Ltd.                      | Park Avenue Institutional Advisers CLO Ltd., Series 2018-1A, Class A2R                      | CUSIP: 70016RAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4700000 | PA      | $4700000.47    | 0.05%             | 2031-10-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                              | Hilcorp Energy I LP                                                                         | CUSIP: 431318BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     653000 | PA      | $554923.34     | 0.01%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| INEOS Styrolution Ludwigshafen GmbH                              | INEOS Styrolution Ludwigshafen GmbH                                                         | CUSIP: N/A<br>LEI: 5299003M4PGUGL48LS74       | Long             | DBT              | CORP              | DE        |     280000 | PA      | $298548.34     | 0.00%             | 2027-01-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Unilever plc                                                     | Unilever plc                                                                                | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |      83398 | NS      | $5309941.50    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                             | Charter Communications Operating LLC                                                        | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9822000 | PA      | $8530278.04    | 0.08%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                           | Arab Republic of Egypt                                                                      | CUSIP: 03846JAG5<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     590000 | PA      | $540587.50     | 0.01%             | 2033-02-04      | Fixed         | 9.45%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                              | Buckeye Partners LP, 1st Lien Term Loan B6                                                  | CUSIP: 11823LAQ8<br>LEI: 549300C1PQJLVEIUBK50 | Long             | LON              | CORP              | US        |     810925 | PA      | $808670.63     | 0.01%             | 2030-11-22      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC                                             | Ashton Woods USA LLC                                                                        | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     294000 | PA      | $272017.62     | 0.00%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                       | GATX Corp.                                                                                  | CUSIP: 361448BA0<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     225000 | PA      | $218834.62     | 0.00%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PrestigeBidCo GmbH                                               | PrestigeBidCo GmbH                                                                          | CUSIP: N/A<br>LEI: 529900CSF1DNOCHMI763       | Long             | DBT              | CORP              | DE        |     777000 | PA      | $881001.69     | 0.01%             | 2029-07-01      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                     | UBS Group AG                                                                                | CUSIP: 902613BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     794000 | PA      | $812295.35     | 0.01%             | 2031-04-12      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| PPG Industries, Inc.                                             | PPG Industries, Inc.                                                                        | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      33181 | NS      | $3612083.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Iliad Holding SASU                                               | Iliad Holding SASU                                                                          | CUSIP: 449691AF1<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    1353000 | PA      | $1427187.70    | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                     | Tallgrass Energy Partners LP                                                                | CUSIP: 87470LAK7<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |     104000 | PA      | $95874.47      | 0.00%             | 2031-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bleriot US Bidco, Inc.                                           | Bleriot US Bidco, Inc., 1st Lien Term Loan                                                  | CUSIP: 09353TAJ9<br>LEI: 254900ALCQ2A2VYD5Z08 | Long             | LON              | CORP              | US        |    1319987 | PA      | $1310086.72    | 0.01%             | 2030-10-31      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Transocean, Inc.                                                 | Transocean, Inc.                                                                            | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     241000 | PA      | $194306.42     | 0.00%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3, Inc.                                    | Fortress Intermediate 3, Inc., 1st Lien Term Loan                                           | CUSIP: 34966LAB0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |     901881 | PA      | $881589.13     | 0.01%             | 2031-06-27      | Variable      | 8.07%                 | No            |                  3 | On Loan: No      |
| Ferrovial SE                                                     | Ferrovial SE                                                                                | CUSIP: N/A<br>LEI: 72450022R2ZFL41Y6I04       | Long             | EC               | CORP              | NL        |      78811 | NS      | $3844595.69    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                           | GSAA Home Equity Trust, Series 2006-18, Class AF6                                           | CUSIP: 3622ELAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3167718 | PA      | $713462.87     | 0.01%             | 2036-11-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Millicom International Cellular SA                               | Millicom International Cellular SA                                                          | CUSIP: 600814AS6<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    1200000 | PA      | $1212000.00    | 0.01%             | 2032-04-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                            | Matador Resources Co.                                                                       | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     597000 | PA      | $575041.03     | 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        |       1908 | NS      | $558452.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Somnigroup International, Inc.                                   | Somnigroup International, Inc.                                                              | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     298000 | PA      | $276668.33     | 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        |      42587 | NS      | $674865.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                  | TransDigm, Inc., 1st Lien Term Loan K                                                       | CUSIP: 89364MCB8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    1128284 | PA      | $1124955.90    | 0.01%             | 2030-03-22      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| ANGI Group LLC                                                   | ANGI Group LLC                                                                              | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     646000 | PA      | $588756.33     | 0.01%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Howden UK Refinance plc                                          | Howden UK Refinance plc                                                                     | CUSIP: 44287DAA1<br>LEI: 875500O63ODR8S3K5X33 | Long             | DBT              | CORP              | GB        |    1124000 | PA      | $1140189.23    | 0.01%             | 2032-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2007-J1, Class 2A5                                           | CUSIP: 02149MAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1481649 | PA      | $552156.88     | 0.01%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                 | CSC Holdings LLC                                                                            | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     600000 | PA      | $524332.14     | 0.01%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                         | Duke Energy Progress LLC                                                                    | CUSIP: 144141CV8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      30000 | PA      | $31104.75      | 0.00%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Rad CLO 10 Ltd.                                                  | Rad CLO 10 Ltd., Series 2021-10A, Class C                                                   | CUSIP: 48662LAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3750000 | PA      | $3723936.75    | 0.04%             | 2034-04-23      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                     | Bear Stearns Asset-Backed Securities I Trust, Series 2005-AC9, Class A5                     | CUSIP: 0738794J4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     570584 | PA      | $548494.87     | 0.01%             | 2035-12-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                   | GLP Capital LP                                                                              | CUSIP: 361841AK5<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |      67000 | PA      | $68058.47      | 0.00%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                       | Vonovia SE                                                                                  | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | EC               | CORP              | DE        |     117445 | NS      | $3895660.85    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Archrock Partners LP                                             | Archrock Partners LP                                                                        | CUSIP: 03959KAC4<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |     544000 | PA      | $543073.94     | 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        |     347000 | PA      | $321486.62     | 0.00%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     534000 | PA      | $-4018.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KeHE Distributors LLC                                            | KeHE Distributors LLC                                                                       | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     179000 | PA      | $183117.18     | 0.00%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                            | Elevance Health, Inc.                                                                       | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     211000 | PA      | $199738.66     | 0.00%             | 2032-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Project Kickers                                                  | Project Kickers, 1st Lien Term Loan                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |    5400000 | PA      | $6108811.20    | 0.06%             | 2030-11-19      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Johnson Controls International plc, Series E11X                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      57982 | NS      | $4775490.35    | 0.05%             | 2025-05-01      | Fixed         | 18.07%                | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                        | Aptiv Swiss Holdings Ltd.                                                                   | CUSIP: 00217GAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    1101000 | PA      | $956507.26     | 0.01%             | 2032-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Multiversity SpA                                                 | Multiversity SpA                                                                            | CUSIP: N/A<br>LEI: 8945002RM8LY280ZUC12       | Long             | DBT              | CORP              | IT        |     600000 | PA      | $678011.69     | 0.01%             | 2028-10-30      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                          | American Airlines, Inc., 1st Lien Term Loan                                                 | CUSIP: 02376CAX3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |    1216589 | PA      | $1190164.29    | 0.01%             | 2027-01-29      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II LLC                                  | LCM Investments Holdings II LLC                                                             | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     155000 | PA      | $146532.89     | 0.00%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                                          | Ellucian Holdings, Inc.                                                                     | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |    1402000 | PA      | $1400620.29    | 0.01%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                | Philip Morris International, Inc.                                                           | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    2836000 | PA      | $2818754.11    | 0.03%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-142.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Waystar Technologies, Inc.                                       | Waystar Technologies, Inc., 1st Lien Term Loan                                              | CUSIP: 63939WAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     834052 | PA      | $829881.57     | 0.01%             | 2029-10-22      | Variable      | 6.57%                 | No            |                  3 | On Loan: No      |
| Holcim AG                                                        | Holcim AG                                                                                   | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |      58267 | NS      | $6511219.69    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                         | Voya Financial, Inc.                                                                        | CUSIP: 60700V777<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |      68100 | NS      | $4044071.72    | 0.04%             | 2025-05-05      | Fixed         | 23.12%                | No            |                  2 | On Loan: No      |
| Nibe Industrier AB                                               | Nibe Industrier AB, Class B                                                                 | CUSIP: N/A<br>LEI: 549300ZQH0FIF1P0MX67       | Long             | EC               | CORP              | SE        |      81618 | NS      | $348051.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Serta Simmons Bedding LLC                                        | Serta Simmons Bedding LLC, 1st Lien Term Loan                                               | CUSIP: 81753HAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     654400 | PA      | $591826.22     | 0.01%             | 2028-06-29      | Variable      | 11.91%                | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                                   | Weatherford International Ltd.                                                              | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     704000 | PA      | $697809.16     | 0.01%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                 | Republic of Peru                                                                            | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    1530000 | PA      | $1275255.00    | 0.01%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HP, Inc.                                                         | HP, Inc.                                                                                    | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     240383 | NS      | $6146593.31    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TruGreen LP                                                      | TruGreen LP, 1st Lien Term Loan B                                                           | CUSIP: 89787RAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     935210 | PA      | $883773.91     | 0.01%             | 2027-11-02      | Variable      | 8.42%                 | No            |                  3 | On Loan: No      |
| Asurion LLC                                                      | Asurion LLC, 2nd Lien Term Loan B3                                                          | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    1054000 | PA      | $981727.22     | 0.01%             | 2028-01-31      | Variable      | 9.69%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                            | United Airlines, Inc., Facility 1st Lien Term Loan B                                        | CUSIP: 90932RAP9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1649146 | PA      | $1642450.45    | 0.02%             | 2031-02-24      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| KION Group AG                                                    | KION Group AG                                                                               | CUSIP: N/A<br>LEI: 5299005KY91C4C6U9H17       | Long             | EC               | CORP              | DE        |      15219 | NS      | $647658.78     | 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        |      20479 | NS      | $10875168.04   | 0.11%             | 2025-05-29      | Fixed         | 26.78%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc, Series GMTa                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      35764 | NS      | $5785993.09    | 0.06%             | 2025-06-09      | Fixed         | 24.95%                | No            |                  2 | On Loan: No      |
| Vertiv Group Corp.                                               | Vertiv Group Corp., 1st Lien Term Loan B3                                                   | CUSIP: 92537EAF5<br>LEI: 549300ZT8RQ5VK10E643 | Long             | LON              | CORP              | US        |    4000542 | PA      | $3982779.89    | 0.04%             | 2027-03-02      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Bank of Montreal                                                                            | CUSIP: 06370C805<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |      65839 | NS      | $2927201.94    | 0.03%             | 2025-06-12      | Fixed         | 25.70%                | No            |                  3 | On Loan: No      |
| Var Energi ASA                                                   | Var Energi ASA                                                                              | CUSIP: N/A<br>LEI: 549300LIVN3FFOJN2K47       | Long             | DBT              | CORP              | NO        |    1078000 | PA      | $1325778.60    | 0.01%             | 2083-11-15      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                            | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      41000 | PA      | $36427.63      | 0.00%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                   | M&T Bank Corp.                                                                              | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     786000 | PA      | $845532.91     | 0.01%             | 2029-10-30      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International plc                           | Fidelity National Financial, Inc., Series DMTL                                              | CUSIP: 61779M656<br>LEI: 4PQUHN3JPFGFNF3BB653 | Long             | SN               | CORP              | GB        |     127600 | NS      | $8189092.26    | 0.08%             | 2025-05-05      | Fixed         | 19.39%                | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                   | Bayview Commercial Asset Trust, Series 2007-1, Class A1                                     | CUSIP: 07325MAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1375100 | PA      | $1286282.58    | 0.01%             | 2037-03-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2007-15CB, Class A7                                          | CUSIP: 02151CAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     219653 | PA      | $129841.38     | 0.00%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ashford Hospitality Trust                                        | Ashford Hospitality Trust, Series 2018-ASHF, Class D                                        | CUSIP: 04410RAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3467000 | PA      | $3410661.25    | 0.03%             | 2035-04-15      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                     | Trivium Packaging Finance BV                                                                | CUSIP: 89686QAB2<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $197676.44     | 0.00%             | 2027-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                    | Starwood Property Trust, Inc.                                                               | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     623000 | PA      | $628594.54     | 0.01%             | 2030-10-15      | Fixed         | 6.50%                 | 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        |    1495019 | PA      | $1487977.67    | 0.01%             | 2029-11-09      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                            | United Mexican States                                                                       | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     963000 | PA      | $845514.00     | 0.01%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Dai-ichi Life Insurance Co. Ltd. (The)                           | Dai-ichi Life Insurance Co. Ltd. (The)                                                      | CUSIP: 23381LAA2<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |    1180000 | PA      | $1170409.90    | 0.01%             | 2035-01-16      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                           | Merrill Lynch Mortgage Investors Trust, Series 2006-1, Class 2A1                            | CUSIP: 59020U4S1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     184760 | PA      | $178119.59     | 0.00%             | 2036-02-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                 | Sabre GLBL, Inc., 1st Lien Term Loan B2                                                     | CUSIP: 78571YBJ8<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |      66530 | PA      | $62580.42      | 0.00%             | 2028-06-30      | Variable      | 9.42%                 | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                              | Rakuten Group, Inc.                                                                         | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |     944000 | PA      | $995740.59     | 0.01%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Schlumberger NV                                                  | Schlumberger NV                                                                             | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |      66701 | NS      | $2217808.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream, Inc.                                               | DT Midstream, Inc.                                                                          | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     460000 | PA      | $431723.39     | 0.00%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co.                                            | Colgate-Palmolive Co.                                                                       | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     217888 | NS      | $20087094.72   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Promigas SA ESP                                                  | Promigas SA ESP                                                                             | CUSIP: N/A<br>LEI: 254900IXHTV7LDSFQD65       | Long             | DBT              | CORP              | US        |     580000 | PA      | $537225.00     | 0.01%             | 2029-10-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Market Bidco Finco plc                                           | Market Bidco Finco plc                                                                      | CUSIP: N/A<br>LEI: 549300UGYX6EBVHRVG53       | Long             | DBT              | CORP              | GB        |     446000 | PA      | $486493.65     | 0.00%             | 2027-11-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CFSP Mortgage Trust                                              | CFSP Mortgage Trust, Series 2024-AHP1, Class A                                              | CUSIP: 15723BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4261559 | PA      | $4103941.37    | 0.04%             | 2037-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Applied Materials, Inc.                                          | Applied Materials, Inc.                                                                     | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     103902 | NS      | $15659070.42   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa, Inc.                                                     | Arcosa, Inc.                                                                                | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     938000 | PA      | $881727.69     | 0.01%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| National Grid plc                                                | National Grid plc                                                                           | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |     727033 | NS      | $10494069.71   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                       | Outfront Media Capital LLC                                                                  | CUSIP: 69007TAC8<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |     690000 | PA      | $637627.55     | 0.01%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EG Finco Ltd.                                                    | EG Finco Ltd., 1st Lien Term Loan B                                                         | CUSIP: N2820EAM0<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     450735 | PA      | $450009.32     | 0.00%             | 2028-02-07      | Variable      | 8.56%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                           | Aramark Services, Inc., 1st Lien Term Loan B8                                               | CUSIP: 03852JAV3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3965888 | PA      | $3959264.78    | 0.04%             | 2030-06-24      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                         | IPD 3 BV                                                                                    | CUSIP: N/A<br>LEI: 724500RBP2J59JMQB629       | Long             | DBT              | CORP              | NL        |    1039000 | PA      | $1177031.15    | 0.01%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                       | JPMDB Commercial Mortgage Securities Trust, Series 2016-C4, Class XC                        | CUSIP: 46646RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   40477000 | PA      | $369510.49     | 0.00%             | 2049-12-15      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                 | Roche Holding AG                                                                            | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |      15160 | NS      | $4957115.60    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Magenta Security Holdings LLC                                    | Magenta Security Holdings LLC, 1st Lien Term Loan                                           | CUSIP: 55909UAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     150698 | PA      | $151169.29     | 0.00%             | 2028-07-27      | Variable      | 10.54%                | No            |                  2 | On Loan: No      |
| Allianz SE                                                       | Allianz SE (Registered)                                                                     | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |      13114 | NS      | $5423644.64    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                              | Intesa Sanpaolo SpA                                                                         | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |    5303000 | PA      | $6833535.29    | 0.07%             | 2029-09-07      | Variable      | 9.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     525000 | PA      | $3620.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                      | American International Group, Inc.                                                          | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |      80600 | NS      | $6613393.05    | 0.06%             | 2025-05-01      | Fixed         | 27.33%                | No            |                  2 | On Loan: No      |
| Apidos CLO XV                                                    | Apidos CLO XV, Series 2013-15A, Class CRR                                                   | CUSIP: 03764QBJ0<br>LEI: 549300HXW2GBYSKFE344 | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $2987091.30    | 0.03%             | 2031-04-20      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                  | Wynn Macau Ltd.                                                                             | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    2089000 | PA      | $1988602.66    | 0.02%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                | Healthpeak OP LLC                                                                           | CUSIP: 42250PAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     337000 | PA      | $312295.71     | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Adler Financing SARL                                             | ADLER Financing SARL, Series 1L                                                             | CUSIP: N/A<br>LEI: 213800BAQB59IVKP7S93       | Long             | DBT              | CORP              | LU        |    1584747 | PA      | $1840162.45    | 0.02%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Finco I LLC                                                      | FinCo I LLC, 1st Lien Term Loan                                                             | CUSIP: 31774BAG9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     188417 | PA      | $187758.03     | 0.00%             | 2029-06-27      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                   | Constellium SE                                                                              | CUSIP: N/A<br>LEI: 724500KRJEMC79KAAU28       | Long             | DBT              | CORP              | FR        |     568000 | PA      | $634289.51     | 0.01%             | 2032-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                          | Pernod Ricard SA                                                                            | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      17100 | NS      | $1858350.16    | 0.02%             | 2025-05-12      | Fixed         | 22.36%                | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     476152 | PA      | $32048.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aethon United BR LP                                              | Aethon United BR LP                                                                         | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     411000 | PA      | $412661.67     | 0.00%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Nova Alexandre III SAS                                           | Nova Alexandre III SAS                                                                      | CUSIP: N/A<br>LEI: 969500J0AKOB1UHO6I65       | Long             | DBT              | CORP              | FR        |       4000 | PA      | $4574.09       | 0.00%             | 2029-07-15      | Floating      | 7.53%                 | 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        |     600000 | PA      | $706075.65     | 0.01%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Brand Industrial Services, Inc.                                  | Brand Industrial Services, Inc.                                                             | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |    1621000 | PA      | $1539829.75    | 0.02%             | 2030-08-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Tempur Sealy International, Inc.                                 | Tempur Sealy International, Inc., 1st Lien Term Loan B                                      | CUSIP: 88025BAN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     743138 | PA      | $740908.09     | 0.01%             | 2031-10-24      | Variable      | 6.81%                 | 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        |    1503725 | PA      | $1481169.58    | 0.01%             | 2030-03-15      | Variable      | 7.03%                 | No            |                  3 | On Loan: No      |
| Garda World Security Corp.                                       | Garda World Security Corp.                                                                  | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     435000 | PA      | $427340.65     | 0.00%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                           | 3M Co.                                                                                      | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    2334000 | PA      | $2149065.44    | 0.02%             | 2029-08-26      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                             | JPMorgan Chase & Co.                                                                        | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     312000 | PA      | $309422.00     | 0.00%             | 2029-07-23      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                              | Petroleos Mexicanos                                                                         | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     820000 | PA      | $818073.00     | 0.01%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                     | Tallgrass Energy Partners LP                                                                | CUSIP: 87470LAL5<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |     317000 | PA      | $315845.58     | 0.00%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties, Inc.                          | Brookfield Residential Properties, Inc.                                                     | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     986000 | PA      | $877643.92     | 0.01%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International plc                           | Morgan Stanley & Co. International plc, Series N12S                                         | CUSIP: 61779M797<br>LEI: 4PQUHN3JPFGFNF3BB653 | Long             | SN               | CORP              | GB        |     135555 | NS      | $2977232.69    | 0.03%             | 2025-05-08      | Fixed         | 58.37%                | No            |                  2 | On Loan: No      |
| CoreLogic, Inc.                                                  | CoreLogic, Inc., 1st Lien Term Loan                                                         | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |    3023405 | PA      | $2978054.07    | 0.03%             | 2028-06-02      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                    | Berkshire Hathaway Energy Co.                                                               | CUSIP: 084659BD2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     668000 | PA      | $563648.00     | 0.01%             | 2031-05-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty, Inc.                                  | Rexford Industrial Realty, Inc.                                                             | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |      59058 | NS      | $1954819.80    | 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        |    8600000 | PA      | $8659693.46    | 0.08%             | 2038-09-10      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2007-19, Class 1A4                                           | CUSIP: 02151AAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1124518 | PA      | $522614.26     | 0.01%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                         | Republic of South Africa                                                                    | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1166000 | PA      | $827381.94     | 0.01%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KBR, Inc.                                                        | KBR, Inc.                                                                                   | CUSIP: 48242WAC0<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |      49000 | PA      | $46454.45      | 0.00%             | 2028-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                        | Zayo Group Holdings, Inc., 1st Lien Term Loan                                               | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    7338808 | PA      | $6809386.35    | 0.07%             | 2027-03-09      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II plc                                 | Vedanta Resources Finance II plc                                                            | CUSIP: 92243XAL5<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     384000 | PA      | $345600.00     | 0.00%             | 2033-04-24      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| Aroundtown Finance SARL                                          | Aroundtown Finance SARL                                                                     | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |     329000 | PA      | $426510.31     | 0.00%             | 2029-05-07      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                | Enterprise Products Operating LLC, Series E                                                 | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     157000 | PA      | $151872.88     | 0.00%             | 2077-08-16      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings, Inc.                                      | Endo Finance Holdings, Inc.                                                                 | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     301000 | PA      | $312960.24     | 0.00%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc., Series EE                                                                  | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1556000 | PA      | $1493895.84    | 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        |     821000 | PA      | $1063142.51    | 0.01%             | 2031-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                | Alliant Holdings Intermediate LLC                                                           | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1030000 | PA      | $1045344.28    | 0.01%             | 2031-01-15      | 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        |      31000 | NS      | $2435738.84    | 0.02%             | 2025-06-05      | Fixed         | 34.71%                | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                               | Vale Overseas Ltd.                                                                          | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    1663000 | PA      | $1549084.50    | 0.02%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                        | EQT Corp.                                                                                   | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |       9999 | NS      | $494350.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regatta XX Funding Ltd.                                          | Regatta XX Funding Ltd., Series 2021-2A, Class AR                                           | CUSIP: 75884YAK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1250000 | PA      | $1239574.38    | 0.01%             | 2038-01-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                            | Global Payments, Inc.                                                                       | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     130000 | PA      | $124579.73     | 0.00%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                     | Exelon Corp.                                                                                | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     299240 | NS      | $14034356.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                   | Structured Asset Mortgage Investments II Trust, Series 2006-AR6, Class 2A1                  | CUSIP: 86360UAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8015564 | PA      | $5545780.65    | 0.05%             | 2046-07-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                   | Southern California Edison Co.                                                              | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    2435000 | PA      | $2074147.29    | 0.02%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing & Securitization LLC                | Credit-Based Asset Servicing & Securitization LLC, Series 2007-CB6, Class A4                | CUSIP: 1248RHAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1085175 | PA      | $697773.95     | 0.01%             | 2037-07-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc                                                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      22765 | NS      | $5927899.57    | 0.06%             | 2025-05-30      | Fixed         | 10.82%                | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co.                                   | Interstate Power & Light Co.                                                                | CUSIP: 461070AV6<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     882000 | PA      | $858398.94     | 0.01%             | 2034-09-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                            | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     553000 | PA      | $557954.33     | 0.01%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Yokogawa Electric Corp.                                          | Yokogawa Electric Corp.                                                                     | CUSIP: N/A<br>LEI: 529900MV0U7C9WWF4L22       | Long             | EC               | CORP              | JP        |      19900 | NS      | $430638.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMSR Trust                                                       | AMSR Trust, Series 2019-SFR1, Class G                                                       | CUSIP: 00178XAG8<br>LEI: N/A                  | Long             | ABS-O            | MUN               | US        |    1900000 | PA      | $1838533.10    | 0.02%             | 2039-01-19      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                     | Barclays plc                                                                                | CUSIP: 06738EBN4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1176000 | PA      | $1169131.94    | 0.01%             | 2025-12-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                               | Kingdom of Morocco                                                                          | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |     566000 | PA      | $525321.58     | 0.01%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                                   | DISH DBS Corp.                                                                              | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1002000 | PA      | $841524.19     | 0.01%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ION Trading Technologies SARL                                    | ION Trading Technologies SARL                                                               | CUSIP: 46205YAA9<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |    1299000 | PA      | $1168643.40    | 0.01%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Merlin Entertainments Group US Holdings, Inc.                    | Merlin Entertainments Group US Holdings, Inc.                                               | CUSIP: 59010UAA5<br>LEI: 549300HBQPPKS1187K54 | Long             | DBT              | CORP              | US        |     266000 | PA      | $247744.50     | 0.00%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                           | TK Elevator Midco GmbH                                                                      | CUSIP: N/A<br>LEI: 254900K869UN2ZWVB351       | Long             | DBT              | CORP              | DE        |    1148000 | PA      | $1296995.22    | 0.01%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ares Loan Funding V Ltd.                                         | Ares Loan Funding V Ltd., Series 2024-ALF5A, Class A1                                       | CUSIP: 04020QAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    3000000 | PA      | $3005333.40    | 0.03%             | 2037-07-27      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| GrafTech Global Enterprises, Inc.                                | GrafTech Global Enterprises, Inc.                                                           | CUSIP: 38431AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     272000 | PA      | $204000.00     | 0.00%             | 2029-12-23      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO II Ltd.                                        | Bridge Street CLO II Ltd., Series 2021-1A, Class A1A                                        | CUSIP: 10806JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   11000000 | PA      | $10989474.10   | 0.11%             | 2034-07-20      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Aeropuerto Internacional de Tocumen SA                           | Aeropuerto Internacional de Tocumen SA                                                      | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | NUSS              | PA        |     769000 | PA      | $518594.38     | 0.01%             | 2061-08-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Organon & Co.                                                    | Organon & Co.                                                                               | CUSIP: 68622TAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |     200000 | PA      | $188633.72     | 0.00%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                              | Petroleos Mexicanos                                                                         | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     309000 | PA      | $206566.50     | 0.00%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                        | Invitation Homes Operating Partnership LP                                                   | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     584000 | PA      | $555186.60     | 0.01%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.                         | International Flavors & Fragrances, Inc.                                                    | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      40785 | NS      | $3199991.10    | 0.03%             |  |  |  | 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        |    2039000 | PA      | $50975.00      | 0.00%             | 2024-04-17      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International plc                           | Morgan Stanley & Co. International plc, Series DMT5                                         | CUSIP: 61779M854<br>LEI: 4PQUHN3JPFGFNF3BB653 | Long             | SN               | CORP              | GB        |      23659 | NS      | $3620252.89    | 0.04%             | 2025-05-22      | Fixed         | 42.20%                | No            |                  2 | On Loan: No      |
| Fortress Transportation and Infrastructure Investors LLC         | Fortress Transportation & Infrastructure Investors LLC                                      | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    2733000 | PA      | $2778865.21    | 0.03%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                          | Eni SpA                                                                                     | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |    1525000 | PA      | $1696758.66    | 0.02%             | 2031-01-21      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                     | Barclays Mortgage Loan Trust, Series 2024-NQM4, Class B2                                    | CUSIP: 06745KAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     439700 | PA      | $428015.28     | 0.00%             | 2064-12-26      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp.                                            | Reworld Holding Corp.                                                                       | CUSIP: 22282EAJ1<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     153000 | PA      | $140500.16     | 0.00%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                     | BX Commercial Mortgage Trust, Series 2021-SOAR, Class G                                     | CUSIP: 05608WAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4321441 | PA      | $4243114.61    | 0.04%             | 2038-06-15      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming, Inc.                                          | Genesee & Wyoming, Inc., 1st Lien Term Loan                                                 | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |    6502928 | PA      | $6412342.69    | 0.06%             | 2031-04-10      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                            | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     693000 | PA      | $677884.70     | 0.01%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                   | Bayview Commercial Asset Trust, Series 2007-4A, Class A1                                    | CUSIP: 07326BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     542493 | PA      | $501508.49     | 0.00%             | 2037-09-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                         | Venture Global LNG, Inc.                                                                    | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     851000 | PA      | $820632.85     | 0.01%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust, Series 2023-3, Class M3                             | CUSIP: 92258WAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     962168 | PA      | $978704.98     | 0.01%             | 2053-08-25      | Variable      | 9.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-271.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust, Series 2021-MFM1, Class E                                                         | CUSIP: 05608VAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3276000 | PA      | $3249382.49    | 0.03%             | 2034-01-15      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                | Cigna Group (The)                                                                           | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       7458 | NS      | $2536018.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OCP CLO Ltd.                                                     | OCP CLO Ltd., Series 2020-20A, Class B1R                                                    | CUSIP: 670859AQ0<br>LEI: 25490028U8Y2XMZWXO46 | Long             | ABS-CBDO         | CORP              | KY        |    8000000 | PA      | $7997601.60    | 0.08%             | 2037-04-18      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| GNL Quintero SA                                                  | GNL Quintero SA                                                                             | CUSIP: N/A<br>LEI: 549300JJJIQXE6E1QY27       | Long             | DBT              | CORP              | CL        |     423680 | PA      | $417062.12     | 0.00%             | 2029-07-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                            | Axon Enterprise, Inc.                                                                       | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     209000 | PA      | $213018.44     | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                            | Republic of Guatemala                                                                       | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |     511000 | PA      | $502568.50     | 0.00%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dun & Bradstreet Corp. (The)                                     | Dun & Bradstreet Corp. (The), 1st Lien Term Loan B2                                         | CUSIP: 26483NAW0<br>LEI: RI37BMPWE56BCJ747E14 | Long             | LON              | CORP              | US        |    7524504 | PA      | $7492750.49    | 0.07%             | 2029-01-18      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Hannon Armstrong Sustainable Infrastructure Capital, Inc.        | Hannon Armstrong Sustainable Infrastructure Capital, Inc.                                   | CUSIP: 41068XAE0<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     197000 | PA      | $189163.15     | 0.00%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                    | Starwood Property Trust, Inc.                                                               | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      94000 | PA      | $92916.50      | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3407.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allwyn Entertainment Financing UK plc                            | Allwyn Entertainment Financing UK plc                                                       | CUSIP: N/A<br>LEI: 315700J7ZTIN8XGCX365       | Long             | DBT              | CORP              | GB        |     678000 | PA      | $808396.10     | 0.01%             | 2030-04-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                               | Credit Agricole SA                                                                          | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |      90952 | NS      | $1705949.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.                         | Project Alpha Intermediate Holding, Inc., 1st Lien Term Loan                                | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1003747 | PA      | $998868.66     | 0.01%             | 2030-10-28      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil del Norte SA                                     | Banco Mercantil del Norte SA                                                                | CUSIP: 05973KAA5<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     764000 | PA      | $735762.56     | 0.01%             | 2027-01-24      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                   | GLP Capital LP                                                                              | CUSIP: 361841AS8<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |     362000 | PA      | $381648.64     | 0.00%             | 2033-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TC Energy Corp.                                                  | TC Energy Corp.                                                                             | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |      40840 | NS      | $2058744.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Group BV                                                  | United Group BV                                                                             | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $232090.08     | 0.00%             | 2031-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     150000 | PA      | $607.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Great Canadian Gaming Corp.                                      | Great Canadian Gaming Corp.                                                                 | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | CA        |     604000 | PA      | $598552.64     | 0.01%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ADLER Group SA                                                   | ADLER Group SA                                                                              | CUSIP: N/A<br>LEI: 391200OYYFJ3DWAMEC69       | Long             | EC               | CORP              | LU        |     664216 | NS      | $7.52          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Twilio, Inc.                                                     | Twilio, Inc.                                                                                | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |     139000 | PA      | $126284.01     | 0.00%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ontex Group NV                                                   | Ontex Group NV                                                                              | CUSIP: N/A<br>LEI: 549300AQESC6JJOPW253       | Long             | DBT              | CORP              | BE        |     100000 | PA      | $115125.88     | 0.00%             | 2030-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                     | Focus Financial Partners LLC, 1st Lien Term Loan B                                          | CUSIP: 34416DBD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1951110 | PA      | $1925393.96    | 0.02%             | 2031-09-15      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                                 | Oaktree CLO Ltd., Series 2024-26A, Class B                                                  | CUSIP: 67403CAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $2976300.00    | 0.03%             | 2037-04-20      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                | EMRLD Borrower LP                                                                           | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |    4982000 | PA      | $5052291.04    | 0.05%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| B&M European Value Retail SA                                     | B&M European Value Retail SA                                                                | CUSIP: N/A<br>LEI: 213800UK7ZRLY2K1X530       | Long             | DBT              | CORP              | LU        |    1478000 | PA      | $1924140.97    | 0.02%             | 2031-11-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rad CLO 7 Ltd.                                                   | Rad CLO 7 Ltd., Series 2020-7A, Class A1R                                                   | CUSIP: 74936GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1000000.00    | 0.01%             | 2036-04-17      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                     | BX Commercial Mortgage Trust, Series 2021-VINO, Class F                                     | CUSIP: 05608KAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7227500 | PA      | $7091984.28    | 0.07%             | 2038-05-15      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc, Series DN1W                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      28809 | NS      | $2955672.61    | 0.03%             | 2025-06-05      | Fixed         | 22.69%                | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    5299000 | PA      | $5621723.20    | 0.06%             | 2029-10-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| Houston Center                                                   | Houston Center, Facility 1st Lien Term Loan                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   42967715 | PA      | $18904342.19   | 0.19%             | 2025-05-09      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Societe Generale SA                                              | Centene Corp.                                                                               | CUSIP: 83371M504<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      43200 | NS      | $2603482.52    | 0.03%             | 2025-05-19      | Fixed         | 18.95%                | No            |                  2 | On Loan: No      |
