# EDGAR Filing Document

**Accession Number:** 0001398078
**File Stem:** 0001752724-25-157705
**Filing Date:** 2025-6
**Character Count:** 751055
**Document Hash:** 06a8033a346a98a423119939b219cff9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-157705.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-157705

**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:** 251076734

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

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

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

## Series and Classes Contracts Data

### BlackRock Dynamic High Income Portfolio (Series ID: S000047012)

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

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

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

- **a. Name of Series:** BlackRock Dynamic High Income Portfolio

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

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

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

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

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

**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:** $1259685640.29

**Total Liabilities:** $104201898.01

**Net Assets:** $1155483742.28

**Cash Not Reported:** $1424615.73

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 34659.16000000 | **1-Year:** 1418.17000000 | **5-Year:** 14622.89000000 | **10-Year:** 3480.83000000 | **30-Year:** 2086.96000000

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

- **3-Month:** 69003.86000000 | **1-Year:** 2538.92000000 | **5-Year:** 18780.04000000 | **10-Year:** 2263.33000000 | **30-Year:** 3587.74000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000146953 | 0.51%                | -2.52%               | -0.17%               |
| Class ID C000146951 | 0.49%                | -2.65%               | -0.19%               |
| Class ID C000146952 | 0.44%                | -2.60%               | -0.25%               |
| Class ID C000166008 | 0.51%                | -2.62%               | -0.17%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $666826.46               | $-948336.47                                |
| Month 2  | $-10387379.33            | $-18145184.40                              |
| Month 3  | $-22119541.00            | $14722073.69                               |