| DuPont de Nemours, Inc.                                          | DuPont de Nemours, Inc.                                                                     | CUSIP: 26078JAD2<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    2666000 | PA      | $2696013.83    | 0.03%             | 2028-11-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2196.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Suburban Propane Partners LP                                     | Suburban Propane Partners LP                                                                | CUSIP: 864486AL9<br>LEI: JJAX4X60DE65EYFOTY73 | Long             | DBT              | CORP              | US        |     239000 | PA      | $218468.66     | 0.00%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BFLD Mortgage Trust                                              | BFLD Mortgage Trust, Series 2024-VICT, Class A                                              | CUSIP: 05555VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2830000 | PA      | $2826462.50    | 0.03%             | 2041-07-15      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust           | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2024-OMNI, Class A           | CUSIP: 46593JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4710000 | PA      | $4781950.90    | 0.05%             | 2039-10-05      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                  | CHL Mortgage Pass-Through Trust, Series 2005-9, Class 1A1                                   | CUSIP: 12669GYY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1876646 | PA      | $1611757.94    | 0.02%             | 2035-05-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                              | Shift4 Payments LLC                                                                         | CUSIP: 82453AAB3<br>LEI: 254900GTEMR7L40VPI74 | Long             | DBT              | CORP              | US        |     920000 | PA      | $933107.39     | 0.01%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                               | Chemours Co. (The)                                                                          | CUSIP: 163851AE8<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    1021000 | PA      | $994284.31     | 0.01%             | 2027-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2007-25, Class 1A3                                           | CUSIP: 02151UAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3040674 | PA      | $1354399.83    | 0.01%             | 2037-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd.                                            | OHA Loan Funding Ltd., Series 2016-1A, Class CR2                                            | CUSIP: 67110UBE8<br>LEI: 54930016024GMIAF7A82 | Long             | ABS-CBDO         | CORP              | KY        |    3265000 | PA      | $3231704.51    | 0.03%             | 2037-07-20      | Floating      | 6.37%                 | 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      | $4811.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                   | 1011778 BC ULC                                                                              | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     205000 | PA      | $204321.47     | 0.00%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                             | Cross Mortgage Trust, Series 2025-H2, Class B1B                                             | CUSIP: 22758PAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     893503 | PA      | $877318.71     | 0.01%             | 2070-03-25      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| Halliburton Co.                                                  | Halliburton Co.                                                                             | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |       5814 | NS      | $115233.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International plc                           | Morgan Stanley & Co. International plc, Series EMW7                                         | CUSIP: 61779M805<br>LEI: 4PQUHN3JPFGFNF3BB653 | Long             | SN               | CORP              | GB        |       8954 | NS      | $2369349.55    | 0.02%             | 2025-05-29      | Fixed         | 27.59%                | 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      | $-49613.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ORLEN SA                                                         | ORLEN SA                                                                                    | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |     563000 | PA      | $567222.50     | 0.01%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                            | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     810000 | PA      | $752153.20     | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                      | ONEOK, Inc.                                                                                 | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1729000 | PA      | $1639514.84    | 0.02%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                              | Hilcorp Energy I LP                                                                         | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     149000 | PA      | $129812.15     | 0.00%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                    | Banner Health                                                                               | CUSIP: 06654DAD9<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |      36000 | PA      | $31292.52      | 0.00%             | 2031-01-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Mavis Tire Express Services Topco Corp.                          | Mavis Tire Express Services Topco Corp., 1st Lien Term Loan                                 | CUSIP: 57777YAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3230351 | PA      | $3186353.50    | 0.03%             | 2028-05-04      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| SES SA                                                           | SES SA                                                                                      | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | DBT              | CORP              | LU        |    1372000 | PA      | $1449548.14    | 0.01%             | 2054-09-12      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc                                                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     189013 | NS      | $5068561.83    | 0.05%             | 2025-06-02      | Fixed         | 26.87%                | No            |                  2 | On Loan: No      |
| Oceaneering International, Inc.                                  | Oceaneering International, Inc.                                                             | CUSIP: 675232AD4<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |     360000 | PA      | $342263.45     | 0.00%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                   | Structured Asset Mortgage Investments II Trust, Series 2007-AR4, Class GA4B                 | CUSIP: 86364NAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1467910 | PA      | $1318117.51    | 0.01%             | 2047-09-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares, Inc.                                  | First Citizens BancShares, Inc., Class A                                                    | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |       6117 | NS      | $10882999.38   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sberbank of Russia PJSC                                          | Sberbank of Russia PJSC                                                                     | CUSIP: N/A<br>LEI: 549300WE6TAF5EEWQS81       | Long             | EC               | CORP              | RU        |     877548 | NS      | $107.02        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Extended Stay America Trust                                      | Extended Stay America Trust, Series 2021-ESH, Class D                                       | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2579302 | PA      | $2568017.18    | 0.03%             | 2038-07-15      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                      | Toronto-Dominion Bank (The)                                                                 | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |       9782 | NS      | $4627773.13    | 0.05%             | 2025-06-09      | Fixed         | 17.62%                | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                              | Petroleos Mexicanos                                                                         | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    2358000 | PA      | $1948651.20    | 0.02%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                        | Aptiv Swiss Holdings Ltd.                                                                   | CUSIP: 03837AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    1004000 | PA      | $939327.04     | 0.01%             | 2034-09-13      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                | American Electric Power Co., Inc.                                                           | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     150610 | NS      | $16317087.40   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp.                                             | American Tower Corp.                                                                        | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    1539000 | PA      | $1583016.17    | 0.02%             | 2028-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                    | Starwood Property Trust, Inc.                                                               | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     368000 | PA      | $381625.09     | 0.00%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fiber Midco SpA                                                  | Fiber Midco SpA                                                                             | CUSIP: N/A<br>LEI: 8156000AFE5C06C4D309       | Long             | DBT              | CORP              | IT        |     517000 | PA      | $537712.83     | 0.01%             | 2029-06-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                             | Prime Security Services Borrower LLC                                                        | CUSIP: 74166MAE6<br>LEI: 549300O6QPZVWXV2DC15 | Long             | DBT              | CORP              | US        |     320000 | PA      | $319736.32     | 0.00%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                               | Crown Castle, Inc.                                                                          | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |     111185 | NS      | $11758925.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Aimbridge Topco LLC                                              | Aimbridge Topco LLC                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      22562 | NS      | $1240933.10    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| S&P Global, Inc.                                                 | S&P Global, Inc.                                                                            | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     160000 | PA      | $136585.93     | 0.00%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | Goldman Sachs International                                                                 | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |      87031 | NS      | $8125274.04    | 0.08%             | 2025-05-30      | Fixed         | 19.81%                | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2006-J8, Class A5                                            | CUSIP: 23245LAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1195791 | PA      | $485380.36     | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp.                                              | CNX Resources Corp.                                                                         | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     128000 | PA      | $127927.80     | 0.00%             | 2032-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                          | E.ON SE                                                                                     | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |      65629 | NS      | $1147823.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                | HSBC Holdings plc                                                                           | CUSIP: 404280CQ0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     733000 | PA      | $644481.67     | 0.01%             | 2031-03-09      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Veritas, Inc.                                                    | Veritas, Inc.                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       1987 | NS      | $40725.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Thames Water Utilities Ltd.                                      | Thames Water Utilities Ltd.                                                                 | CUSIP: N/A<br>LEI: 213800JKM5UQHFJOTZ25       | Long             | DBT              | CORP              | GB        |      28959 | PA      | $32322.19      | 0.00%             | 2027-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KeyBank NA                                                       | KeyBank NA                                                                                  | CUSIP: 49327V2C7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    1130000 | PA      | $1053896.83    | 0.01%             | 2032-08-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                       | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1348000 | PA      | $1351663.20    | 0.01%             | 2034-04-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CLO Ltd.                                             | Eaton Vance CLO Ltd., Series 2019-1A, Class AR2                                             | CUSIP: 27830XAW6<br>LEI: 5493007R7GEORNX00105 | Long             | ABS-CBDO         | CORP              | KY        |    2500000 | PA      | $2502458.00    | 0.02%             | 2037-07-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     342000 | PA      | $-6534.76      | -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      | $229583.38     | 0.00%             | 2029-09-17      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                              | Intesa Sanpaolo SpA                                                                         | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |     680000 | PA      | $770338.00     | 0.01%             | 2031-09-01      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                      | Asurion LLC, 1st Lien Term Loan B8                                                          | CUSIP: 04649VAX8<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    1623923 | PA      | $1609453.47    | 0.02%             | 2026-12-23      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| Viper Energy, Inc.                                               | Viper Energy, Inc.                                                                          | CUSIP: 92763MAB1<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |    2281000 | PA      | $2367976.81    | 0.02%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                       | Alibaba Group Holding Ltd.                                                                  | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     216000 | PA      | $188764.56     | 0.00%             | 2031-02-09      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                                        | Aon Corp.                                                                                   | CUSIP: 03740LAF9<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     525000 | PA      | $525656.05     | 0.01%             | 2032-09-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                       | Charles Schwab Corp. (The)                                                                  | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     184989 | NS      | $15058104.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Clover CLO LLC                                                   | Clover CLO LLC, Series 2018-1A, Class CRR                                                   | CUSIP: 18914GAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2500000 | PA      | $2500000.00    | 0.02%             | 2037-04-20      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2007-OA1, Class 2A | CUSIP: 93935NAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3526022 | PA      | $2766006.40    | 0.03%             | 2046-12-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                   | Morgan Stanley Capital I Trust, Series 2016-UBS9, Class XD                                  | CUSIP: 61766CAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13600000 | PA      | $145068.48     | 0.00%             | 2049-03-15      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp.                                            | Southern Copper Corp.                                                                       | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |       5131 | NS      | $459327.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                                              | Post Holdings, Inc.                                                                         | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     525000 | PA      | $520641.94     | 0.01%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                 | Altice France SA                                                                            | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |     346000 | PA      | $316162.02     | 0.00%             | 2029-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                         | CUSIP: 83370RAC2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    3921000 | PA      | $4101506.29    | 0.04%             | 2027-11-22      | Variable      | 9.38%                 | No            |                  2 | On Loan: No      |
| Stichting AK Rabobank Certificaten                               | Stichting AK Rabobank Certificaten                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |     446000 | PA      | $568407.49     | 0.01%             | 2174-03-29      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| CMG Media Corp.                                                  | CMG Media Corp.                                                                             | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     404000 | PA      | $353500.00     | 0.00%             | 2029-06-18      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust, Series 2016-NXS5, Class B                            | CUSIP: 95000CBG7<br>LEI: 549300SGFUCMB43V8P22 | Long             | ABS-MBS          | CORP              | US        |    1875000 | PA      | $1821898.13    | 0.02%             | 2059-01-15      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Shell plc                                                        | Shell plc                                                                                   | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |     190688 | NS      | $6153834.17    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                  | Plains All American Pipeline LP                                                             | CUSIP: 726503105<br>LEI: 5521FA2ITF25TVH63740 | Long             |  |  | US        |     220018 | NS      | $3841514.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Mortgage LLC                                              | Rocket Mortgage LLC                                                                         | CUSIP: 77313LAB9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |     506000 | PA      | $437699.26     | 0.00%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                    | Sutter Health, Series 20A                                                                   | CUSIP: 86944BAG8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     291000 | PA      | $257183.32     | 0.00%             | 2030-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                               | VICI Properties LP                                                                          | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     843000 | PA      | $837050.86     | 0.01%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                               | Banco Santander SA                                                                          | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |    1000000 | PA      | $1188076.44    | 0.01%             | 2029-11-20      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      13494 | NS      | $2914004.61    | 0.03%             | 2025-06-12      | Fixed         | 28.63%                | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                               | Banco Bilbao Vizcaya Argentaria SA                                                          | CUSIP: 05946KAM3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     751000 | PA      | $808829.25     | 0.01%             | 2029-03-19      | Variable      | 9.38%                 | No            |                  2 | On Loan: No      |
| Tenneco, Inc.                                                    | Tenneco, Inc., 1st Lien Term Loan B                                                         | CUSIP: 88037HAP9<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |    1857000 | PA      | $1752543.75    | 0.02%             | 2028-11-17      | Variable      | 9.42%                 | No            |                  2 | On Loan: No      |
| Fortress Transportation and Infrastructure Investors LLC         | Fortress Transportation & Infrastructure Investors LLC                                      | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    1223000 | PA      | $1170240.88    | 0.01%             | 2033-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                | NatWest Group plc                                                                           | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |    2219000 | PA      | $2838911.70    | 0.03%             | 2032-02-28      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International plc                           | Morgan Stanley & Co. International plc, Series DN35                                         | CUSIP: 61779M862<br>LEI: 4PQUHN3JPFGFNF3BB653 | Long             | SN               | CORP              | GB        |      44947 | NS      | $5782381.84    | 0.06%             | 2025-05-21      | Fixed         | 16.09%                | No            |                  2 | On Loan: No      |
| Dominican Republic                                               | Dominican Republic Government Bond                                                          | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    1109000 | PA      | $1112465.63    | 0.01%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Boels Topholding BV                                              | Boels Topholding BV                                                                         | CUSIP: N/A<br>LEI: 724500V913SEHSEW2O75       | Long             | DBT              | CORP              | NL        |     840000 | PA      | $981426.47     | 0.01%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                | CIFC Funding Ltd., Series 2018-1A, Class BR                                                 | CUSIP: 17181NAG9<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $990800.10     | 0.01%             | 2038-01-18      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                      | FedEx Corp.                                                                                 | CUSIP: 31428XCD6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     238000 | PA      | $208165.52     | 0.00%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| IndyMac IMSC Mortgage Loan Trust                                 | IndyMac IMSC Mortgage Loan Trust, Series 2007-F2, Class 2A1                                 | CUSIP: 45670JAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2230835 | PA      | $776520.18     | 0.01%             | 2037-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hub International Ltd.                                           | HUB International Ltd., 1st Lien Term Loan                                                  | CUSIP: 44332EAZ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    8160169 | PA      | $8102232.02    | 0.08%             | 2030-06-20      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                        | Ford Motor Credit Co. LLC                                                                   | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1464000 | PA      | $1419276.59    | 0.01%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| TUI AG                                                           | TUI AG                                                                                      | CUSIP: N/A<br>LEI: 529900SL2WSPV293B552       | Long             | DBT              | CORP              | DE        |     558000 | PA      | $653780.76     | 0.01%             | 2029-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Africa Finance Corp.                                             | Africa Finance Corp.                                                                        | CUSIP: 00830YAF8<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | US        |    1203000 | PA      | $1188335.43    | 0.01%             | 2029-10-08      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Gulfport Energy Operating Corp.                                  | Gulfport Energy Operating Corp.                                                             | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |     197000 | PA      | $194141.21     | 0.00%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners XII Ltd.                                     | OHA Credit Partners XII Ltd., Series 2015-12A, Class CR2                                    | CUSIP: 67109YBG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $1997966.20    | 0.02%             | 2037-04-23      | Floating      | 6.68%                 | 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: N/A                  | Long             | LON              | CORP              | US        |    2489260 | PA      | $2461654.41    | 0.02%             | 2028-10-05      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                 | Paramount Global, Class B                                                                   | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |     370135 | NS      | $4345384.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizuho Markets Cayman LP                                         | Leidos Holdings, Inc.                                                                       | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |      32120 | NS      | $4572991.79    | 0.04%             | 2025-05-05      | Fixed         | 22.82%                | 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        |    1169110 | PA      | $1161511.06    | 0.01%             | 2031-02-07      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                          | Molina Healthcare, Inc.                                                                     | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     491000 | PA      | $487305.81     | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                        | HCA, Inc.                                                                                   | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    3582000 | PA      | $3347162.68    | 0.03%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp.                                             | Avery Dennison Corp.                                                                        | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      26588 | NS      | $4549472.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                                   | Wyndham Hotels & Resorts, Inc.                                                              | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |     279000 | PA      | $267985.30     | 0.00%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Restoration Hardware, Inc.                                       | Restoration Hardware, Inc., 1st Lien Term Loan                                              | CUSIP: 76133MAC5<br>LEI: 5493008MTS3OGGMHGK69 | Long             | LON              | CORP              | US        |     418008 | PA      | $390089.21     | 0.00%             | 2028-10-20      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC                                             | Ashton Woods USA LLC                                                                        | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     126000 | PA      | $115508.19     | 0.00%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc                                                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     930600 | NS      | $4247139.72    | 0.04%             | 2025-05-27      | Fixed         | 22.30%                | 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        |    2528000 | PA      | $2490080.00    | 0.02%             | 2031-12-09      | Variable      | 7.75%                 | No            |                  3 | On Loan: No      |
| BX Trust                                                         | BX Trust, Series 2021-LBA, Class GJV                                                        | CUSIP: 05609BAR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1764885 | PA      | $1689877.39    | 0.02%             | 2036-02-15      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC                                                      | SCIL IV LLC                                                                                 | CUSIP: N/A<br>LEI: 9845009F6D37C41A8572       | Long             | DBT              | CORP              | US        |     584000 | PA      | $658264.15     | 0.01%             | 2026-11-01      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Momentive Performance Materials, Inc.                            | Momentive Performance Materials, Inc., 1st Lien Term Loan                                   | CUSIP: 60877JAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3287639 | PA      | $3223530.13    | 0.03%             | 2028-03-29      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust, Inc.                                  | Blackstone Mortgage Trust, Inc.                                                             | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |     108000 | PA      | $112170.85     | 0.00%             | 2029-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                 | Roche Holding AG                                                                            | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |       2708 | NS      | $942050.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                            | Targa Resources Corp.                                                                       | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      37000 | PA      | $36251.51      | 0.00%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                                 | Oaktree CLO Ltd., Series 2024-27A, Class B                                                  | CUSIP: 67402UAE6<br>LEI: 2549005VHJ8BB9WPL105 | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $3950800.40    | 0.04%             | 2037-10-22      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Ryan LLC                                                         | Ryan LLC, 1st Lien Term Loan                                                                | CUSIP: 78350LAZ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     109890 | PA      | $109505.39     | 0.00%             | 2030-11-14      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                   | Southern California Edison Co., Series G                                                    | CUSIP: 842400HD8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1010000 | PA      | $874939.82     | 0.01%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Danaos Corp.                                                     | Danaos Corp.                                                                                | CUSIP: 23585WAA2<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |    1890000 | PA      | $1914441.48    | 0.02%             | 2028-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      64200 | NS      | $2142379.49    | 0.02%             | 2025-05-22      | Fixed         | 16.42%                | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                              | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1505000 | PA      | $1526711.07    | 0.01%             | 2036-01-18      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc                                                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      37708 | NS      | $10582585.11   | 0.10%             | 2025-05-30      | Fixed         | 13.33%                | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                               | AmWINS Group, Inc., 1st Lien Term Loan                                                      | CUSIP: 03234TBA5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    5258820 | PA      | $5228424.02    | 0.05%             | 2032-01-30      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| BUPA Finance plc                                                 | BUPA Finance plc                                                                            | CUSIP: N/A<br>LEI: ZIMCVQHUFZ8GVHENP290       | Long             | DBT              | CORP              | GB        |    1066000 | PA      | $1108113.40    | 0.01%             | 2031-09-24      | Variable      | 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      | $405.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goat Holdco LLC                                                  | Goat Holdco LLC                                                                             | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     369000 | PA      | $360697.50     | 0.00%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                   | Constellium SE                                                                              | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    1588000 | PA      | $1459281.01    | 0.01%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Rossini SARL                                                     | Rossini SARL                                                                                | CUSIP: N/A<br>LEI: 549300EC5JCCW6F83R11       | Long             | DBT              | CORP              | LU        |     530000 | PA      | $624703.11     | 0.01%             | 2029-12-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                               | Energy Transfer LP                                                                          | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    3308000 | PA      | $3278450.03    | 0.03%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Packers Holdings LLC                                             | Packers Holdings LLC, 1st Lien Term Loan                                                    | CUSIP: 69519UAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1096566 | PA      | $598176.77     | 0.01%             | 2028-03-02      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Rad CLO 14 Ltd.                                                  | Rad CLO 14 Ltd., Series 2021-14A, Class C                                                   | CUSIP: 75009RAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3500000 | PA      | $3491537.35    | 0.03%             | 2035-01-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Clover CLO LLC                                                   | Clover CLO LLC, Series 2018-1A, Class B1RR                                                  | CUSIP: 18914GAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3000000 | PA      | $2989200.30    | 0.03%             | 2037-04-20      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                          | Civitas Resources, Inc.                                                                     | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     333000 | PA      | $316525.89     | 0.00%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                    | RCI Banque SA                                                                               | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |    1200000 | PA      | $1410398.25    | 0.01%             | 2034-10-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                    | Asbury Automotive Group, Inc.                                                               | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      68000 | PA      | $61970.48      | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Singapore Airlines Ltd.                                          | Singapore Airlines Ltd.                                                                     | CUSIP: N/A<br>LEI: 549300ZG62N2599PWR15       | Long             | EC               | CORP              | SG        |     139700 | NS      | $716928.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NKT A/S                                                          | NKT A/S                                                                                     | CUSIP: N/A<br>LEI: 529900197LKWCEQ0NL18       | Long             | EC               | CORP              | DK        |       3566 | NS      | $290350.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                               | Banco Bilbao Vizcaya Argentaria SA                                                          | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |    1326564 | NS      | $18205821.22   | 0.18%             |  |  |  | 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        |    3964986 | PA      | $3942266.37    | 0.04%             | 2031-05-30      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co. PJSC                         | Abu Dhabi Developmental Holding Co. PJSC                                                    | CUSIP: 00402D2A2<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |    1116000 | PA      | $1150177.50    | 0.01%             | 2029-05-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                               | Chemours Co. (The), 1st Lien Term Loan B                                                    | CUSIP: 16384YAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1491560 | PA      | $1450542.19    | 0.01%             | 2028-08-18      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                          | Veolia Environnement SA                                                                     | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EC               | CORP              | FR        |      60060 | NS      | $2193636.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                 | Boeing Co. (The)                                                                            | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    3809000 | PA      | $3286192.28    | 0.03%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                              | Kinder Morgan, Inc.                                                                         | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     445000 | PA      | $437867.77     | 0.00%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $10719.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                               | J.P. Morgan Structured Products BV, Series D35g                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      29205 | NS      | $4697939.40    | 0.05%             | 2025-06-10      | Fixed         | 21.96%                | No            |                  2 | On Loan: No      |
| Bancolombia SA                                                   | Bancolombia SA                                                                              | CUSIP: 05968LAN2<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |     571000 | PA      | $590956.45     | 0.01%             | 2034-12-24      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                                   | Anywhere Real Estate Group LLC                                                              | CUSIP: 75606DAS0<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |     151918 | PA      | $134733.96     | 0.00%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Segro plc                                                        | Segro plc                                                                                   | CUSIP: N/A<br>LEI: 213800XC35KGM9NFC641       | Long             | EC               | CORP              | GB        |     205676 | NS      | $1870963.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                        | Duke Energy Carolinas LLC                                                                   | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     773000 | PA      | $691608.71     | 0.01%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Pinewood Finco plc                                               | Pinewood Finco plc                                                                          | CUSIP: N/A<br>LEI: 984500EF3F7CA63ND769       | Long             | DBT              | CORP              | GB        |    1938000 | PA      | $2569393.84    | 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        |     614000 | PA      | $586585.45     | 0.01%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Verisure Holding AB                                              | Verisure Holding AB                                                                         | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | DBT              | CORP              | SE        |    1304800 | PA      | $1548590.96    | 0.02%             | 2027-10-15      | 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      | $-4232.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Charter Next Generation, Inc.                                    | Charter Next Generation, Inc., 1st Lien Term Loan                                           | CUSIP: 16125TAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    5478985 | PA      | $5457069.22    | 0.05%             | 2030-11-29      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| DCC plc                                                          | DCC plc                                                                                     | CUSIP: N/A<br>LEI: 213800UPS1QEE4TD3T45       | Long             | EC               | CORP              | IE        |       8339 | NS      | $545019.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding 2018-IV Ltd.                                        | CIFC Funding 2018-IV Ltd., Series 2018-4A, Class AR                                         | CUSIP: 17181TAJ0<br>LEI: 254900PA63PFHC11GD90 | Long             | ABS-CBDO         | CORP              | KY        |    2700000 | PA      | $2667438.54    | 0.03%             | 2038-01-17      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                     | DNB Bank ASA                                                                                | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |    2093000 | PA      | $2108697.50    | 0.02%             | 2029-05-30      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                              | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1042000 | PA      | $1034148.31    | 0.01%             | 2030-01-23      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                          | Bayer US Finance II LLC                                                                     | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    3806000 | PA      | $3788683.39    | 0.04%             | 2025-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| W.R. Grace Holdings LLC                                          | WR Grace Holdings LLC, 1st Lien Term Loan                                                   | CUSIP: 92943HAB5<br>LEI: 549300WNOVFRGYOAEB12 | Long             | LON              | CORP              | US        |    3124225 | PA      | $3059803.86    | 0.03%             | 2028-09-22      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                          | BASF SE                                                                                     | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | EC               | CORP              | DE        |      30407 | NS      | $1552869.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Oakwood Mortgage Investors, Inc.                                 | Oakwood Mortgage Investors, Inc., Series 2001-D, Class A3                                   | CUSIP: 67087TCV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     263940 | PA      | $102189.48     | 0.00%             | 2031-09-17      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Allegion plc                                                     | Allegion plc                                                                                | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |     127206 | NS      | $17707075.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Almaviva-The Italian Innovation Co. SpA                          | Almaviva-The Italian Innovation Co. SpA                                                     | CUSIP: N/A<br>LEI: 815600A862DA4DD9E211       | Long             | DBT              | CORP              | IT        |     855000 | PA      | $987345.33     | 0.01%             | 2030-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Quartz AcquireCo LLC                                             | Quartz AcquireCo LLC, 1st Lien Term Loan B2                                                 | CUSIP: 74773KAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3533416 | PA      | $3493664.72    | 0.03%             | 2030-06-28      | Variable      | 6.55%                 | No            |                  3 | On Loan: No      |
| Cube Industrial Buyer, Inc.                                      | Cube Industrial Buyer, Inc., 1st Lien Term Loan                                             | CUSIP: 22971EAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     502000 | PA      | $496980.00     | 0.00%             | 2031-10-18      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                               | Berry Global, Inc.                                                                          | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    4019000 | PA      | $4183481.92    | 0.04%             | 2031-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                                     | Ameren Corp.                                                                                | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      54069 | NS      | $5365807.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust, Series 2016-C37, Class C                             | CUSIP: 95000PAL8<br>LEI: 549300TRQQDPEF728F16 | Long             | ABS-MBS          | CORP              | US        |    2803000 | PA      | $2710270.87    | 0.03%             | 2049-12-15      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                             | Anheuser-Busch InBev Worldwide, Inc.                                                        | CUSIP: 035240AE0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     140000 | PA      | $157389.46     | 0.00%             | 2033-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                           | OCP SA                                                                                      | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |     939000 | PA      | $919515.75     | 0.01%             | 2054-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                  | Permian Resources Operating LLC                                                             | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     245000 | PA      | $246639.05     | 0.00%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| California Buyer Ltd.                                            | California Buyer Ltd.                                                                       | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     236000 | PA      | $231858.11     | 0.00%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                            | Targa Resources Corp.                                                                       | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      27000 | PA      | $28367.45      | 0.00%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Arkema SA                                                        | Arkema SA                                                                                   | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | EC               | CORP              | FR        |       9256 | NS      | $703691.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 41B-R Ltd.                            | Golub Capital Partners CLO 41B-R Ltd., Series 2019-41A, Class AR                            | CUSIP: 38178AAA1<br>LEI: 2549005QZPXI5WPU4V74 | Long             | ABS-CBDO         | CORP              | KY        |    2500000 | PA      | $2500544.50    | 0.02%             | 2034-01-20      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Worldline SA                                                     | Worldline SA                                                                                | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |    1534100 | PA      | $1682571.76    | 0.02%             | 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        |     338582 | NS      | $24564124.10   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde plc                                                        | Linde plc                                                                                   | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Short            | EC               | CORP              | IE        |      -3622 | NS      | $-1641599.06   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co. (The)                                               | Chemours Co. (The)                                                                          | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     411000 | PA      | $372292.18     | 0.00%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                               | United Airlines Pass-Through Trust, Series 2020-1, Class A                                  | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |          1 | PA      | $1.18          | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                          | Quikrete Holdings, Inc.                                                                     | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     515000 | PA      | $516926.53     | 0.01%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bayer Corp.                                                      | Bayer Corp.                                                                                 | CUSIP: 072732AC4<br>LEI: 54930050NR9YMICYZM28 | Long             | DBT              | CORP              | US        |     826000 | PA      | $863177.34     | 0.01%             | 2028-02-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                               | Macquarie Airfinance Holdings Ltd.                                                          | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     256000 | PA      | $262962.69     | 0.00%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                      | Allied Universal Holdco LLC                                                                 | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     921000 | PA      | $881902.46     | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Caterpillar, Inc.                                                | Caterpillar, Inc.                                                                           | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       4067 | NS      | $1257801.09    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sappi Papier Holding GmbH                                        | Sappi Papier Holding GmbH                                                                   | CUSIP: N/A<br>LEI: 549300XBCUMUR5CI0181       | Long             | DBT              | CORP              | AT        |    1760000 | PA      | $1961914.94    | 0.02%             | 2032-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                                       | Melco Resorts Finance Ltd.                                                                  | CUSIP: 58547DAE9<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $189000.00     | 0.00%             | 2028-07-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| System Energy Resources, Inc.                                    | System Energy Resources, Inc.                                                               | CUSIP: 871911AV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     573000 | PA      | $565966.90     | 0.01%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                                 | CMS Energy Corp.                                                                            | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     330045 | NS      | $24307814.25   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Azorra Finance Ltd.                                              | Azorra Finance Ltd.                                                                         | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     176000 | PA      | $174460.00     | 0.00%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                              | Carlyle US CLO Ltd., Series 2019-3A, Class A2RR                                             | CUSIP: 14314HBA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5008000.50    | 0.05%             | 2037-04-20      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                            | Dominion Energy, Inc.                                                                       | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      85000 | PA      | $83571.07      | 0.00%             | 2055-05-15      | Variable      | 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      | $12715.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elmwood CLO IX Ltd.                                              | Elmwood CLO IX Ltd., Series 2021-2A, Class CR                                               | CUSIP: 29003UAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1467128.40    | 0.01%             | 2038-04-20      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Ziggo Financing Partnership                                      | Ziggo Financing Partnership, 1st Lien Term Loan I                                           | CUSIP: N9833RAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1087000 | PA      | $1067977.50    | 0.01%             | 2028-04-28      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3013000 | PA      | $3123113.22    | 0.03%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                               | AmWINS Group, Inc.                                                                          | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     230000 | PA      | $232741.14     | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust, Series 2023-2, Class B1                                         | CUSIP: 92539DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $996742.40     | 0.01%             | 2068-03-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Holdings, Inc.                                 | SS&C Technologies Holdings, Inc.                                                            | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |     129080 | NS      | $9758448.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International, Inc.                                       | Baxter International, Inc.                                                                  | CUSIP: 071813BY4<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     355000 | PA      | $342259.84     | 0.00%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Borrower LLC                                   | Rivers Enterprise Borrower LLC                                                              | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     188000 | PA      | $185563.52     | 0.00%             | 2033-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd.                                          | Canyon Capital CLO Ltd., Series 2022-1A, Class C                                            | CUSIP: 13877JAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $1983982.40    | 0.02%             | 2035-04-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Zegona Finance plc                                               | Zegona Finance plc                                                                          | CUSIP: N/A<br>LEI: 254900B3KC1SS7T2TE92       | Long             | DBT              | CORP              | GB        |    1936000 | PA      | $2317113.27    | 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        |      38787 | NS      | $8533915.74    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                           | UBS AG                                                                                      | CUSIP: 22550L2M2<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |     674000 | PA      | $729422.75     | 0.01%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                               | J.P. Morgan Structured Products BV, Series MTOQ                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     100900 | NS      | $2549225.33    | 0.02%             | 2025-06-05      | Fixed         | 40.77%                | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                          | Level 3 Financing, Inc.                                                                     | CUSIP: 527298BU6<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     937000 | PA      | $1012962.01    | 0.01%             | 2030-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2006-45T1, Class 1A10                                        | CUSIP: 02149JAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2643106 | PA      | $992858.22     | 0.01%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | QUALCOMM, Inc.                                                                              | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |      59445 | NS      | $8830733.80    | 0.09%             | 2025-05-02      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                           | TK Elevator Midco GmbH                                                                      | CUSIP: N/A<br>LEI: 254900K869UN2ZWVB351       | Long             | DBT              | CORP              | DE        |     193000 | PA      | $218048.85     | 0.00%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                 | NRG Energy, Inc., 1st Lien Term Loan                                                        | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |    2001603 | PA      | $1994817.96    | 0.02%             | 2031-04-16      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Welltower, Inc.                                                  | Welltower, Inc.                                                                             | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |      30547 | NS      | $4661166.73    | 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        |    1715857 | PA      | $1421433.35    | 0.01%             | 2029-08-15      | Variable      | 8.78%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO VIII Ltd.                            | Benefit Street Partners CLO VIII Ltd., Series 2015-8A, Class A1AR                           | CUSIP: 08180XAN2<br>LEI: 549300D98ZLKNSI8CN63 | Long             | ABS-CBDO         | CORP              | KY        |     338699 | PA      | $338735.31     | 0.00%             | 2031-01-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                           | Neptune Bidco US, Inc.                                                                      | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     997000 | PA      | $887330.00     | 0.01%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                             | SoftBank Group Corp.                                                                        | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |     247000 | PA      | $281925.99     | 0.00%             | 2028-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 10 Ltd.                                       | OHA Credit Funding 10 Ltd., Series 2021-10A, Class B                                        | CUSIP: 67707LAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $1993400.80    | 0.02%             | 2036-01-18      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Paint Intermediate III LLC                                       | Paint Intermediate III LLC, 1st Lien Term Loan B                                            | CUSIP: 69575EAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     686000 | PA      | $684285.00     | 0.01%             | 2031-10-09      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                             | Coterra Energy, Inc.                                                                        | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |      13386 | NS      | $328760.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Asurion LLC                                                      | Asurion LLC, 1st Lien Term Loan B12                                                         | CUSIP: 04649VBD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     875600 | PA      | $835926.56     | 0.01%             | 2030-09-19      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| TICP CLO VII Ltd.                                                | TICP CLO VII Ltd., Series 2017-7A, Class CR                                                 | CUSIP: 87248TAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6500000 | PA      | $6507011.55    | 0.06%             | 2033-04-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                            | Targa Resources Corp.                                                                       | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     136000 | PA      | $139954.13     | 0.00%             | 2033-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-22883.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                 | DTE Electric Co.                                                                            | CUSIP: 23338VAV8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     208000 | PA      | $210492.54     | 0.00%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Oakwood Mortgage Investors, Inc.                                 | Oakwood Mortgage Investors, Inc., Series 1998-D, Class M1                                   | CUSIP: 674135EB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     244972 | PA      | $243237.26     | 0.00%             | 2029-01-15      | Fixed         | 7.42%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co.                                   | Interstate Power & Light Co.                                                                | CUSIP: 461070AU8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     136000 | PA      | $140046.39     | 0.00%             | 2033-10-15      | Fixed         | 5.70%                 | 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      | $-1018.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                           | HUB International Ltd.                                                                      | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    5172000 | PA      | $5364620.80    | 0.05%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Learfield Communications LLC                                     | Learfield Communications LLC                                                                | CUSIP: N/A<br>LEI: 549300177GK4LMS8T214       | Long             | EC               | CORP              | US        |       9992 | NS      | $751898.00     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Univision Communications, Inc.                                   | Univision Communications, Inc.                                                              | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    1446000 | PA      | $1404568.34    | 0.01%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corp.                                           | Filtration Group Corp., 1st Lien Term Loan                                                  | CUSIP: 31732FAV8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4991906 | PA      | $4982122.23    | 0.05%             | 2028-10-23      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                      | Allied Universal Holdco LLC, 1st Lien Term Loan                                             | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    7010869 | PA      | $7000212.52    | 0.07%             | 2028-05-12      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                               | United Rentals North America, Inc.                                                          | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     229000 | PA      | $231469.99     | 0.00%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                           | Norfolk Southern Corp.                                                                      | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      28798 | NS      | $6452191.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | MSCI Emerging Markets Index                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         46 | NC      | $-74150.02     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Buzzi SpA                                                        | Buzzi SpA                                                                                   | CUSIP: N/A<br>LEI: 5299003DX5YLKSVJ6K59       | Long             | EC               | CORP              | IT        |       8381 | NS      | $439189.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Meacham Park CLO Ltd.                                            | Meacham Park CLO Ltd., Series 2024-1A, Class B                                              | CUSIP: 58286QAE5<br>LEI: 254900ZA60EDHY111387 | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $3960399.60    | 0.04%             | 2037-10-20      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-165739.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc                                     | Ardagh Packaging Finance plc                                                                | CUSIP: N/A<br>LEI: 6354001JXMLKNZDZR978       | Long             | DBT              | CORP              | IE        |    1334000 | PA      | $1339244.85    | 0.01%             | 2026-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                               | J.P. Morgan Structured Products BV, Series EPCD                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |       9832 | NS      | $5950313.75    | 0.06%             | 2025-05-23      | Fixed         | 21.55%                | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4065.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                   | EchoStar Corp.                                                                              | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    2667217 | PA      | $2820669.41    | 0.03%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Project Boost Purchaser LLC                                      | Project Boost Purchaser LLC, 1st Lien Term Loan                                             | CUSIP: 74339NAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2497052 | PA      | $2471731.62    | 0.02%             | 2031-07-16      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd.                                              | Whitebox CLO I Ltd., Series 2019-1A, Class CRR                                              | CUSIP: 96467FBA7<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $1983756.80    | 0.02%             | 2036-07-24      | 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      | $-512632.77    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                             | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1640000 | PA      | $1623321.69    | 0.02%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Aeropuerto Internacional de Tocumen SA                           | Aeropuerto Internacional de Tocumen SA                                                      | CUSIP: 00787CAD4<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | NUSS              | PA        |    1225000 | PA      | $888125.00     | 0.01%             | 2041-08-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2005-61, Class 1A1                                           | CUSIP: 12668AVL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     152281 | PA      | $135090.98     | 0.00%             | 2035-12-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                        | Zayo Group Holdings, Inc.                                                                   | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    2233000 | PA      | $2056573.13    | 0.02%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings, Inc.                                           | Amentum Holdings, Inc., 1st Lien Term Loan                                                  | CUSIP: 02351XAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2338140 | PA      | $2305265.75    | 0.02%             | 2031-09-29      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                      | AvalonBay Communities, Inc.                                                                 | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      25585 | NS      | $5372338.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde plc                                                        | Linde plc                                                                                   | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | IE        |       6867 | NS      | $3124597.34    | 0.03%             |  |  |  | No            |                  2 | 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        |    4092918 | PA      | $3276083.85    | 0.03%             | 2046-11-25      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Geberit AG                                                       | Geberit AG (Registered)                                                                     | CUSIP: N/A<br>LEI: 52990093Z5OHD6T7BS47       | Long             | EC               | CORP              | CH        |       1699 | NS      | $1176932.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                                             | Republic of Colombia                                                                        | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1035000 | PA      | $1051560.00    | 0.01%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Concentra Health Services, Inc.                                  | Concentra Health Services, Inc.                                                             | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |     208000 | PA      | $212949.68     | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                       | Outfront Media Capital LLC                                                                  | CUSIP: 69007TAE4<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |     241000 | PA      | $223830.77     | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SPIE SA                                                          | SPIE SA                                                                                     | CUSIP: N/A<br>LEI: 969500TJNS5GSFWJ8X85       | Long             | EC               | CORP              | FR        |      18384 | NS      | $901047.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hertz Corp. (The)                                                | Hertz Corp. (The)                                                                           | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     155000 | PA      | $150757.67     | 0.00%             | 2029-07-15      | Fixed         | 12.62%                | No            |                  2 | On Loan: No      |
| Bain Capital Specialty Finance, Inc.                             | Bain Capital Specialty Finance, Inc.                                                        | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |      75000 | PA      | $73477.04      | 0.00%             | 2030-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                     | BX Commercial Mortgage Trust, Series 2024-BRBK, Class A                                     | CUSIP: 05613NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7280000 | PA      | $7243552.68    | 0.07%             | 2041-10-15      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Murphy Oil Corp.                                                 | Murphy Oil Corp.                                                                            | CUSIP: 626717AG7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |      58000 | PA      | $42518.44      | 0.00%             | 2042-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Noble Finance II LLC                                             | Noble Finance II LLC                                                                        | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     371000 | PA      | $353476.67     | 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        |     180711 | NS      | $5786366.22    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Birch Grove CLO 9 Ltd.                                           | Birch Grove CLO 9 Ltd., Series 2024-9A, Class B                                             | CUSIP: 09077WAE8<br>LEI: 254900VS6E4BD1HWHW18 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $1974599.80    | 0.02%             | 2037-10-22      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| HealthEquity, Inc.                                               | HealthEquity, Inc.                                                                          | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |    1563000 | PA      | $1476984.98    | 0.01%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Camelot Finance SA                                               | Camelot Finance SA                                                                          | CUSIP: 13323AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     650000 | PA      | $640451.63     | 0.01%             | 2026-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                       | Aviation Capital Group LLC                                                                  | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    2394000 | PA      | $2304878.27    | 0.02%             | 2026-09-20      | Fixed         | 1.95%                 | 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        |    1491000 | PA      | $2075001.32    | 0.02%             | 2032-03-30      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                    | Centene Corp.                                                                               | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    3595000 | PA      | $3274393.51    | 0.03%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                              | Sirius XM Radio LLC                                                                         | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      26000 | PA      | $25687.35      | 0.00%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Antofagasta plc                                                  | Antofagasta plc                                                                             | CUSIP: 03718NAA4<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |     674000 | PA      | $578797.50     | 0.01%             | 2030-10-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Swire Pacific Ltd.                                               | Swire Pacific Ltd., Class A                                                                 | CUSIP: N/A<br>LEI: 549300KZOZHII0DGF611       | Long             | EC               | CORP              | HK        |      35500 | NS      | $306992.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of North Macedonia                                      | Republic of North Macedonia                                                                 | CUSIP: N/A<br>LEI: 635400RD1N6RVNCE4958       | Long             | DBT              | NUSS              | MK        |     498000 | PA      | $585083.97     | 0.01%             | 2027-03-13      | Fixed         | 6.96%                 | No            |                  2 | On Loan: No      |
| Warehouses De Pauw CVA                                           | Warehouses De Pauw CVA                                                                      | CUSIP: N/A<br>LEI: 549300HWDYC5JXC85138       | Long             | EC               | CORP              | BE        |     127626 | NS      | $3259833.56    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                     | Sabine Pass Liquefaction LLC                                                                | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     139000 | PA      | $140206.81     | 0.00%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $15758.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | BNP Paribas SA                                                                              | CUSIP: 05565ALQ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1724000 | PA      | $1474058.08    | 0.01%             | 2030-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Aston Martin Capital Holdings Ltd.                               | Aston Martin Capital Holdings Ltd.                                                          | CUSIP: N/A<br>LEI: 213800H4GKEF3CJ8C774       | Long             | DBT              | CORP              | JE        |    1488000 | PA      | $1741025.42    | 0.02%             | 2029-03-31      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Alpha Star Holding IX Ltd.                                       | Alpha Star Holding IX Ltd.                                                                  | CUSIP: N/A<br>LEI: 254900IL2SBV9ANGBE89       | Long             | DBT              | CORP              | AE        |     740000 | PA      | $744625.00     | 0.01%             | 2028-08-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Rand Parent LLC                                                  | Rand Parent LLC, 1st Lien Term Loan B                                                       | CUSIP: 75223LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     398346 | PA      | $366414.60     | 0.00%             | 2030-03-18      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                                        | UKG, Inc.                                                                                   | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    5386000 | PA      | $5541084.48    | 0.05%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NYACK Park CLO Ltd.                                              | NYACK Park CLO Ltd., Series 2021-1A, Class A                                                | CUSIP: 67080PAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4418000 | PA      | $4418000.00    | 0.04%             | 2034-10-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Tenneco, Inc.                                                    | Tenneco, Inc.                                                                               | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |     748000 | PA      | $714574.72     | 0.01%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                         | Comstock Resources, Inc.                                                                    | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     667000 | PA      | $635777.33     | 0.01%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Lear Corp.                                                       | Lear Corp.                                                                                  | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      20858 | NS      | $1788573.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Escrow Issuer LLC                                            | AAR Escrow Issuer LLC                                                                       | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1170000 | PA      | $1197710.90    | 0.01%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Pattern Energy Operations LP                                     | Pattern Energy Operations LP                                                                | CUSIP: 70339PAA7<br>LEI: 254900P898KPCM50SP51 | Long             | DBT              | CORP              | US        |      89000 | PA      | $84567.03      | 0.00%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Exelon Corp., Series GMU3                                                                   | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     129760 | NS      | $5884974.66    | 0.06%             | 2025-05-19      | Fixed         | 15.57%                | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                                        | Zurich Insurance Group AG                                                                   | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |      25198 | NS      | $17872206.42   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities Trust                     | Natixis Commercial Mortgage Securities Trust, Series 2017-75B, Class XA                     | CUSIP: 63874EAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   40610000 | PA      | $169648.28     | 0.00%             | 2037-04-10      | Variable      | 0.34%                 | No            |                  2 | On Loan: No      |
| Aalberts NV                                                      | Aalberts NV                                                                                 | CUSIP: N/A<br>LEI: 549300EMP9DT6Q35HZ31       | Long             | EC               | CORP              | NL        |      12899 | NS      | $428332.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                  | Naked Juice LLC, 1st Lien Term Loan                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    1384101 | PA      | $391008.53     | 0.00%             | 2030-01-24      | Variable      | 10.31%                | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     450000 | PA      | $443819.13     | 0.00%             | 2030-02-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Gibson Energy, Inc.                                              | Gibson Energy, Inc.                                                                         | CUSIP: 374825206<br>LEI: 549300WYW5D9I3FR0643 | Long             | EC               | CORP              | CA        |      66920 | NS      | $1052875.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corp.                                                    | Insulet Corp.                                                                               | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |     271000 | PA      | $276475.28     | 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        |    3900727 | PA      | $3652055.25    | 0.04%             | 2029-03-01      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II plc                                 | Vedanta Resources Finance II plc                                                            | CUSIP: 92243XAM3<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     298000 | PA      | $274347.74     | 0.00%             | 2030-07-24      | Fixed         | 9.47%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                 | ABN AMRO Bank NV                                                                            | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |     700000 | PA      | $791012.51     | 0.01%             | 2034-09-22      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                        | Ford Motor Credit Co. LLC                                                                   | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    3905000 | PA      | $3764969.00    | 0.04%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                    | UniCredit SpA                                                                               | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |      36876 | NS      | $2145477.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp.                                       | Gainwell Acquisition Corp., 1st Lien Term Loan B                                            | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2616766 | PA      | $2428280.38    | 0.02%             | 2027-10-01      | Variable      | 8.40%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                                     | Atrium Hotel Portfolio Trust, Series 2017-ATRM, Class D                                     | CUSIP: 04965JAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3624000 | PA      | $3388440.36    | 0.03%             | 2036-12-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-7009.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                               | General Motors Financial Co., Inc.                                                          | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    3814000 | PA      | $3750554.53    | 0.04%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                      | Caesars Entertainment, Inc., 1st Lien Term Loan B1                                          | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    6253576 | PA      | $6145451.32    | 0.06%             | 2031-02-06      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                      | FedEx Corp.                                                                                 | CUSIP: 31428XBV7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     414000 | PA      | $389344.25     | 0.00%             | 2029-08-05      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                               | T-Mobile USA, Inc.                                                                          | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1284000 | PA      | $1238940.72    | 0.01%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                  | Air Lease Corp.                                                                             | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     500000 | PA      | $480626.77     | 0.00%             | 2027-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International plc                           | Sempra                                                                                      | CUSIP: 61779M649<br>LEI: 4PQUHN3JPFGFNF3BB653 | Long             | SN               | CORP              | GB        |      44800 | NS      | $3267905.98    | 0.03%             | 2025-05-01      | Fixed         | 18.73%                | No            |                  2 | On Loan: No      |
| Americold Realty Trust, Inc.                                     | Americold Realty Trust, Inc.                                                                | CUSIP: 03064D108<br>LEI: 894500O3S3W62PQPO460 | Long             | EC               | CORP              | US        |     192110 | NS      | $3715407.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Light & Wonder International, Inc.                               | Light & Wonder International, Inc.                                                          | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     183000 | PA      | $186568.87     | 0.00%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds                                        | BlackRock Liquidity Funds, T-Fund, Institutional Class                                      | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        | 1040134695 | NS      | $1040134695.32 | 10.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Mortgage Loan Trust                                     | Barclays Mortgage Loan Trust, Series 2025-NQM1, Class B1                                    | CUSIP: 06744WAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     660400 | PA      | $649196.71     | 0.01%             | 2065-01-25      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                                          | Ellucian Holdings, Inc., 2nd Lien Term Loan                                                 | CUSIP: 28917XAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     703000 | PA      | $702121.25     | 0.01%             | 2032-11-15      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| Grifols SA                                                       | Grifols SA                                                                                  | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |     290000 | PA      | $316288.89     | 0.00%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Amcor plc                                                        | Amcor plc                                                                                   | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | JE        |      67769 | NS      | $623474.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Schaeffler AG                                                    | Schaeffler AG                                                                               | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |     800000 | PA      | $906168.54     | 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        |    1044000 | PA      | $1044310.07    | 0.01%             | 2032-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CitiMortgage Alternative Loan Trust                              | CitiMortgage Alternative Loan Trust, Series 2007-A1, Class 1A5                              | CUSIP: 12566QAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      51378 | PA      | $45706.02      | 0.00%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| B&M European Value Retail SA                                     | B&M European Value Retail SA                                                                | CUSIP: N/A<br>LEI: 213800UK7ZRLY2K1X530       | Long             | DBT              | CORP              | LU        |     300000 | PA      | $369224.54     | 0.00%             | 2028-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wilsonart LLC                                                    | Wilsonart LLC, 1st Lien Term Loan                                                           | CUSIP: 97246FAM8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4751354 | PA      | $4585057.02    | 0.04%             | 2031-08-05      | Variable      | 8.55%                 | No            |                  2 | On Loan: No      |
| National Bank of Greece SA                                       | National Bank of Greece SA                                                                  | CUSIP: N/A<br>LEI: 5UMCZOEYKCVFAW8ZLO05       | Long             | DBT              | CORP              | GR        |    1062000 | PA      | $1279735.35    | 0.01%             | 2035-06-28      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Terranea Resort                                                  | Terranea Resort, 1st Lien Term Loan                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    5600000 | PA      | $5600000.00    | 0.05%             | 2027-01-01      | Variable      | 8.66%                 | No            |                  3 | On Loan: No      |
| Georgia Power Co.                                                | Georgia Power Co.                                                                           | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     168000 | PA      | $169575.72     | 0.00%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MASTR Asset-Backed Securities Trust                              | MASTR Asset-Backed Securities Trust, Series 2006-AM2, Class A4                              | CUSIP: 57645FAQ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1665790 | PA      | $1521053.45    | 0.01%             | 2036-06-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                    | Six Flags Entertainment Corp.                                                               | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     206000 | PA      | $208828.82     | 0.00%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                           | Chart Industries, Inc.                                                                      | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     398000 | PA      | $424130.03     | 0.00%             | 2031-01-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                               | Nationstar Mortgage Holdings, Inc.                                                          | CUSIP: 63861CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     558000 | PA      | $567147.66     | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                 | Boeing Co. (The)                                                                            | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    4363000 | PA      | $4274736.82    | 0.04%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                     | Rockies Express Pipeline LLC                                                                | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     162000 | PA      | $154858.56     | 0.00%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                     | Fiserv, Inc.                                                                                | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     742000 | PA      | $755792.98     | 0.01%             | 2033-08-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3, Inc.                                    | Fortress Intermediate 3, Inc.                                                               | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |    1252000 | PA      | $1279828.20    | 0.01%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                   | Enbridge, Inc.                                                                              | CUSIP: 29250NBF1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     360000 | PA      | $293492.19     | 0.00%             | 2033-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Magyar Export-Import Bank Zrt.                                   | Magyar Export-Import Bank Zrt.                                                              | CUSIP: 55977YAA6<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |    1201000 | PA      | $1222023.51    | 0.01%             | 2027-12-04      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                           | Cleveland-Cliffs, Inc.                                                                      | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      75000 | PA      | $72579.63      | 0.00%             | 2031-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                               | Nationstar Mortgage Holdings, Inc.                                                          | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     165000 | PA      | $165612.15     | 0.00%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                                     | Blue Owl Credit Income Corp.                                                                | CUSIP: 09581CAC5<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     390000 | PA      | $381889.73     | 0.00%             | 2030-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                     | Fibercop SpA                                                                                | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     200000 | PA      | $184694.34     | 0.00%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Schaeffler AG                                                    | Schaeffler AG                                                                               | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |     400000 | PA      | $450874.30     | 0.00%             | 2031-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza, Inc.                                             | Domino's Pizza, Inc.                                                                        | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |      10296 | NS      | $5048849.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments, Inc.                                            | Global Payments, Inc.                                                                       | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      39770 | NS      | $3034848.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GYP Holdings III Corp.                                           | GYP Holdings III Corp.                                                                      | CUSIP: 36261NAA5<br>LEI: 549300055I1KJWZH9690 | Long             | DBT              | CORP              | US        |     350000 | PA      | $329135.87     | 0.00%             | 2029-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp.                                            | Kaiser Aluminum Corp.                                                                       | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1929000 | PA      | $1733444.92    | 0.02%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                    | Novelis Corp.                                                                               | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    1269000 | PA      | $1230701.45    | 0.01%             | 2026-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BBCMS Trust                                                      | BBCMS Trust, Series 2015-SRCH, Class XB                                                     | CUSIP: 05547HAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   35000000 | PA      | $144986.80     | 0.00%             | 2035-08-10      | Variable      | 0.30%                 | No            |                  2 | On Loan: No      |
| ICON Luxembourg SARL                                             | ICON Luxembourg SARL, 1st Lien Term Loan                                                    | CUSIP: L5000DAE7<br>LEI: 635400PUWMHSPI2DDA35 | Long             | LON              | CORP              | LU        |     584989 | PA      | $585234.46     | 0.01%             | 2028-07-03      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                     | UBS Group AG                                                                                | CUSIP: 225401AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2930000 | PA      | $3042081.70    | 0.03%             | 2028-08-11      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                               | Chord Energy Corp.                                                                          | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     139000 | PA      | $135300.81     | 0.00%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | EURO STOXX 50 Index                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |       1975 | NC      | $8974084.52    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                | CIFC Funding Ltd., Series 2020-4A, Class A1R                                                | CUSIP: 12562RAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2500000 | PA      | $2500000.00    | 0.02%             | 2040-01-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| BAMLL Trust                                                      | BAMLL Trust, Series 2024-BHP, Class A                                                       | CUSIP: 05493WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17580000 | PA      | $17585597.47   | 0.17%             | 2039-08-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Harvest Commercial Capital Loan Trust                            | Harvest Commercial Capital Loan Trust, Series 2019-1, Class M4                              | CUSIP: 41753CAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3150000 | PA      | $2951151.53    | 0.03%             | 2046-09-25      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure LP                                           | XPLR Infrastructure LP                                                                      | CUSIP: 65341BAG1<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |     356000 | PA      | $334640.00     | 0.00%             | 2026-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                          | Citigroup Global Markets Holdings, Inc., Series F0TW                                        | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |     187200 | NS      | $4017247.23    | 0.04%             | 2025-06-02      | Fixed         | 29.01%                | No            |                  2 | On Loan: No      |
| Illuminate Buyer LLC                                             | Illuminate Buyer LLC                                                                        | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     454000 | PA      | $454467.62     | 0.00%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                  | Madison IAQ LLC, 1st Lien Term Loan B                                                       | CUSIP: 55759VAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2490000 | PA      | $2463556.20    | 0.02%             | 2032-03-29      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                                  | Lehman XS Trust, Series 2007-20N, Class A1                                                  | CUSIP: 52525AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4880339 | PA      | $4626882.26    | 0.05%             | 2037-12-25      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Endesa SA                                                        | Endesa SA                                                                                   | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |      27530 | NS      | $826796.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                   | Blackstone Private Credit Fund                                                              | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    1655000 | PA      | $1594095.35    | 0.02%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                            | Global Payments, Inc.                                                                       | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     265000 | PA      | $229958.97     | 0.00%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Generate CLO 2 Ltd.                                              | Generate CLO 2 Ltd., Series 2A, Class AR2                                                   | CUSIP: 370910AC5<br>LEI: 5493009C48K5WG4EX118 | Long             | ABS-CBDO         | CORP              | KY        |    7965000 | PA      | $7989479.63    | 0.08%             | 2037-10-22      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                            | Elevance Health, Inc.                                                                       | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     195000 | PA      | $195165.61     | 0.00%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                      | Crescent Energy Finance LLC                                                                 | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     466000 | PA      | $423410.78     | 0.00%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc, Series EMTI                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      12087 | NS      | $5889517.65    | 0.06%             | 2025-06-11      | Fixed         | 16.26%                | No            |                  2 | On Loan: No      |
| Ken Garff Automotive LLC                                         | Ken Garff Automotive LLC                                                                    | CUSIP: 48850PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     212000 | PA      | $204685.85     | 0.00%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Covia Holdings LLC                                               | Covia Holdings LLC, 1st Lien Term Loan                                                      | CUSIP: 22305CAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     640000 | PA      | $638201.60     | 0.01%             | 2032-02-13      | Variable      | 7.57%                 | 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        |    3269000 | PA      | $81725.00      | 0.00%             | 2024-10-18      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Edge Finco plc                                                   | Edge Finco plc                                                                              | CUSIP: N/A<br>LEI: 648835NI8LJE5190NT73       | Long             | DBT              | CORP              | GB        |    1518000 | PA      | $2051866.90    | 0.02%             | 2031-08-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Ares XXXIX CLO Ltd.                                              | Ares XXXIX CLO Ltd., Series 2016-39A, Class AR3                                             | CUSIP: 04015WBL7<br>LEI: 5493005YAOTYJUJV3S58 | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $3992000.00    | 0.04%             | 2037-07-18      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                     | Fiserv, Inc.                                                                                | CUSIP: 337738BE7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     400000 | PA      | $407389.11     | 0.00%             | 2033-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Edelman Financial Engines Center LLC                             | Edelman Financial Engines Center LLC (The), 1st Lien Term Loan                              | CUSIP: 27943UAM8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2490493 | PA      | $2479161.04    | 0.02%             | 2028-04-07      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                       | AMSR Trust, Series 2021-SFR3, Class F                                                       | CUSIP: 00180UAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11000000 | PA      | $10486971.00   | 0.10%             | 2038-10-17      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| CNH Industrial NV                                                | CNH Industrial NV                                                                           | CUSIP: N/A<br>LEI: 549300WGC2HZ5J67V817       | Long             | EC               | CORP              | NL        |     108337 | NS      | $1253459.09    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                             | Edison International, Series B                                                              | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     290000 | PA      | $256547.14     | 0.00%             | 2026-12-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Asset-Backed CertificatesTrust                 | Washington Mutual Asset-Backed CertificatesTrust, Series 2006-HE5, Class 1A                 | CUSIP: 93934XAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10750112 | PA      | $7976360.84    | 0.08%             | 2036-10-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Viasat, Inc.                                                     | Viasat, Inc., 1st Lien Term Loan                                                            | CUSIP: 92555WAF2<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |     484725 | PA      | $440024.11     | 0.00%             | 2030-05-30      | Variable      | 8.94%                 | No            |                  2 | On Loan: No      |
| Cotiviti, Inc.                                                   | Cotiviti, Inc., 1st Lien Term Loan B                                                        | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    3928419 | PA      | $3840029.77    | 0.04%             | 2031-05-01      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                               | Grupo Televisa SAB                                                                          | CUSIP: 40049JAT4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |      30000 | PA      | $31725.00      | 0.00%             | 2032-03-11      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 3 Ltd.                                      | Diameter Capital CLO 3 Ltd., Series 2022-3A, Class A1R                                      | CUSIP: 25255JAL1<br>LEI: 254900L1QJX98W5ORK78 | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $2998170.60    | 0.03%             | 2038-01-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Amber Finco plc                                                  | Amber Finco plc                                                                             | CUSIP: N/A<br>LEI: 9845004C0870D380O790       | Long             | DBT              | CORP              | GB        |    1127000 | PA      | $1330982.63    | 0.01%             | 2029-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TCW CLO Ltd.                                                     | TCW CLO Ltd., Series 2021-2A, Class C                                                       | CUSIP: 87190MAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2500000 | PA      | $2496512.50    | 0.02%             | 2034-07-25      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Bank of Montreal                                                                            | CUSIP: 06370C797<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |      70018 | NS      | $4110756.78    | 0.04%             | 2025-06-12      | Fixed         | 9.94%                 | No            |                  3 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                | Alliant Holdings Intermediate LLC                                                           | CUSIP: 01883LAB9<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    2437000 | PA      | $2351502.97    | 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        |      47108 | NS      | $17108683.44   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                              | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1993000 | PA      | $2061413.03    | 0.02%             | 2030-04-18      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Nordson Corp.                                                    | Nordson Corp.                                                                               | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |       1915 | NS      | $363026.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Assura plc                                                       | Assura plc                                                                                  | CUSIP: N/A<br>LEI: 21380026T19N2Y52XF72       | Long             | EC               | CORP              | GB        |    6085985 | NS      | $3935644.31    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                          | Romania Government Bond                                                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    1136000 | PA      | $1258927.14    | 0.01%             | 2034-09-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AGL Core CLO 27 Ltd.                                             | AGL Core CLO 27 Ltd., Series 2023-27A, Class A                                              | CUSIP: 00092DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7000000 | PA      | $7002628.50    | 0.07%             | 2036-10-21      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                               | United Airlines Pass-Through Trust, Series 2024-1, Class A                                  | CUSIP: 90932WAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1899326 | PA      | $1881540.15    | 0.02%             | 2037-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                             | Frontier Communications Holdings LLC                                                        | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     361000 | PA      | $360591.69     | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                      | Prologis LP                                                                                 | CUSIP: 74340XCB5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     260000 | PA      | $222235.31     | 0.00%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                       | Corebridge Financial, Inc.                                                                  | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     260000 | PA      | $250488.50     | 0.00%             | 2054-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                     | ING Groep NV                                                                                | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |    2736000 | PA      | $2715480.00    | 0.03%             | 2034-11-16      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Chariot Buyer LLC                                                | Chariot Buyer LLC, 1st Lien Term Loan                                                       | CUSIP: 15963CAC0<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |    4383874 | PA      | $4324165.34    | 0.04%             | 2028-11-03      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                    | RCI Banque SA                                                                               | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |    1500000 | PA      | $1681928.80    | 0.02%             | 2037-03-24      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                 | Gray Media, Inc.                                                                            | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    1019000 | PA      | $1045985.16    | 0.01%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Kyushu Electric Power Co., Inc.                                  | Kyushu Electric Power Co., Inc.                                                             | CUSIP: N/A<br>LEI: 549300BYNZPLKQVQH430       | Long             | EC               | CORP              | JP        |     405300 | NS      | $3612366.16    | 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        |      30138 | NS      | $4687079.15    | 0.05%             | 2025-05-29      | Fixed         | 17.80%                | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                 | ArcelorMittal SA                                                                            | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | EC               | CORP              | LU        |      26370 | NS      | $779806.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Nacional de Panama                                         | Banco Nacional de Panama                                                                    | CUSIP: 059626AC5<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | CORP              | PA        |     732000 | PA      | $596488.50     | 0.01%             | 2030-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Generate CLO 7 Ltd.                                              | Generate CLO 7 Ltd., Series 7A, Class A1R                                                   | CUSIP: 37149LAL1<br>LEI: 25490036G9JNQQPHIX69 | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $3004175.40    | 0.03%             | 2037-04-22      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |     245132 | NS      | $5948523.13    | 0.06%             | 2025-06-12      | Fixed         | 28.35%                | No            |                  2 | On Loan: No      |
| EQT Corp.                                                        | EQT Corp.                                                                                   | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     165000 | PA      | $165051.40     | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Compass Group Diversified Holdings LLC                           | Compass Group Diversified Holdings LLC                                                      | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |     363000 | PA      | $342433.25     | 0.00%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VEGAS Trust                                                      | VEGAS Trust, Series 2024-TI, Class A                                                        | CUSIP: 92254AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2410000 | PA      | $2442619.11    | 0.02%             | 2039-11-10      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| AES Andes SA                                                     | AES Andes SA                                                                                | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |     860000 | PA      | $878920.00     | 0.01%             | 2055-06-10      | Variable      | 8.15%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                        | Standard Industries, Inc.                                                                   | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     396000 | PA      | $349651.42     | 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        |    6600000 | PA      | $6573187.50    | 0.06%             | 2041-10-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Tereos Finance Groupe I SA                                       | Tereos Finance Groupe I SA                                                                  | CUSIP: N/A<br>LEI: 969500183Z46A3QF8W69       | Long             | DBT              | CORP              | FR        |     240000 | PA      | $273243.42     | 0.00%             | 2027-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2005-64CB, Class 1A1                                         | CUSIP: 12668AZL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      36689 | PA      | $32481.21      | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                            | Clydesdale Acquisition Holdings, Inc.                                                       | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    1414000 | PA      | $1445818.27    | 0.01%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                        | ATI, Inc.                                                                                   | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     188000 | PA      | $195525.45     | 0.00%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Siemens AG                                                       | Siemens AG (Registered)                                                                     | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |       8581 | NS      | $1975872.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kapla Holding SAS                                                | Kapla Holding SAS                                                                           | CUSIP: N/A<br>LEI: 894500PJ28XTH66K4X83       | Long             | DBT              | CORP              | FR        |    1505000 | PA      | $1704925.61    | 0.02%             | 2030-07-31      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| AEGON Funding Co. LLC                                            | AEGON Funding Co. LLC                                                                       | CUSIP: 00775VAA2<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | DBT              | CORP              | US        |    1773000 | PA      | $1796903.69    | 0.02%             | 2027-04-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                         | Lumen Technologies, Inc.                                                                    | CUSIP: 550241AK9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     395898 | PA      | $394908.26     | 0.00%             | 2032-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Wildfire Intermediate Holdings LLC                               | Wildfire Intermediate Holdings LLC                                                          | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |     302000 | PA      | $276330.00     | 0.00%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                     | Verizon Communications, Inc.                                                                | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     101351 | NS      | $4465525.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                           | Amazon.com, Inc.                                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |     108867 | NS      | $20405008.98   | 0.20%             | 2025-05-01      | Fixed         | 10.10%                | No            |                  2 | On Loan: No      |
| Poste Italiane SpA                                               | Poste Italiane SpA                                                                          | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | EC               | CORP              | IT        |      38265 | NS      | $776672.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                       | Vmed O2 UK Financing I plc                                                                  | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $201792.53     | 0.00%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                              | Hilcorp Energy I LP                                                                         | CUSIP: 431318AS3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     143000 | PA      | $138375.44     | 0.00%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                               | Banco Santander SA                                                                          | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    2600000 | PA      | $2937196.60    | 0.03%             | 2033-05-21      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| USI, Inc.                                                        | USI, Inc.                                                                                   | CUSIP: 90346KAB5<br>LEI: 2549006D7UF7072T7I27 | Long             | DBT              | CORP              | US        |     741000 | PA      | $765296.68     | 0.01%             | 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      | $-751.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                   | EchoStar Corp.                                                                              | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    3197850 | PA      | $2980629.00    | 0.03%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Genesys Cloud Services, Inc.                                     | Genesys Cloud Services, Inc., 1st Lien Term Loan                                            | CUSIP: 39479UAY9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    7009623 | PA      | $6905950.55    | 0.07%             | 2032-01-30      | Variable      | 6.82%                 | 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        |      57459 | NS      | $2101030.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ZF Finance GmbH                                                  | ZF Finance GmbH                                                                             | CUSIP: N/A<br>LEI: 5493001N9T6QDCCXB426       | Long             | DBT              | CORP              | DE        |    1200000 | PA      | $1369538.16    | 0.01%             | 2026-08-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                             | Prime Security Services Borrower LLC, 1st Lien Term Loan B2                                 | CUSIP: 03765VAQ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2170000 | PA      | $2136994.30    | 0.02%             | 2032-03-08      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                            | Clydesdale Acquisition Holdings, Inc.                                                       | CUSIP: 18972EAC9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    1263000 | PA      | $1283265.58    | 0.01%             | 2030-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Stena International SA                                           | Stena International SA                                                                      | CUSIP: N/A<br>LEI: 213800A4LTGG4W55QP46       | Long             | DBT              | CORP              | LU        |    2038000 | PA      | $2011671.69    | 0.02%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International plc                           | Morgan Stanley & Co. International plc, Series EMlZ                                         | CUSIP: 61779N191<br>LEI: 4PQUHN3JPFGFNF3BB653 | Long             | SN               | CORP              | GB        |      15573 | NS      | $2875440.92    | 0.03%             | 2025-06-06      | Fixed         | 18.95%                | No            |                  2 | On Loan: No      |