**Designated Index Information**

- **Index Name:** 50.00% MSCI World High Div / 50.00% BBG HY 2% Issuer Capped

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                   | Title                                                                             | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Brown & Brown, Inc.                                    | Brown & Brown, Inc.                                                               | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |      4011 | NS      | $443616.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International plc                 | Morgan Stanley & Co. International plc, Series DMTL                               | CUSIP: 61779M888<br>LEI: 4PQUHN3JPFGFNF3BB653 | Long             | SN               | CORP              | GB        |     24323 | NS      | $1637254.05   | 0.14%             | 2025-05-28      | Fixed         | 30.37%                | No            |                  2 | On Loan: No      |
| Republic of Benin                                      | Benin Government Bond                                                             | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    200000 | PA      | $179500.00    | 0.02%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| Atos SE                                                | Atos SE                                                                           | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | SN               | CORP              | FR        |    139667 | PA      | $170776.20    | 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        |    186162 | PA      | $186278.64    | 0.02%             | 2040-12-09      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| SKF AB                                                 | SKF AB, Class B                                                                   | CUSIP: N/A<br>LEI: 549300B6HWYEE57O8J84       | Long             | EC               | CORP              | SE        |      8691 | NS      | $170355.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Intercontinental Exchange, Inc.                                                   | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      5078 | NS      | $852951.66    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kronos International, Inc.                             | Kronos International, Inc.                                                        | CUSIP: N/A<br>LEI: 529900NTVDLUSYY9F493       | Long             | DBT              | CORP              | US        |    105000 | PA      | $125604.46    | 0.01%             | 2029-03-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Stena International SA                                 | Stena International SA                                                            | CUSIP: 85858EAD5<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $394832.52    | 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        |     69231 | PA      | $69036.06     | 0.01%             | 2037-06-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                               | Bayer AG                                                                          | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |    200000 | PA      | $224304.30    | 0.02%             | 2082-03-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Agree Realty Corp.                                     | Agree Realty Corp.                                                                | CUSIP: 008492100<br>LEI: 98450090H010B37OEB68 | Long             | EC               | CORP              | US        |     11880 | NS      | $922006.80    | 0.08%             |  |  |  | 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        |    310222 | PA      | $305569.16    | 0.03%             | 2031-11-26      | Variable      | 6.32%                 | No            |                  3 | On Loan: No      |
| IHS Holding Ltd.                                       | IHS Holding Ltd.                                                                  | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $189131.24    | 0.02%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                         | Olympus Water US Holding Corp., 1st Lien Term Loan B6                             | CUSIP: 68163YAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    488480 | PA      | $481816.94    | 0.04%             | 2031-06-23      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                           | Nutrien Ltd.                                                                      | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |     11930 | NS      | $681046.71    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Helios Software Holdings, Inc.                         | Helios Software Holdings, Inc.                                                    | CUSIP: N/A<br>LEI: 2138002XO5EAYFHPPT53       | Long             | DBT              | CORP              | US        |    325000 | PA      | $367182.17    | 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        |    100000 | PA      | $109982.91    | 0.01%             | 2039-01-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners VII Ltd.                           | OHA Credit Partners VII Ltd., Series 2012-7A, Class D1R4                          | CUSIP: 67102QBT4<br>LEI: 549300LXLBAFTIMXZT54 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $981572.10    | 0.08%             | 2038-02-20      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Oldcastle BuildingEnvelope, Inc.                       | Oldcastle BuildingEnvelope, Inc., 1st Lien Term Loan B                            | CUSIP: 68778DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    192055 | PA      | $183245.37    | 0.02%             | 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        |      3500 | NS      | $252420.00    | 0.02%             | 2025-06-12      | Fixed         | 23.07%                | No            |                  2 | On Loan: No      |
| Oracle Corp.                                           | Oracle Corp.                                                                      | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      5782 | NS      | $813643.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown Group Holding LLC                                | Brown Group Holding LLC, 1st Lien Term Loan                                       | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    343380 | PA      | $339561.84    | 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        |     14517 | NS      | $422444.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Incora Top Holdco LLC                                  | Incora Top Holdco LLC                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     25159 | PA      | $5371.50      | 0.00%             | 2033-01-31      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      9270 | NS      | $790757.70    | 0.07%             | 2025-05-22      | Fixed         | 13.51%                | No            |                  2 | On Loan: No      |
| N/A                                                    | TRSIBOXX                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    500000 | PA      | $-2446.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Garfunkelux Holdco 3 SA                                | Garfunkelux Holdco 3 SA                                                           | CUSIP: N/A<br>LEI: 2221007QVSNJV7EWBX69       | Long             | DBT              | CORP              | LU        |    100000 | PA      | $78785.31     | 0.01%             | 2025-11-01      | Fixed         | 6.75%                 | 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        |    150000 | PA      | $162858.52    | 0.01%             | 2029-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Setanta Aircraft Leasing DAC                           | Setanta Aircraft Leasing DAC, 1st Lien Term Loan B                                | CUSIP: G8057JAC0<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     80000 | PA      | $80014.40     | 0.01%             | 2028-11-06      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Pachelbel Bidco SpA                                    | Pachelbel Bidco SpA                                                               | CUSIP: N/A<br>LEI: 8156005DA07CDD50CC46       | Long             | DBT              | CORP              | IT        |    100000 | PA      | $119539.58    | 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        |      2200 | NS      | $202018.55    | 0.02%             | 2025-05-19      | Fixed         | 19.82%                | No            |                  2 | On Loan: No      |
| Magyar Export-Import Bank Zrt.                         | Magyar Export-Import Bank Zrt.                                                    | CUSIP: N/A<br>LEI: 529900O4UGETQ9Q3AA63       | Long             | DBT              | NUSS              | HU        |    264000 | PA      | $320008.96    | 0.03%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wom New Holdco                                         | Wom New Holdco                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2389 | NS      | $66892.00     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| iShares Trust                                          | iShares International Dividend Growth ETF                                         | CUSIP: 46435G524<br>LEI: 549300ZTYP49IIVWPY18 | Long             |  | RF                | US        |    274766 | NS      | $20678889.16  | 1.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunac China Holdings Ltd.                              | Sunac China Holdings Ltd.                                                         | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | KY        |     18628 | PA      | $2142.22      | 0.00%             | 2026-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                               | Mizuho Markets Cayman LP                                                          | CUSIP: 60700V868<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |      1400 | NS      | $297221.26    | 0.03%             | 2025-05-22      | Fixed         | 13.02%                | No            |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco SARL                         | Greensaif Pipelines Bidco SARL                                                    | CUSIP: 39541EAE3<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $197775.00    | 0.02%             | 2042-08-23      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| COAST Commercial Mortgage Trust                        | COAST Commercial Mortgage Trust, Series 2023-2HTL, Class D                        | CUSIP: 19033EAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $590062.92    | 0.05%             | 2036-08-15      | Floating      | 8.76%                 | No            |                  2 | On Loan: No      |
| TeamSystem SpA                                         | TeamSystem SpA                                                                    | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |    206000 | PA      | $232657.66    | 0.02%             | 2031-07-31      | Floating      | 5.78%                 | 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        |     29204 | PA      | $28948.76     | 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        |    266000 | PA      | $301338.10    | 0.03%             | 2033-01-15      | Fixed         | 3.88%                 | 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        |    494000 | PA      | $483196.21    | 0.04%             | 2031-02-18      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co.                                   | Vulcan Materials Co.                                                              | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |       296 | NS      | $77649.68     | 0.01%             |  |  |  | No            |                  1 | 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        |     15651 | NS      | $1649884.50   | 0.14%             | 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        |     11033 | NS      | $1752040.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                 | UBS AG                                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |       940 | NS      | $289596.86    | 0.03%             | 2025-05-29      | Fixed         | 19.70%                | No            |                  2 | On Loan: No      |
| MC Brazil Downstream Trading SARL                      | MC Brazil Downstream Trading SARL                                                 | CUSIP: N/A<br>LEI: 213800T2A7R9TYNXZI63       | Long             | DBT              | CORP              | LU        |    184129 | PA      | $142331.80    | 0.01%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Great Canadian Gaming Corp.                            | Great Canadian Gaming Corp., 1st Lien Term Loan B                                 | CUSIP: C4111RAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    204062 | PA      | $196205.82    | 0.02%             | 2029-11-01      | Variable      | 9.05%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                          | Walmart, Inc.                                                                     | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     18641 | NS      | $1812837.25   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                                       | Zions Bancorp NA                                                                  | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |       182 | NS      | $8184.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cidron Aida Finco Sarl                                 | Cidron Aida Finco Sarl                                                            | CUSIP: N/A<br>LEI: 98450036A07991DEBF10       | Long             | DBT              | CORP              | LU        |    144000 | PA      | $161091.27    | 0.01%             | 2031-10-27      | Fixed         | 7.00%                 | 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        |    395000 | PA      | $513318.20    | 0.04%             | 2032-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Clover CLO LLC                                         | Clover CLO LLC, Series 2020-1A, Class A1RR                                        | CUSIP: 18914HAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1250000 | PA      | $1249925.00   | 0.11%             | 2037-07-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Republic of Serbia                                     | Republic of Serbia                                                                | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |    200000 | PA      | $206125.00    | 0.02%             | 2033-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fidelity Grand Harbour CLO DAC                         | Fidelity Grand Harbour CLO DAC, Series 2021-1X, Class D                           | CUSIP: N/A<br>LEI: 635400KPYNGCFZ6MDR25       | Long             | ABS-CBDO         | CORP              | IE        |    250000 | PA      | $279221.70    | 0.02%             | 2034-10-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Evonik Industries AG                                   | Evonik Industries AG                                                              | CUSIP: N/A<br>LEI: 41GUOJQTALQHLF39XJ34       | Long             | EC               | CORP              | DE        |      5167 | NS      | $116117.22    | 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        |    800908 | PA      | $793010.89    | 0.07%             | 2029-09-12      | Variable      | 6.07%                 | 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        |   2000000 | PA      | $2000155.40   | 0.17%             | 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        |    582921 | PA      | $577639.88    | 0.05%             | 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        |      2013 | NS      | $469753.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mobico Group plc                                       | Mobico Group plc                                                                  | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |    135000 | PA      | $158054.89    | 0.01%             | 2025-11-26      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Kosmos Energy Ltd.                                     | Kosmos Energy Ltd.                                                                | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |     25118 | NS      | $38681.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeroports de Paris SA                                  | Aeroports de Paris SA                                                             | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | EC               | CORP              | FR        |      1496 | NS      | $187069.87    | 0.02%             |  |  |  | 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        |    580172 | PA      | $563857.75    | 0.05%             | 2032-01-16      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                             | Garda World Security Corp., 1st Lien Term Loan                                    | CUSIP: C4000KAG9<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    310043 | PA      | $306555.36    | 0.03%             | 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        |    520000 | PA      | $520812.50    | 0.05%             | 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        |    651281 | PA      | $649470.65    | 0.06%             | 2031-02-24      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Bertrand Franchise Finance SAS                         | Bertrand Franchise Finance SAS                                                    | CUSIP: N/A<br>LEI: 969500HGPPEHSTNJFW57       | Long             | DBT              | CORP              | FR        |    121000 | PA      | $136577.96    | 0.01%             | 2030-07-18      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                         | Amphenol Corp., Class A                                                           | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      8336 | NS      | $641455.20    | 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        |    270000 | PA      | $269152.96    | 0.02%             | 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        |    154612 | PA      | $153618.34    | 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        |      4284 | NS      | $494821.29    | 0.04%             | 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        |    910000 | PA      | $904312.50    | 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        |      3828 | NS      | $265183.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bmo Capital Markets Corp.                              | Bmo Capital Markets Corp.                                                         | CUSIP: N/A<br>LEI: RUC0QBLBRPRCU4W1NE59       | Long             | SN               | CORP              | US        |     11275 | NS      | $816648.25    | 0.07%             | 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        |    100000 | PA      | $116153.38    | 0.01%             | 2028-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                               | Republic of South Africa                                                          | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    279000 | PA      | $184237.65    | 0.02%             | 2046-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 13 Ltd.                             | OHA Credit Funding 13 Ltd., Series 2022-13A, Class D2R                            | CUSIP: 67116CAW3<br>LEI: 254900P7TOYX9E9JQ066 | Long             | ABS-CBDO         | CORP              | BM        |   1000000 | PA      | $1009193.30   | 0.09%             | 2037-07-20      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Amgen, Inc., Series E11Y                                                          | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      6155 | NS      | $1776568.28   | 0.15%             | 2025-05-01      | Fixed         | 12.91%                | No            |                  2 | On Loan: No      |
| Madison Park Funding XXXIII Ltd.                       | Madison Park Funding XXXIII Ltd., Series 2019-33A, Class DR                       | CUSIP: 55819JAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $992987.70    | 0.09%             | 2032-10-15      | Floating      | 7.36%                 | 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        |    273000 | PA      | $271635.00    | 0.02%             | 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        |    375842 | PA      | $374590.45    | 0.03%             | 2030-12-18      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Trident Energy Finance plc                             | Trident Energy Finance plc                                                        | CUSIP: N/A<br>LEI: 9845004ECK3FYO64I382       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $189312.00    | 0.02%             | 2029-11-30      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| HSBC Bank plc                                          | HSBC Bank plc, Series 0057                                                        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | Long             | SN               | CORP              | GB        |      1900 | NS      | $747567.27    | 0.06%             | 2025-06-02      | Fixed         | 10.30%                | 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      | $148.78       | 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        |    972734 | PA      | $964648.29    | 0.08%             | 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        |     51919 | PA      | $40107.20     | 0.00%             | 2028-06-30      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                            | Capital One Financial Corp.                                                       | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       146 | NS      | $26317.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOAT Holdco LLC                                        | GOAT Holdco LLC, 1st Lien Term Loan B                                             | CUSIP: 38021CAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     91000 | PA      | $89445.72     | 0.01%             | 2032-01-27      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                             | Baxter International, Inc.                                                        | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     31956 | NS      | $996068.52    | 0.09%             |  |  |  | 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        |    927879 | PA      | $924139.30    | 0.08%             | 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        |     66331 | PA      | $65979.04     | 0.01%             | 2027-12-14      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                            | Huntington Bancshares, Inc.                                                       | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      1801 | NS      | $26168.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Belimo Holding AG                                      | Belimo Holding AG (Registered)                                                    | CUSIP: N/A<br>LEI: 506700339DLX749VEM23       | Long             | EC               | CORP              | CH        |       114 | NS      | $96861.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | CVS Health Corp.                                                                  | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     17349 | NS      | $1163483.15   | 0.10%             | 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        |    222000 | PA      | $200521.50    | 0.02%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                           | NVIDIA Corp.                                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      3522 | NS      | $383616.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines, Inc.                                | American Airlines, Inc., 1st Lien Term Loan                                       | CUSIP: 02376CBM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    386810 | PA      | $375124.47    | 0.03%             | 2029-06-04      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                         | Opal Bidco SAS                                                                    | CUSIP: N/A<br>LEI: 969500R96XT7XY2UJ564       | Long             | DBT              | CORP              | FR        |    133000 | PA      | $150037.75    | 0.01%             | 2032-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lottomatica Group Spa                                  | Lottomatica Group Spa                                                             | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | DBT              | CORP              | IT        |    105000 | PA      | $119928.52    | 0.01%             | 2031-01-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                  | Nomura Holdings, Inc.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | SN               | CORP              | US        |     13522 | NS      | $492301.88    | 0.04%             | 2025-05-30      | Fixed         | 36.92%                | No            |                  2 | On Loan: No      |
| PG&E Corp.                                             | PG&E Corp.                                                                        | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     46216 | NS      | $763488.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                       | Amazon.com, Inc.                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      1200 | NS      | $221304.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Regatta VI Funding Ltd.                                | Regatta VI Funding Ltd., Series 2016-1A, Class CR2                                | CUSIP: 75887NBA6<br>LEI: 2549001NU08X5ZRD6A39 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249772.60    | 0.02%             | 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        |    181822 | PA      | $165572.57    | 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        |    415011 | PA      | $394778.91    | 0.03%             | 2030-04-15      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| M6 ETX Holdings II Midco LLC                           | M6 ETX Holdings II Midco LLC, 1st Lien Term Loan                                  | CUSIP: 55285DAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    149000 | PA      | $147928.69    | 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        |    240426 | PA      | $239423.42    | 0.02%             | 2030-05-24      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Novatek PJSC                                           | Novatek PJSC                                                                      | CUSIP: N/A<br>LEI: 2138008R6GCRVBDFA581       | Long             | EC               | CORP              | RU        |        80 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| United Mexican States                                  | United Mexican States                                                             | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    270000 | PA      | $267975.00    | 0.02%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                         | Olympus Water US Holding Corp.                                                    | CUSIP: N/A<br>LEI: 549300YU2GGVCBN3MY89       | Long             | DBT              | CORP              | US        |    135000 | PA      | $139935.30    | 0.01%             | 2029-10-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Proofpoint, Inc.                                       | Proofpoint, Inc., 1st Lien Term Loan                                              | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    769665 | PA      | $764662.21    | 0.07%             | 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   | 0.09%             | 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        |     10229 | NS      | $2006182.44   | 0.17%             | 2025-06-05      | Fixed         | 20.38%                | No            |                  2 | On Loan: No      |
| Alterra Mountain Co.                                   | Alterra Mountain Co., 1st Lien Term Loan B7                                       | CUSIP: 46124CAR8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    231882 | PA      | $231881.70    | 0.02%             | 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        |     19406 | NS      | $231749.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Calpine Corp.,                                         | Calpine Corp., Facility 1st Lien Term Loan                                        | CUSIP: 13134MBW2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    139480 | PA      | $138765.86    | 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        |    306000 | PA      | $275112.36    | 0.02%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Jabil, Inc.                                            | Jabil, Inc.                                                                       | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |      3409 | NS      | $499623.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp.                                    | Liberty Media Corp., 1st Lien Term Loan                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    258410 | PA      | $256957.90    | 0.02%             | 2031-08-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                          | Empresa Nacional del Petroleo                                                     | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $201500.00    | 0.02%             | 2034-07-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                    | Petroleos Mexicanos                                                               | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    210000 | PA      | $179844.00    | 0.02%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                            | Fidelity National Information Services, Inc.                                      | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |      5700 | NS      | $404016.21    | 0.03%             | 2025-05-01      | Fixed         | 23.18%                | No            |                  2 | On Loan: No      |
| 3R Lux SARL                                            | 3R Lux SARL                                                                       | CUSIP: 88563PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $196500.00    | 0.02%             | 2031-02-05      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                      | Clarios Global LP, 1st Lien Term Loan                                             | CUSIP: C8000CAM5<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    605901 | PA      | $593068.46    | 0.05%             | 2030-05-06      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc, Series MTMz                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      4275 | NS      | $957497.20    | 0.08%             | 2025-06-06      | Fixed         | 18.97%                | No            |                  2 | On Loan: No      |
| Essex Property Trust, Inc.                             | Essex Property Trust, Inc.                                                        | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |      2817 | NS      | $786365.55    | 0.07%             |  |  |  | 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        |     19557 | NS      | $1392830.30   | 0.12%             | 2025-05-15      | Fixed         | 20.72%                | 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        |    236760 | PA      | $234122.81    | 0.02%             | 2031-07-01      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Indutrade AB                                           | Indutrade AB                                                                      | CUSIP: N/A<br>LEI: 549300FISLQ6CEFP1867       | Long             | EC               | CORP              | SE        |      2524 | NS      | $68283.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sparta US HoldCo LLC                                   | Sparta US HoldCo LLC, 1st Lien Term Loan                                          | CUSIP: 84673EAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    400345 | PA      | $392138.12    | 0.03%             | 2030-08-02      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                            | Toronto-Dominion Bank (The)                                                       | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |     32463 | NS      | $988065.68    | 0.09%             | 2025-06-09      | Fixed         | 38.52%                | No            |                  2 | On Loan: No      |
| Magna International, Inc.                              | Magna International, Inc.                                                         | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |      6608 | NS      | $229597.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Katitas Co. Ltd.                                       | Katitas Co. Ltd.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     10400 | NS      | $150686.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine                                                | Ukraine Government Bond                                                           | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     52207 | PA      | $31663.55     | 0.00%             | 2029-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Nouryon Finance BV                                     | Nouryon Finance BV, 1st Lien Term Loan B1                                         | CUSIP: N8232NAL1<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    255468 | PA      | $253444.88    | 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        |     23605 | NS      | $793859.80    | 0.07%             | 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        |     21318 | NS      | $1300707.52   | 0.11%             | 2025-05-07      | Fixed         | 14.67%                | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                              | Sunac China Holdings Ltd.                                                         | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | KY        |     37439 | PA      | $4305.49      | 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        |     18246 | NS      | $697493.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Aretec Group, Inc.                                     | Aretec Group, Inc., 1st Lien Term Loan B3                                         | CUSIP: 04009DAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    128623 | PA      | $127819.43    | 0.01%             | 2030-08-09      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| PCF GmbH                                               | PCF GmbH                                                                          | CUSIP: N/A<br>LEI: 5299001ZMR76CCHGY076       | Long             | DBT              | CORP              | DE        |    299590 | PA      | $261770.22    | 0.02%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mahle GmbH                                             | Mahle GmbH                                                                        | CUSIP: N/A<br>LEI: 52990098TR1QJBWIYG58       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $101956.50    | 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        |    401200 | NS      | $663763.88    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Northland Power, Inc.                                  | Northland Power, Inc.                                                             | CUSIP: 666511100<br>LEI: 8945002IJ77NEBK48M81 | Long             | EC               | CORP              | CA        |      4853 | NS      | $65934.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurobank SA                                            | Eurobank SA                                                                       | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |    276000 | PA      | $306600.87    | 0.03%             | 2036-02-07      | Variable      | 4.00%                 | 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        |     23641 | PA      | $23499.36     | 0.00%             | 2028-08-11      | Variable      | 8.29%                 | No            |                  2 | On Loan: No      |