| Warwick Capital CLO 4 Ltd.                                       | Warwick Capital CLO 4 Ltd., Series 2024-4A, Class A1                                        | CUSIP: 93655QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   13500000 | PA      | $13500638.55   | 0.13%             | 2037-07-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                          | KeyCorp                                                                                     | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    1014000 | PA      | $963672.65     | 0.01%             | 2033-06-01      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                               | Seagate HDD Cayman                                                                          | CUSIP: 81180WBN0<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     241000 | PA      | $258397.55     | 0.00%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     110000 | PA      | $884.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust | Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2007-OA5, Class A1A      | CUSIP: 93936RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2058817 | PA      | $1700520.67    | 0.02%             | 2047-05-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | Deutsche Bank AG                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |    1200000 | PA      | $1260356.35    | 0.01%             | 2027-10-30      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                              | Sirius XM Radio LLC                                                                         | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     680000 | PA      | $661702.42     | 0.01%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                   | Raven Acquisition Holdings LLC                                                              | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     251000 | PA      | $244811.66     | 0.00%             | 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        |     751000 | PA      | $771200.50     | 0.01%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                           | Ardagh Metal Packaging Finance USA LLC                                                      | CUSIP: 03969YAA6<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | US        |     200000 | PA      | $182812.06     | 0.00%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                     | Bear Stearns Asset-Backed Securities I Trust, Series 2005-HE1, Class M2                     | CUSIP: 073879PS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     253825 | PA      | $258857.02     | 0.00%             | 2035-01-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO I Ltd.                                               | Elmwood CLO I Ltd., Series 2019-1A, Class A1RR                                              | CUSIP: 290015AW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2500000 | PA      | $2504597.75    | 0.02%             | 2037-04-20      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International plc                           | Morgan Stanley & Co. International plc, Series EMlb                                         | CUSIP: 61779N209<br>LEI: 4PQUHN3JPFGFNF3BB653 | Long             | SN               | CORP              | GB        |      63765 | NS      | $4762492.82    | 0.05%             | 2025-06-06      | Fixed         | 18.61%                | No            |                  2 | On Loan: No      |
| China City Construction International Co. Ltd.                   | China City Construction International Co. Ltd.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | HK        |    6794457 | PA      | $0.09          | 0.00%             | 2017-07-03      | Fixed         | 5.35%                 | No            |                  3 | On Loan: No      |
| BAT International Finance plc                                    | BAT International Finance plc                                                               | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    1086000 | PA      | $1136168.67    | 0.01%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| ACS Actividades de Construccion y Servicios SA                   | ACS Actividades de Construccion y Servicios SA                                              | CUSIP: N/A<br>LEI: 95980020140005558665       | Long             | EC               | CORP              | ES        |      34503 | NS      | $2161779.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                   | Carnival Corp.                                                                              | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    1475000 | PA      | $1462527.70    | 0.01%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2006-11CB, Class 1A5                                         | CUSIP: 12668BWC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     575739 | PA      | $318965.19     | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                            | Walt Disney Co. (The)                                                                       | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      14121 | NS      | $1284304.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Derby Buyer LLC                                                  | Derby Buyer LLC, 1st Lien Term Loan                                                         | CUSIP: 24968CAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2779815 | PA      | $2726303.64    | 0.03%             | 2030-11-01      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                  | AstraZeneca plc                                                                             | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |     237656 | NS      | $34048195.95   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                     | Oriental Republic of Uruguay                                                                | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     595076 | PA      | $621854.42     | 0.01%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United Group BV                                                  | United Group BV                                                                             | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |     172000 | PA      | $199597.48     | 0.00%             | 2031-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                       | US Bancorp                                                                                  | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    1319000 | PA      | $1280993.77    | 0.01%             | 2034-02-01      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                     | Humana, Inc.                                                                                | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       8415 | NS      | $2206749.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp.                                                       | Esab Corp.                                                                                  | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |     292000 | PA      | $296272.16     | 0.00%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AES Panama Generation Holdings SRL                               | AES Panama Generation Holdings SRL                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | PA        |     588812 | PA      | $514509.56     | 0.01%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                | Alliant Holdings Intermediate LLC                                                           | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1416000 | PA      | $1430955.79    | 0.01%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AMMC CLO 21 Ltd.                                                 | AMMC CLO 21 Ltd., Series 2017-21A, Class A                                                  | CUSIP: 00178LAB5<br>LEI: 549300DYK366J47FIO80 | Long             | ABS-CBDO         | CORP              | KY        |       9695 | PA      | $9693.64       | 0.00%             | 2030-11-02      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                               | Dominican Republic Government Bond                                                          | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     557000 | PA      | $549202.00     | 0.01%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                             | Anheuser-Busch InBev Worldwide, Inc.                                                        | CUSIP: 03523TBY3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     304000 | PA      | $306551.62     | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rad CLO 12 Ltd.                                                  | Rad CLO 12 Ltd., Series 2021-12A, Class C                                                   | CUSIP: 75009PAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1375000 | PA      | $1372406.61    | 0.01%             | 2034-10-30      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                            | Albertsons Cos., Inc.                                                                       | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     684000 | PA      | $693950.15     | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                        | EQT Corp.                                                                                   | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     785000 | PA      | $769775.40     | 0.01%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | McKesson Corp.                                                                              | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       7214 | NS      | $4920613.69    | 0.05%             | 2025-05-08      | Fixed         | 11.71%                | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                               | Energy Transfer LP                                                                          | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     994000 | PA      | $1031712.36    | 0.01%             | 2054-05-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                           | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1234000 | PA      | $1299050.31    | 0.01%             | 2028-09-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                   | NCL Corp. Ltd.                                                                              | CUSIP: 62886HBP5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     161000 | PA      | $157047.42     | 0.00%             | 2030-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                    | Equinix, Inc.                                                                               | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     169000 | PA      | $158181.65     | 0.00%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ERO Copper Corp.                                                 | ERO Copper Corp.                                                                            | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |     668000 | PA      | $643785.00     | 0.01%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                       | Avis Budget Car Rental LLC, 1st Lien Term Loan B                                            | CUSIP: 05377JAR3<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | LON              | CORP              | US        |    1409513 | PA      | $1374275.41    | 0.01%             | 2027-08-06      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                                    | Paychex, Inc.                                                                               | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      33278 | NS      | $4895859.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Industrial Products Investment Co. LLC                     | Roper Industrial Products Investment Co. LLC, 1st Lien Term Loan D                          | CUSIP: 77669LAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1704808 | PA      | $1688032.59    | 0.02%             | 2029-11-22      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                        | HCA, Inc.                                                                                   | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1305000 | PA      | $1327120.81    | 0.01%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                             | JPMorgan Chase & Co.                                                                        | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    5449000 | PA      | $5646558.29    | 0.06%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                  | Microsoft Corp.                                                                             | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     176213 | NS      | $69649950.38   | 0.68%             |  |  |  | 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      | $3574.37       | 0.00%             |  |  |  | No            |                  2 | 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        |   11530000 | PA      | $11421906.25   | 0.11%             | 2039-12-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                             | Clear Channel Outdoor Holdings, Inc.                                                        | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    1007000 | PA      | $825337.02     | 0.01%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                        | UDR, Inc.                                                                                   | CUSIP: 90265EAP5<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     190000 | PA      | $189313.80     | 0.00%             | 2029-01-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Hungary                                                          | Hungary Government Bond                                                                     | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    1125000 | PA      | $1122468.75    | 0.01%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC                                                      | SCIL IV LLC                                                                                 | CUSIP: N/A<br>LEI: 9845009F6D37C41A8572       | Long             | DBT              | CORP              | US        |     982000 | PA      | $1163075.57    | 0.01%             | 2028-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Henley CLO XII DAC                                               | Henley CLO XII DAC, Series 12X, Class D                                                     | CUSIP: N/A<br>LEI: 635400SQELBB2FR6QN30       | Long             | ABS-CBDO         | CORP              | IE        |     680000 | PA      | $759245.36     | 0.01%             | 2038-01-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| BCPE Pequod Buyer, Inc.                                          | BCPE Pequod Buyer, Inc., 1st Lien Term Loan                                                 | CUSIP: 05624AAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1998000 | PA      | $1990927.08    | 0.02%             | 2031-11-25      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                  | BRAVO Residential Funding Trust, Series 2025-NQM2, Class B1                                 | CUSIP: 10569NAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $999418.23     | 0.01%             | 2064-11-25      | Variable      | 7.35%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                               | Banco Bilbao Vizcaya Argentaria SA                                                          | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |    3200000 | PA      | $3774946.21    | 0.04%             | 2030-12-13      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Option Care Health, Inc.                                         | Option Care Health, Inc., 1st Lien Term Loan B                                              | CUSIP: 68404YAB0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | LON              | CORP              | US        |    3334995 | PA      | $3330826.64    | 0.03%             | 2028-10-27      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2005-63, Class 3A3                                           | CUSIP: 12668AXH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1295549 | PA      | $1188855.49    | 0.01%             | 2035-11-25      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Ares XLVIII CLO Ltd.                                             | Ares XLVIII CLO Ltd., Series 2018-48A, Class C                                              | CUSIP: 04017FAG4<br>LEI: 5493005WFBSWHJ1WGQ35 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $995499.70     | 0.01%             | 2030-07-20      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                | FirstEnergy Corp., Series B                                                                 | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    3905000 | PA      | $3859868.94    | 0.04%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Market Bidco Finco plc                                           | Market Bidco Finco plc                                                                      | CUSIP: N/A<br>LEI: 549300UGYX6EBVHRVG53       | Long             | DBT              | CORP              | GB        |    1248000 | PA      | $1584207.14    | 0.02%             | 2027-11-04      | Fixed         | 5.50%                 | 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        |    1177996 | PA      | $1137566.82    | 0.01%             | 2028-09-15      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                      | Caesars Entertainment, Inc., 1st Lien Term Loan B                                           | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |     928034 | PA      | $913649.96     | 0.01%             | 2030-02-06      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Cougar JV Subsidiary LLC                                         | Cougar JV Subsidiary LLC                                                                    | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     221000 | PA      | $229163.08     | 0.00%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ALT-A Trust                                         | Bear Stearns ALT-A Trust, Series 2006-2, Class 11A1                                         | CUSIP: 07386HH46<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3005969 | PA      | $2597024.64    | 0.03%             | 2036-04-25      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc, Series GMTY                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       5371 | NS      | $3430630.49    | 0.03%             | 2025-06-09      | Fixed         | 24.57%                | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                     | AbbVie, Inc.                                                                                | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1206000 | PA      | $1149533.10    | 0.01%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Cubic Corp.                                                      | Cubic Corp., 1st Lien Term Loan B                                                           | CUSIP: 04921TAB0<br>LEI: 6HHLXIOGCDNZ4IRAIW26 | Long             | LON              | CORP              | US        |    4587187 | PA      | $2523549.09    | 0.02%             | 2028-05-25      | Variable      | 8.82%                 | 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      | $393.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ambipar Lux SARL                                                 | Ambipar Lux SARL                                                                            | CUSIP: 02319WAB7<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |     285000 | PA      | $278416.50     | 0.00%             | 2033-02-05      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| CSN Resources SA                                                 | CSN Resources SA                                                                            | CUSIP: 12644VAF5<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |    1069000 | PA      | $1022498.50    | 0.01%             | 2030-12-05      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Travelport Finance                                               | Travelport Technology Ltd.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |        246 | NS      | $598577.04     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Icahn Enterprises LP                                             | Icahn Enterprises LP                                                                        | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2017000 | PA      | $1912615.41    | 0.02%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                        | HCA, Inc.                                                                                   | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2195000 | PA      | $2237018.84    | 0.02%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                     | San Diego Gas & Electric Co.                                                                | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     150000 | PA      | $152942.10     | 0.00%             | 2028-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                | Eversource Energy                                                                           | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    1695000 | PA      | $1647185.76    | 0.02%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      80000 | PA      | $1261.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos., Inc. (The)                            | Interpublic Group of Cos., Inc. (The)                                                       | CUSIP: 460690BT6<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |     543000 | PA      | $475562.82     | 0.00%             | 2031-03-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Duomo Bidco SpA                                                  | Duomo Bidco SpA                                                                             | CUSIP: N/A<br>LEI: 8156008BEDB552B30829       | Long             | DBT              | CORP              | IT        |    1451000 | PA      | $1643291.94    | 0.02%             | 2031-07-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                       | JPMBB Commercial Mortgage Securities Trust, Series 2014-C22, Class XA                       | CUSIP: 46642NBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     457703 | PA      | $4.76          | 0.00%             | 2047-09-15      | Variable      | 0.55%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                          | RHP Hotel Properties LP, 1st Lien Term Loan B                                               | CUSIP: 74958NAL0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1804263 | PA      | $1787356.87    | 0.02%             | 2030-05-18      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                       | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      60540 | NS      | $2414335.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HAT Holdings I LLC                                               | HAT Holdings I LLC                                                                          | CUSIP: 418751AE3<br>LEI: 254900YE1WH1XG7Y4E44 | Long             | DBT              | CORP              | US        |     204000 | PA      | $197899.58     | 0.00%             | 2026-06-15      | Fixed         | 3.38%                 | 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        |    1197436 | PA      | $1190119.94    | 0.01%             | 2030-12-09      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                    | Banner Health                                                                               | CUSIP: 06654DAB3<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |      87000 | PA      | $79566.76      | 0.00%             | 2030-01-01      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                        | Republic of Cote d'Ivoire                                                                   | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     403000 | PA      | $369752.50     | 0.00%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Bubbles Bidco SpA                                                | Bubbles Bidco SpA                                                                           | CUSIP: N/A<br>LEI: 815600073942740CEB24       | Long             | DBT              | CORP              | IT        |    1375000 | PA      | $1549101.57    | 0.02%             | 2031-09-30      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd.                                | Galaxy Pipeline Assets Bidco Ltd.                                                           | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |     613852 | PA      | $499138.24     | 0.00%             | 2040-09-30      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Titanium 2l Bondco SARL                                          | Titanium 2l Bondco SARL                                                                     | CUSIP: N/A<br>LEI: 636700S4QMU2DWYOSF67       | Long             | DBT              | CORP              | LU        |    2952100 | PA      | $996179.34     | 0.01%             | 2031-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DEMIRE Deutsche Mittelstand Real Estate AG                       | DEMIRE Deutsche Mittelstand Real Estate AG                                                  | CUSIP: N/A<br>LEI: 391200FHEFGXUKL2BO93       | Long             | DBT              | CORP              | DE        |     900000 | PA      | $950515.32     | 0.01%             | 2027-12-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Stonegate Pub Co. Financing 2019 plc                             | Stonegate Pub Co. Financing plc                                                             | CUSIP: N/A<br>LEI: 254900L5266ML3505282       | Long             | DBT              | CORP              | GB        |     924000 | PA      | $1058215.35    | 0.01%             | 2029-07-31      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                   | Public Storage                                                                              | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |      19653 | NS      | $5904350.79    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Adjustable Rate Mortgage Trust                                   | Adjustable Rate Mortgage Trust, Series 2005-8, Class 2A1                                    | CUSIP: 007036QD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1002592 | PA      | $871458.78     | 0.01%             | 2035-11-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                   | Ford Motor Co.                                                                              | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     180000 | PA      | $147082.83     | 0.00%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                               | Johnson Controls International plc                                                          | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |       8337 | NS      | $699474.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CML PROJECT SPIDER                                               | CML PROJECT SPIDER, 1st Lien Term Loan                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    7100000 | PA      | $7031203.23    | 0.07%             | 2029-12-06      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Romania                                                          | Romania Government Bond                                                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    1244000 | PA      | $1387689.55    | 0.01%             | 2032-07-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $184.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Emirate of Dubai United Arab Emirates                            | United Arab Emirates Government Bond                                                        | CUSIP: N/A<br>LEI: 549300IY6A4IPIRLLX57       | Long             | DBT              | NUSS              | AE        |     826000 | PA      | $583362.50     | 0.01%             | 2050-09-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Albion Financing 3 SARL                                          | Albion Financing 3 SARL, 1st Lien Term Loan                                                 | CUSIP: 00847NAE6<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    2996025 | PA      | $2988535.07    | 0.03%             | 2029-08-16      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International plc                           | Morgan Stanley & Co. International plc, Series DMTM                                         | CUSIP: 61779N167<br>LEI: 4PQUHN3JPFGFNF3BB653 | Long             | SN               | CORP              | GB        |      35771 | NS      | $7100929.58    | 0.07%             | 2025-06-05      | Fixed         | 15.85%                | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                              | Bausch + Lomb Corp., 1st Lien Term Loan                                                     | CUSIP: C0787FAG7<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    1490392 | PA      | $1474251.33    | 0.01%             | 2028-09-29      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| Transocean, Inc.                                                 | Transocean, Inc.                                                                            | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |      22400 | PA      | $21895.78      | 0.00%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc                                                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     904200 | NS      | $6922812.18    | 0.07%             | 2025-05-27      | Fixed         | 23.01%                | No            |                  2 | On Loan: No      |
| Marathon CLO Ltd.                                                | Marathon CLO Ltd., Series 2020-15A, Class A1R3                                              | CUSIP: 56579UBA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5003993.50    | 0.05%             | 2037-08-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                   | Enbridge, Inc.                                                                              | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     273000 | PA      | $274274.23     | 0.00%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                               | Johnson Controls International plc, Series D4NS                                             | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |      39900 | NS      | $3308020.50    | 0.03%             | 2025-05-08      | Floating      | 31.10%                | No            |                  2 | On Loan: No      |
| Evergy, Inc.                                                     | Evergy, Inc.                                                                                | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |     111696 | NS      | $7718193.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Midwest Gaming Borrower LLC                                      | Midwest Gaming Borrower LLC                                                                 | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     406000 | PA      | $383287.63     | 0.00%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International plc                           | Morgan Stanley & Co. International plc, Series DMTK                                         | CUSIP: 61779N183<br>LEI: 4PQUHN3JPFGFNF3BB653 | Long             | SN               | CORP              | GB        |      42557 | NS      | $5902707.90    | 0.06%             | 2025-06-05      | Fixed         | 21.40%                | 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        |    1400000 | PA      | $1365273.00    | 0.01%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prologis, Inc.                                                   | Prologis, Inc.                                                                              | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      35519 | NS      | $3630041.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                                   | Broadcom, Inc.                                                                              | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    3526000 | PA      | $3144499.18    | 0.03%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Lyft, Inc.                                                                                  | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     197800 | NS      | $2443739.09    | 0.02%             | 2025-05-06      | Fixed         | 29.75%                | No            |                  2 | On Loan: No      |
| Silver Point CLO 8 Ltd.                                          | Silver Point CLO 8 Ltd., Series 2025-8A, Class A1                                           | CUSIP: 827918AA1<br>LEI: 254900U97WKD6RJ07L38 | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $2981205.30    | 0.03%             | 2038-04-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                      | ONEOK, Inc.                                                                                 | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      13218 | NS      | $1085990.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAFL Issuer LLC                                                  | CAFL Issuer LLC, Series 2024-RTL1, Class A1                                                 | CUSIP: 12770DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2026746.60    | 0.02%             | 2031-11-28      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Brand Industrial Services, Inc.                                  | Brand Industrial Services, Inc., 1st Lien Term Loan C                                       | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |    4727329 | PA      | $4361859.32    | 0.04%             | 2030-08-01      | Variable      | 8.79%                 | No            |                  2 | On Loan: No      |
| NIKE, Inc.                                                       | NIKE, Inc., Class B                                                                         | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      40535 | NS      | $2286174.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International, Inc.                                    | Honeywell International, Inc.                                                               | CUSIP: 438516CR5<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    2943000 | PA      | $3001003.85    | 0.03%             | 2031-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Reynolds Consumer Products LLC                                   | Reynolds Consumer Products LLC, 1st Lien Term Loan                                          | CUSIP: 76171JAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     430000 | PA      | $430894.40     | 0.00%             | 2032-03-04      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                       | Cloud Software Group, Inc., Facility 1st Lien Term Loan B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    5890232 | PA      | $5815249.17    | 0.06%             | 2029-03-30      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Albemarle Corp.                                                                             | CUSIP: 83371M405<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      21200 | NS      | $1262997.84    | 0.01%             | 2025-05-19      | Fixed         | 25.53%                | No            |                  2 | On Loan: No      |
| Labcorp Holdings, Inc.                                           | Labcorp Holdings, Inc.                                                                      | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      20999 | NS      | $5060968.99    | 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      | $89.47         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                      | Federal Republic of Nigeria                                                                 | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     688000 | PA      | $649988.00     | 0.01%             | 2034-12-09      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      65600 | NS      | $1356645.98    | 0.01%             | 2025-06-09      | Fixed         | 36.63%                | No            |                  2 | On Loan: No      |
| Engineering - Ingegneria Informatica - SpA                       | Engineering - Ingegneria Informatica - SpA                                                  | CUSIP: N/A<br>LEI: 81560042F5E23EE61346       | Long             | DBT              | CORP              | IT        |     329000 | PA      | $385050.95     | 0.00%             | 2030-02-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                   | Commerzbank AG                                                                              | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $244129.18     | 0.00%             | 2031-10-09      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| British Telecommunications plc                                   | British Telecommunications plc                                                              | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |    1726000 | PA      | $2452631.11    | 0.02%             | 2083-12-20      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                | CIFC Funding Ltd., Series 2014-4RA, Class A1A2                                              | CUSIP: 12552FBC6<br>LEI: 5493006JGTCIL6LCS728 | Long             | ABS-CBDO         | CORP              | KY        |    6000000 | PA      | $5937000.00    | 0.06%             | 2035-01-17      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| La Financiere Atalian                                            | La Financiere Atalian                                                                       | CUSIP: N/A<br>LEI: 969500ICOLJMB33J0L87       | Long             | DBT              | CORP              | FR        |    1400242 | PA      | $638038.67     | 0.01%             | 2028-06-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                             | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     665000 | PA      | $581089.99     | 0.01%             | 2032-05-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                       | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3491000 | PA      | $3395399.24    | 0.03%             | 2028-12-20      | Variable      | 3.42%                 | 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      | $20018.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                              | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3668000 | PA      | $3744947.27    | 0.04%             | 2028-04-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                | Eversource Energy                                                                           | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     881000 | PA      | $918609.63     | 0.01%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO XXXIII Ltd.                                      | Sound Point CLO XXXIII Ltd., Series 2022-1A, Class B                                        | CUSIP: 83616KAC1<br>LEI: 549300FZ417XL0BBLZ51 | Long             | ABS-CBDO         | CORP              | KY        |    5200000 | PA      | $5168279.48    | 0.05%             | 2035-04-25      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Trend Micro, Inc.                                                | Trend Micro, Inc.                                                                           | CUSIP: N/A<br>LEI: 3538005O5UJ5RNAGVE16       | Long             | EC               | CORP              | JP        |      11000 | NS      | $789256.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                     | OCP CLO Ltd., Series 2025-40A, Class B                                                      | CUSIP: 67570FAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    2500000 | PA      | $2494001.25    | 0.02%             | 2038-04-16      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                           | Mauser Packaging Solutions Holding Co., Facility 1st Lien Term Loan                         | CUSIP: 57763TAE3<br>LEI: 549300DNGHXL0OMHW304 | Long             | LON              | CORP              | US        |    1801599 | PA      | $1772323.14    | 0.02%             | 2027-04-15      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                         | Electricite de France SA                                                                    | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |     200000 | PA      | $231094.60     | 0.00%             | 2032-06-17      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 11 Ltd.                                    | Anchorage Capital CLO 11 Ltd., Series 2019-11A, Class C1R2                                  | CUSIP: 03330NAY0<br>LEI: 549300NPGT86ACOLIL14 | Long             | ABS-CBDO         | CORP              | KY        |     700000 | PA      | $699286.35     | 0.01%             | 2037-07-22      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                         | Lumen Technologies, Inc.                                                                    | CUSIP: 550241AC7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     397360 | PA      | $371531.60     | 0.00%             | 2030-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2007-9T1, Class 2A2                                          | CUSIP: 02150JAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     540690 | PA      | $230655.34     | 0.00%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                     | BX Commercial Mortgage Trust, Series 2024-MF, Class A                                       | CUSIP: 05612EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4170491 | PA      | $4169187.63    | 0.04%             | 2039-02-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     136000 | PA      | $96.40         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                    | Equinix, Inc.                                                                               | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     172000 | PA      | $150603.27     | 0.00%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Skopima Consilio Parent LLC                                      | Skopima Consilio Parent LLC, 1st Lien Term Loan                                             | CUSIP: 36171NAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1340480 | PA      | $1316807.12    | 0.01%             | 2028-05-12      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                   | GLP Capital LP                                                                              | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     969000 | PA      | $947335.00     | 0.01%             | 2034-09-15      | 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      | $-333.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Guangdong Investment Ltd.                                        | Guangdong Investment Ltd.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |    2216000 | NS      | $1793225.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Creative Artists Agency LLC                                      | Creative Artists Agency LLC, 1st Lien Term Loan B                                           | CUSIP: 22526WAS7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    5243804 | PA      | $5211974.33    | 0.05%             | 2031-10-01      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                 | Fantasia Holdings Group Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |    1345000 | PA      | $36987.50      | 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        |       7403 | NS      | $595275.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooperatieve Rabobank UA                                         | Cooperatieve Rabobank UA                                                                    | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |    1000000 | PA      | $1118734.69    | 0.01%             | 2027-06-29      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Central Parent, Inc.                                             | Central Parent, Inc.                                                                        | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     253000 | PA      | $216958.91     | 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        |    1578133 | PA      | $1506138.17    | 0.01%             | 2029-04-16      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 76 B Ltd.                             | Golub Capital Partners CLO 76 B Ltd., Series 2024-76A, Class B                              | CUSIP: 38180BAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    3000000 | PA      | $2995799.40    | 0.03%             | 2037-10-25      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| APi Group DE, Inc.                                               | APi Group DE, Inc., 1st Lien Term Loan                                                      | CUSIP: 00186XAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3686584 | PA      | $3677884.01    | 0.04%             | 2029-01-03      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Service King Midas International                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       1841 | NS      | $0.02          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Atos SE                                                          | Atos SE                                                                                     | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | SN               | CORP              | FR        |    1245415 | PA      | $1131516.40    | 0.01%             | 2030-12-18      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                             | American Tower Corp.                                                                        | CUSIP: 03027XCM0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    3146000 | PA      | $3181951.26    | 0.03%             | 2035-01-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                        | Ford Motor Credit Co. LLC                                                                   | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1045000 | PA      | $1075879.55    | 0.01%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                           | Residential Asset Securitization Trust, Series 2006-A15, Class A12                          | CUSIP: 76114DAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     309420 | PA      | $100326.91     | 0.00%             | 2037-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                                             | Emerson Electric Co.                                                                        | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       6742 | NS      | $708651.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vista Point Securitization Trust                                 | Vista Point Securitization Trust, Series 2020-1, Class B1                                   | CUSIP: 92838WAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2800000 | PA      | $2819843.60    | 0.03%             | 2065-03-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                           | Extra Space Storage LP                                                                      | CUSIP: 30225VAT4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     706000 | PA      | $694659.51     | 0.01%             | 2035-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fiesta Purchaser, Inc.                                           | Fiesta Purchaser, Inc.                                                                      | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      47000 | PA      | $49235.27      | 0.00%             | 2031-03-01      | Fixed         | 7.88%                 | 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        |    4710000 | PA      | $3433592.05    | 0.03%             | 2041-11-15      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Stonegate Pub Co. Financing 2019 plc                             | Stonegate Pub Co. Financing plc                                                             | CUSIP: N/A<br>LEI: 254900L5266ML3505282       | Long             | DBT              | CORP              | GB        |     550000 | PA      | $751309.63     | 0.01%             | 2029-07-31      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                | PennyMac Financial Services, Inc.                                                           | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     796000 | PA      | $829911.36     | 0.01%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                               | Light & Wonder International, Inc.                                                          | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     380000 | PA      | $390438.92     | 0.00%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                               | Republic of Panama                                                                          | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    1068000 | PA      | $1112322.00    | 0.01%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                   | Olympus Water US Holding Corp.                                                              | CUSIP: N/A<br>LEI: 549300YU2GGVCBN3MY89       | Long             | DBT              | CORP              | US        |    1172000 | PA      | $1384127.46    | 0.01%             | 2028-11-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                     | Fibercop SpA                                                                                | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |     300000 | PA      | $306490.30     | 0.00%             | 2055-03-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ILPT Commercial Mortgage Trust                                   | ILPT Commercial Mortgage Trust, Series 2022-LPF2, Class A                                   | CUSIP: 449652AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3200000 | PA      | $3191999.36    | 0.03%             | 2039-10-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                       | Garda World Security Corp.                                                                  | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     172000 | PA      | $160882.42     | 0.00%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                     | DaVita, Inc.                                                                                | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     187000 | PA      | $188811.28     | 0.00%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                          | Digital Realty Trust LP                                                                     | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |      89000 | PA      | $92479.90      | 0.00%             | 2029-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     272417 | PA      | $12525.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                              | Expand Energy Corp.                                                                         | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    1449000 | PA      | $1359484.26    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Invesco CLO Ltd.                                                 | Invesco CLO Ltd., Series 2022-1A, Class B                                                   | CUSIP: 460988AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3125000 | PA      | $3108749.38    | 0.03%             | 2035-04-20      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                      | SS&C Technologies Holdings, Inc.                                                            | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |      68700 | NS      | $5149213.39    | 0.05%             | 2025-05-01      | Fixed         | 22.65%                | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                       | PG&E Corp.                                                                                  | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    1198000 | PA      | $1163006.64    | 0.01%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Skanska AB                                                       | Skanska AB, Class B                                                                         | CUSIP: N/A<br>LEI: 549300UINV5RINHGMG07       | Long             | EC               | CORP              | SE        |      42135 | NS      | $979076.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                             | SoftBank Group Corp.                                                                        | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    3421000 | PA      | $3827036.35    | 0.04%             | 2032-07-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                                         | Boost Newco Borrower LLC, 1st Lien Term Loan B2                                             | CUSIP: 92943EAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    7547468 | PA      | $7528598.83    | 0.07%             | 2031-01-31      | Variable      | 8.47%                 | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co.                                    | Perrigo Finance Unlimited Co., Series USD                                                   | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |     675000 | PA      | $670034.63     | 0.01%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust, Series 2025-NQM1, Class B2                             | CUSIP: 64832DAH4<br>LEI: 213800CZKHCTHKMD9W65 | Long             | ABS-MBS          | CORP              | US        |    1577218 | PA      | $1499782.27    | 0.01%             | 2065-01-25      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd.                                          | Canyon Capital CLO Ltd., Series 2016-1A, Class CR                                           | CUSIP: 13887PAP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1495471.20    | 0.01%             | 2031-07-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO 3 Ltd.                                           | Birch Grove CLO 3 Ltd., Series 2021-3A, Class CR                                            | CUSIP: 09076VAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $3914142.80    | 0.04%             | 2038-01-19      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                               | VICI Properties LP                                                                          | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1263000 | PA      | $1226697.09    | 0.01%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                               | Nationstar Mortgage Holdings, Inc.                                                          | CUSIP: 63861CAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1780000 | PA      | $1846577.34    | 0.02%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding, Inc.                                        | PPL Capital Funding, Inc.                                                                   | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     581000 | PA      | $580937.86     | 0.01%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                     | UBS Group AG                                                                                | CUSIP: 902613AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     804000 | PA      | $809252.27     | 0.01%             | 2027-01-12      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                 | TotalEnergies SE                                                                            | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |      77581 | NS      | $4418639.79    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                               | Energy Transfer LP, Series G                                                                | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2759283.52    | 0.03%             | 2030-05-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| UFC Holdings LLC                                                 | UFC Holdings LLC, 1st Lien Term Loan B4                                                     | CUSIP: 90266UAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4501718 | PA      | $4495144.99    | 0.04%             | 2031-11-21      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                         | CUSIP: 83370RAA6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    1502000 | PA      | $1311360.90    | 0.01%             | 2030-11-18      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                         | UnitedHealth Group, Inc.                                                                    | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1657000 | PA      | $1672452.14    | 0.02%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      14000 | NS      | $2597147.53    | 0.03%             | 2025-06-09      | Fixed         | 21.36%                | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                  | TransDigm, Inc.                                                                             | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    2096000 | PA      | $2135220.75    | 0.02%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Aviva plc                                                        | Aviva plc                                                                                   | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |    2900000 | PA      | $3705579.68    | 0.04%             | 2031-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Nexi SpA                                                         | Nexi SpA                                                                                    | CUSIP: N/A<br>LEI: 5493000P70CQRQG8SN85       | Long             | DBT              | CORP              | IT        |    1500000 | PA      | $1539331.21    | 0.02%             | 2028-02-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Empire Communities Corp.                                         | Empire Communities Corp.                                                                    | CUSIP: 29163VAG8<br>LEI: 549300JM1L6KK2QFP273 | Long             | DBT              | CORP              | CA        |      56000 | PA      | $54639.20      | 0.00%             | 2029-05-01      | 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      | $-125960.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                   | Hewlett Packard Enterprise Co.                                                              | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    2439000 | PA      | $2354783.72    | 0.02%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                            | Foundry JV Holdco LLC                                                                       | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    2863000 | PA      | $2972100.23    | 0.03%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| VS Buyer LLC                                                     | VS Buyer LLC, 1st Lien Term Loan                                                            | CUSIP: 91834WAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4792748 | PA      | $4765812.45    | 0.05%             | 2031-04-14      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| Kone OYJ                                                         | Kone OYJ, Class B                                                                           | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |      29595 | NS      | $1832871.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Moody's Corp.                                                                               | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       7586 | NS      | $3441537.19    | 0.03%             | 2025-05-05      | Fixed         | 11.35%                | No            |                  2 | On Loan: No      |
| BXP, Inc.                                                        | BXP, Inc.                                                                                   | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |     112081 | NS      | $7142922.13    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fibercop SpA                                                     | Fibercop SpA, Series 2033                                                                   | CUSIP: 683879AB6<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     222000 | PA      | $211843.50     | 0.00%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Simmons Foods, Inc.                                              | Simmons Foods, Inc.                                                                         | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     345000 | PA      | $320490.42     | 0.00%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                     | Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE2, Class 22A                    | CUSIP: 07389YAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1719899 | PA      | $1592332.31    | 0.02%             | 2037-03-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                          | Rockford Tower CLO Ltd., Series 2018-2A, Class C                                            | CUSIP: 77342KAE0<br>LEI: 5493001SZ764RMCNU069 | Long             | ABS-CBDO         | CORP              | KY        |     700000 | PA      | $700605.22     | 0.01%             | 2031-10-20      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     148512 | NS      | $4813586.24    | 0.05%             | 2025-06-05      | Fixed         | 30.54%                | No            |                  2 | On Loan: No      |