| AssuredPartners, Inc.                                  | AssuredPartners, Inc., 1st Lien Term Loan                                         | CUSIP: 04621HAW3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |    854997 | PA      | $854774.54    | 0.07%             | 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        |    145000 | PA      | $139485.65    | 0.01%             | 2054-06-28      | Fixed         | 6.40%                 | 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        |     54460 | PA      | $54414.80     | 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        |     18979 | NS      | $368559.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                             | Cloud Software Group, Inc., 1st Lien Term Loan B                                  | CUSIP: 88632NBE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1075354 | PA      | $1062084.41   | 0.09%             | 2031-03-21      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| Wienerberger AG                                        | Wienerberger AG                                                                   | CUSIP: N/A<br>LEI: 529900VXIFBHO0SW2I31       | Long             | EC               | CORP              | AT        |      2038 | NS      | $71558.07     | 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        |     19427 | NS      | $4764956.59   | 0.41%             | 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        |    404739 | PA      | $402322.51    | 0.03%             | 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        |    582419 | PA      | $573904.17    | 0.05%             | 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        |     23000 | NS      | $161087.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                               | Virgin Media Bristol LLC, Facility 1st Lien Term Loan Q                           | CUSIP: G9368PBE3<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |     83000 | PA      | $81688.60     | 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        |      6500 | NS      | $681960.30    | 0.06%             | 2025-05-22      | Fixed         | 16.62%                | No            |                  2 | On Loan: No      |
| Kleopatra Finco Sarl                                   | Kleopatra Finco Sarl                                                              | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | DBT              | CORP              | LU        |    100000 | PA      | $88582.37     | 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        |     12330 | PA      | $12191.58     | 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        |      5169 | NS      | $956512.51    | 0.08%             | 2025-06-09      | Fixed         | 25.92%                | 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        |   1155156 | PA      | $1155156.23   | 0.10%             | 2039-08-15      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Loxam SAS                                              | Loxam SAS                                                                         | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $118949.25    | 0.01%             | 2029-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      7500 | NS      | $322841.71    | 0.03%             | 2025-06-05      | Fixed         | 14.07%                | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Trust, Series 2021-LBA, Class GV                                               | CUSIP: 05609BBM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    395405 | PA      | $378600.17    | 0.03%             | 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        |     26453 | NS      | $1340294.87   | 0.12%             | 2025-06-05      | Fixed         | 31.93%                | 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        |    617384 | PA      | $613525.15    | 0.05%             | 2031-06-24      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International plc                 | Intercontinental Exchange, Inc., Series DMSz                                      | CUSIP: 61779M714<br>LEI: 4PQUHN3JPFGFNF3BB653 | Long             | SN               | CORP              | GB        |      7470 | NS      | $1255084.08   | 0.11%             | 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        |   1610000 | PA      | $1662063.54   | 0.14%             | 2041-12-10      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Tallman Park CLO Ltd.                                  | Tallman Park CLO Ltd., Series 2021-1A, Class C                                    | CUSIP: 874777AE5<br>LEI: 549300F1X3PF0EWH0F90 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $498548.05    | 0.04%             | 2034-04-20      | Floating      | 6.48%                 | 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        |      8095 | NS      | $1458847.27   | 0.13%             | 2025-06-06      | Fixed         | 25.92%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                     | Labcorp Holdings, Inc.                                                            | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      3100 | NS      | $738802.32    | 0.06%             | 2025-05-15      | Fixed         | 15.42%                | No            |                  2 | On Loan: No      |
| Fressnapf Holding SE                                   | Fressnapf Holding SE                                                              | CUSIP: N/A<br>LEI: 529900NLSO3VLFW8JQ35       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $114138.60    | 0.01%             | 2031-10-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                         | Atlas Copco AB, Class A                                                           | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |     10250 | NS      | $158656.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MHP                                                    | MHP Commercial Mortgage Trust, Series 2021-STOR, Class J                          | CUSIP: 55293BAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    138000 | PA      | $135792.99    | 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        |    103117 | PA      | $102344.09    | 0.01%             | 2026-12-15      | Variable      | 10.67%                | 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      | $139.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Link REIT                                              | Link REIT                                                                         | CUSIP: N/A<br>LEI: 529900XUE70U36QX5M62       | Long             | EC               | CORP              | HK        |    166000 | NS      | $777188.13    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Coherent Corp.                                         | Coherent Corp., 1st Lien Term Loan B2                                             | CUSIP: 45173JAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    448051 | PA      | $442450.59    | 0.04%             | 2029-07-02      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Upland CLO Ltd.                                        | Upland CLO Ltd., Series 2016-1A, Class CR                                         | CUSIP: 915328BA5<br>LEI: 54930052JF7HYEE5CO91 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501325.00    | 0.04%             | 2031-04-20      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Boels Topholding BV                                    | Boels Topholding BV                                                               | CUSIP: N/A<br>LEI: 724500V913SEHSEW2O75       | Long             | DBT              | CORP              | NL        |     70000 | PA      | $82090.84     | 0.01%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | Costco Wholesale Corp.                                                            | CUSIP: 06370C722<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |      3524 | NS      | $3386726.27   | 0.29%             | 2025-05-07      | Fixed         | 12.33%                | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                      | CIFC Funding Ltd., Series 2021-6A, Class A                                        | CUSIP: 12553SAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1746680.95   | 0.15%             | 2034-10-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | GE HealthCare Technologies, Inc.                                                  | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      7978 | NS      | $543414.82    | 0.05%             | 2025-05-01      | Fixed         | 14.30%                | No            |                  2 | On Loan: No      |
| J M Smucker Co. (The)                                  | J M Smucker Co. (The)                                                             | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |       298 | NS      | $34648.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ELP Commercial Mortgage Trust                          | ELP Commercial Mortgage Trust, Series 2021-ELP, Class G                           | CUSIP: 26863LAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    264559 | PA      | $262078.82    | 0.02%             | 2038-11-15      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                         | Braskem Netherlands Finance BV                                                    | CUSIP: 10554TAJ4<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $221687.50    | 0.02%             | 2034-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                            | Allied Universal Holdco LLC                                                       | CUSIP: N/A<br>LEI: 98450038B4549046D794       | Long             | DBT              | CORP              | GB        |    187000 | PA      | $237065.67    | 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        |     14000 | NS      | $94355.10     | 0.01%             |  |  |  | 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        |    461449 | PA      | $460650.35    | 0.04%             | 2031-01-31      | Variable      | 6.07%                 | 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        |     69044 | PA      | $34990.97     | 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        |    200000 | PA      | $197382.34    | 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        |    568603 | PA      | $564622.68    | 0.05%             | 2032-01-29      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                             | Cloud Software Group, Inc.                                                        | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     82000 | PA      | $82029.43     | 0.01%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Goodman Group                                          | Goodman Group                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     47331 | NS      | $906097.13    | 0.08%             |  |  |  | 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        |    310000 | PA      | $302637.50    | 0.03%             | 2032-02-13      | Variable      | 6.57%                 | 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        |    226583 | PA      | $227620.28    | 0.02%             | 2028-10-10      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                         | US Foods, Inc., 1st Lien Term Loan B                                              | CUSIP: 90351HAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    268910 | PA      | $269716.46    | 0.02%             | 2028-11-22      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                      | Republic of Kenya                                                                 | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    292000 | PA      | $277400.00    | 0.02%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Shell plc                                              | Shell plc                                                                         | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |     18055 | NS      | $587338.02    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Modena Buyer LLC                                       | Modena Buyer LLC, 1st Lien Term Loan                                              | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |    129163 | PA      | $122173.96    | 0.01%             | 2031-07-01      | Variable      | 8.79%                 | 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        |       900 | NS      | $77227.15     | 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        |       185 | NS      | $54360.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp.                                            | Intel Corp.                                                                       | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      5718 | NS      | $114931.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CIFC Funding Ltd.                                      | CIFC Funding Ltd., Series 2019-5A, Class A1R1                                     | CUSIP: 12554XAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000000.00   | 0.17%             | 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        |    293000 | PA      | $266784.76    | 0.02%             | 2028-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XV Ltd.                               | Sixth Street CLO XV Ltd., Series 2020-15A, Class AR                               | CUSIP: 83012BAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999818.80    | 0.09%             | 2037-10-24      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| SGL Group ApS                                          | SGL Group ApS                                                                     | CUSIP: N/A<br>LEI: 636700YQKGLXCPPUYE74       | Long             | DBT              | CORP              | DK        |    417000 | PA      | $462667.04    | 0.04%             | 2030-04-22      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Intuit, Inc.                                           | Intuit, Inc.                                                                      | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       353 | NS      | $221496.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominican Republic                                     | Dominican Republic Government Bond                                                | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    155000 | PA      | $159882.50    | 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        |      9504 | NS      | $1715798.61   | 0.15%             | 2025-05-20      | Fixed         | 22.97%                | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-30.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                          | JDE Peet's NV                                                                     | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | EC               | CORP              | NL        |      4063 | NS      | $98360.77     | 0.01%             |  |  |  | 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        |     90772 | PA      | $90016.37     | 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        |    118007 | NS      | $3249250.76   | 0.28%             | 2025-06-06      | Fixed         | 13.35%                | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                    | Hilton Domestic Operating Co., Inc., 1st Lien Term Loan B4                        | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |    506967 | PA      | $504893.50    | 0.04%             | 2030-11-08      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Diamond II Ltd.                                        | Diamond II Ltd.                                                                   | CUSIP: 25276VAA3<br>LEI: 254900KL4GQ2XC50XL44 | Long             | DBT              | CORP              | MU        |    200000 | PA      | $199500.00    | 0.02%             | 2026-07-28      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $85.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Plains GP Holdings LP                                  | Plains GP Holdings LP, Class A                                                    | CUSIP: 72651A207<br>LEI: 549300O56BSKRD8FAM12 | Long             | EC               | CORP              | US        |      7394 | NS      | $137824.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcline FM Holdings LLC                                | Arcline FM Holdings LLC, 1st Lien Term Loan                                       | CUSIP: 03960DAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    232000 | PA      | $231130.00    | 0.02%             | 2030-06-24      | 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      | $-60.69       | -0.00%            |  |  |  | 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        |    390561 | PA      | $383543.04    | 0.03%             | 2031-06-12      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                       | Terna - Rete Elettrica Nazionale                                                  | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | DBT              | CORP              | IT        |    275000 | PA      | $317375.01    | 0.03%             | 2030-01-11      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| SCG Mortgage Trust                                     | SCG Mortgage Trust, Series 2024-MSP, Class A                                      | CUSIP: 78436EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190000 | PA      | $189287.92    | 0.02%             | 2041-04-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                                  | STMicroelectronics NV, NYRS                                                       | CUSIP: 861012102<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |      6470 | NS      | $146933.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WOM Chile Holdco SpA                                   | WOM Chile Holdco SpA                                                              | CUSIP: 97810KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |    442724 | PA      | $442724.00    | 0.04%             | 2032-04-01      | Variable      | 5.00%                 | 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        |     52313 | PA      | $37363.25     | 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        |   1000000 | PA      | $964565.80    | 0.08%             | 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        |       853 | NS      | $54634.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi SA                                              | Sanofi SA                                                                         | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |     19861 | NS      | $2172631.00   | 0.19%             |  |  |  | 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        |     83500 | NS      | $1033376.33   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SBA Communications Corp.                               | SBA Communications Corp.                                                          | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |      6473 | NS      | $1575528.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PG Polaris BidCo SARL                                  | PG Polaris BidCo SARL, 1st Lien Term Loan                                         | CUSIP: 91728NAB5<br>LEI: 254900XMCCB3IEZ2A005 | Long             | LON              | CORP              | US        |    170572 | PA      | $169804.92    | 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        |     51479 | PA      | $51994.18     | 0.00%             | 2028-08-31      | Variable      | 10.02%                | No            |                  2 | On Loan: No      |
| GE Vernova, Inc.                                       | GE Vernova, Inc.                                                                  | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |       291 | NS      | $107908.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Generate CLO 16 Ltd.                                   | Generate CLO 16 Ltd., Series 2024-16A, Class A1                                   | CUSIP: 37149YAC3<br>LEI: 213800SVSEDOQON7JV18 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1751897.00   | 0.15%             | 2037-07-20      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                 | Palmer Square CLO Ltd., Series 2024-3A, Class A                                   | CUSIP: 69688GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000000.00   | 0.17%             | 2037-07-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                    | Ardonagh Finco Ltd.                                                               | CUSIP: N/A<br>LEI: 254900D2T84O1K03BA28       | Long             | DBT              | CORP              | JE        |    117000 | PA      | $134115.76    | 0.01%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Republic of Armenia                                    | Republic of Armenia                                                               | CUSIP: 042207AE0<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    200000 | PA      | $188000.00    | 0.02%             | 2035-03-12      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                       | Altice France SA, 1st Lien Term Loan B14                                          | CUSIP: F6628DAN4<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |    438753 | PA      | $394000.37    | 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        |    132490 | PA      | $79162.94     | 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        |    580000 | PA      | $592386.36    | 0.05%             | 2041-07-05      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                | Republic Services, Inc.                                                           | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      2849 | NS      | $714386.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Brambles Ltd.                                          | Brambles Ltd.                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     32927 | NS      | $432715.47    | 0.04%             |  |  |  | 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        |     37305 | NS      | $990612.23    | 0.09%             | 2025-05-07      | Fixed         | 53.88%                | No            |                  2 | On Loan: No      |
| Ciena Corp.                                            | Ciena Corp., 1st Lien Term Loan                                                   | CUSIP: 17178HAR3<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | LON              | CORP              | US        |    287706 | PA      | $285907.96    | 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        |     21233 | NS      | $2446977.95   | 0.21%             | 2025-05-28      | Fixed         | 26.94%                | No            |                  2 | On Loan: No      |
| Sumitomo Corp.                                         | Sumitomo Corp.                                                                    | CUSIP: N/A<br>LEI: V82KK8NH1P0JS71FJC05       | Long             | EC               | CORP              | JP        |     26200 | NS      | $639709.35    | 0.06%             |  |  |  | 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        |     32020 | NS      | $3248563.93   | 0.28%             | 2025-06-06      | Fixed         | 13.72%                | No            |                  2 | On Loan: No      |
| Apple, Inc.                                            | Apple, Inc.                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      4054 | NS      | $861475.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed, Inc.                                           | ResMed, Inc.                                                                      | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |      1377 | NS      | $325784.43    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Funding, Inc.                                  | Avantor Funding, Inc., 1st Lien Term Loan B6                                      | CUSIP: 05350NAP9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     17934 | PA      | $17939.88     | 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        |     25566 | NS      | $648860.58    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Costa Rica Senior Secured Finance              | Liberty Costa Rica Senior Secured Finance                                         | CUSIP: 530371AA1<br>LEI: 549300W6O2PHTPCYQ751 | Long             | DBT              | CORP              | KY        |    207000 | PA      | $218449.17    | 0.02%             | 2031-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Brenntag SE                                            | Brenntag SE                                                                       | CUSIP: N/A<br>LEI: NNROIXVWJ7CPSR27SV97       | Long             | EC               | CORP              | DE        |      3039 | NS      | $202956.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Columbus McKinnon Corp.                                | Columbus McKinnon Corp., 1st Lien Term Loan                                       | CUSIP: 19933MAQ6<br>LEI: 549300W3HQB0HO1F3G69 | Long             | LON              | CORP              | US        |     94538 | PA      | $94183.67     | 0.01%             | 2028-05-15      | Variable      | 6.90%                 | No            |                  3 | On Loan: No      |
| Moody's Corp.                                          | Moody's Corp.                                                                     | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      1347 | NS      | $610352.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco plc                           | British American Tobacco plc                                                      | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |     12741 | NS      | $554976.81    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| RCI Banque SA                                          | RCI Banque SA                                                                     | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $117533.19    | 0.01%             | 2034-10-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Serbia                                     | Republic of Serbia                                                                | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    200000 | PA      | $197500.00    | 0.02%             | 2034-06-12      | Fixed         | 6.00%                 | 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        |    736000 | PA      | $733424.00    | 0.06%             | 2032-03-29      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing, Inc.                        | Automatic Data Processing, Inc.                                                   | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       248 | NS      | $74548.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corp.                                    | Expand Energy Corp.                                                               | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |       563 | NS      | $58495.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Incora Top Holdco LLC                                  | Incora Top Holdco LLC                                                             | CUSIP: 45338U101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1197 | NS      | $17955.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| IHO Verwaltungs GmbH                                   | IHO Verwaltungs GmbH                                                              | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |    225000 | PA      | $266188.76    | 0.02%             | 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        |    100000 | PA      | $115550.70    | 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        |   1500000 | PA      | $1488018.00   | 0.13%             | 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        |    161401 | PA      | $157769.08    | 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        |    344858 | PA      | $328821.67    | 0.03%             | 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        |    148000 | PA      | $169908.47    | 0.01%             | 2029-04-13      | Fixed         | 9.75%                 | 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        |    775000 | PA      | $771125.00    | 0.07%             | 2030-04-30      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd.                                  | OHA Loan Funding Ltd., Series 2013-1A, Class D1R3                                 | CUSIP: 67706HCC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $1692520.17   | 0.15%             | 2037-04-23      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| NextEra Energy, Inc.                                   | NextEra Energy, Inc.                                                              | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |      9743 | NS      | $651611.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloudera, Inc.                                         | Cloudera, Inc., 1st Lien Term Loan                                                | CUSIP: 74339VAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    423989 | PA      | $416306.19    | 0.04%             | 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        |    200000 | PA      | $203000.00    | 0.02%             | 2029-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Komatsu Ltd.                                           | Komatsu Ltd.                                                                      | CUSIP: N/A<br>LEI: 5493004LQ0B4T7QPQV17       | Long             | EC               | CORP              | JP        |     28500 | NS      | $824207.76    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                       | Boeing Co. (The)                                                                  | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      1197 | NS      | $219338.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyperion Refinance SARL                                | Hyperion Refinance SARL, 1st Lien Term Loan                                       | CUSIP: G4712JAZ5<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    558415 | PA      | $554646.09    | 0.05%             | 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        |    946000 | PA      | $13717.00     | 0.00%             | 2035-10-15      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza, Inc.                                   | Domino's Pizza, Inc.                                                              | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |       240 | NS      | $117688.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sika AG                                                | Sika AG (Registered)                                                              | CUSIP: N/A<br>LEI: 549300R3N69ECGYPU434       | Long             | EC               | CORP              | CH        |      1383 | NS      | $345622.21    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUATE Petrochemical Co. KSC                           | EQUATE Petrochemical Co. KSC                                                      | CUSIP: N/A<br>LEI: 635400J73BDO4TTGXD45       | Long             | DBT              | CORP              | KW        |    230000 | PA      | $227700.00    | 0.02%             | 2026-11-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Garrett Motion Holdings, Inc.                          | Garrett Motion Holdings, Inc., 1st Lien Term Loan                                 | CUSIP: 36649XAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    158000 | PA      | $156420.00    | 0.01%             | 2032-01-30      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $509.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |    138400 | NS      | $646712.11    | 0.06%             | 2025-05-27      | Fixed         | 21.54%                | 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        |     18285 | PA      | $18193.24     | 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        |    470000 | PA      | $465596.10    | 0.04%             | 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        |      3480 | NS      | $1333262.64   | 0.12%             | 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        |      2804 | NS      | $486297.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitbread plc                                          | Whitbread plc                                                                     | CUSIP: N/A<br>LEI: 21380099VMZKRMN3EX36       | Long             | EC               | CORP              | GB        |      4498 | NS      | $156220.09    | 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        |    279718 | PA      | $277877.27    | 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        |    218000 | PA      | $292340.44    | 0.03%             | 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        |      2335 | NS      | $83229.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 3 Ltd.                            | Diameter Capital CLO 3 Ltd., Series 2022-3A, Class A2R                            | CUSIP: 25255JAN7<br>LEI: 254900L1QJX98W5ORK78 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2490499.25   | 0.22%             | 2038-01-15      | Floating      | 5.96%                 | 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        |    156439 | PA      | $155070.60    | 0.01%             | 2031-09-26      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $487.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonic Healthcare Ltd.                                  | Sonic Healthcare Ltd.                                                             | CUSIP: N/A<br>LEI: 549300NQQ5L2NONWR862       | Long             | EC               | CORP              | AU        |     10710 | NS      | $178824.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tele Columbus AG                                       | Tele Columbus AG                                                                  | CUSIP: N/A<br>LEI: 3912004GMFDLY04RUQ19       | Long             | DBT              | CORP              | DE        |    244913 | PA      | $221612.94    | 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        |    252000 | PA      | $285475.35    | 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        |      2955 | NS      | $35016.75     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Interpump Group SpA                                    | Interpump Group SpA                                                               | CUSIP: N/A<br>LEI: 815600C79D0F31F4D395       | Long             | EC               | CORP              | IT        |      3187 | NS      | $109307.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| X Corp.                                                | X Corp., 1st Lien Term Loan B3                                                    | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     41000 | PA      | $39966.39     | 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        |   1233000 | PA      | $1227603.41   | 0.11%             | 2034-08-15      | Floating      | 6.20%                 | 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        |    132330 | PA      | $127036.96    | 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        |    170000 | NS      | $406563.54    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      1800 | NS      | $102779.76    | 0.01%             | 2025-06-09      | Fixed         | 27.51%                | No            |                  2 | On Loan: No      |