| Rad CLO 5 Ltd.                                                   | Rad CLO 5 Ltd., Series 2019-5A, Class BR                                                    | CUSIP: 74923EAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $3001800.30    | 0.03%             | 2032-07-24      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| United States Cellular Corp.                                     | United States Cellular Corp.                                                                | CUSIP: 911684AD0<br>LEI: 549300B164AZXESI6E03 | Long             | DBT              | CORP              | US        |     543000 | PA      | $587804.80     | 0.01%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                       | Outfront Media Capital LLC                                                                  | CUSIP: 69007TAB0<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |     103000 | PA      | $100928.93     | 0.00%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXXIII Ltd.                                 | Madison Park Funding XXXIII Ltd., Series 2019-33A, Class CR                                 | CUSIP: 55819JAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4750000 | PA      | $4737365.95    | 0.05%             | 2032-10-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                            | OneMain Finance Corp.                                                                       | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     119000 | PA      | $105519.08     | 0.00%             | 2030-09-15      | Fixed         | 4.00%                 | 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      | $403408.29     | 0.00%             | 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        |     650000 | PA      | $597315.70     | 0.01%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                | Healthpeak OP LLC                                                                           | CUSIP: 42250PAE3<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     773000 | PA      | $776297.72     | 0.01%             | 2032-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Prairie Acquiror LP                                              | Prairie Acquiror LP                                                                         | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |     300000 | PA      | $302313.00     | 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        |      49304 | NS      | $5247788.83    | 0.05%             |  |  |  | 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        |    6488008 | PA      | $6313675.66    | 0.06%             | 2029-01-29      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Admiral Group plc                                                | Admiral Group plc                                                                           | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | EC               | CORP              | GB        |      21957 | NS      | $954963.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Transurban Group                                                 | Transurban Group                                                                            | CUSIP: N/A<br>LEI: 549300ZR71SUQ4VUTM79       | Long             | EC               | CORP              | AU        |    2257412 | NS      | $20342377.91   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     313000 | PA      | $307040.17     | 0.00%             | 2029-04-23      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                        | EQT Corp.                                                                                   | CUSIP: 26884LAY5<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     115000 | PA      | $117671.41     | 0.00%             | 2029-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PrestigeBidCo GmbH                                               | PrestigeBidCo GmbH                                                                          | CUSIP: N/A<br>LEI: 529900CSF1DNOCHMI763       | Long             | DBT              | CORP              | DE        |    1061000 | PA      | $1203015.17    | 0.01%             | 2029-07-01      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                         | Venture Global LNG, Inc.                                                                    | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    4013000 | PA      | $4158402.83    | 0.04%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Coles Group Ltd.                                                 | Coles Group Ltd.                                                                            | CUSIP: N/A<br>LEI: 549300OHQRG2HN8LZ793       | Long             | EC               | CORP              | AU        |     113850 | NS      | $1546060.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Stagwell Global LLC                                              | Stagwell Global LLC                                                                         | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |     608000 | PA      | $573719.99     | 0.01%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Canadian Tire Corp. Ltd.                                         | Canadian Tire Corp. Ltd., Class A                                                           | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               | CORP              | CA        |       4682 | NS      | $512418.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro, Inc.                                                     | Hasbro, Inc.                                                                                | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      67407 | NS      | $4172493.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSky Flight LLC                                                | OneSky Flight LLC                                                                           | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |     253000 | PA      | $255377.59     | 0.00%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel LP                                             | Pebblebrook Hotel LP                                                                        | CUSIP: 70510LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     129000 | PA      | $126680.46     | 0.00%             | 2029-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                   | Morgan Stanley Capital I Trust, Series 2018-MP, Class E                                     | CUSIP: 61691DAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2112000 | PA      | $1376221.02    | 0.01%             | 2040-07-11      | Variable      | 4.42%                 | 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      | $1440.09       | 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        |      44110 | NS      | $5839969.92    | 0.06%             | 2025-06-02      | Fixed         | 29.93%                | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                              | Station Casinos LLC, Facility 1st Lien Term Loan B                                          | CUSIP: 85769EBB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4003109 | PA      | $3968521.78    | 0.04%             | 2031-03-14      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Virgin Media Finance plc                                         | Virgin Media Finance plc                                                                    | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |     520000 | PA      | $455889.10     | 0.00%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                     | Royal Caribbean Cruises Ltd.                                                                | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    1572000 | PA      | $1595560.35    | 0.02%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SASU                                               | Iliad Holding SASU                                                                          | CUSIP: 449691AG9<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |     617000 | PA      | $625410.83     | 0.01%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ma'aden Sukuk Ltd.                                               | Ma'aden Sukuk Ltd.                                                                          | CUSIP: 55407NAB8<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |     764000 | PA      | $774982.50     | 0.01%             | 2035-02-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Garrett Motion Holdings, Inc.                                    | Garrett Motion Holdings, Inc.                                                               | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     133000 | PA      | $132732.23     | 0.00%             | 2032-05-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Perrigo Investments LLC                                          | Perrigo Investments LLC, 1st Lien Term Loan B                                               | CUSIP: 71429TAF7<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |    1407202 | PA      | $1401925.27    | 0.01%             | 2029-04-20      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                             | Coterra Energy, Inc.                                                                        | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    3940000 | PA      | $3807288.94    | 0.04%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WEX, Inc.                                                        | WEX, Inc.                                                                                   | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |     896000 | PA      | $871264.84     | 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        |    1507711 | PA      | $1504891.51    | 0.01%             | 2027-12-15      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                | Alliant Holdings Intermediate LLC                                                           | CUSIP: 01883LAE3<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |     337000 | PA      | $339426.40     | 0.00%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ProGroup AG                                                      | ProGroup AG                                                                                 | CUSIP: N/A<br>LEI: 529900YI5W5TQ8F2FP82       | Long             | DBT              | CORP              | DE        |     668000 | PA      | $739588.42     | 0.01%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust, Series 2022-SFR2, Class F                              | CUSIP: 64830RAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5005972 | PA      | $4675930.77    | 0.05%             | 2039-09-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     130000 | PA      | $-2211.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                              | Station Casinos LLC                                                                         | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     148000 | PA      | $133787.92     | 0.00%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                   | Olympus Water US Holding Corp.                                                              | CUSIP: 25259KAA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    1866000 | PA      | $1944293.63    | 0.02%             | 2028-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Sultanate of Oman                                                | Oman Government Bond                                                                        | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |     953000 | PA      | $941058.91     | 0.01%             | 2047-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Dun & Bradstreet Corp. (The)                                     | Dun & Bradstreet Corp. (The)                                                                | CUSIP: 26483EAL4<br>LEI: RI37BMPWE56BCJ747E14 | Long             | DBT              | CORP              | US        |     687000 | PA      | $685345.77     | 0.01%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldstory SAS                                                    | Goldstory SAS                                                                               | CUSIP: N/A<br>LEI: 969500NWR67ONUJD4A26       | Long             | DBT              | CORP              | FR        |     711000 | PA      | $824585.94     | 0.01%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO V Ltd.                                         | Bridge Street CLO V Ltd., Series 2025-1A, Class A1                                          | CUSIP: 107921AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $2963636.70    | 0.03%             | 2038-04-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International plc                           | Morgan Stanley & Co. International plc, Series DN34                                         | CUSIP: 61779M821<br>LEI: 4PQUHN3JPFGFNF3BB653 | Long             | SN               | CORP              | GB        |      12905 | NS      | $2903929.49    | 0.03%             | 2025-05-21      | Fixed         | 26.61%                | No            |                  2 | On Loan: No      |
| Star Parent, Inc.                                                | Star Parent, Inc., 1st Lien Term Loan                                                       | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |    1780627 | PA      | $1719426.38    | 0.02%             | 2030-09-27      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| St. Regis Aspen Resort                                           | St. Regis Aspen Resort, 1st Lien Term Loan                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   13200000 | PA      | $13300797.74   | 0.13%             | 2025-05-07      | Variable      | 7.27%                 | No            |                  3 | On Loan: No      |
| Ensemble RCM LLC                                                 | Ensemble RCM LLC, 1st Lien Term Loan B                                                      | CUSIP: 29359BAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2502007 | PA      | $2498104.05    | 0.02%             | 2029-08-01      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                   | Teva Pharmaceutical Finance Netherlands III BV                                              | CUSIP: 88167AAS0<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     293000 | PA      | $312499.15     | 0.00%             | 2029-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                         | Arista Networks, Inc.                                                                       | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Long             | SN               | CORP              | US        |      95503 | NS      | $7905390.90    | 0.08%             | 2025-05-08      | Fixed         | 19.46%                | No            |                  2 | On Loan: No      |
| Sound Point CLO XXIX Ltd.                                        | Sound Point CLO XXIX Ltd., Series 2021-1A, Class B1                                         | CUSIP: 83614VAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3350000 | PA      | $3321524.67    | 0.03%             | 2034-04-25      | Floating      | 6.24%                 | 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        |     450387 | PA      | $416608.04     | 0.00%             | 2026-01-30      | Variable      | 9.25%                 | No            |                  3 | On Loan: No      |
| Quikrete Holdings, Inc.                                          | Quikrete Holdings, Inc., 1st Lien Term Loan B2                                              | CUSIP: 74839XAK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1501509 | PA      | $1476013.20    | 0.01%             | 2029-03-19      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1451.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                             | JPMorgan Chase & Co.                                                                        | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4932000 | PA      | $5053871.89    | 0.05%             | 2029-07-24      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                                      | Pinnacle West Capital Corp.                                                                 | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |      68739 | NS      | $6542578.02    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2007-18CB, Class 2A25                                        | CUSIP: 02151NBH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     197711 | PA      | $116484.63     | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                     | Barclays plc                                                                                | CUSIP: 06738ECN3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    2961000 | PA      | $3232405.26    | 0.03%             | 2029-12-15      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| Fortress Transportation & Infrastructure Investors LLC           | Fortress Transportation & Infrastructure Investors LLC                                      | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     888000 | PA      | $872066.26     | 0.01%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                                                      | GSAMP Trust, Series 2006-FM3, Class A1                                                      | CUSIP: 36245TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6018577 | PA      | $2736846.25    | 0.03%             | 2036-11-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty Group LLC                                         | Ryan Specialty Group LLC, 1st Lien Term Loan B1                                             | CUSIP: 78350UAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3498398 | PA      | $3480906.49    | 0.03%             | 2031-09-15      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust, Series 2024-VLT4, Class A                                                         | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7780000 | PA      | $7721629.77    | 0.08%             | 2029-07-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Beacon Roofing Supply, Inc.                                      | Beacon Roofing Supply, Inc., 1st Lien Term Loan                                             | CUSIP: 07368RAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1123775 | PA      | $1122527.60    | 0.01%             | 2028-05-19      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Trust, Inc.                                    | Healthcare Realty Trust, Inc., Class A                                                      | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |     195117 | NS      | $3030167.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bear Stearns Asset-Backed Securities Trust                       | Bear Stearns Asset-Backed Securities Trust, Series 2004-HE3, Class M2                       | CUSIP: 07384YRY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1040069 | PA      | $1027516.83    | 0.01%             | 2034-04-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Dana, Inc.                                                       | Dana, Inc.                                                                                  | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     153000 | PA      | $137688.56     | 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        |      58194 | NS      | $7340009.22    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                   | BNP Paribas SA                                                                              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |    4400000 | PA      | $5252583.64    | 0.05%             | 2029-12-06      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                         | Service Properties Trust                                                                    | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     705000 | PA      | $681181.58     | 0.01%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| B&M European Value Retail SA                                     | B&M European Value Retail SA                                                                | CUSIP: N/A<br>LEI: 213800UK7ZRLY2K1X530       | Long             | DBT              | CORP              | LU        |    1161000 | PA      | $1511453.09    | 0.01%             | 2031-11-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Stena International SA                                           | Stena International SA                                                                      | CUSIP: 85858EAE3<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |     524000 | PA      | $527230.46     | 0.01%             | 2031-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                | HSBC Holdings plc                                                                           | CUSIP: 404280CN7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2953000 | PA      | $2582024.65    | 0.03%             | 2030-12-17      | Variable      | 4.60%                 | 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      | $617.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                        | Republic of Uzbekistan                                                                      | CUSIP: 91822QVX2<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     522000 | PA      | $548883.00     | 0.01%             | 2028-10-12      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2007-19, Class 1A8                                           | CUSIP: 02151AAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     547123 | PA      | $254272.70     | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BMP                                                              | BMP, Series 2024-MF23, Class A                                                              | CUSIP: 05593JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4710000 | PA      | $4707056.25    | 0.05%             | 2041-06-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare, Inc.                                             | HCA Healthcare, Inc.                                                                        | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       1369 | NS      | $472414.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OHA Credit Funding 2 Ltd.                                        | OHA Credit Funding 2 Ltd., Series 2019-2A, Class CR2                                        | CUSIP: 67707EBY9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1462563.15    | 0.01%             | 2038-01-21      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Ecolab, Inc.                                                     | Ecolab, Inc.                                                                                | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |       1838 | NS      | $462128.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Group Corp.                                             | SoftBank Group Corp.                                                                        | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    1595000 | PA      | $1823338.50    | 0.02%             | 2029-01-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1330000 | PA      | $1288722.76    | 0.01%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corp.                                             | Alliant Energy Corp.                                                                        | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      65752 | NS      | $4013502.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco BPM SpA                                                    | Banco BPM SpA                                                                               | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | DBT              | CORP              | IT        |    1938000 | PA      | $2303919.19    | 0.02%             | 2031-01-16      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                                        | Aon Corp.                                                                                   | CUSIP: 03740LAC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     207000 | PA      | $181300.38     | 0.00%             | 2031-12-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                       | US Bancorp                                                                                  | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     445000 | PA      | $459441.42     | 0.00%             | 2034-06-12      | Variable      | 5.84%                 | 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        |     731085 | PA      | $679908.85     | 0.01%             | 2029-03-08      | Variable      | 10.32%                | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                            | Elevance Health, Inc.                                                                       | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       7581 | NS      | $3188416.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglo American Capital plc                                       | Anglo American Capital plc                                                                  | CUSIP: 034863BE9<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    1449000 | PA      | $1454897.43    | 0.01%             | 2034-04-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos. LLC                                          | Anheuser-Busch Cos. LLC                                                                     | CUSIP: 03522AAH3<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | US        |     157000 | PA      | $151778.62     | 0.00%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Medco Maple Tree Pte. Ltd.                                       | Medco Maple Tree Pte. Ltd.                                                                  | CUSIP: 58407HAA7<br>LEI: 254900T5AQZNR0THA508 | Long             | DBT              | CORP              | SG        |     388000 | PA      | $396004.44     | 0.00%             | 2029-04-27      | Fixed         | 8.96%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                               | State Street Corp.                                                                          | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      51721 | NS      | $4556620.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services, Inc.                                          | Republic Services, Inc.                                                                     | CUSIP: 760759BB5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    1803000 | PA      | $1835036.64    | 0.02%             | 2029-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                               | T-Mobile USA, Inc.                                                                          | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4945.82       | 0.00%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fresnillo plc                                                    | Fresnillo plc                                                                               | CUSIP: 358070AB6<br>LEI: 549300JXWH1UV5J0XV81 | Long             | DBT              | CORP              | GB        |     616000 | PA      | $434089.04     | 0.00%             | 2050-10-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Eaton Corp. plc                                                  | Eaton Corp. plc                                                                             | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |       3627 | NS      | $1067679.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop, Inc.                                            | Walker & Dunlop, Inc.                                                                       | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     162000 | PA      | $164779.92     | 0.00%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Hearthside Food Holding LLC                                      | Hearthside Food Holding LLC, 1st Lien Term Loan                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     195365 | PA      | $191784.35     | 0.00%             | 2032-03-31      | Variable      | 10.80%                | 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        |    2663959 | PA      | $2636653.40    | 0.03%             | 2031-01-27      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| IMA Industria Macchine Automatiche SpA                           | IMA Industria Macchine Automatiche SpA                                                      | CUSIP: N/A<br>LEI: 815600D86992FDA7B908       | Long             | DBT              | CORP              | IT        |    3178000 | PA      | $3593587.34    | 0.04%             | 2029-04-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| NYC Trust                                                        | NYC Trust, Series 2024-3ELV, Class A                                                        | CUSIP: 62956HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6179297 | PA      | $6179479.91    | 0.06%             | 2029-08-15      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                | GGAM Finance Ltd.                                                                           | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     239000 | PA      | $250836.95     | 0.00%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDIT                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     211000 | PA      | $-15548.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc                                                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      25954 | NS      | $1772604.76    | 0.02%             | 2025-05-30      | Fixed         | 37.52%                | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                     | AbbVie, Inc.                                                                                | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     103729 | NS      | $20237527.90   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2006-2CB, Class A6                                           | CUSIP: 12668BLF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     672163 | PA      | $284200.70     | 0.00%             | 2036-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Omnicom Group, Inc.                                              | Omnicom Group, Inc.                                                                         | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      52047 | NS      | $3963899.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Project Horizons                                                 | Project Horizons, 1st Lien Term Loan                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   10045859 | PA      | $13388116.29   | 0.13%             | 2026-06-05      | Variable      | 8.42%                 | No            |                  3 | On Loan: No      |
| Global Net Lease, Inc.                                           | Global Net Lease, Inc.                                                                      | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     293000 | PA      | $275274.94     | 0.00%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                   | Enbridge, Inc.                                                                              | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |     161519 | NS      | $7553409.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1108.31      | -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        |    3040000 | PA      | $3021944.83    | 0.03%             | 2037-04-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                    | Netflix, Inc.                                                                               | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     388000 | PA      | $404064.76     | 0.00%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                     | Sabine Pass Liquefaction LLC                                                                | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     462000 | PA      | $455647.03     | 0.00%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rain City Mortgage Trust                                         | Rain City Mortgage Trust, Series 2024-RTL1, Class A1                                        | CUSIP: 75079KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5046254.00    | 0.05%             | 2029-11-25      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Azul Secured Finance LLP                                         | Azul Secured Finance LLP                                                                    | CUSIP: 05501WAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     609624 | PA      | $361202.22     | 0.00%             | 2028-08-28      | Fixed         | 11.93%                | No            |                  2 | On Loan: No      |
| Trimaran Cavu Ltd.                                               | Trimaran CAVU Ltd., Series 2021-1A, Class AR                                                | CUSIP: 89624NAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7000000 | PA      | $7000000.00    | 0.07%             | 2037-07-23      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Dun & Bradstreet Holdings, Inc.                                  | Dun & Bradstreet Holdings, Inc.                                                             | CUSIP: 26484T106<br>LEI: 254900LNALVKD1ZX7U27 | Long             | EC               | CORP              | US        |     988601 | NS      | $8867750.97    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TUI Cruises GmbH                                                 | TUI Cruises GmbH                                                                            | CUSIP: N/A<br>LEI: 529900SVD83QUUIZYY18       | Long             | DBT              | CORP              | DE        |          0 | PA      | $0.01          | 0.00%             | 2026-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Conseco Finance Corp.                                            | Conseco Finance Corp., Series 1996-5, Class M1                                              | CUSIP: 393505NC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     103654 | PA      | $110528.70     | 0.00%             | 2027-07-15      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd.                                      | BOC Hong Kong Holdings Ltd.                                                                 | CUSIP: N/A<br>LEI: 254900JB98W77JDJMW15       | Long             | EC               | CORP              | HK        |     321500 | NS      | $1333704.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings SA                                  | ContourGlobal Power Holdings SA                                                             | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |     648000 | PA      | $655719.04     | 0.01%             | 2030-02-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Tempo Acquisition LLC                                            | Tempo Acquisition LLC, 1st Lien Term Loan                                                   | CUSIP: 88023HAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3031585 | PA      | $3004118.66    | 0.03%             | 2028-08-31      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                          | SS&C Technologies, Inc.                                                                     | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    1276000 | PA      | $1293534.79    | 0.01%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp.                                | Algonquin Power & Utilities Corp.                                                           | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    2940000 | PA      | $2959094.27    | 0.03%             | 2026-06-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                               | Vail Resorts, Inc.                                                                          | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |     402000 | PA      | $407143.99     | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                               | Banco Bilbao Vizcaya Argentaria SA                                                          | CUSIP: 05946KAS0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    2389000 | PA      | $2337974.54    | 0.02%             | 2032-01-14      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                   | NCL Corp. Ltd.                                                                              | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     971000 | PA      | $948122.76     | 0.01%             | 2032-02-01      | 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      | $-2419.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kaixo Bondco Telecom SA                                          | Kaixo Bondco Telecom SA                                                                     | CUSIP: N/A<br>LEI: 959800ULWB3MZHZ69055       | Long             | DBT              | CORP              | ES        |     766000 | PA      | $876050.24     | 0.01%             | 2029-09-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Rossini SARL                                                     | Rossini SARL                                                                                | CUSIP: N/A<br>LEI: 549300EC5JCCW6F83R11       | Long             | DBT              | CORP              | LU        |     366143 | PA      | $415304.00     | 0.00%             | 2029-12-31      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                  | Madison IAQ LLC                                                                             | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     991000 | PA      | $937127.56     | 0.01%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                      | Cheniere Energy Partners LP                                                                 | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    2528000 | PA      | $2363009.02    | 0.02%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                 | Sealed Air Corp.                                                                            | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |     195119 | NS      | $5377479.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Issuance BV                                          | Hasbro, Inc.                                                                                | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      61000 | NS      | $3758733.99    | 0.04%             | 2025-05-01      | Fixed         | 32.01%                | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                              | Hilton Domestic Operating Co., Inc.                                                         | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    1148000 | PA      | $1147410.16    | 0.01%             | 2033-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Neon Maple US Debt Mergersub, Inc.                               | Neon Maple US Debt Mergersub, Inc., 1st Lien Term Loan B1                                   | CUSIP: 69425BAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2815000 | PA      | $2794534.96    | 0.03%             | 2031-11-17      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Viasat, Inc.                                                     | Viasat, Inc., 1st Lien Term Loan                                                            | CUSIP: 92555WAD7<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |     585279 | PA      | $546972.37     | 0.01%             | 2029-03-02      | Variable      | 8.94%                 | 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        |     829965 | PA      | $825035.16     | 0.01%             | 2029-06-22      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| Voyage Australia Pty Ltd.                                        | Voyage Australia Pty. Ltd., 1st Lien Term Loan                                              | CUSIP: Q9489TAB5<br>LEI: 984500552F00VE5LE453 | Long             | LON              | CORP              | AU        |     284029 | PA      | $283673.69     | 0.00%             | 2028-07-20      | Variable      | 8.03%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                        | BPR Trust, Series 2021-TY, Class A                                                          | CUSIP: 05592AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1900000 | PA      | $1889288.18    | 0.02%             | 2038-09-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                              | Union Pacific Corp.                                                                         | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      95983 | NS      | $20699693.78   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corp.                                            | JetBlue Airways Corp.                                                                       | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     239000 | PA      | $220149.63     | 0.00%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| CONE Trust                                                       | CONE Trust, Series 2024-DFW1, Class A                                                       | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1900000 | PA      | $1890491.45    | 0.02%             | 2041-08-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                    | Equinix, Inc.                                                                               | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      60000 | PA      | $53072.97      | 0.00%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Dollar Tree, Inc.                                                | Dollar Tree, Inc.                                                                           | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      66131 | NS      | $5407531.87    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ECL Entertainment LLC                                            | ECL Entertainment LLC, Facility 1st Lien Term Loan B                                        | CUSIP: 26826TAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     842965 | PA      | $834535.34     | 0.01%             | 2030-08-30      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                 | NRG Energy, Inc.                                                                            | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     890000 | PA      | $975036.54     | 0.01%             | 2028-03-15      | Variable      | 10.25%                | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                               | Kingdom of Bahrain                                                                          | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |     480000 | PA      | $442800.00     | 0.00%             | 2032-09-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                              | Expand Energy Corp.                                                                         | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    6967000 | PA      | $6916538.72    | 0.07%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                | CIFC Funding Ltd., Series 2021-2A, Class B                                                  | CUSIP: 12563YAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1850000 | PA      | $1838160.00    | 0.02%             | 2034-04-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                                    | AIB Group plc                                                                               | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |     587000 | PA      | $689919.81     | 0.01%             | 2029-10-30      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                | Philip Morris International, Inc.                                                           | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1410000 | PA      | $1408459.15    | 0.01%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                   | Bayview Commercial Asset Trust, Series 2007-6A, Class A4A                                   | CUSIP: 07326FAE8<br>LEI: 5493003DOWFR7J1QCW02 | Long             | ABS-MBS          | CORP              | US        |    1264704 | PA      | $1101733.67    | 0.01%             | 2037-12-25      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                     | Barclays Mortgage Loan Trust, Series 2024-NQM4, Class XS                                    | CUSIP: 06745KAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1887 | PA      | $1752.87       | 0.00%             | 2064-12-26      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Queen MergerCo, Inc.                                             | Queen MergerCo, Inc., 1st Lien Term Loan B                                                  | CUSIP: 07368RAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1906000 | PA      | $1903617.50    | 0.02%             | 2032-04-26      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                      | Prologis LP                                                                                 | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     255000 | PA      | $255047.44     | 0.00%             | 2034-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Avoca Static CLO I DAC                                           | Avoca Static CLO I DAC, Series 1X, Class DR                                                 | CUSIP: N/A<br>LEI: 549300D0MXVAW7ZB0873       | Long             | ABS-CBDO         | CORP              | IE        |     460000 | PA      | $512596.21     | 0.01%             | 2035-01-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Phoenix Newco, Inc.                                              | Phoenix Newco, Inc., 1st Lien Term Loan                                                     | CUSIP: 71911KAE4<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |    3749321 | PA      | $3724500.04    | 0.04%             | 2028-11-15      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     148988 | PA      | $25877.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                             | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     281000 | PA      | $275881.96     | 0.00%             | 2031-03-31      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                      | Rogers Communications, Inc., Series NC5                                                     | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     612000 | PA      | $616569.12     | 0.01%             | 2055-04-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust, Series 2025-1, Class M4                             | CUSIP: 922955AN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1383052 | PA      | $1383770.69    | 0.01%             | 2055-02-25      | Variable      | 10.15%                | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                | CIFC Funding Ltd., Series 2024-3A, Class B                                                  | CUSIP: 12575WAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5003498.50    | 0.05%             | 2037-07-21      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | BNP Paribas SA                                                                              | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    6177000 | PA      | $6349270.35    | 0.06%             | 2029-08-16      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| LS Group OpCo Acquistion LLC                                     | LS Group OpCo Acquistion LLC, 1st Lien Term Loan B                                          | CUSIP: 50220KAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1510784 | PA      | $1498516.01    | 0.01%             | 2031-04-23      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO 6 Ltd.                                          | Silver Point CLO 6 Ltd., Series 2024-6A, Class A1                                           | CUSIP: 82808MAA1<br>LEI: 254900RSFBN3VCGBVP05 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2000368.20    | 0.02%             | 2037-10-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                 | Sabre GLBL, Inc.                                                                            | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     541000 | PA      | $515302.50     | 0.01%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                      | Rogers Communications, Inc.                                                                 | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    5184000 | PA      | $4737851.74    | 0.05%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Apple Bidco LLC                                                  | Apple Bidco LLC, 1st Lien Term Loan                                                         | CUSIP: 48254EAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4424443 | PA      | $4365199.81    | 0.04%             | 2031-09-23      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                     | Barclays Mortgage Loan Trust, Series 2025-NQM1, Class XS                                    | CUSIP: 06744WAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18930051 | PA      | $844834.91     | 0.01%             | 2065-01-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                         | PNC Financial Services Group, Inc. (The)                                                    | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     600000 | PA      | $594796.74     | 0.01%             | 2032-10-21      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                         | NGL Energy Operating LLC                                                                    | CUSIP: 62922LAC2<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |     305000 | PA      | $286642.42     | 0.00%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International plc                           | Morgan Stanley & Co. International plc, Series MTOY                                         | CUSIP: 61779M839<br>LEI: 4PQUHN3JPFGFNF3BB653 | Long             | SN               | CORP              | GB        |     105872 | NS      | $3638043.96    | 0.04%             | 2025-05-09      | Fixed         | 70.66%                | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                               | Energy Transfer LP, Series H                                                                | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     385000 | PA      | $382341.00     | 0.00%             | 2026-11-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                 | Great Wolf Trust, Series 2024-WLF2, Class A                                                 | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7190000 | PA      | $7187753.13    | 0.07%             | 2041-05-15      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp.                                            | Western Digital Corp.                                                                       | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      60093 | NS      | $2635678.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co.                                                 | Baker Hughes Co., Class A                                                                   | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     354335 | NS      | $12543459.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Jetblue Airways Corp.                                            | Jetblue Airways Corp., 1st Lien Term Loan                                                   | CUSIP: G5112TAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1159975 | PA      | $1043977.50    | 0.01%             | 2029-08-13      | Variable      | 9.05%                 | No            |                  2 | On Loan: No      |
| TICP CLO VI Ltd.                                                 | TICP CLO VI Ltd., Series 2016-6A, Class AR2                                                 | CUSIP: 87246MAS1<br>LEI: 254900JG2DPAYUCW8T83 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $1994786.40    | 0.02%             | 2034-01-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                         | Morgan Stanley & Co. LLC                                                                    | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Long             | SN               | CORP              | US        |      69100 | NS      | $3681413.54    | 0.04%             | 2025-05-22      | Fixed         | 38.95%                | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                     | BX Commercial Mortgage Trust, Series 2024-GPA3, Class A                                     | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4538536 | PA      | $4521516.25    | 0.04%             | 2039-12-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Star Holding LLC                                                 | Star Holding LLC                                                                            | CUSIP: 85513AAA6<br>LEI: 254900BDGPE9N1WAKD59 | Long             | DBT              | CORP              | US        |     272000 | PA      | $249220.00     | 0.00%             | 2031-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                        | Republic of Cote d'Ivoire                                                                   | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     412000 | PA      | $377495.00     | 0.00%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                               | Amazon.com, Inc.                                                                            | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     134850 | NS      | $25281423.00   | 0.25%             | 2025-05-01      | Fixed         | 20.35%                | No            |                  2 | On Loan: No      |
| Magnera Corp.                                                    | Magnera Corp.                                                                               | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |     144000 | PA      | $136170.72     | 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        |    2760000 | PA      | $2969760.52    | 0.03%             | 2034-09-11      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Greenpoint Manufactured Housing                                  | Greenpoint Manufactured Housing, Series 2000-1, Class A4                                    | CUSIP: 395383AN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3561866 | PA      | $2091065.08    | 0.02%             | 2030-03-20      | Variable      | 8.14%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | MGM Resorts International                                                                   | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      74871 | NS      | $2357816.27    | 0.02%             | 2025-05-02      | Fixed         | 22.42%                | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2006-OA14, Class 3A1                                         | CUSIP: 02146SAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5486852 | PA      | $4814915.84    | 0.05%             | 2046-11-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                | Public Service Electric & Gas Co.                                                           | CUSIP: 74456QCK0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     824000 | PA      | $830551.30     | 0.01%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                                               | Cellnex Telecom SA                                                                          | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |      48033 | NS      | $1943864.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                               | Kingdom of Bahrain                                                                          | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |     572000 | PA      | $592735.00     | 0.01%             | 2030-05-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                        | Commercial Mortgage Trust, Series 2015-CR25, Class XA                                       | CUSIP: 12593PAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8606074 | PA      | $160.93        | 0.00%             | 2048-08-10      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     100000 | PA      | $-891.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Boels Topholding BV                                              | Boels Topholding BV                                                                         | CUSIP: N/A<br>LEI: 724500V913SEHSEW2O75       | Long             | DBT              | CORP              | NL        |    1209000 | PA      | $1417826.12    | 0.01%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp., Series TT                                                            | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      83000 | PA      | $82793.76      | 0.00%             | 2027-04-27      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Aegon Ltd.                                                       | Aegon Ltd.                                                                                  | CUSIP: N/A<br>LEI: O4QK7KMMK83ITNTHUG69       | Long             | DBT              | CORP              | BM        |    1210000 | PA      | $1365608.19    | 0.01%             | 2029-04-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      40149 | NS      | $7113266.34    | 0.07%             | 2025-06-05      | Fixed         | 11.10%                | No            |                  2 | On Loan: No      |