| Fair Isaac Corp.                                       | Fair Isaac Corp.                                                                  | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |        45 | NS      | $89535.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines, Inc.                                | American Airlines, Inc., 1st Lien Term Loan                                       | CUSIP: 02376CBR5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    212927 | PA      | $206805.61    | 0.02%             | 2028-02-15      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                | Sasol Financing USA LLC                                                           | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191500.00    | 0.02%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Grant Thornton Advisors LLC                            | Grant Thornton Advisors LLC, 1st Lien Term Loan                                   | CUSIP: 38821UAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    183413 | PA      | $181779.24    | 0.02%             | 2031-06-02      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | GBP Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -305 | NC      | $-658209.29   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Thames Water Utilities Finance plc                     | Thames Water Utilities Finance plc                                                | CUSIP: N/A<br>LEI: 213800ESMPQ4RQ7G8351       | Long             | DBT              | CORP              | GB        |    107000 | PA      | $110337.01    | 0.01%             | 2027-06-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BlackRock Funds III                                    | BlackRock Cash Funds: Institutional, SL Agency Shares                             | CUSIP: 066922519<br>LEI: 549300JDHS1T46VWOG19 | Long             | STIV             | RF                | US        |  22744191 | NS      | $22753288.83  | 1.97%             |  |  |  | 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    | 0.09%             | 2037-07-20      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                  | Cheniere Energy, Inc.                                                             | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      1530 | NS      | $353598.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurubis AG                                             | Aurubis AG                                                                        | CUSIP: N/A<br>LEI: 5299005SHIN9ZK7GW242       | Long             | EC               | CORP              | DE        |       838 | NS      | $73164.53     | 0.01%             |  |  |  | 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        |    367692 | PA      | $317134.11    | 0.03%             | 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        |    110196 | PA      | $91462.48     | 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        |    279000 | PA      | $337021.54    | 0.03%             | 2031-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Elisa OYJ                                              | Elisa OYJ                                                                         | CUSIP: N/A<br>LEI: 743700TU2S3DXWGU7H32       | Long             | EC               | CORP              | FI        |      3333 | NS      | $177808.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Samarco Mineracao SA                                   | Samarco Mineracao SA                                                              | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |     39729 | PA      | $37263.82     | 0.00%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| OEG Finance plc                                        | OEG Finance plc                                                                   | CUSIP: N/A<br>LEI: 254900KMBHWF9UK63G44       | Long             | DBT              | CORP              | GB        |    237000 | PA      | $271507.55    | 0.02%             | 2029-09-27      | Fixed         | 7.25%                 | 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        |    117807 | PA      | $116647.79    | 0.01%             | 2030-09-20      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | Adobe, Inc.                                                                       | CUSIP: 06370C714<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |      6191 | NS      | $2327452.12   | 0.20%             | 2025-05-07      | Fixed         | 13.37%                | No            |                  2 | On Loan: No      |
| Hudson Yards Mortgage Trust                            | Hudson Yards Mortgage Trust, Series 2025-SPRL, Class A                            | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    880000 | PA      | $904323.38    | 0.08%             | 2040-01-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| USI, Inc.                                              | USI, Inc., 1st Lien Term Loan                                                     | CUSIP: 90351NAQ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    619787 | PA      | $615138.49    | 0.05%             | 2030-09-27      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                             | Occidental Petroleum Corp.                                                        | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    106000 | PA      | $109634.43    | 0.01%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CPI HoldCo B LLC                                       | CPI Holdco B LLC, 1st Lien Term Loan                                              | CUSIP: 1261MAAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    232000 | PA      | $230598.72    | 0.02%             | 2031-05-19      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| DigiCo Infrastructure REIT                             | DigiCo Infrastructure REIT                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     67662 | NS      | $116869.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Corp. Financiera de Desarrollo SA                      | Corp. Financiera de Desarrollo SA                                                 | CUSIP: 21987DAH7<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |    200000 | PA      | $200492.05    | 0.02%             | 2030-05-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 16 Ltd.                             | OHA Credit Funding 16 Ltd., Series 2023-16A, Class D                              | CUSIP: 676924AJ2<br>LEI: 254900W0AHSZOPI4ZP08 | Long             | ABS-CBDO         | CORP              | BM        |   2000000 | PA      | $2019287.60   | 0.17%             | 2036-10-20      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $334.71       | 0.00%             |  |  |  | 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        |    199248 | PA      | $153504.77    | 0.01%             | 2028-11-30      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Merlin Properties Socimi SA                            | Merlin Properties Socimi SA                                                       | CUSIP: N/A<br>LEI: 959800L8KD863DP30X04       | Long             | EC               | CORP              | ES        |     55222 | NS      | $626232.82    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Realty Trust, Inc.                             | Digital Realty Trust, Inc.                                                        | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |      4783 | NS      | $767862.82    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CD&R Firefly Bidco plc                                 | CD&R Firefly Bidco plc                                                            | CUSIP: N/A<br>LEI: 213800OAU5VX61DYZ558       | Long             | DBT              | CORP              | GB        |    230000 | PA      | $312654.78    | 0.03%             | 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        |    247656 | PA      | $245426.99    | 0.02%             | 2028-03-31      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Coloplast A/S                                          | Coloplast A/S, Class B                                                            | CUSIP: N/A<br>LEI: 529900NN7SOJ5QG82X67       | Long             | EC               | CORP              | DK        |      2972 | NS      | $336320.69    | 0.03%             |  |  |  | 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        |      9900 | NS      | $393258.18    | 0.03%             | 2025-06-02      | Fixed         | 29.51%                | 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        |    100000 | PA      | $109319.80    | 0.01%             | 2028-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                             | Morgan Stanley Finance LLC, Series 001A                                           | CUSIP: 61779N308<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |      6735 | NS      | $1667396.03   | 0.14%             | 2025-06-10      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | U.S. Treasury 10-Year Ultra Note                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -2 | NC      | $153.41       | 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        |    164065 | PA      | $151759.76    | 0.01%             | 2026-12-31      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                       | Mastercard, Inc., Class A                                                         | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       761 | NS      | $417073.66    | 0.04%             |  |  |  | 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        |    109173 | PA      | $106443.61    | 0.01%             | 2029-09-28      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                           | UBS Group AG                                                                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |    200000 | PA      | $171267.90    | 0.01%             | 2031-02-10      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                             | AT&T, Inc.                                                                        | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      7678 | NS      | $212680.60    | 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      | $162.09       | 0.00%             |  |  |  | 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        |      5806 | PA      | $5754.64      | 0.00%             | 2032-04-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Rexel SA                                               | Rexel SA                                                                          | CUSIP: N/A<br>LEI: 969500N6AVPA51648T62       | Long             | EC               | CORP              | FR        |      6383 | NS      | $177342.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc, Series DN1M                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      3329 | NS      | $1304826.70   | 0.11%             | 2025-05-29      | Fixed         | 23.70%                | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                     | Sealed Air Corp.                                                                  | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |      8900 | NS      | $247582.12    | 0.02%             | 2025-05-15      | Floating      | 24.55%                | No            |                  2 | On Loan: No      |
| ELO SACA                                               | ELO SACA                                                                          | CUSIP: N/A<br>LEI: 969500ASEC557H5A4F22       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $217525.33    | 0.02%             | 2027-07-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                          | Akzo Nobel NV                                                                     | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | EC               | CORP              | NL        |      2141 | NS      | $135170.97    | 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        |     13040 | NS      | $214069.49    | 0.02%             | 2025-05-29      | Fixed         | 19.14%                | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                         | BNP Paribas SA                                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |      4755 | NS      | $402888.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominican Republic                                     | Dominican Republic Government Bond                                                | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    383000 | PA      | $356716.63    | 0.03%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                | Kingdom of Saudi Arabia                                                           | CUSIP: 80413TBE8<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $169438.00    | 0.01%             | 2053-01-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELO SACA                                               | ELO SACA                                                                          | CUSIP: N/A<br>LEI: 969500ASEC557H5A4F22       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $111302.51    | 0.01%             | 2026-01-29      | Fixed         | 2.88%                 | 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        |      3099 | NS      | $779282.54    | 0.07%             | 2025-05-29      | Fixed         | 18.17%                | No            |                  2 | On Loan: No      |
| DIRECTV Financing LLC                                  | DIRECTV Financing LLC, 1st Lien Term Loan                                         | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     39298 | PA      | $39245.23     | 0.00%             | 2027-08-02      | Variable      | 9.54%                 | No            |                  2 | On Loan: No      |
| Fedrigoni SpA                                          | Fedrigoni SpA                                                                     | CUSIP: N/A<br>LEI: 8156004CE82074779D19       | Long             | DBT              | CORP              | IT        |    113000 | PA      | $124011.67    | 0.01%             | 2031-06-15      | Fixed         | 6.12%                 | 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        |     51000 | NS      | $1445062.26   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Marathon CLO Ltd.                                      | Marathon CLO Ltd., Series 2020-15A, Class C1R3                                    | CUSIP: 56579UBL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2489000.00   | 0.22%             | 2037-08-15      | Floating      | 7.52%                 | 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        |    271198 | PA      | $264250.14    | 0.02%             | 2027-11-24      | Variable      | 8.42%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                            | SS&C Technologies Holdings, Inc.                                                  | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |      7200 | NS      | $547243.38    | 0.05%             | 2025-05-08      | Fixed         | 22.09%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      3100 | NS      | $175150.00    | 0.02%             | 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        |    100000 | PA      | $111116.83    | 0.01%             | 2038-01-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| BE Semiconductor Industries NV                         | BE Semiconductor Industries NV                                                    | CUSIP: N/A<br>LEI: 7245007A1YFLI2GNYX06       | Long             | EC               | CORP              | NL        |      1924 | NS      | $208376.34    | 0.02%             |  |  |  | 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        |    463838 | PA      | $462928.38    | 0.04%             | 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        |     22800 | NS      | $179065.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EastGroup Properties, Inc.                             | EastGroup Properties, Inc.                                                        | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      5623 | NS      | $918910.66    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrise FinCo. I BV                                    | Sunrise FinCo. I BV                                                               | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $183400.00    | 0.02%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Motion Finco SARL                                      | Motion Finco SARL                                                                 | CUSIP: N/A<br>LEI: 2549002L1LBQZKA7UN30       | Long             | DBT              | CORP              | LU        |    202000 | PA      | $222147.06    | 0.02%             | 2030-06-15      | Fixed         | 7.38%                 | 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        |     26079 | NS      | $1402397.26   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland                                     | Republic of Poland                                                                | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     75000 | PA      | $74175.00     | 0.01%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Vertiv Group Corp.                                     | Vertiv Group Corp.                                                                | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    113000 | PA      | $109130.38    | 0.01%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Cloudera, Inc.                                         | Cloudera, Inc., 2nd Lien Term Loan                                                | CUSIP: 74339VAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    117000 | PA      | $109590.39    | 0.01%             | 2029-10-10      | Variable      | 10.42%                | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXI Ltd.                   | Benefit Street Partners CLO XXI Ltd., Series 2020-21A, Class A1R                  | CUSIP: 08186RAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3500000.00   | 0.30%             | 2034-10-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Lasertec Corp.                                         | Lasertec Corp.                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1900 | NS      | $176643.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc, Series GMTZ                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      4806 | NS      | $4580268.28   | 0.40%             | 2025-06-09      | Fixed         | 21.24%                | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                           | BX Commercial Mortgage Trust, Series 2021-NWM, Class C                            | CUSIP: 12434AAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    459823 | PA      | $458652.07    | 0.04%             | 2033-02-15      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| PKHL Commercial Mortgage Trust                         | PKHL Commercial Mortgage Trust, Series 2021-MF, Class G                           | CUSIP: 69356GAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $28928.05     | 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        |      2591 | NS      | $281688.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DP World Salaam                                        | DP World Salaam                                                                   | CUSIP: N/A<br>LEI: 549300SUYBT9X88E9435       | Long             | DBT              | CORP              | KY        |    348000 | PA      | $347347.50    | 0.03%             | 2025-10-01      | Variable      | 6.00%                 | 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        |    132668 | PA      | $132501.67    | 0.01%             | 2031-10-21      | Variable      | 7.32%                 | 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      | $-21.27       | -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        |      1900 | NS      | $141835.00    | 0.01%             | 2025-06-16      | Fixed         | 23.38%                | 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      | $644.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                         | Raven Acquisition Holdings LLC, Delayed Draw 1st Lien Term Loan                   | CUSIP: 75419XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     11114 | PA      | $10986.95     | 0.00%             | 2031-11-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| StubHub HoldCo Sub LLC                                 | StubHub Holdco Sub LLC, 1st Lien Term Loan B                                      | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |    938054 | PA      | $922229.28    | 0.08%             | 2030-03-15      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| Kleopatra Finco SARL                                   | Kleopatra Finco SARL                                                              | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | DBT              | CORP              | LU        |    310000 | PA      | $316922.04    | 0.03%             | 2026-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITE Group plc (The)                                  | UNITE Group plc (The)                                                             | CUSIP: N/A<br>LEI: 213800BBUUWVDH9YI827       | Long             | EC               | CORP              | GB        |     53035 | NS      | $609320.24    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Auckland International Airport Ltd.                    | Auckland International Airport Ltd.                                               | CUSIP: N/A<br>LEI: 549300HFZIZDJWB7AK60       | Long             | EC               | CORP              | NZ        |     47258 | NS      | $211095.81    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Paraguay Government International Bond                 | Republic of Paraguay                                                              | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |    398000 | PA      | $335613.50    | 0.03%             | 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        |    200000 | PA      | $191500.00    | 0.02%             | 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        |    143000 | PA      | $195340.50    | 0.02%             | 2029-07-31      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                       | Terna - Rete Elettrica Nazionale                                                  | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | EC               | CORP              | IT        |     17677 | NS      | $175776.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Regions Financial Corp.                                | Regions Financial Corp.                                                           | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      1143 | NS      | $23328.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp.                                  | Range Resources Corp.                                                             | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |       555 | NS      | $18831.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Mountain CLO 3 Ltd.                                | New Mountain CLO 3 Ltd., Series CLO-3A, Class A                                   | CUSIP: 647550AA0<br>LEI: 549300CEYMYPINCEX579 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1497826.80   | 0.13%             | 2034-10-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Capri Holdings Ltd.                                    | Capri Holdings Ltd.                                                               | CUSIP: N/A<br>LEI: 549300LPG8W0H1OX3A26       | Long             | EC               | CORP              | VG        |      7546 | NS      | $113491.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trust                        | Federal Realty Investment Trust                                                   | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               | CORP              | US        |      4862 | NS      | $457125.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MVM Energetika Zrt.                                    | MVM Energetika Zrt.                                                               | CUSIP: N/A<br>LEI: 529900ELI5AQ9F74PF85       | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $208632.00    | 0.02%             | 2028-06-09      | 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      | $2246.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                           | CaixaBank SA                                                                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |    200000 | PA      | $244412.39    | 0.02%             | 2030-01-16      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd.                                     | Trimaran CAVU Ltd., Series 2024-1A, Class D1                                      | CUSIP: 895971AJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1945148.00   | 0.17%             | 2038-01-25      | Floating      | 7.41%                 | 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        |    774498 | PA      | $761432.37    | 0.07%             | 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        |      2045 | NS      | $423499.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $146.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Shell plc                                                                         | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     23740 | NS      | $776140.16    | 0.07%             | 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        |     36996 | PA      | $35077.12     | 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        |    200000 | PA      | $217676.22    | 0.02%             | 2031-07-14      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                       | Republic of Peru                                                                  | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    203000 | PA      | $160014.75    | 0.01%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Nucor Corp.                                            | Nucor Corp.                                                                       | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |       443 | NS      | $52880.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                           | UBS Group AG                                                                      | CUSIP: 902613BN7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    275000 | PA      | $269887.92    | 0.02%             | 2029-09-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co. Ltd.                                   | Honda Motor Co. Ltd.                                                              | CUSIP: N/A<br>LEI: 549300P7ZYCQJ36CCS16       | Long             | EC               | CORP              | JP        |    108700 | NS      | $1105994.54   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Estate Co. Ltd.                             | Mitsubishi Estate Co. Ltd.                                                        | CUSIP: N/A<br>LEI: 353800KOFMRGOXSJ5Z65       | Long             | EC               | CORP              | JP        |     17300 | NS      | $303891.40    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Greywolf CLO V Ltd.                                    | Greywolf CLO V Ltd., Series 2015-1A, Class BR                                     | CUSIP: 39808PAQ9<br>LEI: 549300RJBZLY8V18YD77 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499912.90    | 0.04%             | 2031-01-27      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Robert Half, Inc.                                                                 | CUSIP: 83371M702<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      2600 | NS      | $116828.95    | 0.01%             | 2025-05-19      | Fixed         | 21.41%                | No            |                  2 | On Loan: No      |
| Orion OYJ                                              | Orion OYJ, Class B                                                                | CUSIP: N/A<br>LEI: 74370029VAHCXDR7B745       | Long             | EC               | CORP              | FI        |      2618 | NS      | $163916.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                 | Palmer Square CLO Ltd., Series 2021-4A, Class A                                   | CUSIP: 69702EAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2995472.10   | 0.26%             | 2034-10-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-21.54       | -0.00%            |  |  |  | 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        |    257923 | PA      | $256326.88    | 0.02%             | 2031-10-31      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                             | Morgan Stanley Finance LLC, Series 0004                                           | CUSIP: 61779N316<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |      2500 | NS      | $232855.75    | 0.02%             | 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        |    260000 | PA      | $271210.68    | 0.02%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LKQ Corp.                                              | LKQ Corp.                                                                         | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      8790 | NS      | $335865.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $214.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Arteria Ltd.                                     | Atlas Arteria Ltd.                                                                | CUSIP: N/A<br>LEI: 254900SGF4ZQDBH2YC59       | Long             | EC               | CORP              | AU        |     23028 | NS      | $76276.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                | Uber Technologies, Inc.                                                           | CUSIP: 90353TAG5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24126.37     | 0.00%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      7702 | NS      | $3232054.50   | 0.28%             | 2025-06-05      | Fixed         | 17.15%                | No            |                  2 | On Loan: No      |
| Dayforce, Inc.                                         | Dayforce, Inc., 1st Lien Term Loan B                                              | CUSIP: 23958CAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    542575 | PA      | $541896.53    | 0.05%             | 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        |    539510 | PA      | $534001.45    | 0.05%             | 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        |       483 | NS      | $56776.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta 2 (Lux) SARL                                     | Delta 2 (Lux) SARL, 1st Lien Term Loan B                                          | CUSIP: L2465BAW6<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    515839 | PA      | $512940.03    | 0.04%             | 2031-09-30      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Simon Property Group, Inc.                             | Simon Property Group, Inc.                                                        | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      6738 | NS      | $1060426.44   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Chobani LLC                                            | Chobani LLC, 1st Lien Term Loan                                                   | CUSIP: 17026YAK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    764496 | PA      | $763379.62    | 0.07%             | 2027-10-25      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | Bank of Montreal                                                                  | CUSIP: 06370C763<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |      2900 | NS      | $304149.81    | 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        |     28969 | NS      | $931932.73    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co.                         | Hewlett Packard Enterprise Co.                                                    | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      2216 | NS      | $35943.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rad CLO 14 Ltd.                                        | Rad CLO 14 Ltd., Series 2021-14A, Class D                                         | CUSIP: 75009RAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $995981.30    | 0.09%             | 2035-01-15      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Pike Corp.                                             | Pike Corp., 1st Lien Term Loan                                                    | CUSIP: 72108PAR5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | LON              | CORP              | US        |    298827 | PA      | $299200.92    | 0.03%             | 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        |     27930 | PA      | $27511.05     | 0.00%             | 2031-07-25      | Variable      | 7.80%                 | 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        |    853374 | PA      | $830290.29    | 0.07%             | 2029-10-19      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                           | Verizon Communications, Inc.                                                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      1409 | NS      | $62080.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     33165 | NS      | $1308502.85   | 0.11%             | 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        |       395 | NS      | $54130.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Woof Holdings, Inc.                                    | Woof Holdings, Inc., 1st Lien Term Loan                                           | CUSIP: 98082EAB0<br>LEI: 254900RX9Z723FXJSU14 | Long             | LON              | CORP              | US        |     77314 | PA      | $36028.51     | 0.00%             | 2027-12-21      | Variable      | 8.31%                 | No            |                  2 | On Loan: No      |