| Heathrow Finance plc                                             | Heathrow Finance plc                                                                        | CUSIP: N/A<br>LEI: 549300F740QSGMPHQJ60       | Long             | DBT              | CORP              | GB        |    1745000 | PA      | $2214606.06    | 0.02%             | 2027-03-01      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                               | Banco Santander SA                                                                          | CUSIP: 05964HBH7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    2800000 | PA      | $2860995.90    | 0.03%             | 2034-02-01      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Sempra                                                           | Sempra                                                                                      | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     217173 | NS      | $16129438.71   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                             | Edison International, Series A                                                              | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    4685000 | PA      | $4391220.52    | 0.04%             | 2026-03-09      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Tractor Supply Co.                                               | Tractor Supply Co.                                                                          | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      47885 | NS      | $2423938.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Herschend Entertainment Co. LLC                                  | Herschend Entertainment Co. LLC, 1st Lien Term Loan                                         | CUSIP: 42778EAF8<br>LEI: 54930087KQ7RPDXK0716 | Long             | LON              | CORP              | US        |     230646 | PA      | $228339.48     | 0.00%             | 2028-08-28      | Variable      | 7.32%                 | No            |                  3 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2007-OA11, Class A1A                                         | CUSIP: 02151WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1006598 | PA      | $852385.35     | 0.01%             | 2047-11-25      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                        | EQT Corp.                                                                                   | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    1323000 | PA      | $1211569.78    | 0.01%             | 2031-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Cable One, Inc.                                                  | Cable One, Inc.                                                                             | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |     798000 | PA      | $649084.74     | 0.01%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                           | Extra Space Storage LP                                                                      | CUSIP: 30225VAU1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    1636000 | PA      | $1605827.20    | 0.02%             | 2035-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                         | Morgan Stanley & Co. LLC                                                                    | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Long             | SN               | CORP              | US        |      26028 | NS      | $4572254.46    | 0.04%             | 2025-06-06      | Fixed         | 18.58%                | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                              | Iron Mountain, Inc.                                                                         | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      26000 | PA      | $25195.69      | 0.00%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fortrea Holdings, Inc.                                           | Fortrea Holdings, Inc., 1st Lien Term Loan B                                                | CUSIP: 34965PAD8<br>LEI: 5493000FIVFABOVCDU97 | Long             | LON              | CORP              | US        |     252453 | PA      | $227839.17     | 0.00%             | 2030-07-01      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| Bankinter SA                                                     | Bankinter SA                                                                                | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | DBT              | CORP              | ES        |    1600000 | PA      | $1905489.95    | 0.02%             | 2028-08-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| BAMLL Trust                                                      | BAMLL Trust, Series 2025-ASHF, Class A                                                      | CUSIP: 05494CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8893000 | PA      | $8695876.87    | 0.09%             | 2042-02-15      | Floating      | 6.17%                 | 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        |    1251000 | PA      | $1273746.84    | 0.01%             | 2030-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                             | Frontier Communications Holdings LLC                                                        | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     128000 | PA      | $128537.09     | 0.00%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                  | CHL Mortgage Pass-Through Trust, Series 2006-OA4, Class A1                                  | CUSIP: 126694E95<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2559959 | PA      | $683478.31     | 0.01%             | 2046-04-25      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                               | Republic of Poland                                                                          | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     562000 | PA      | $526914.34     | 0.01%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pregis Topco LLC                                                 | Pregis TopCo LLC, 1st Lien Term Loan                                                        | CUSIP: 74045BAC1<br>LEI: 549300LJXHJYHS1GM034 | Long             | LON              | CORP              | US        |     470238 | PA      | $468644.10     | 0.00%             | 2026-07-31      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| Kaman Corp.                                                      | Kaman Corp., 1st Lien Term Loan                                                             | CUSIP: 48354VAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1031918 | PA      | $1015520.44    | 0.01%             | 2032-02-26      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                         | Comstock Resources, Inc.                                                                    | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     245000 | PA      | $221786.58     | 0.00%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                           | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     936000 | PA      | $943202.89     | 0.01%             | 2035-01-23      | Variable      | 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      | $-1041.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                                            | United Mexican States                                                                       | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1516000 | PA      | $1016857.00    | 0.01%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                           | Palmer Square CLO Ltd., Series 2021-4A, Class C                                             | CUSIP: 69702EAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4850000 | PA      | $4835852.07    | 0.05%             | 2034-10-15      | Floating      | 6.47%                 | 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        |     915019 | PA      | $799827.27     | 0.01%             | 2031-12-31      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                                | INEOS Finance plc                                                                           | CUSIP: N/A<br>LEI: 2138002D68XDR4LZCG32       | Long             | DBT              | CORP              | GB        |    1996000 | PA      | $2224424.61    | 0.02%             | 2029-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Alpha Services and Holdings SA                                   | Alpha Services & Holdings SA                                                                | CUSIP: N/A<br>LEI: 5299009N55YRQC69CN08       | Long             | DBT              | CORP              | GR        |    1125000 | PA      | $1318756.35    | 0.01%             | 2030-06-10      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                                         | Boost Newco Borrower LLC                                                                    | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |     954000 | PA      | $1006714.22    | 0.01%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                     | Barclays Mortgage Loan Trust, Series 2025-NQM1, Class A3                                    | CUSIP: 06744WAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1132919 | PA      | $1141058.89    | 0.01%             | 2065-01-25      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                              | Cushman & Wakefield US Borrower LLC                                                         | CUSIP: 23166MAC7<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |     566000 | PA      | $605511.33     | 0.01%             | 2031-09-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      23850 | NS      | $5894594.28    | 0.06%             | 2025-06-12      | Fixed         | 8.49%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                           | 3M Co.                                                                                      | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    3143000 | PA      | $3123391.77    | 0.03%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-267659.74    | -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      | $1285.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                      | ONEOK, Inc.                                                                                 | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     784000 | PA      | $804334.63     | 0.01%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                 | Welltower OP LLC                                                                            | CUSIP: 95040QAR5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     970000 | PA      | $909835.77     | 0.01%             | 2032-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CommScope LLC                                                    | CommScope LLC                                                                               | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    1182000 | PA      | $1043263.96    | 0.01%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Victory Street CLO I DAC                                         | Victory Street CLO I DAC, Series 1X, Class D                                                | CUSIP: N/A<br>LEI: 635400D4KWYZ4IFHKI82       | Long             | ABS-CBDO         | CORP              | IE        |    1010000 | PA      | $1132003.99    | 0.01%             | 2038-01-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                          | KeyCorp                                                                                     | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    5314000 | PA      | $5566564.96    | 0.05%             | 2035-03-06      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Lindblad Expeditions LLC                                         | Lindblad Expeditions LLC                                                                    | CUSIP: 53523LAA8<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |     713000 | PA      | $710720.97     | 0.01%             | 2027-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                             | Icahn Enterprises LP                                                                        | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     340000 | PA      | $283497.71     | 0.00%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                               | American International Group, Inc.                                                          | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      73833 | NS      | $6018866.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust                                                    | iShares Core Dividend Growth ETF                                                            | CUSIP: 46434V621<br>LEI: 549300KH155G8BRZXD37 | Long             |  | RF                | US        |    4564472 | NS      | $274507346.08  | 2.69%             |  |  |  | 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        |    2712676 | PA      | $2674237.43    | 0.03%             | 2031-01-31      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                   | Long Beach Mortgage Loan Trust, Series 2005-3, Class 1A                                     | CUSIP: 542514NT7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1361487 | PA      | $1320466.81    | 0.01%             | 2045-08-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                             | Alpha Generation LLC                                                                        | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |     309000 | PA      | $314905.61     | 0.00%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                 | Altice France SA                                                                            | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     935000 | PA      | $774081.64     | 0.01%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Trinidad & Tobago                                    | Republic of Trinidad & Tobago                                                               | CUSIP: 896292AM1<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |     815000 | PA      | $773435.00     | 0.01%             | 2034-06-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Heidelberg Materials AG                                          | Heidelberg Materials AG                                                                     | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |       5387 | NS      | $1076933.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pike Corp.                                                       | Pike Corp.                                                                                  | CUSIP: 721283AB5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |     168000 | PA      | $176246.11     | 0.00%             | 2031-01-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                              | Citigroup Commercial Mortgage Trust, Series 2016-C1, Class C                                | CUSIP: 17290YAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2870000 | PA      | $2784804.34    | 0.03%             | 2049-05-10      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                           | Palmer Square CLO Ltd., Series 2021-3A, Class C                                             | CUSIP: 69688FAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $4985414.00    | 0.05%             | 2035-01-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| ATS Corp.                                                        | ATS Corp.                                                                                   | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |     314000 | PA      | $291352.62     | 0.00%             | 2028-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                           | UBS AG                                                                                      | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |     237890 | NS      | $6823966.24    | 0.07%             | 2025-05-29      | Fixed         | 19.30%                | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                | Duke Energy Corp.                                                                           | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      62702 | NS      | $7650898.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Corp.                                                      | Hertz Corp. (The), 1st Lien Term Loan B                                                     | CUSIP: 42804VBB6<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |    1725986 | PA      | $1333323.98    | 0.01%             | 2028-06-30      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| WEPA Hygieneprodukte GmbH                                        | WEPA Hygieneprodukte GmbH                                                                   | CUSIP: N/A<br>LEI: 529900KQ44OJDIDU6J81       | Long             | DBT              | CORP              | DE        |     742000 | PA      | $869776.27     | 0.01%             | 2031-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Chobani LLC                                                      | Chobani LLC                                                                                 | CUSIP: 17027NAB8<br>LEI: 549300ISVDMZ91KNTR38 | Long             | DBT              | CORP              | US        |     968000 | PA      | $951739.05     | 0.01%             | 2028-11-15      | Fixed         | 4.62%                 | 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        |    2738387 | PA      | $2682605.77    | 0.03%             | 2028-12-21      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                   | 1011778 BC ULC                                                                              | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |     401000 | PA      | $364923.00     | 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        |     208000 | PA      | $172640.00     | 0.00%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PPM CLO 4 Ltd.                                                   | PPM CLO 4 Ltd., Series 2020-4A, Class AR                                                    | CUSIP: 69356AAL6<br>LEI: 5493006KUFG82AH4TB78 | Long             | ABS-CBDO         | CORP              | KY        |    6000000 | PA      | $5992737.00    | 0.06%             | 2034-10-18      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                   | Structured Asset Mortgage Investments II Trust, Series 2006-AR4, Class 3A1                  | CUSIP: 86360QAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6402264 | PA      | $5389781.66    | 0.05%             | 2036-06-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Vallourec SACA                                                   | Vallourec SACA                                                                              | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |     950000 | PA      | $983564.17     | 0.01%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OI European Group BV                                             | OI European Group BV                                                                        | CUSIP: N/A<br>LEI: 72450053F5WRDY8CDZ66       | Long             | DBT              | CORP              | NL        |     866000 | PA      | $989657.78     | 0.01%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                      | Penske Truck Leasing Co. LP                                                                 | CUSIP: 709599BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     952000 | PA      | $969075.52     | 0.01%             | 2029-03-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                         | UnitedHealth Group, Inc.                                                                    | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      57878 | NS      | $23813324.32   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp.                                           | Tenet Healthcare Corp.                                                                      | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     141000 | PA      | $141483.49     | 0.00%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Corpay Technologies Operating Co. LLC                            | Corpay Technologies Operating Co. LLC, 1st Lien Term Loan B4                                | CUSIP: 33903RAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4994400 | PA      | $4972974.00    | 0.05%             | 2028-04-28      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Pinewood Finco plc                                               | Pinewood Finco plc                                                                          | CUSIP: N/A<br>LEI: 984500EF3F7CA63ND769       | Long             | DBT              | CORP              | GB        |    1020000 | PA      | $1352312.55    | 0.01%             | 2030-03-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | MercadoLibre, Inc., Series CES7                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       1693 | NS      | $3806488.71    | 0.04%             | 2025-05-07      | Fixed         | 17.61%                | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp.                                | Blue Owl Technology Finance Corp.                                                           | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |      62000 | PA      | $62134.10      | 0.00%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Vestis Corp.                                                     | Vestis Corp., 1st Lien Term Loan B1                                                         | CUSIP: 92550HAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1774662 | PA      | $1725858.55    | 0.02%             | 2031-02-24      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Walgreens Boots Alliance, Inc.                                   | Walgreens Boots Alliance, Inc.                                                              | CUSIP: 931427AC2<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |     116000 | PA      | $107128.32     | 0.00%             | 2044-11-18      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                               | General Motors Co.                                                                          | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      37567 | NS      | $1699531.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKWOOL A/S                                                     | ROCKWOOL A/S, Class B                                                                       | CUSIP: N/A<br>LEI: 213800QRC7LNX935OZ09       | Long             | EC               | CORP              | DK        |      10130 | NS      | $462436.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHG Healthcare Services, Inc.                                    | CHG Healthcare Services, Inc., 1st Lien Term Loan                                           | CUSIP: 12541HAW3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1800149 | PA      | $1793398.27    | 0.02%             | 2028-09-29      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                        | Essential Utilities, Inc.                                                                   | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |      74076 | NS      | $3046745.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerzbank AG                                                   | Commerzbank AG                                                                              | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |    2200000 | PA      | $2685420.93    | 0.03%             | 2031-10-09      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Fortrea Holdings, Inc.                                           | Fortrea Holdings, Inc.                                                                      | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |     204000 | PA      | $177026.72     | 0.00%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Central Parent LLC                                               | Central Parent LLC, 1st Lien Term Loan                                                      | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    5180433 | PA      | $4304836.01    | 0.04%             | 2029-07-06      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                   | Community Health Systems, Inc.                                                              | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     626000 | PA      | $516797.70     | 0.01%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                             | IHO Verwaltungs GmbH                                                                        | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |     550000 | PA      | $642148.94     | 0.01%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Jones Deslauriers Insurance Management, Inc.                     | Jones Deslauriers Insurance Management, Inc.                                                | CUSIP: 48020RAA3<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |     859000 | PA      | $924054.65     | 0.01%             | 2030-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                  | Eli Lilly & Co.                                                                             | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     301000 | PA      | $298492.94     | 0.00%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Tereos Finance Groupe I SA                                       | Tereos Finance Groupe I SA                                                                  | CUSIP: N/A<br>LEI: 969500183Z46A3QF8W69       | Long             | DBT              | CORP              | FR        |     850000 | PA      | $995853.49     | 0.01%             | 2028-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| First Franklin Mortgage Loan Trust                               | First Franklin Mortgage Loan Trust, Series 2006-FF17, Class A5                              | CUSIP: 32028KAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1903534 | PA      | $1600631.10    | 0.02%             | 2036-12-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Itelyum Regeneration Spa                                         | Itelyum Regeneration Spa                                                                    | CUSIP: N/A<br>LEI: 815600051FBC23AA8A45       | Long             | DBT              | CORP              | IT        |     544000 | PA      | $611725.41     | 0.01%             | 2030-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings SA                                  | ContourGlobal Power Holdings SA                                                             | CUSIP: N/A<br>LEI: 549300O5AGIFK0PQ1516       | Long             | DBT              | CORP              | LU        |     875000 | PA      | $996269.36     | 0.01%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc., Series CC                                                                  | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1611000 | PA      | $1588857.77    | 0.02%             | 2029-08-15      | Variable      | 7.12%                 | 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        |     118000 | PA      | $131671.16     | 0.00%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                            | WR Grace Holdings LLC                                                                       | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     972000 | PA      | $977188.54     | 0.01%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust               | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C26, Class XD               | CUSIP: 61690VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12675000 | PA      | $41153.57      | 0.00%             | 2048-10-15      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| Spectrum Brands, Inc.                                            | Spectrum Brands, Inc.                                                                       | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |      75000 | PA      | $61943.72      | 0.00%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                               | Dominican Republic Government Bond                                                          | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     596000 | PA      | $592126.00     | 0.01%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2007-12T1, Class A5                                          | CUSIP: 02150LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     378670 | PA      | $166906.02     | 0.00%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Elastic NV                                                       | Elastic NV                                                                                  | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |     613000 | PA      | $578539.84     | 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        |     569000 | PA      | $512043.10     | 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        |     337250 | NS      | $2584753.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                            | NextEra Energy Capital Holdings, Inc.                                                       | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     239000 | PA      | $241434.65     | 0.00%             | 2054-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                               | Metropolitan Life Global Funding I                                                          | CUSIP: 59217GEG0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     717000 | PA      | $664485.70     | 0.01%             | 2030-04-09      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The), Series Y                                                   | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1484000 | PA      | $1399162.98    | 0.01%             | 2034-11-10      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                      | Amgen, Inc.                                                                                 | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    1627000 | PA      | $1644146.20    | 0.02%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                              | Deutsche Telekom AG (Registered)                                                            | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |      47758 | NS      | $1715349.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                  | Santander UK Group Holdings plc                                                             | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     534000 | PA      | $547476.67     | 0.01%             | 2031-04-15      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Concentra Health Services, Inc.                                  | Concentra Health Services, Inc., 1st Lien Term Loan B1                                      | CUSIP: 20602RAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1007778 | PA      | $997699.73     | 0.01%             | 2031-07-28      | Variable      | 6.32%                 | No            |                  3 | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      11778 | NS      | $3007086.23    | 0.03%             | 2025-06-05      | Fixed         | 21.27%                | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                      | FedEx Corp.                                                                                 | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      10052 | NS      | $2114237.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Avenue Institutional Advisers CLO Ltd.                      | Park Avenue Institutional Advisers CLO Ltd., Series 2021-2A, Class C                        | CUSIP: 70018QAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6000000 | PA      | $6008681.40    | 0.06%             | 2034-07-15      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co.                                   | Baltimore Gas & Electric Co.                                                                | CUSIP: 059165ER7<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     125000 | PA      | $126967.57     | 0.00%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                 | Sealed Air Corp.                                                                            | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     119000 | PA      | $115717.92     | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEP Group, Inc.                                                  | NEP Group, Inc., 1st Lien Term Loan B                                                       | CUSIP: 62908HAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1322308 | PA      | $1183254.46    | 0.01%             | 2026-08-19      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                    | Clearway Energy Operating LLC                                                               | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     630000 | PA      | $546345.49     | 0.01%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Endeavor Operating Co. LLC                                       | Endeavor Operating Co. LLC, 1st Lien Term Loan B                                            | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    5866000 | PA      | $5782878.78    | 0.06%             | 2032-03-24      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| CP Iris Holdco I, Inc.                                           | CP Iris Holdco I, Inc., 1st Lien Term Loan                                                  | CUSIP: 12659EAC2<br>LEI: 25490024F0AS5UR7DB02 | Long             | LON              | CORP              | US        |    1520806 | PA      | $1496092.97    | 0.01%             | 2028-10-02      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                 | Bombardier, Inc.                                                                            | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     280000 | PA      | $283284.70     | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                           | Chart Industries, Inc., 1st Lien Term Loan                                                  | CUSIP: 16115EAT4<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | LON              | CORP              | US        |     663452 | PA      | $658894.08     | 0.01%             | 2030-03-15      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| Fortis 333, Inc.                                                 | Fortis 333, Inc., 1st Lien Term Loan B                                                      | CUSIP: 34958SAB5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     975000 | PA      | $951843.75     | 0.01%             | 2032-03-29      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                        | Sunoco LP                                                                                   | CUSIP: 86765K109<br>LEI: 54930001NJU8E40NQ561 | Long             |  |  | US        |      16653 | NS      | $968371.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ascensus Group Holdings, Inc.                                    | Ascensus Group Holdings, Inc., 1st Lien Term Loan B                                         | CUSIP: 03836BAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3029345 | PA      | $3009654.36    | 0.03%             | 2028-08-02      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| HAH Group Holding Co. LLC                                        | HAH Group Holding Co. LLC                                                                   | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |     229000 | PA      | $219723.71     | 0.00%             | 2031-10-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ZF Finance GmbH                                                  | ZF Finance GmbH                                                                             | CUSIP: N/A<br>LEI: 5493001N9T6QDCCXB426       | Long             | DBT              | CORP              | DE        |     300000 | PA      | $319463.70     | 0.00%             | 2027-05-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services, Inc.                        | Sedgwick Claims Management Services, Inc., 1st Lien Term Loan                               | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |    6477405 | PA      | $6441001.79    | 0.06%             | 2031-07-31      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | TRSIBOXX                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    4000000 | PA      | $-19573.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                              | Expand Energy Corp.                                                                         | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    4954000 | PA      | $4931592.56    | 0.05%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| New Topco Stapled                                                | New TOPCO                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      12872 | NS      | $0.15          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Voya Financial, Inc.                                             | Voya Financial, Inc.                                                                        | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |      47194 | NS      | $2793884.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Commercial Mortgage Trust                                     | BX Commercial Mortgage Trust, Series 2024-AIR2, Class A                                     | CUSIP: 05613QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8920375 | PA      | $8920375.32    | 0.09%             | 2041-10-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Grant Thornton Advisors LLC                                      | Grant Thornton Advisors LLC, Delayed Draw 1st Lien Term Loan                                | CUSIP: 38821UAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      28026 | PA      | $27776.23      | 0.00%             | 2031-06-02      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| LCM XXV Ltd.                                                     | LCM XXV Ltd., Series 25A, Class B2                                                          | CUSIP: 50189PAL6<br>LEI: 549300FY8UGGJMQNCO13 | Long             | ABS-CBDO         | CORP              | KY        |     334695 | PA      | $333356.23     | 0.00%             | 2030-07-20      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                    | Voya CLO Ltd., Series 2014-4A, Class BR2                                                    | CUSIP: 92914RBC5<br>LEI: 549300JHU3YI1LLL3V27 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $500427.70     | 0.00%             | 2031-07-14      | Floating      | 6.59%                 | 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        |       5538 | NS      | $402234.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Core & Main LP                                                   | Core & Main LP, 1st Lien Term Loan E                                                        | CUSIP: 40416VAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2150972 | PA      | $2143809.43    | 0.02%             | 2031-02-10      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO IV Ltd.                                        | Bridge Street CLO IV Ltd., Series 2024-1A, Class A                                          | CUSIP: 107934AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1001348.40    | 0.01%             | 2037-04-20      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                       | Air Canada, 1st Lien Term Loan                                                              | CUSIP: C0102MAS4<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    3194104 | PA      | $3147757.75    | 0.03%             | 2031-03-21      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                            | OneMain Finance Corp.                                                                       | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      64000 | PA      | $61180.80      | 0.00%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                           | MidAmerican Energy Co.                                                                      | CUSIP: 595620AX3<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     143000 | PA      | $147025.01     | 0.00%             | 2034-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                                 | Virgin Media Secured Finance plc                                                            | CUSIP: N/A<br>LEI: 213800X3RLP4NOTPY579       | Long             | DBT              | CORP              | GB        |     361000 | PA      | $455485.87     | 0.00%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos., Inc. (The)                            | Interpublic Group of Cos., Inc. (The)                                                       | CUSIP: 460690BR0<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |     367000 | PA      | $367629.82     | 0.00%             | 2030-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Epicor Software Corp.                                            | Epicor Software Corp., 1st Lien Term Loan E                                                 | CUSIP: 29426NAZ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    5000722 | PA      | $4972317.57    | 0.05%             | 2031-05-30      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International plc                           | Morgan Stanley & Co. International plc, Series DMTJ                                         | CUSIP: 61779N159<br>LEI: 4PQUHN3JPFGFNF3BB653 | Long             | SN               | CORP              | GB        |       8144 | NS      | $3593375.04    | 0.04%             | 2025-06-05      | Fixed         | 18.53%                | No            |                  2 | On Loan: No      |
| Odeon Finco plc                                                  | Odeon Finco plc                                                                             | CUSIP: 67585LAA3<br>LEI: 9845003ECF9901CC5382 | Long             | DBT              | CORP              | GB        |     342000 | PA      | $347511.67     | 0.00%             | 2027-11-01      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                         | Spirit AeroSystems, Inc.                                                                    | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     432000 | PA      | $478183.63     | 0.00%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                         | Uber Technologies, Inc.                                                                     | CUSIP: 60700U852<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |     196647 | NS      | $15891482.00   | 0.16%             | 2025-05-09      | Fixed         | 13.51%                | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd.                                            | OHA Loan Funding Ltd., Series 2013-1A, Class B1R3                                           | CUSIP: 67706HBW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1001300.20    | 0.01%             | 2037-04-23      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Thames Water Utilities Finance plc                               | Thames Water Utilities Finance plc                                                          | CUSIP: N/A<br>LEI: 213800ESMPQ4RQ7G8351       | Long             | DBT              | CORP              | GB        |    1155000 | PA      | $903231.66     | 0.01%             | 2034-01-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                               | Ryan Specialty LLC                                                                          | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     614000 | PA      | $606455.11     | 0.01%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Jerrold Finco plc                                                | Jerrold Finco plc                                                                           | CUSIP: N/A<br>LEI: 213800F7AYNHLL1BPR31       | Long             | DBT              | CORP              | GB        |    1624000 | PA      | $2134545.61    | 0.02%             | 2027-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                       | Visa, Inc., Class A                                                                         | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       6888 | NS      | $2379804.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CaixaBank SA                                                     | CaixaBank SA                                                                                | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |    1000000 | PA      | $1148426.69    | 0.01%             | 2027-10-09      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                                      | TELUS Corp.                                                                                 | CUSIP: 87971M103<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | EC               | CORP              | CA        |    1114190 | NS      | $17150088.35   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips Co.                                               | ConocoPhillips Co.                                                                          | CUSIP: 20826FBL9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     417000 | PA      | $410437.49     | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Shell Finance US, Inc.                                           | Shell Finance US, Inc.                                                                      | CUSIP: 822905AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     991000 | PA      | $925367.63     | 0.01%             | 2035-05-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                         | Wynn Resorts Finance LLC                                                                    | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1433000 | PA      | $1478231.21    | 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        |    4888000 | PA      | $4786203.00    | 0.05%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| WEX, Inc.                                                        | WEX, Inc., 1st Lien Term Loan B3                                                            | CUSIP: 96208UAX9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     905000 | PA      | $888782.40     | 0.01%             | 2032-03-05      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                            | Parker-Hannifin Corp.                                                                       | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      28013 | NS      | $16949545.78   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                           | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1265000 | PA      | $1284522.26    | 0.01%             | 2036-04-23      | Variable      | 5.61%                 | 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        |     530000 | PA      | $578660.99     | 0.01%             | 2038-04-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Hayward Industries, Inc.                                         | Hayward Industries, Inc., 1st Lien Term Loan                                                | CUSIP: 421300AL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     402810 | PA      | $400965.07     | 0.00%             | 2028-05-30      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| Veritas, Inc.                                                    | Veritas, Inc.                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |       2876 | NS      | $66152.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Innio North America Holding, Inc.                                | Innio North America Holding, Inc., Facility 1st Lien Term Loan B                            | CUSIP: A2838LAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     167409 | PA      | $166677.67     | 0.00%             | 2028-11-02      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                     | KazMunayGas National Co. JSC                                                                | CUSIP: 48126PAA0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     466000 | PA      | $384566.50     | 0.00%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Clover Holdings SPV III LLC                                      | Clover Holdings SPV III LLC, 1st Lien Term Loan                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23987 | PA      | $23387.39      | 0.00%             | 2027-12-09      | Variable      | 15.00%                | No            |                  3 | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      15149 | NS      | $1772513.55    | 0.02%             | 2025-06-05      | Fixed         | 17.47%                | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2006-15CB, Class A1                                          | CUSIP: 021467AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     963189 | PA      | $427637.00     | 0.00%             | 2036-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Allstate Corp. (The)                                                                        | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      34680 | NS      | $6884394.50    | 0.07%             | 2025-05-02      | Fixed         | 14.83%                | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    8167000 | PA      | $8317674.04    | 0.08%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                          | GFL Environmental, Inc.                                                                     | CUSIP: 36168QAN4<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |      48000 | PA      | $46570.72      | 0.00%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STAG Industrial, Inc.                                            | STAG Industrial, Inc.                                                                       | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |     159222 | NS      | $5259102.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank plc                                                | Walmart, Inc.                                                                               | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     188005 | NS      | $18218056.94   | 0.18%             | 2025-05-16      | Fixed         | 14.31%                | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                                   | Synopsys, Inc.                                                                              | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    3932000 | PA      | $3959296.10    | 0.04%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                   | Olympus Water US Holding Corp.                                                              | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    1384000 | PA      | $1384000.00    | 0.01%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                      | Rogers Communications, Inc.                                                                 | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     452000 | PA      | $450361.23     | 0.00%             | 2055-04-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                         | Cooperatieve Rabobank UA                                                                    | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |    1200000 | PA      | $1325434.50    | 0.01%             | 2029-06-29      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                        | Republic of Turkiye (The)                                                                   | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    1181000 | PA      | $1152656.00    | 0.01%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                                      | SREIT Trust, Series 2021-MFP2, Class A                                                      | CUSIP: 85236WCE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4710000 | PA      | $4683506.25    | 0.05%             | 2036-11-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                             | FirstKey Homes Trust, Series 2022-SFR1, Class E1                                            | CUSIP: 33768NAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6000000 | PA      | $5948730.00    | 0.06%             | 2039-05-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                                       | Melco Resorts Finance Ltd.                                                                  | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     861000 | PA      | $826560.00     | 0.01%             | 2032-04-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Restaurant Brands International, Inc.                            | Restaurant Brands International, Inc.                                                       | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |      27110 | NS      | $1746831.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp.                                                  | Albemarle Corp.                                                                             | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |      14599 | NS      | $854771.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Asurion LLC                                                      | Asurion LLC, 2nd Lien Term Loan B4                                                          | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     618000 | PA      | $565661.58     | 0.01%             | 2029-01-19      | Variable      | 9.69%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                            | Foundry JV Holdco LLC                                                                       | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     611000 | PA      | $622518.46     | 0.01%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| EC Finance plc                                                   | EC Finance plc                                                                              | CUSIP: N/A<br>LEI: 213800NKPB53RHYDQE45       | Long             | DBT              | CORP              | GB        |     799000 | PA      | $883360.26     | 0.01%             | 2026-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AREIT Ltd.                                                       | AREIT Ltd., Series 2025-CRE10, Class A                                                      | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   10060000 | PA      | $9958947.30    | 0.10%             | 2029-12-17      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Ingevity Corp.                                                   | Ingevity Corp.                                                                              | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |     204000 | PA      | $188492.06     | 0.00%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                       | VMware LLC                                                                                  | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    2522000 | PA      | $2144309.92    | 0.02%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                            | Churchill Downs, Inc.                                                                       | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    1017000 | PA      | $1027146.61    | 0.01%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Keurig Dr Pepper, Inc.                                                                      | CUSIP: 83371M207<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      62470 | NS      | $2163935.06    | 0.02%             | 2025-05-19      | Fixed         | 17.59%                | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                      | Cheniere Energy Partners LP                                                                 | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     302000 | PA      | $308278.05     | 0.00%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Rand Parent LLC                                                  | Rand Parent LLC                                                                             | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     269000 | PA      | $250139.79     | 0.00%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                   | NCL Corp. Ltd.                                                                              | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     132000 | PA      | $136229.68     | 0.00%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                               | Southern Co. (The)                                                                          | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    1624000 | PA      | $1634161.08    | 0.02%             | 2033-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Helios Software Holdings, Inc.                                   | Helios Software Holdings, Inc.                                                              | CUSIP: 42329HAA6<br>LEI: 2138002XO5EAYFHPPT53 | Long             | DBT              | CORP              | US        |     250000 | PA      | $225080.65     | 0.00%             | 2028-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GE Aerospace                                                     | GE Aerospace                                                                                | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      90342 | NS      | $18207526.68   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Fleet Management Corp.                                   | Element Fleet Management Corp.                                                              | CUSIP: 286181201<br>LEI: 5493000PGBS1C22ELQ16 | Long             | EC               | CORP              | CA        |      33524 | NS      | $734143.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                    | Freedom Mortgage Holdings LLC                                                               | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     585000 | PA      | $591480.05     | 0.01%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Novolipetsk Steel PJSC                                           | Novolipetsk Steel PJSC                                                                      | CUSIP: N/A<br>LEI: 213800913TPW32I84456       | Long             | EC               | CORP              | RU        |         14 | NS      | $0.00          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Kinder Morgan, Inc.                                              | Kinder Morgan, Inc.                                                                         | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     220539 | NS      | $5800175.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fertitta Entertainment LLC                                       | Fertitta Entertainment LLC                                                                  | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     311000 | PA      | $272096.33     | 0.00%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc                                     | Ardagh Packaging Finance plc                                                                | CUSIP: N/A<br>LEI: 6354001JXMLKNZDZR978       | Long             | DBT              | CORP              | IE        |     800000 | PA      | $803145.34     | 0.01%             | 2026-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| SLM Corp.                                                        | SLM Corp.                                                                                   | CUSIP: 78442PGE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     510000 | PA      | $494022.26     | 0.00%             | 2026-11-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Singapore Technologies Engineering Ltd.                          | Singapore Technologies Engineering Ltd.                                                     | CUSIP: N/A<br>LEI: 254900OEXGGWCR24DG90       | Long             | EC               | CORP              | SG        |     137500 | NS      | $780758.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                         | American Homes 4 Rent LP                                                                    | CUSIP: 02666TAJ6<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     187000 | PA      | $182191.81     | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                             | American Express Co.                                                                        | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    1135000 | PA      | $1131649.14    | 0.01%             | 2035-07-26      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO XXIX Ltd.                                           | Trinitas CLO XXIX Ltd., Series 2024-29A, Class A1                                           | CUSIP: 89643BAA9<br>LEI: 2549000HOL90CNMWDO78 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $1998000.20    | 0.02%             | 2037-07-23      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                        | Vistra Operations Co. LLC                                                                   | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    5347000 | PA      | $5141651.67    | 0.05%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hungary                                                          | Hungary Government Bond                                                                     | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    1109000 | PA      | $1310855.40    | 0.01%             | 2033-09-12      | Fixed         | 5.38%                 | 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        |    1300000 | PA      | $1336479.79    | 0.01%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bangkok Bank PCL                                                 | Bangkok Bank PCL                                                                            | CUSIP: 059895AW2<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |     606000 | PA      | $618023.04     | 0.01%             | 2028-09-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Burberry Group plc, Series EMV1                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     115200 | NS      | $1123818.85    | 0.01%             | 2025-05-12      | Fixed         | 26.73%                | 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        |    2511437 | PA      | $2448650.61    | 0.02%             | 2030-07-22      | 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      | $186275.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2006-OA14, Class 2A1                                         | CUSIP: 02146SAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1658512 | PA      | $1505675.92    | 0.01%             | 2046-11-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc.                                                                                 | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4462.82       | 0.00%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mitchell International, Inc.                                     | Mitchell International, Inc., 2nd Lien Term Loan                                            | CUSIP: 60662WAZ5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     560000 | PA      | $526960.00     | 0.01%             | 2032-06-07      | Variable      | 9.57%                 | No            |                  2 | On Loan: No      |
| Leidos Holdings, Inc.                                            | Leidos Holdings, Inc.                                                                       | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      55221 | NS      | $8127426.78    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Mortgage Trust                                        | Commercial Mortgage Trust, Series 2013-300P, Class D                                        | CUSIP: 12625XAL1<br>LEI: 549300NMFC2YLCA2NF13 | Long             | ABS-MBS          | CORP              | US        |    2245000 | PA      | $2078799.06    | 0.02%             | 2030-08-10      | Variable      | 4.54%                 | 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        |    2633563 | PA      | $2482133.08    | 0.02%             | 2029-11-13      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust, Series 2024-5, Class M4                             | CUSIP: 92261AAM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4376743 | PA      | $4307718.70    | 0.04%             | 2054-10-25      | Variable      | 9.53%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                     | Oracle Corp.                                                                                | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1727000 | PA      | $1602468.59    | 0.02%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                | Clarios Global LP                                                                           | CUSIP: 69867DAC2<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |    2136000 | PA      | $2143847.66    | 0.02%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Healthpeak Properties, Inc.                                      | Healthpeak Properties, Inc.                                                                 | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               | CORP              | US        |     555931 | NS      | $9917809.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ohio Power Co.                                                   | Ohio Power Co., Series Q                                                                    | CUSIP: 677415CT6<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     797000 | PA      | $668930.80     | 0.01%             | 2031-01-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                             | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     405000 | PA      | $362617.32     | 0.00%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                                | Yum! Brands, Inc.                                                                           | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |       2419 | NS      | $363914.36     | 0.00%             |  |  |  | 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        |    1772000 | PA      | $2092725.13    | 0.02%             | 2028-11-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Walt Disney Co. (The)                                                                       | CUSIP: 06370C698<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |      77573 | NS      | $7070744.59    | 0.07%             | 2025-05-07      | Fixed         | 11.99%                | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                           | Tenet Healthcare Corp.                                                                      | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    1378000 | PA      | $1412572.64    | 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        |     282000 | PA      | $286390.55     | 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        |      30717 | NS      | $732844.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Structured Asset Securities Corp. Mortgage Loan Trust            | Structured Asset Securities Corp. Mortgage Loan Trust, Series 2006-BC3, Class A1            | CUSIP: 86359PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4661775 | PA      | $3129037.59    | 0.03%             | 2036-10-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                               | DT Midstream, Inc.                                                                          | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      66699 | NS      | $6483142.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                    | Teva Pharmaceutical Finance Netherlands II BV                                               | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |    2085000 | PA      | $2383061.22    | 0.02%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                           | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     117000 | PA      | $125826.59     | 0.00%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| TER Finance Jersey Ltd.                                          | TER Finance Jersey Ltd., Series 22                                                          | CUSIP: 880942AA5<br>LEI: 213800GREUULZ8RPOM16 | Long             | SN               | CORP              | JE        |    3309000 | PA      | $3199554.83    | 0.03%             | 2025-10-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| POSCO                                                            | POSCO                                                                                       | CUSIP: 73730EAD5<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |     309000 | PA      | $317034.00     | 0.00%             | 2028-01-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                       | Morgan Stanley Finance LLC, Series 0003                                                     | CUSIP: 61779N324<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |      26600 | NS      | $1992606.00    | 0.02%             | 2025-06-16      | Fixed         | 23.13%                | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                    | Comcast Corp.                                                                               | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     685000 | PA      | $594956.65     | 0.01%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Zelis Payments Buyer, Inc.                                       | Zelis Payments Buyer, Inc., 1st Lien Term Loan                                              | CUSIP: 98932TAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4017930 | PA      | $3929415.00    | 0.04%             | 2031-11-26      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings, Inc.                                           | Amentum Holdings, Inc.                                                                      | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     275000 | PA      | $279740.45     | 0.00%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                              | Rakuten Group, Inc.                                                                         | CUSIP: 75102WAG3<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |     353000 | PA      | $377257.09     | 0.00%             | 2027-02-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                        | Bank of Nova Scotia (The)                                                                   | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     744000 | PA      | $761266.75     | 0.01%             | 2084-01-27      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Henley CLO Xi DAC                                                | Henley CLO Xi DAC, Series 11X, Class D                                                      | CUSIP: N/A<br>LEI: 6354004ZEQIYPXESRG76       | Long             | ABS-CBDO         | CORP              | IE        |    1120000 | PA      | $1229552.07    | 0.01%             | 2039-04-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                         | Republic of South Africa                                                                    | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     923000 | PA      | $876623.87     | 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        |      75105 | NS      | $22467660.75   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| A/S Mileage Plan IP Ltd.                                         | AS Mileage Plan IP Ltd.                                                                     | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    1736000 | PA      | $1662998.75    | 0.02%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                        | Toyota Motor Credit Corp.                                                                   | CUSIP: 89236TMK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     256000 | PA      | $257545.70     | 0.00%             | 2029-08-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2007-OA8, Class 2A1                                          | CUSIP: 02148GAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5614701 | PA      | $4280525.98    | 0.04%             | 2047-06-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                        | Aptiv Swiss Holdings Ltd.                                                                   | CUSIP: 03837AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     771000 | PA      | $760351.60     | 0.01%             | 2029-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                            | Targa Resources Corp.                                                                       | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |       5442 | NS      | $930037.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Finance Corp.                                            | OneMain Finance Corp.                                                                       | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    1063000 | PA      | $1042622.29    | 0.01%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                    | Novelis Corp.                                                                               | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    1779000 | PA      | $1535421.81    | 0.02%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Transocean Titan Financing Ltd.                                  | Transocean Titan Financing Ltd.                                                             | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     106762 | PA      | $105763.89     | 0.00%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp.                                           | Playtika Holding Corp.                                                                      | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |     154000 | PA      | $135160.89     | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                                        | BXP Trust, Series 2021-601L, Class D                                                        | CUSIP: 05607TAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3863000 | PA      | $2936367.12    | 0.03%             | 2044-01-15      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Carlyle Group, Inc. (The), Series GMU4                                                      | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      86800 | NS      | $3374090.47    | 0.03%             | 2025-05-19      | Fixed         | 24.06%                | 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        |     233000 | PA      | $227405.67     | 0.00%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Mobile TeleSystems PJSC                                          | Mobile TeleSystems PJSC                                                                     | CUSIP: N/A<br>LEI: 2534008FX8EXH1FMJA74       | Long             | EC               | CORP              | RU        |      26804 | NS      | $3.27          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Deerfield Dakota Holding LLC                                     | Deerfield Dakota Holding LLC, 1st Lien Term Loan                                            | CUSIP: 24440EAB3<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |    4228278 | PA      | $3996188.23    | 0.04%             | 2027-04-09      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      39765 | NS      | $4721879.02    | 0.05%             | 2025-06-12      | Fixed         | 14.45%                | No            |                  2 | On Loan: No      |
| Boxer Parent Co., Inc.                                           | Boxer Parent Co., Inc., 1st Lien Term Loan                                                  | CUSIP: 05988HAQ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4503000 | PA      | $4407806.58    | 0.04%             | 2031-07-30      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                 | Boeing Co. (The)                                                                            | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     937000 | PA      | $921117.54     | 0.01%             | 2026-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Aptiv plc                                                        | Aptiv plc                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |      68224 | NS      | $3892861.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Quikrete Holdings, Inc.                                          | Quikrete Holdings, Inc., 1st Lien Term Loan B1                                              | CUSIP: 74839XAM1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2306554 | PA      | $2259569.65    | 0.02%             | 2031-04-14      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                                   | Anywhere Real Estate Group LLC, Series AI                                                   | CUSIP: 75606DAT8<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |     423000 | PA      | $375152.82     | 0.00%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                       | US Bancorp                                                                                  | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      21000 | PA      | $21398.05      | 0.00%             | 2035-01-23      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                   | NCL Corp. Ltd.                                                                              | CUSIP: 62886HBN0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      88000 | PA      | $92155.10      | 0.00%             | 2029-01-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc.                                                                                 | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     102000 | PA      | $99558.17      | 0.00%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     575000 | PA      | $498965.42     | 0.00%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Enerflex Ltd.                                                    | Enerflex Ltd.                                                                               | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |     170000 | PA      | $173871.92     | 0.00%             | 2027-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                            | Dominion Energy, Inc.                                                                       | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     100449 | NS      | $5462416.62    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto Finance USA plc                                        | Rio Tinto Finance USA plc                                                                   | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    1284000 | PA      | $1292662.48    | 0.01%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ziggo BV                                                         | Ziggo BV                                                                                    | CUSIP: N/A<br>LEI: 213800TQASLF9JXH5J59       | Long             | DBT              | CORP              | NL        |    1933000 | PA      | $2001631.80    | 0.02%             | 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        |     419000 | PA      | $382567.24     | 0.00%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MajorDrive Holdings IV LLC                                       | MajorDrive Holdings IV LLC                                                                  | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |     337000 | PA      | $247912.33     | 0.00%             | 2029-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                   | Apollo Global Management, Inc.                                                              | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     375000 | PA      | $351234.90     | 0.00%             | 2054-12-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Bellis Finco plc                                                 | Bellis Finco plc                                                                            | CUSIP: N/A<br>LEI: 259400ELWH6Z4ICFTD70       | Long             | DBT              | CORP              | GB        |     641000 | PA      | $810069.79     | 0.01%             | 2027-02-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                          | Uber Technologies, Inc.                                                                     | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     375000 | PA      | $363300.64     | 0.00%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                 | CVS Health Corp.                                                                            | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     105806 | NS      | $7058318.26    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomad Foods US LLC                                               | Nomad Foods US LLC, Facility 1st Lien Term Loan B4                                          | CUSIP: G6562AAP2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     781740 | PA      | $779785.16     | 0.01%             | 2029-11-13      | Variable      | 6.54%                 | No            |                  3 | On Loan: No      |
| Nabors Industries, Inc.                                          | Nabors Industries, Inc.                                                                     | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     399000 | PA      | $376212.99     | 0.00%             | 2027-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| EIG Pearl Holdings SARL                                          | EIG Pearl Holdings SARL                                                                     | CUSIP: 28249NAB7<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |    1166000 | PA      | $901154.76     | 0.01%             | 2046-11-30      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                     | Barclays Mortgage Loan Trust, Series 2025-NQM1, Class B2                                    | CUSIP: 06744WAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     574200 | PA      | $559862.80     | 0.01%             | 2065-01-25      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc, Series GMTW                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      31223 | NS      | $2358630.26    | 0.02%             | 2025-06-09      | Fixed         | 12.77%                | No            |                  2 | On Loan: No      |
| Iliad Holding SASU                                               | Iliad Holding SASU                                                                          | CUSIP: N/A<br>LEI: 9695009PXA7OI9NXN582       | Long             | DBT              | CORP              | FR        |    1747000 | PA      | $2021194.07    | 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        |      76744 | NS      | $2965388.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies, Inc.                                       | Sensata Technologies, Inc.                                                                  | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     313000 | PA      | $273600.85     | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Halseypoint CLO 6 Ltd.                                           | Halseypoint CLO 6 Ltd., Series 2022-6A, Class A1R                                           | CUSIP: 40639GAN9<br>LEI: 5493001PG85K1980W896 | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $3982736.40    | 0.04%             | 2038-01-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                       | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3352000 | PA      | $3287754.33    | 0.03%             | 2035-10-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                        | Standard Industries, Inc.                                                                   | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     194000 | PA      | $189856.84     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc., Series FF                                                                  | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3850000 | PA      | $3771546.24    | 0.04%             | 2030-02-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Volcan Cia Minera SAA                                            | Volcan Cia Minera SAA                                                                       | CUSIP: 92863UAC0<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |    1035000 | PA      | $974517.19     | 0.01%             | 2030-01-24      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp.                                                 | Fair Isaac Corp.                                                                            | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     469000 | PA      | $449761.15     | 0.00%             | 2028-06-15      | Fixed         | 4.00%                 | 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        |     145751 | PA      | $145811.78     | 0.00%             | 2028-07-03      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                            | Republic of Guatemala                                                                       | CUSIP: 401494AV1<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     767000 | PA      | $754344.50     | 0.01%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                                          | Ellucian Holdings, Inc., 1st Lien Term Loan B1                                              | CUSIP: 28917XAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4499104 | PA      | $4475798.43    | 0.04%             | 2029-10-09      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                                | Gen Digital, Inc., 1st Lien Term Loan B                                                     | CUSIP: 66877AAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     771000 | PA      | $761748.00     | 0.01%             | 2032-02-13      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Seiko Epson Corp.                                                | Seiko Epson Corp.                                                                           | CUSIP: N/A<br>LEI: 549300NIOFQDR749W206       | Long             | EC               | CORP              | JP        |      25500 | NS      | $353763.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bear Stearns Mortgage Funding Trust                              | Bear Stearns Mortgage Funding Trust, Series 2007-AR2, Class A1                              | CUSIP: 07401TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     864308 | PA      | $798134.78     | 0.01%             | 2037-03-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| WOM Mobile SA                                                    | WOM Mobile SA                                                                               | CUSIP: 97810LAA7<br>LEI: 549300T600VUO0QJ3063 | Long             | DBT              | CORP              | CL        |     469460 | PA      | $474154.60     | 0.00%             | 2031-04-01      | Variable      | 11.00%                | No            |                  2 | On Loan: No      |
| Warwick Capital CLO 4 Ltd.                                       | Warwick Capital CLO 4 Ltd., Series 2024-4A, Class B                                         | CUSIP: 93655QAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $984939.80     | 0.01%             | 2037-07-20      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Pachelbel Bidco SpA                                              | Pachelbel Bidco SpA                                                                         | CUSIP: N/A<br>LEI: 8156005DA07CDD50CC46       | Long             | DBT              | CORP              | IT        |     722000 | PA      | $817202.84     | 0.01%             | 2031-05-17      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                 | Boeing Co. (The)                                                                            | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     128000 | PA      | $131852.72     | 0.00%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                               | VICI Properties LP                                                                          | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     615000 | PA      | $608593.36     | 0.01%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                   | Enbridge, Inc.                                                                              | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     859000 | PA      | $868998.49     | 0.01%             | 2034-04-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Radiate Holdco LLC                                               | Radiate Holdco LLC                                                                          | CUSIP: 75026JAC4<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | DBT              | CORP              | US        |     371000 | PA      | $320091.38     | 0.00%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                 | Goodyear Tire & Rubber Co. (The)                                                            | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      66000 | PA      | $60969.20      | 0.00%             | 2033-04-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2005-76, Class 2A1                                           | CUSIP: 12668BDE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3034416 | PA      | $2694874.60    | 0.03%             | 2036-02-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                          | SS&C Technologies, Inc., 1st Lien Term Loan                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    5530343 | PA      | $5520554.64    | 0.05%             | 2031-05-09      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                         | PNC Financial Services Group, Inc. (The)                                                    | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     250000 | PA      | $247230.87     | 0.00%             | 2034-01-24      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Novelis, Inc.                                                    | Novelis, Inc., 1st Lien Term Loan                                                           | CUSIP: 67000LAB8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    4024000 | PA      | $4011445.12    | 0.04%             | 2032-02-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Electronic Arts, Inc.                                            | Electronic Arts, Inc.                                                                       | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      27178 | NS      | $3943256.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana, Inc.                                                     | Humana, Inc.                                                                                | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     434000 | PA      | $357006.41     | 0.00%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                              | Rocket Mortgage LLC                                                                         | CUSIP: 74841CAB7<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |     188000 | PA      | $169936.08     | 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        |    5809000 | PA      | $5552540.49    | 0.05%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International plc                           | Morgan Stanley & Co. International plc, Series DMTG                                         | CUSIP: 61779N258<br>LEI: 4PQUHN3JPFGFNF3BB653 | Long             | SN               | CORP              | GB        |      80900 | NS      | $1750676.00    | 0.02%             | 2025-06-12      | Fixed         | 29.47%                | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                | CIFC Funding Ltd., Series 2019-5A, Class A2RS                                               | CUSIP: 12554XAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2200000 | PA      | $2196479.78    | 0.02%             | 2035-01-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                 | IndyMac INDX Mortgage Loan Trust, Series 2007-AR15, Class 1A1                               | CUSIP: 45669JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      85656 | PA      | $58016.66      | 0.00%             | 2037-08-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                    | Entergy Corp.                                                                               | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     169948 | NS      | $14134575.16   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Playtika Holding Corp.                                           | Playtika Holding Corp., Facility 1st Lien Term Loan B1                                      | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |    2097535 | PA      | $2045305.97    | 0.02%             | 2028-03-13      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                      | Amgen, Inc.                                                                                 | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     540000 | PA      | $511329.36     | 0.01%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                                | Lamar Media Corp.                                                                           | CUSIP: 513075BT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     118000 | PA      | $110253.41     | 0.00%             | 2030-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                        | Sunac China Holdings Ltd.                                                                   | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | KY        |     193130 | PA      | $22209.95      | 0.00%             | 2030-09-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MasTec, Inc.                                                     | MasTec, Inc.                                                                                | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |       1928 | NS      | $245472.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citrin Cooperman Advisors LLC                                    | Citrin Cooperman Advisors LLC, 1st Lien Term Loan                                           | CUSIP: 17737EAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1242278 | PA      | $1228302.13    | 0.01%             | 2032-04-01      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                                 | Oaktree CLO Ltd., Series 2020-1A, Class BRR                                                 | CUSIP: 67402FAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3500000 | PA      | $3454500.70    | 0.03%             | 2038-01-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO 3 Ltd.                                           | Birch Grove CLO 3 Ltd., Series 2021-3A, Class A1R                                           | CUSIP: 09076VAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2500000 | PA      | $2488639.25    | 0.02%             | 2038-01-19      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust                                             | CHNGE Mortgage Trust, Series 2022-2, Class A1                                               | CUSIP: 12546YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6615105 | PA      | $6419541.02    | 0.06%             | 2067-03-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                 | Sabre GLBL, Inc., 1st Lien Term Loan B1                                                     | CUSIP: 78571YBK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1412305 | PA      | $1324036.14    | 0.01%             | 2029-11-15      | Variable      | 10.42%                | No            |                  2 | On Loan: No      |
| Cumulus Static CLO DAC                                           | Cumulus Static CLO DAC, Series 2024-1X, Class D                                             | CUSIP: N/A<br>LEI: 2549005ZFHRHIZ9ONM43       | Long             | ABS-CBDO         | CORP              | IE        |     166000 | PA      | $187297.76     | 0.00%             | 2033-11-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| New Enterprise Stone & Lime Co., Inc.                            | New Enterprise Stone & Lime Co., Inc.                                                       | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |     214000 | PA      | $207735.66     | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Just Group plc                                                   | Just Group plc                                                                              | CUSIP: N/A<br>LEI: 5493006456YEZEELRR90       | Long             | DBT              | CORP              | GB        |     550000 | PA      | $613874.94     | 0.01%             | 2031-03-30      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Verde Purchaser LLC                                              | Verde Purchaser LLC, 1st Lien Term Loan                                                     | CUSIP: 92338TAB2<br>LEI: 2549004HFEKMUGBG3Z35 | Long             | LON              | CORP              | US        |     723183 | PA      | $716066.83     | 0.01%             | 2030-11-30      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                          | Rockford Tower CLO Ltd., Series 2018-2A, Class A                                            | CUSIP: 77342KAA8<br>LEI: 5493001SZ764RMCNU069 | Long             | ABS-CBDO         | CORP              | KY        |    1627500 | PA      | $1627500.00    | 0.02%             | 2031-10-20      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                        | Duke Energy Carolinas LLC                                                                   | CUSIP: 264399ED4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     244000 | PA      | $266190.74     | 0.00%             | 2032-10-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                               | Regency Centers LP                                                                          | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     775000 | PA      | $775736.57     | 0.01%             | 2034-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LUKOIL PJSC                                                      | LUKOIL PJSC                                                                                 | CUSIP: N/A<br>LEI: 549300LCJ1UJXHYBWI24       | Long             | EC               | CORP              | RU        |     417114 | NS      | $50.87         | 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        |    1797107 | PA      | $1792613.88    | 0.02%             | 2030-02-15      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                     | FirstEnergy Transmission LLC                                                                | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     807000 | PA      | $795466.75     | 0.01%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                   | QUALCOMM, Inc.                                                                              | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |       9332 | NS      | $1385428.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Montreal                                                 | Bank of Montreal                                                                            | CUSIP: 06370C789<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |      88687 | NS      | $5881721.84    | 0.06%             | 2025-06-12      | Fixed         | 19.55%                | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                       | Baxter International, Inc.                                                                  | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     302000 | PA      | $258087.13     | 0.00%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Octagon Loan Funding Ltd.                                        | Octagon Loan Funding Ltd., Series 2014-1A, Class BRR                                        | CUSIP: 67590RBA2<br>LEI: 549300HJJWTCMWFILG24 | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1501500.00    | 0.01%             | 2031-11-18      | Floating      | 6.28%                 | 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        |   13252214 | PA      | $12999846.62   | 0.13%             | 2057-07-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Bright Horizons Family Solutions LLC                             | Bright Horizons Family Solutions LLC, 1st Lien Term Loan B                                  | CUSIP: 10919RAP4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2548057 | PA      | $2538501.39    | 0.02%             | 2028-11-24      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                               | Dominican Republic Government Bond                                                          | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |     433000 | PA      | $360418.38     | 0.00%             | 2041-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                        | Ford Motor Credit Co. LLC                                                                   | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     364000 | PA      | $374754.16     | 0.00%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                       | AMSR Trust, Series 2019-SFR1, Class H                                                       | CUSIP: 00178XAH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2417431 | PA      | $2351675.43    | 0.02%             | 2039-01-19      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| LG Electronics, Inc.                                             | LG Electronics, Inc.                                                                        | CUSIP: 50186QAC7<br>LEI: 988400RMQFTGZIOG0609 | Long             | DBT              | CORP              | KR        |    1383000 | PA      | $1407451.44    | 0.01%             | 2027-04-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                | HSBC Holdings plc                                                                           | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |     438650 | NS      | $4889796.11    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                            | OneMain Finance Corp.                                                                       | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     188000 | PA      | $194211.52     | 0.00%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                          | Rockford Tower CLO Ltd., Series 2017-1A, Class BR2A                                         | CUSIP: 77340EAY2<br>LEI: 5493007GXSFXDXOXG741 | Long             | ABS-CBDO         | CORP              | KY        |    3500000 | PA      | $3482150.35    | 0.03%             | 2034-04-20      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                       | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      33000 | PA      | $33449.03      | 0.00%             | 2036-01-24      | Variable      | 5.51%                 | 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        |    2005000 | PA      | $1963075.45    | 0.02%             | 2032-02-10      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                         | EquipmentShare.com, Inc.                                                                    | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     145000 | PA      | $143123.24     | 0.00%             | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                          | Level 3 Financing, Inc.                                                                     | CUSIP: 527298CF8<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      45000 | PA      | $35491.50      | 0.00%             | 2030-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                            | Foundry JV Holdco LLC                                                                       | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    2364000 | PA      | $2420614.18    | 0.02%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Dana, Inc.                                                       | Dana, Inc.                                                                                  | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     100000 | PA      | $92241.98      | 0.00%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                  | TransDigm, Inc.                                                                             | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     115000 | PA      | $118490.60     | 0.00%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                 | NRG Energy, Inc.                                                                            | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    1422000 | PA      | $1407077.30    | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CarVal CLO IV Ltd.                                               | CarVal CLO IV Ltd., Series 2021-1A, Class B                                                 | CUSIP: 14687EAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6500000 | PA      | $6503249.35    | 0.06%             | 2034-07-20      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                | Alliant Holdings Intermediate LLC                                                           | CUSIP: 01883LAA1<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    3230000 | PA      | $3206778.01    | 0.03%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Thames Water Utilities Finance plc                               | Thames Water Utilities Finance plc                                                          | CUSIP: N/A<br>LEI: 213800ESMPQ4RQ7G8351       | Long             | DBT              | CORP              | GB        |    1218000 | PA      | $976261.05     | 0.01%             | 2029-04-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                     | Oracle Corp.                                                                                | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1208000 | PA      | $1149597.23    | 0.01%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                                | Brink's Co. (The)                                                                           | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     937000 | PA      | $959100.08     | 0.01%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Linde plc                                                        | Linde plc                                                                                   | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Short            | EC               | CORP              | IE        |      -3851 | NS      | $-1745388.73   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2006-20CB, Class A9                                          | CUSIP: 02147MAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     428252 | PA      | $174168.03     | 0.00%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                               | Crown Castle, Inc.                                                                          | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     124000 | PA      | $126891.25     | 0.00%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                         | Bayer AG                                                                                    | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |     900000 | PA      | $1073092.16    | 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        |      73330 | NS      | $1015543.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Irca SpA                                                         | Irca SpA                                                                                    | CUSIP: N/A<br>LEI: 815600CDE52BA2426216       | Long             | DBT              | CORP              | IT        |    1150000 | PA      | $1296263.61    | 0.01%             | 2029-12-15      | Floating      | 6.25%                 | 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        |    7023190 | PA      | $6965248.87    | 0.07%             | 2031-09-30      | Variable      | 6.74%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                         | Electricite de France SA                                                                    | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |    1400000 | PA      | $1821467.73    | 0.02%             | 2029-01-22      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International plc                           | Morgan Stanley & Co. International plc, Series DMTM                                         | CUSIP: 61779N100<br>LEI: 4PQUHN3JPFGFNF3BB653 | Long             | SN               | CORP              | GB        |      51149 | NS      | $4121360.39    | 0.04%             | 2025-05-28      | Fixed         | 24.72%                | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                                | Brink's Co. (The)                                                                           | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     173000 | PA      | $176248.42     | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Riserva CLO Ltd.                                                 | Riserva CLO Ltd., Series 2016-3A, Class CRR                                                 | CUSIP: 76761RBC2<br>LEI: 549300640C8OB2I8SN35 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $992915.10     | 0.01%             | 2034-01-18      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                        | Ford Motor Credit Co. LLC                                                                   | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     466000 | PA      | $441097.56     | 0.00%             | 2034-03-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Buckhorn Park CLO Ltd.                                           | Buckhorn Park CLO Ltd., Series 2019-1A, Class B1RR                                          | CUSIP: 118382BC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    9000000 | PA      | $8905499.10    | 0.09%             | 2034-07-18      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                  | AES Corp. (The)                                                                             | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |      23284 | NS      | $232840.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deuce Finco plc                                                  | Deuce Finco plc                                                                             | CUSIP: N/A<br>LEI: 9845007DA2BC863E8437       | Long             | DBT              | CORP              | GB        |    1623000 | PA      | $2135934.95    | 0.02%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pinnacle Bidco plc                                               | Pinnacle Bidco plc                                                                          | CUSIP: N/A<br>LEI: 2138006Z5V8OBL2A2Q06       | Long             | DBT              | CORP              | GB        |     376000 | PA      | $450443.82     | 0.00%             | 2028-10-11      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                          | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      32600 | NS      | $3398224.00    | 0.03%             | 2025-06-12      | Fixed         | 31.04%                | No            |                  3 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                              | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1430000 | PA      | $1399621.45    | 0.01%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Propulsion BC Newco LLC                                          | Propulsion BC Newco LLC, 1st Lien Term Loan                                                 | CUSIP: 74347UAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     277189 | PA      | $277059.09     | 0.00%             | 2029-09-14      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                           | Arab Republic of Egypt                                                                      | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     649000 | PA      | $630994.91     | 0.01%             | 2030-04-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems LLC                                       | Axalta Coating Systems LLC                                                                  | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |     150000 | PA      | $138933.51     | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Oakwood Mortgage Investors, Inc.                                 | Oakwood Mortgage Investors, Inc., Series 1999-C, Class A2                                   | CUSIP: 67087TAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1536506 | PA      | $1159422.50    | 0.01%             | 2027-08-15      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings plc                                       | Phoenix Group Holdings plc                                                                  | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | DBT              | CORP              | GB        |    2616000 | PA      | $2664157.94    | 0.03%             | 2029-12-12      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| Watco Cos. LLC                                                   | Watco Cos. LLC                                                                              | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     147000 | PA      | $146644.72     | 0.00%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                            | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      59000 | PA      | $51333.97      | 0.00%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                            | Lockheed Martin Corp.                                                                       | CUSIP: 539830CD9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     199000 | PA      | $197367.20     | 0.00%             | 2034-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                     | UBS Group AG                                                                                | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |    2050000 | PA      | $2006281.70    | 0.02%             | 2026-07-29      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp.                                               | Lam Research Corp.                                                                          | CUSIP: 512807AV0<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     122000 | PA      | $108310.37     | 0.00%             | 2030-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust, Series 2023-3, Class M2                             | CUSIP: 92258WAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1196861 | PA      | $1202343.54    | 0.01%             | 2053-08-25      | Variable      | 8.27%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                     | Humana, Inc.                                                                                | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     598000 | PA      | $597467.59     | 0.01%             | 2030-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                           | Chart Industries, Inc.                                                                      | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     481000 | PA      | $499031.95     | 0.00%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      48800 | NS      | $3997731.92    | 0.04%             | 2025-06-09      | Fixed         | 32.59%                | No            |                  2 | On Loan: No      |
| California Buyer Ltd.                                            | California Buyer Ltd.                                                                       | CUSIP: N/A<br>LEI: 254900V5SMQ1UP1CLC26       | Long             | DBT              | CORP              | GB        |    1611000 | PA      | $1856645.47    | 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        |      28123 | NS      | $1683161.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardonagh Finco Ltd.                                              | Ardonagh Finco Ltd.                                                                         | CUSIP: N/A<br>LEI: 254900D2T84O1K03BA28       | Long             | DBT              | CORP              | JE        |    1699000 | PA      | $1947544.13    | 0.02%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                             | American Tower Corp.                                                                        | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      24391 | NS      | $5497975.31    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Forvia SE                                                        | Forvia SE                                                                                   | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |     588000 | PA      | $632810.01     | 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        |    9295326 | PA      | $9283706.89    | 0.09%             | 2039-02-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co. plc                                       | Bellis Acquisition Co. plc                                                                  | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |    2314000 | PA      | $2879009.54    | 0.03%             | 2030-05-14      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Southwick Park CLO LLC                                           | Southwick Park CLO LLC, Series 2019-4A, Class A1R                                           | CUSIP: 846031AN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1912672 | PA      | $1911498.51    | 0.02%             | 2032-07-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2007-AL1, Class A1                                           | CUSIP: 02150NAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4780807 | PA      | $3891350.14    | 0.04%             | 2037-06-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                          | Level 3 Financing, Inc.                                                                     | CUSIP: 527298BZ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     640802 | PA      | $709434.11     | 0.01%             | 2030-12-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Isuzu Motors Ltd.                                                | Isuzu Motors Ltd.                                                                           | CUSIP: N/A<br>LEI: 529900C0QSXVCC7AR494       | Long             | EC               | CORP              | JP        |      49000 | NS      | $658973.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                   | M&T Bank Corp.                                                                              | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      75570 | NS      | $12828763.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cedacri SpA                                                      | Cedacri SpA                                                                                 | CUSIP: N/A<br>LEI: 815600E85FCD78B3EE61       | Long             | DBT              | CORP              | IT        |     865000 | PA      | $966436.07     | 0.01%             | 2028-05-15      | Floating      | 7.18%                 | 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        |    1435853 | PA      | $861511.88     | 0.01%             | 2029-06-29      | Variable      | 9.57%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                              | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     250000 | PA      | $245483.15     | 0.00%             | 2029-01-24      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| GCAT Trust                                                       | GCAT Trust, Series 2022-NQM3, Class A1                                                      | CUSIP: 36168MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12795651 | PA      | $12716247.98   | 0.12%             | 2067-04-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Stoneweg European REIT                                           | Stoneweg European REIT                                                                      | CUSIP: N/A<br>LEI: 21380093RFHTC319NL93       | Long             | EC               | CORP              | SG        |     235120 | NS      | $399431.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                             | FirstKey Homes Trust, Series 2022-SFR2, Class E1                                            | CUSIP: 33767PAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6382000 | PA      | $6207002.37    | 0.06%             | 2039-07-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                    | Cencora, Inc.                                                                               | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      20023 | NS      | $5860131.41    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NGL Energy Operating LLC                                         | NGL Energy Operating LLC, 1st Lien Term Loan                                                | CUSIP: 62922KAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     804902 | PA      | $760133.59     | 0.01%             | 2031-02-03      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                     | Barclays Mortgage Loan Trust, Series 2024-NQM4, Class B1                                    | CUSIP: 06745KAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     576400 | PA      | $568044.28     | 0.01%             | 2064-12-26      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| Aimbridge Acquisition Co., Inc.                                  | Aimbridge Acquisition Co., Inc., 1st Lien Term Loan                                         | CUSIP: 00900YAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     259382 | PA      | $254194.00     | 0.00%             | 2030-03-11      | Variable      | 11.94%                | No            |                  3 | On Loan: No      |
| HSBC Holdings plc                                                | HSBC Holdings plc                                                                           | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    3430000 | PA      | $3457350.82    | 0.03%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                             | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3839000 | PA      | $3849571.22    | 0.04%             | 2036-01-24      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| EFMT                                                             | Ellington Financial Mortgage Trust, Series 2023-1, Class B1                                 | CUSIP: 26844QAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1981697.40    | 0.02%             | 2068-02-25      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                | Duke Energy Corp.                                                                           | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     217000 | PA      | $217456.13     | 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        |    2400000 | PA      | $2668160.82    | 0.03%             | 2055-01-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                          | Level 3 Financing, Inc.                                                                     | CUSIP: 527298BX0<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    1395388 | PA      | $1545021.82    | 0.02%             | 2029-04-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                  | Wynn Macau Ltd.                                                                             | CUSIP: 98313RAG1<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     245000 | PA      | $243699.05     | 0.00%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                  | TransDigm, Inc.                                                                             | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    2201000 | PA      | $2196437.11    | 0.02%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GreenPoint Mortgage Funding Trust                                | GreenPoint Mortgage Funding Trust, Series 2006-AR1, Class GA1B                              | CUSIP: 39538WFJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1765033 | PA      | $1556181.62    | 0.02%             | 2036-02-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 52 B R Ltd.                           | Golub Capital Partners CLO 52 B R Ltd., Series 2020-52A, Class BR                           | CUSIP: 381945AC8<br>LEI: 254900GLBB9HMWF4NZ09 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2000199.40    | 0.02%             | 2037-04-20      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd.                                 | Benefit Street Partners CLO Ltd., Series 2015-6BR, Class A1R                                | CUSIP: 08182DAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $1982934.20    | 0.02%             | 2038-04-20      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Dream Finders Homes, Inc.                                        | Dream Finders Homes, Inc.                                                                   | CUSIP: 26154DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     115000 | PA      | $118079.82     | 0.00%             | 2028-08-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                          | Rockford Tower CLO Ltd., Series 2021-2A, Class C                                            | CUSIP: 77341LAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $1997189.00    | 0.02%             | 2034-07-20      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $15050.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDI                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    9190000 | PA      | $35504.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                       | DCP Midstream Operating LP                                                                  | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    3474000 | PA      | $2984656.98    | 0.03%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                        | Vistra Operations Co. LLC                                                                   | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    1035000 | PA      | $1072031.52    | 0.01%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                      | Asurion LLC, 1st Lien Term Loan B11                                                         | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    1628367 | PA      | $1575477.38    | 0.02%             | 2028-08-21      | Variable      | 8.67%                 | No            |                  2 | On Loan: No      |
| Generate CLO 17 Ltd.                                             | Generate CLO 17 Ltd., Series 2024-17A, Class A1                                             | CUSIP: 37149PAA6<br>LEI: 21380057FWYXY89TJK26 | Long             | ABS-CBDO         | CORP              | KY        |   10000000 | PA      | $9996297.00    | 0.10%             | 2037-10-22      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| A2A SpA                                                          | A2A SpA                                                                                     | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | DBT              | CORP              | IT        |     840000 | PA      | $969345.03     | 0.01%             | 2029-06-11      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                   | Citizens Financial Group, Inc.                                                              | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     336713 | NS      | $12421342.57   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                   | Thermo Fisher Scientific, Inc.                                                              | CUSIP: 883556BZ4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     173000 | PA      | $161386.08     | 0.00%             | 2029-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                              | Medline Borrower LP                                                                         | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    2611000 | PA      | $2479503.83    | 0.02%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corp. LLC                             | Equinix Europe 2 Financing Corp. LLC                                                        | CUSIP: 29390XAA2<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |      11000 | PA      | $11204.76      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                      | First Quantum Minerals Ltd.                                                                 | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    1232000 | PA      | $1295140.00    | 0.01%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Emera, Inc.                                                      | Emera, Inc.                                                                                 | CUSIP: 290876101<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | EC               | CORP              | CA        |      25845 | NS      | $1163268.71    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TTAN MHC                                                         | TTAN MHC, Series 2021-MHC, Class A                                                          | CUSIP: 87303TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1814945 | PA      | $1811541.96    | 0.02%             | 2038-03-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group plc                                        | Bank of Ireland Group plc                                                                   | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |    1884000 | PA      | $2029984.55    | 0.02%             | 2032-03-18      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                        | ATI, Inc.                                                                                   | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     683000 | PA      | $646415.04     | 0.01%             | 2031-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                              | Realty Income Corp.                                                                         | CUSIP: 756109CG7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    1237000 | PA      | $1229899.31    | 0.01%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                      | Bouygues SA                                                                                 | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |      16192 | NS      | $711724.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Howard Hughes Corp. (The)                                        | Howard Hughes Corp. (The)                                                                   | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     149000 | PA      | $136488.83     | 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: N/A                  | Long             | LON              | CORP              | CA        |    3421474 | PA      | $3382982.57    | 0.03%             | 2030-09-20      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc., Series DD                                                                  | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     235000 | PA      | $233153.73     | 0.00%             | 2034-08-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties, Inc.                          | Brookfield Residential Properties, Inc.                                                     | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     206000 | PA      | $179333.30     | 0.00%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co.                                                   | Ohio Power Co.                                                                              | CUSIP: 677415CW9<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     302000 | PA      | $306122.31     | 0.00%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                          | Citigroup Global Markets Holdings, Inc., Series F0TY                                        | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |       7000 | NS      | $12424860.15   | 0.12%             | 2025-06-02      | Fixed         | 12.89%                | No            |                  2 | On Loan: No      |