| Severn Trent plc                                       | Severn Trent plc                                                                  | CUSIP: N/A<br>LEI: 213800RPBXRETY4A4C59       | Long             | EC               | CORP              | GB        |      6601 | NS      | $245539.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Generac Power Systems, Inc.                            | Generac Power Systems, Inc., 1st Lien Term Loan                                   | CUSIP: 36874VAQ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    202190 | PA      | $201053.69    | 0.02%             | 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        |     80000 | PA      | $80000.00     | 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        |     18673 | PA      | $2194.08      | 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        |      1642 | NS      | $495489.92    | 0.04%             | 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        |       433 | NS      | $5629.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Peraton Corp.                                          | Peraton Corp., 2nd Lien Term Loan B1                                              | CUSIP: 71360HAG2<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |     99844 | PA      | $75082.31     | 0.01%             | 2029-02-01      | Variable      | 12.18%                | No            |                  2 | On Loan: No      |
| Magenta Security Holdings LLC                          | Magenta Security Holdings LLC, 1st Lien Term Loan                                 | CUSIP: 55909UAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     42215 | PA      | $38310.39     | 0.00%             | 2028-07-27      | Variable      | 11.30%                | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                   | Clear Channel Outdoor Holdings, Inc., 1st Lien Term Loan                          | CUSIP: 18452RAF2<br>LEI: 254900XBEE6V1ENYS150 | Long             | LON              | CORP              | US        |     65503 | PA      | $63374.02     | 0.01%             | 2028-08-23      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                | Eni SpA                                                                           | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |     51281 | NS      | $734422.70    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                     | Kingdom of Morocco                                                                | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |    279000 | PA      | $313852.69    | 0.03%             | 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        |    199862 | PA      | $199949.89    | 0.02%             | 2028-05-04      | Variable      | 9.82%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                               | Vinci SA                                                                          | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |     15384 | NS      | $2160948.45   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                               | Unipol Assicurazioni SpA                                                          | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | DBT              | CORP              | IT        |    100000 | PA      | $116258.73    | 0.01%             | 2034-05-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | Deutsche Bank AG                                                                  | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |    200000 | PA      | $218781.66    | 0.02%             | 2030-10-30      | Variable      | 7.12%                 | 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        |    218697 | PA      | $217645.55    | 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        |    186000 | PA      | $179664.84    | 0.02%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems US Holdings, Inc.               | Axalta Coating Systems US Holdings, Inc., Facility 1st Lien Term Loan B7          | CUSIP: 90347BAP3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    542468 | PA      | $541676.33    | 0.05%             | 2029-12-20      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                  | United Mexican States                                                             | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    218000 | PA      | $212795.25    | 0.02%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| nVent Electric plc                                     | nVent Electric plc                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |       394 | NS      | $21634.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant, Inc.                                         | Assurant, Inc.                                                                    | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      5956 | NS      | $1147959.44   | 0.10%             |  |  |  | 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        |    280000 | PA      | $276500.00    | 0.02%             | 2036-10-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| NAK Naftogaz Ukraine                                   | NAK Naftogaz Ukraine                                                              | CUSIP: N/A<br>LEI: 213800PUC1T9GI6EIO63       | Long             | DBT              | CORP              | GB        |    188709 | PA      | $182246.59    | 0.02%             | 2026-07-19      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Anticimex Global AB                                    | Anticimex Global AB, 1st Lien Term Loan B6                                        | CUSIP: 03703HAB2<br>LEI: N/A                  | Long             | LON              | CORP              | SE        |    155000 | PA      | $154273.05    | 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        |    230020 | PA      | $227454.84    | 0.02%             | 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        |      1235 | NS      | $684102.60    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Globe Life, Inc.                                       | Globe Life, Inc.                                                                  | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |      3869 | NS      | $477202.46    | 0.04%             |  |  |  | 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        |    100000 | PA      | $109862.58    | 0.01%             | 2037-10-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-930.95      | -0.00%            |  |  |  | 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        |     52339 | PA      | $48858.91     | 0.00%             | 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        |    270482 | PA      | $269129.11    | 0.02%             | 2030-09-30      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| KKR & Co., Inc.                                        | KKR & Co., Inc.                                                                   | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |       911 | NS      | $104099.97    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTDC Ltd.                                            | NEXTDC Ltd.                                                                       | CUSIP: N/A<br>LEI: 529900RTERU3X7G3D672       | Long             | EC               | CORP              | AU        |     65758 | NS      | $499256.64    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Teleperformance SE                                     | Teleperformance SE                                                                | CUSIP: N/A<br>LEI: 9695004GI61FHFFNRG61       | Long             | EC               | CORP              | FR        |      1293 | NS      | $141783.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      4500 | NS      | $257263.76    | 0.02%             | 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        |    200000 | PA      | $211215.35    | 0.02%             | 2030-06-15      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)                   | Hartford Insurance Group, Inc. (The)                                              | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      4262 | NS      | $522819.54    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Oak Hill Credit Partners X-R Ltd.                      | Oak Hill Credit Partners X-R Ltd., Series 2014-10RA, Class D1R2                   | CUSIP: 67707CBL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1963618.60   | 0.17%             | 2038-04-20      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| LoanCore 2025 Issuer LLC                               | LoanCore 2025 Issuer LLC, Series 2025-CRE8, Class A                               | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    940000 | PA      | $931307.38    | 0.08%             | 2042-08-17      | Floating      | 5.71%                 | 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        |    539903 | PA      | $534503.70    | 0.05%             | 2031-05-27      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| Rad CLO 12 Ltd.                                        | Rad CLO 12 Ltd., Series 2021-12A, Class D                                         | CUSIP: 75009PAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1486205.70   | 0.13%             | 2034-10-30      | Floating      | 7.59%                 | 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      | $-164.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Altice France SA                                       | Altice France SA                                                                  | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |    166000 | PA      | $151805.87    | 0.01%             | 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        |      2830 | NS      | $255396.19    | 0.02%             | 2025-05-01      | Fixed         | 27.03%                | No            |                  2 | On Loan: No      |
| Tractor Supply Co.                                     | Tractor Supply Co.                                                                | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |       310 | NS      | $15692.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CK Asset Holdings Ltd.                                 | CK Asset Holdings Ltd.                                                            | CUSIP: N/A<br>LEI: 5299006GJZSGP78B8S35       | Long             | EC               | CORP              | KY        |     72500 | NS      | $296189.04    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $77.63        | 0.00%             |  |  |  | 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        |     46648 | PA      | $45598.13     | 0.00%             | 2027-12-17      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                       | Raiffeisen Bank International AG                                                  | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | EC               | CORP              | AT        |      3181 | NS      | $84968.60     | 0.01%             |  |  |  | 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        |    600000 | PA      | $595332.06    | 0.05%             | 2037-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                           | Ecopetrol SA                                                                      | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    270000 | PA      | $270164.70    | 0.02%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CCC Intelligent Solutions, Inc.                        | CCC Intelligent Solutions, Inc., 1st Lien Term Loan                               | CUSIP: 12511BAC6<br>LEI: 5493006JEEL9RIWY5T17 | Long             | LON              | CORP              | US        |    994574 | PA      | $992087.37    | 0.09%             | 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        |        -4 | NC      | $-16720.61    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Guatemala                                  | Republic of Guatemala                                                             | CUSIP: 401494AX7<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    380000 | PA      | $398620.00    | 0.03%             | 2032-10-04      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Regatta XXIV Funding Ltd.                              | Regatta XXIV Funding Ltd., Series 2021-5A, Class AR                               | CUSIP: 75889HAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1996535.00   | 0.17%             | 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        |    273379 | NS      | $1271719.35   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayer AG                                               | Bayer AG (Registered)                                                             | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |      8100 | NS      | $212278.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Croda International plc                                | Croda International plc                                                           | CUSIP: N/A<br>LEI: 2138004WCNBFJEEOXV26       | Long             | EC               | CORP              | GB        |      3248 | NS      | $128210.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                 | Home Depot, Inc. (The)                                                            | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      3706 | NS      | $1335975.94   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills, Inc.                                    | General Mills, Inc.                                                               | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |       635 | NS      | $36029.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HT Troplast GmbH                                       | HT Troplast GmbH                                                                  | CUSIP: N/A<br>LEI: 529900Y2N2GAY3FXGP86       | Long             | DBT              | CORP              | DE        |    175000 | PA      | $200013.16    | 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        |     59798 | PA      | $57817.72     | 0.01%             | 2030-01-31      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                         | Raven Acquisition Holdings LLC, 1st Lien Term Loan                                | CUSIP: 75419XAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    155762 | PA      | $153981.96    | 0.01%             | 2031-11-19      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                              | Airbus SE                                                                         | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |       196 | NS      | $33259.34     | 0.00%             |  |  |  | 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        |      8798 | NS      | $2318332.47   | 0.20%             | 2025-06-02      | Fixed         | 15.48%                | No            |                  2 | On Loan: No      |
| AXA SA                                                 | AXA SA                                                                            | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |     32154 | NS      | $1520752.41   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      6300 | NS      | $1629085.50   | 0.14%             | 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        |    390544 | PA      | $387938.78    | 0.03%             | 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        |     81825 | PA      | $81518.22     | 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        