| Sony Group Corp.                                                 | Sony Group Corp.                                                                            | CUSIP: 835699307<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |     126063 | NS      | $3277638.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Veritiv Operating Co.                                            | Veritiv Operating Co.                                                                       | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |     177000 | PA      | $184885.17     | 0.00%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                      | Toronto-Dominion Bank (The)                                                                 | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |      57380 | NS      | $4117083.34    | 0.04%             | 2025-06-09      | Fixed         | 25.95%                | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                              | Petroleos Mexicanos                                                                         | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    1255484 | PA      | $1232132.00    | 0.01%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                    | Starwood Property Trust, Inc.                                                               | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     179000 | PA      | $180038.74     | 0.00%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fedrigoni SpA                                                    | Fedrigoni SpA                                                                               | CUSIP: N/A<br>LEI: 8156004CE82074779D19       | Long             | DBT              | CORP              | IT        |     883000 | PA      | $983945.53     | 0.01%             | 2030-01-15      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Prima Capital CRE Securitization Ltd.                            | Prima Capital CRE Securitization Ltd., Series 2016-6A, Class C                              | CUSIP: 74165WAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6916519 | PA      | $6722800.00    | 0.07%             | 2040-08-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cidron Aida Finco SARL                                           | Cidron Aida Finco SARL                                                                      | CUSIP: N/A<br>LEI: 98450036A07991DEBF10       | Long             | DBT              | CORP              | LU        |     662000 | PA      | $873440.57     | 0.01%             | 2031-10-27      | Fixed         | 9.12%                 | 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        |    1032000 | PA      | $1076262.87    | 0.01%             | 2028-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SWF Holdings I Corp.                                             | SWF Holdings I Corp., Delayed Draw 1st Lien Term Loan                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     415252 | PA      | $413175.57     | 0.00%             | 2029-12-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                       | US Bancorp                                                                                  | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     282000 | PA      | $282786.68     | 0.00%             | 2028-07-22      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Banco Espirito Santo SA                                          | Banco Espirito Santo SA                                                                     | CUSIP: N/A<br>LEI: 635400JV7IJL16OWIT96       | Long             | DBT              | CORP              | PT        |    5400000 | PA      | $1284651.90    | 0.01%             | 2025-01-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                   | Carnival Corp., 1st Lien Term Loan                                                          | CUSIP: P2121YAX6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | US        |     850772 | PA      | $849181.12     | 0.01%             | 2027-08-09      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                              | Hilcorp Energy I LP                                                                         | CUSIP: 431318BC7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     307000 | PA      | $291944.93     | 0.00%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Assets Trust                              | American Home Mortgage Assets Trust, Series 2006-3, Class 2A11                              | CUSIP: 02660UAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4067210 | PA      | $2573088.98    | 0.03%             | 2046-10-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                             | Frontier Communications Holdings LLC                                                        | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     538000 | PA      | $532447.24     | 0.01%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                             | IHO Verwaltungs GmbH                                                                        | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |     550000 | PA      | $641759.53     | 0.01%             | 2029-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TCO Commercial Mortgage Trust                                    | TCO Commercial Mortgage Trust, Series 2024-DPM, Class A                                     | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10900000 | PA      | $10818250.00   | 0.11%             | 2039-12-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                             | Frontier Communications Holdings LLC                                                        | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     264000 | PA      | $264935.62     | 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        |     651996 | NS      | $4193825.09    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| IMI plc                                                          | IMI plc                                                                                     | CUSIP: N/A<br>LEI: 2138002W9Q21PF751R30       | Long             | EC               | CORP              | GB        |      43575 | NS      | $1034156.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                | Standard Building Solutions, Inc., 1st Lien Term Loan                                       | CUSIP: 85350EAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     585696 | PA      | $585602.43     | 0.01%             | 2028-09-22      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                        | Invitation Homes Operating Partnership LP                                                   | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     860000 | PA      | $860121.77     | 0.01%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                              | Station Casinos LLC                                                                         | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     386000 | PA      | $383761.05     | 0.00%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FUCHS SE                                                         | FUCHS SE (Preference)                                                                       | CUSIP: N/A<br>LEI: 529900SNF9E1P5ZO4P98       | Long             | EP               | CORP              | DE        |       6311 | NS      | $316450.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                     | MH Sub I LLC, 1st Lien Term Loan                                                            | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    1351997 | PA      | $1277636.93    | 0.01%             | 2028-05-03      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| Flughafen Zurich AG                                              | Flughafen Zurich AG (Registered)                                                            | CUSIP: N/A<br>LEI: 529900PFO97GCN5SYB55       | Long             | EC               | CORP              | CH        |      21826 | NS      | $5499773.20    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| EMCOR Group, Inc.                                                | EMCOR Group, Inc.                                                                           | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |        911 | NS      | $365037.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp.                                               | Lam Research Corp.                                                                          | CUSIP: 512807AU2<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     200000 | PA      | $198196.36     | 0.00%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                               | VICI Properties LP                                                                          | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4674000 | PA      | $4409171.16    | 0.04%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                          | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      31431 | NS      | $6029873.28    | 0.06%             | 2025-06-10      | Fixed         | 16.28%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      74700 | NS      | $2575033.15    | 0.03%             | 2025-05-22      | Fixed         | 30.25%                | No            |                  2 | On Loan: No      |
| Japan Airport Terminal Co. Ltd.                                  | Japan Airport Terminal Co. Ltd.                                                             | CUSIP: N/A<br>LEI: 353800W9WEQSGUY2EO26       | Long             | EC               | CORP              | JP        |      64900 | NS      | $1866715.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Stillwater Mining Co.                                            | Stillwater Mining Co.                                                                       | CUSIP: N/A<br>LEI: 6354007DPCY4ZN2MRR73       | Long             | DBT              | CORP              | US        |     621000 | PA      | $593831.25     | 0.01%             | 2026-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                              | Iron Mountain, Inc.                                                                         | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |     121872 | NS      | $10928262.24   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockford Tower Europe CLO DAC                                    | Rockford Tower Europe CLO DAC, Series 2025-1X, Class D                                      | CUSIP: N/A<br>LEI: 635400NARJYDXJRPGF02       | Long             | ABS-CBDO         | CORP              | IE        |     970000 | PA      | $1078667.37    | 0.01%             | 2027-10-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      49700 | NS      | $3067484.00    | 0.03%             | 2025-06-16      | Fixed         | 22.15%                | No            |                  3 | On Loan: No      |
| Goldstory SAS                                                    | Goldstory SAS                                                                               | CUSIP: N/A<br>LEI: 969500NWR67ONUJD4A26       | Long             | DBT              | CORP              | FR        |     496000 | PA      | $561893.60     | 0.01%             | 2030-02-01      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                 | Altice France SA                                                                            | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     976000 | PA      | $798963.46     | 0.01%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Acuris Finance US, Inc.                                          | Acuris Finance US, Inc.                                                                     | CUSIP: 00511BAA5<br>LEI: 213800PHEXJH1L7ZN896 | Long             | DBT              | CORP              | US        |     563000 | PA      | $497884.60     | 0.00%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bridgestone Corp.                                                | Bridgestone Corp.                                                                           | CUSIP: N/A<br>LEI: 549300DHPOF90OYYD780       | Long             | EC               | CORP              | JP        |      49900 | NS      | $2086577.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SSE plc                                                          | SSE plc                                                                                     | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EC               | CORP              | GB        |      78452 | NS      | $1768784.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                      | Penske Truck Leasing Co. LP                                                                 | CUSIP: 709599AX2<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     414000 | PA      | $410647.26     | 0.00%             | 2027-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fender Musical Instruments Corp.                                 | Fender Musical Instruments Corp., 1st Lien Term Loan                                        | CUSIP: 31446UAN0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     474427 | PA      | $375390.25     | 0.00%             | 2028-12-01      | Variable      | 8.42%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                   | Constellium SE                                                                              | CUSIP: 21039CAA2<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |     250000 | PA      | $246000.94     | 0.00%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LBA Trust                                                        | LBA Trust, Series 2024-BOLT, Class A                                                        | CUSIP: 50177BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10560000 | PA      | $10560000.00   | 0.10%             | 2039-06-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                 | Salesforce, Inc.                                                                            | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      68066 | NS      | $18290014.86   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BCP V Modular Services Finance II plc                            | BCP V Modular Services Finance II plc                                                       | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |     944000 | PA      | $1192032.77    | 0.01%             | 2028-11-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDI                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    4058920 | PA      | $15573.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deluxe Corp.                                                     | Deluxe Corp.                                                                                | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |     133000 | PA      | $133178.75     | 0.00%             | 2029-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                          | Citigroup Global Markets Holdings, Inc., Series GMTH                                        | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |      82533 | NS      | $4149778.39    | 0.04%             | 2025-06-09      | Fixed         | 17.13%                | No            |                  2 | On Loan: No      |
| Aimbridge Acquisition Co., Inc.                                  | Aimbridge Acquisition Co., Inc., 1st Lien Term Loan                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     290856 | PA      | $289401.51     | 0.00%             | 2030-03-11      | Variable      | 9.94%                 | No            |                  3 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-223.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nova Alexandre III SAS                                           | Nova Alexandre III SAS                                                                      | CUSIP: N/A<br>LEI: 969500J0AKOB1UHO6I65       | Long             | DBT              | CORP              | FR        |    1017000 | PA      | $1162961.31    | 0.01%             | 2029-07-15      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                               | Crown Castle, Inc.                                                                          | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     622000 | PA      | $607663.91     | 0.01%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                              | Petroleos Mexicanos                                                                         | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | CORP              | LU        |    1193000 | PA      | $1169140.00    | 0.01%             | 2026-03-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DR Horton, Inc.                                                  | DR Horton, Inc.                                                                             | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     746000 | PA      | $746774.05     | 0.01%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                             | Republic of Colombia                                                                        | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1182000 | PA      | $1128219.00    | 0.01%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                               | Seagate HDD Cayman                                                                          | CUSIP: 81180WBP5<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     605000 | PA      | $647174.55     | 0.01%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                     | Fidelity National Information Services, Inc.                                                | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     111251 | NS      | $8775478.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Peru                                                 | Republic of Peru                                                                            | CUSIP: 715638AS1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     958000 | PA      | $962790.00     | 0.01%             | 2025-07-21      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                   | Ford Motor Co.                                                                              | CUSIP: 345370CX6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     109000 | PA      | $123592.13     | 0.00%             | 2030-04-22      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners XII Ltd.                                     | OHA Credit Partners XII Ltd., Series 2015-12A, Class B1R2                                   | CUSIP: 67109YBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2003600.60    | 0.02%             | 2037-04-23      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                        | Apollo Debt Solutions BDC                                                                   | CUSIP: 03770DAE3<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |      48000 | PA      | $48285.09      | 0.00%             | 2032-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                   | 1011778 BC ULC                                                                              | CUSIP: 68245XAH2<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |     121000 | PA      | $116183.93     | 0.00%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                            | Churchill Downs, Inc.                                                                       | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    1940000 | PA      | $1897281.98    | 0.02%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Core & Main LP                                                   | Core & Main LP, 1st Lien Term Loan D                                                        | CUSIP: 40416VAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3383919 | PA      | $3375458.73    | 0.03%             | 2028-07-27      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                              | Buckeye Partners LP                                                                         | CUSIP: 118230AP6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     194000 | PA      | $158946.14     | 0.00%             | 2044-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ADLER Real Estate GmbH                                           | ADLER Real Estate GmbH                                                                      | CUSIP: N/A<br>LEI: 529900Y6QFNN3D363B76       | Long             | DBT              | CORP              | DE        |    1100000 | PA      | $1216423.40    | 0.01%             | 2026-04-27      | Fixed         | 3.00%                 | 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        |     639250 | PA      | $632742.80     | 0.01%             | 2031-06-17      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Embraer Netherlands Finance BV                                   | Embraer Netherlands Finance BV                                                              | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    1590000 | PA      | $1610272.50    | 0.02%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Lions Gate Capital Holdings 1, Inc.                              | Lions Gate Capital Holdings 1, Inc.                                                         | CUSIP: 535939AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     648000 | PA      | $584820.00     | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                          | Molina Healthcare, Inc.                                                                     | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     164000 | PA      | $157639.10     | 0.00%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                   | Enbridge, Inc.                                                                              | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     174000 | PA      | $172945.13     | 0.00%             | 2054-06-27      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Hearthside Bank Corp.                                            | Hearthside Bank Corp.                                                                       | CUSIP: N/A<br>LEI: 2549001XVX1R2ITF6935       | Long             | EC               | CORP              | US        |       7488 | NS      | $97344.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Diamond Foreign Asset Co.                                        | Diamond Foreign Asset Co.                                                                   | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     210000 | PA      | $200762.10     | 0.00%             | 2030-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                             | Mitsubishi UFJ Financial Group, Inc.                                                        | CUSIP: 606822DK7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    2060000 | PA      | $2097782.50    | 0.02%             | 2031-04-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Met Tower Global Funding                                         | Met Tower Global Funding                                                                    | CUSIP: 58989V2H6<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    2621000 | PA      | $2695120.81    | 0.03%             | 2029-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                             | Telefonica Europe BV                                                                        | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |    2300000 | PA      | $2693440.37    | 0.03%             | 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        |     690257 | PA      | $655316.12     | 0.01%             | 2028-01-31      | Variable      | 9.44%                 | No            |                  2 | On Loan: No      |
| Kaman Corp.                                                      | Kaman Corp., Delayed Draw 1st Lien Term Loan                                                | CUSIP: 48354VAN2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      97351 | PA      | $95803.82      | 0.00%             | 2032-02-26      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| United Natural Foods, Inc.                                       | United Natural Foods, Inc.                                                                  | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |     231000 | PA      | $226805.48     | 0.00%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                          | Uber Technologies, Inc.                                                                     | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    2078000 | PA      | $2052172.29    | 0.02%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                              | Kinder Morgan, Inc.                                                                         | CUSIP: 49456BBC4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     670000 | PA      | $678363.24     | 0.01%             | 2035-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Regatta 30 Funding Ltd.                                          | Regatta 30 Funding Ltd., Series 2024-4A, Class A1                                           | CUSIP: 75903UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $2990121.00    | 0.03%             | 2038-01-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                     | DNB Bank ASA                                                                                | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |      78259 | NS      | $1956327.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Twilio, Inc.                                                     | Twilio, Inc.                                                                                | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |     160000 | PA      | $150016.85     | 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        |    4416000 | PA      | $4523547.26    | 0.04%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies Holding plc                                 | Sensata Technologies Holding plc                                                            | CUSIP: N/A<br>LEI: 529900MS7KFYCY9MS037       | Long             | EC               | CORP              | GB        |     109525 | NS      | $2343835.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                                         | BX Trust, Series 2022-LBA6, Class A                                                         | CUSIP: 12433EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6710000 | PA      | $6676450.00    | 0.07%             | 2039-01-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                          | GFL Environmental, Inc.                                                                     | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     254000 | PA      | $264033.19     | 0.00%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Magenta Security Holdings LLC                                    | Magenta Security Holdings LLC, 1st Lien Term Loan                                           | CUSIP: 55909UAG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1055103 | PA      | $305104.12     | 0.00%             | 2028-07-27      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                           | HUB International Ltd.                                                                      | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    6292000 | PA      | $6482282.16    | 0.06%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                    | Centene Corp.                                                                               | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    2374000 | PA      | $2288525.53    | 0.02%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BAHA Trust                                                       | BAHA Trust, Series 2024-MAR, Class C                                                        | CUSIP: 05493XAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4470000 | PA      | $4581013.79    | 0.04%             | 2041-12-10      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                               | Crown Castle, Inc.                                                                          | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      43000 | PA      | $37121.33      | 0.00%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Neogen Food Safety Corp.                                         | Neogen Food Safety Corp.                                                                    | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     333000 | PA      | $336158.51     | 0.00%             | 2030-07-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb, Inc.                                              | Bausch + Lomb Corp., 1st Lien Term Loan                                                     | CUSIP: C0787FAB8<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    3548091 | PA      | $3502320.91    | 0.03%             | 2027-05-10      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                              | Hilcorp Energy I LP                                                                         | CUSIP: 431318AU8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     607000 | PA      | $568335.13     | 0.01%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                         | President and Fellows of Harvard College                                                    | CUSIP: 740816AS2<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    1710000 | PA      | $1754107.30    | 0.02%             | 2030-03-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                             | Pertamina Persero PT                                                                        | CUSIP: 69370RAH0<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | NUSS              | ID        |    1275000 | PA      | $1162647.00    | 0.01%             | 2030-08-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EIG Pearl Holdings SARL                                          | EIG Pearl Holdings SARL                                                                     | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |    1859221 | PA      | $1644829.73    | 0.02%             | 2036-08-31      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Booking Holdings, Inc.                                                                      | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        955 | NS      | $4689484.21    | 0.05%             | 2025-05-01      | Fixed         | 12.90%                | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co. Ltd.                                    | Murata Manufacturing Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 529900QZG6DL8ZRI7140       | Long             | EC               | CORP              | JP        |     144000 | NS      | $2051504.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                         | UnitedHealth Group, Inc.                                                                    | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2545000 | PA      | $2641883.24    | 0.03%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                 | Goodyear Tire & Rubber Co. (The)                                                            | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      15000 | PA      | $13974.10      | 0.00%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International plc                           | Morgan Stanley & Co. International plc, Series DMTH                                         | CUSIP: 61779N233<br>LEI: 4PQUHN3JPFGFNF3BB653 | Long             | SN               | CORP              | GB        |      14300 | NS      | $2520518.00    | 0.02%             | 2025-06-12      | Fixed         | 20.32%                | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                         | Marathon Petroleum Corp.                                                                    | CUSIP: 60700V827<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |      16424 | NS      | $2264487.58    | 0.02%             | 2025-05-07      | Fixed         | 17.72%                | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                               | Aeroports de Paris SA                                                                       | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |      22093 | NS      | $6644425.78    | 0.07%             | 2025-05-02      | Fixed         | 13.30%                | No            |                  2 | On Loan: No      |
| CSX Corp.                                                        | CSX Corp.                                                                                   | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     123446 | NS      | $3465129.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pernod Ricard SA                                                 | Pernod Ricard SA                                                                            | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | EC               | CORP              | FR        |      10918 | NS      | $1183461.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                     | National Australia Bank Ltd.                                                                | CUSIP: 632525CF6<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    3121000 | PA      | $3153367.27    | 0.03%             | 2036-01-14      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| FIS Fabbrica Italiana Sintetici SpA                              | FIS Fabbrica Italiana Sintetici SpA                                                         | CUSIP: N/A<br>LEI: 8156004D7056C63EC525       | Long             | DBT              | CORP              | IT        |     875000 | PA      | $990411.11     | 0.01%             | 2027-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Olympic Tower Mortgage Trust                                     | Olympic Tower Mortgage Trust, Series 2017-OT, Class E                                       | CUSIP: 68162MAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4300000 | PA      | $3157346.81    | 0.03%             | 2039-05-10      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux SARL                                          | Jazz Financing Lux SARL, 1st Lien Term Loan B2                                              | CUSIP: G5080AAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    3195975 | PA      | $3182839.38    | 0.03%             | 2028-05-05      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                        | EQT Corp.                                                                                   | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    3298000 | PA      | $3297143.64    | 0.03%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd.                                          | MGM China Holdings Ltd.                                                                     | CUSIP: 55300RAG6<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $195100.00     | 0.00%             | 2027-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Premier Entertainment Sub LLC                                    | Premier Entertainment Sub LLC                                                               | CUSIP: 74052HAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     342000 | PA      | $177840.00     | 0.00%             | 2031-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                             | Ally Financial, Inc., Series B                                                              | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     676000 | PA      | $621038.02     | 0.01%             | 2026-05-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                | Georgia Power Co.                                                                           | CUSIP: 373334KY6<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    2856000 | PA      | $2873889.44    | 0.03%             | 2030-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                      | Caesars Entertainment, Inc.                                                                 | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    1288000 | PA      | $1318452.56    | 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        |     859000 | PA      | $898418.65     | 0.01%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust, Inc.                                  | Blackstone Mortgage Trust, Inc.                                                             | CUSIP: 09257WAD2<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |     188000 | PA      | $178684.34     | 0.00%             | 2027-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                                   | Park Intermediate Holdings LLC                                                              | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     367000 | PA      | $367324.80     | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                      | Allied Universal Holdco LLC                                                                 | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1734000 | PA      | $1626102.32    | 0.02%             | 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        |      13928 | NS      | $878840.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                 | Fantasia Holdings Group Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |    1735000 | PA      | $43375.00      | 0.00%             | 2024-12-18      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                 | CSC Holdings LLC, 1st Lien Term Loan B5                                                     | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    3689035 | PA      | $3548150.47    | 0.03%             | 2027-04-15      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                   | Morgan Stanley Capital I Trust, Series 2018-H3, Class C                                     | CUSIP: 61767YBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1440000 | PA      | $1343491.78    | 0.01%             | 2051-07-15      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| RALI Trust                                                       | RALI Trust, Series 2007-QS4, Class 3A2                                                      | CUSIP: 74923HAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     111739 | PA      | $91436.33      | 0.00%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                   | Olympus Water US Holding Corp.                                                              | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     200000 | PA      | $183702.24     | 0.00%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                                        | UKG, Inc., 1st Lien Term Loan                                                               | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    6981156 | PA      | $6953580.71    | 0.07%             | 2031-02-10      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd.                                        | United Overseas Bank Ltd.                                                                   | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | EC               | CORP              | SG        |     112500 | NS      | $2987869.97    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     718000 | PA      | $-20671.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     507000 | PA      | $7107.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                     | Barclays Mortgage Loan Trust, Series 2024-NQM4, Class M1                                    | CUSIP: 06745KAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     947600 | PA      | $947210.44     | 0.01%             | 2064-12-26      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                         | Motorola Solutions, Inc.                                                                    | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    2521000 | PA      | $2239161.93    | 0.02%             | 2031-05-24      | Fixed         | 2.75%                 | 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      | $869.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LD Celulose International GmbH                                   | LD Celulose International GmbH                                                              | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | CORP              | AT        |     570000 | PA      | $583822.50     | 0.01%             | 2032-01-26      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Taylor Wimpey plc                                                | Taylor Wimpey plc                                                                           | CUSIP: N/A<br>LEI: 21380089BTRXTD8S3R66       | Long             | EC               | CORP              | GB        |    8136834 | NS      | $12785477.84   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Hynix, Inc.                                                   | SK Hynix, Inc.                                                                              | CUSIP: 78392BAF4<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |     576000 | PA      | $612397.44     | 0.01%             | 2033-01-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                 | CSC Holdings LLC                                                                            | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     200000 | PA      | $137073.72     | 0.00%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Trustees of Princeton University (The)                           | Trustees of Princeton University (The)                                                      | CUSIP: 89837LAJ4<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |     725000 | PA      | $735861.81     | 0.01%             | 2030-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings LLC                                    | Truist Insurance Holdings LLC, 1st Lien Term Loan B                                         | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4519137 | PA      | $4464545.92    | 0.04%             | 2031-05-06      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                 | Great Wolf Trust, Series 2024-WOLF, Class A                                                 | CUSIP: 39152MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5660000 | PA      | $5647618.75    | 0.06%             | 2039-03-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                                      | Acadia Healthcare Co., Inc.                                                                 | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     138000 | PA      | $137880.01     | 0.00%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                         | Lloyds Banking Group plc                                                                    | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |    2396000 | PA      | $3277528.17    | 0.03%             | 2027-09-27      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| NYACK Park CLO Ltd.                                              | NYACK Park CLO Ltd., Series 2021-1A, Class C                                                | CUSIP: 67080PAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2500000 | PA      | $2492740.00    | 0.02%             | 2034-10-20      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Monolithic Power Systems, Inc.                                   | Monolithic Power Systems, Inc.                                                              | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       5571 | NS      | $3304160.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                       | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2089000 | PA      | $1945414.61    | 0.02%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| Waste Pro USA, Inc.                                              | Waste Pro USA, Inc.                                                                         | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    1614000 | PA      | $1646733.53    | 0.02%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| New Enterprise Stone & Lime Co., Inc.                            | New Enterprise Stone & Lime Co., Inc.                                                       | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |     399000 | PA      | $399083.79     | 0.00%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO XIV Ltd.                                     | MidOcean Credit CLO XIV Ltd., Series 2024-14A, Class A1                                     | CUSIP: 59803FAA9<br>LEI: 254900KJWLNM7MIXEC65 | Long             | ABS-CBDO         | CORP              | JE        |   10000000 | PA      | $10011940.00   | 0.10%             | 2037-04-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                | Corp. Nacional del Cobre de Chile                                                           | CUSIP: 21987BBC1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |     491000 | PA      | $450032.19     | 0.00%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Origin Energy Ltd.                                               | Origin Energy Ltd.                                                                          | CUSIP: N/A<br>LEI: ZSN2LWNPYW6ISMRUC664       | Long             | EC               | CORP              | AU        |     144363 | NS      | $983979.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                             | Charter Communications Operating LLC                                                        | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     289000 | PA      | $299283.09     | 0.00%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Celestica, Inc.                                                  | Celestica, Inc., 1st Lien Term Loan B                                                       | CUSIP: C2348CAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    2495664 | PA      | $2476946.22    | 0.02%             | 2031-06-20      | Variable      | 6.07%                 | No            |                  3 | On Loan: No      |
| Ventas Realty LP                                                 | Ventas Realty LP                                                                            | CUSIP: 92277GBA4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1786362.87    | 0.02%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust, Series 2023-DELC, Class A                                                         | CUSIP: 05610DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8500000 | PA      | $8521250.00    | 0.08%             | 2038-05-15      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | Deutsche Bank AG (Registered)                                                               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |      58815 | NS      | $1542149.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                           | LifePoint Health, Inc.                                                                      | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     313000 | PA      | $303610.00     | 0.00%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Kapla Holding SAS                                                | Kapla Holding SAS                                                                           | CUSIP: N/A<br>LEI: 894500PJ28XTH66K4X83       | Long             | DBT              | CORP              | FR        |    1470000 | PA      | $1664531.47    | 0.02%             | 2031-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                   | Carnival Corp.                                                                              | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    1291000 | PA      | $1283392.91    | 0.01%             | 2029-05-01      | Fixed         | 6.00%                 | 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        |    2510000 | PA      | $2503725.00    | 0.02%             | 2041-10-15      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Premier Entertainment Sub LLC                                    | Premier Entertainment Sub LLC                                                               | CUSIP: 74052HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     270000 | PA      | $157950.00     | 0.00%             | 2029-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                    | Equinix, Inc.                                                                               | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      18721 | NS      | $16114100.75   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel SpA                                                         | Enel SpA                                                                                    | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |     888000 | PA      | $1002387.53    | 0.01%             | 2030-01-14      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                             | Charter Communications Operating LLC, 1st Lien Term Loan B5                                 | CUSIP: 16117LCE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1196985 | PA      | $1192197.39    | 0.01%             | 2031-12-15      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Kansas City Ltd.                                | Canadian Pacific Kansas City Ltd.                                                           | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      16580 | NS      | $1201552.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DK Crown Holdings, Inc.                                          | DK Crown Holdings, Inc., 1st Lien Term Loan B                                               | CUSIP: 23326SAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1811000 | PA      | $1793270.31    | 0.02%             | 2032-03-04      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                              | BWAY Mortgage Trust, Series 2013-1515, Class D                                              | CUSIP: 05604FAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3600000 | PA      | $3245952.24    | 0.03%             | 2033-03-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| First Franklin Mortgage Loan Trust                               | First Franklin Mortgage Loan Trust, Series 2006-FFH1, Class M1                              | CUSIP: 32027NZM6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3447387 | PA      | $3349082.73    | 0.03%             | 2036-01-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Mortgage Funding Trust                              | Bear Stearns Mortgage Funding Trust, Series 2007-AR4, Class 1A1                             | CUSIP: 07401YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1404380 | PA      | $1297106.67    | 0.01%             | 2047-09-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| TransUnion LLC                                                   | TransUnion LLC, 1st Lien Term Loan B8                                                       | CUSIP: 89334GBF0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2004280 | PA      | $1989868.88    | 0.02%             | 2031-06-24      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Henkel AG & Co. KGaA                                             | Henkel AG & Co. KGaA (Preference)                                                           | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EP               | CORP              | DE        |      40994 | NS      | $3183855.12    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                          | Civitas Resources, Inc.                                                                     | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     254000 | PA      | $249540.12     | 0.00%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                          | Citigroup Global Markets Holdings, Inc., Series GMTF                                        | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |      79414 | NS      | $2918393.82    | 0.03%             | 2025-06-09      | Fixed         | 27.83%                | No            |                  2 | On Loan: No      |
| AngloGold Ashanti Holdings plc                                   | AngloGold Ashanti Holdings plc                                                              | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |     840000 | PA      | $777932.40     | 0.01%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Efesto Bidc SpA                                                  | Efesto Bidco SpA, Series XR                                                                 | CUSIP: 28201XAB1<br>LEI: 815600D1A091DE3F5933 | Long             | DBT              | CORP              | IT        |    1556000 | PA      | $1543723.16    | 0.02%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BOCA Commercial Mortgage Trust                                   | BOCA Commercial Mortgage Trust, Series 2024-BOCA, Class A                                   | CUSIP: 096817AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5905000 | PA      | $5893928.13    | 0.06%             | 2041-08-15      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Speedster Bidco GmbH                                             | Speedster Bidco GmbH, Facility 1st Lien Term Loan B                                         | CUSIP: D8000HAB7<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |    3754000 | PA      | $3721152.50    | 0.04%             | 2031-11-13      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Cintas Corp.                                                     | Cintas Corp.                                                                                | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3775 | NS      | $799092.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                 | Fantasia Holdings Group Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |    1500000 | PA      | $37500.00      | 0.00%             | 2024-06-01      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                            | Albertsons Cos., Inc.                                                                       | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     335000 | PA      | $334746.64     | 0.00%             | 2028-02-15      | Fixed         | 5.88%                 | 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        |    2014411 | PA      | $1976640.37    | 0.02%             | 2029-08-03      | Variable      | 8.43%                 | 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        |    5306000 | PA      | $5226410.00    | 0.05%             | 2032-03-03      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Synthomer plc                                                    | Synthomer plc                                                                               | CUSIP: N/A<br>LEI: 213800EHT3TI1KPQQJ56       | Long             | DBT              | CORP              | GB        |    1660000 | PA      | $1776951.35    | 0.02%             | 2029-05-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXVIII Ltd.                                         | Symphony CLO XXVIII Ltd., Series 2021-28A, Class A                                          | CUSIP: 87168BAC4<br>LEI: 54930054F3QGDZOYIH14 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $1996213.00    | 0.02%             | 2034-10-23      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                       | Garda World Security Corp.                                                                  | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    3390000 | PA      | $3343976.68    | 0.03%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Hensoldt AG                                                      | Hensoldt AG                                                                                 | CUSIP: N/A<br>LEI: 894500686FYLLZD3M624       | Long             | EC               | CORP              | DE        |      10685 | NS      | $827754.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                               | Southern Co. (The)                                                                          | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    1475000 | PA      | $1429374.37    | 0.01%             | 2035-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Acuris Finance US, Inc.                                          | Acuris Finance US, Inc.                                                                     | CUSIP: 00511BAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $190875.00     | 0.00%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Linde plc                                                        | Linde plc                                                                                   | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | IE        |       2573 | NS      | $1166160.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                     | Royal Caribbean Cruises Ltd.                                                                | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    1777000 | PA      | $1781891.89    | 0.02%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                              | Iron Mountain, Inc.                                                                         | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    1839000 | PA      | $1835635.92    | 0.02%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                 | Bombardier, Inc.                                                                            | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     202000 | PA      | $199758.87     | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury 5-Year Note                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      15106 | NC      | $36662119.78   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| AlixPartners LLP                                                 | AlixPartners LLP, 1st Lien Term Loan                                                        | CUSIP: 01642PBB1<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |    2505175 | PA      | $2501692.99    | 0.02%             | 2028-02-04      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| Apidos Loan Fund Ltd.                                            | Apidos Loan Fund Ltd., Series 2024-1A, Class A1                                             | CUSIP: 037986AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $1996362.60    | 0.02%             | 2035-04-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Aimco CLO 11 Ltd.                                                | AIMCO CLO 11 Ltd., Series 2020-11A, Class CR2                                               | CUSIP: 00140NBA7<br>LEI: 549300VLRW0CEQ83RF89 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $986272.90     | 0.01%             | 2037-07-17      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Gates Corp.                                                      | Gates Corp.                                                                                 | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |     327000 | PA      | $331783.68     | 0.00%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Thames Water Utilities Finance plc                               | Thames Water Utilities Finance plc                                                          | CUSIP: N/A<br>LEI: 213800ESMPQ4RQ7G8351       | Long             | DBT              | CORP              | GB        |    1155000 | PA      | $916660.86     | 0.01%             | 2030-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-04-30

**Name of Applicant:** BlackRock Funds II

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer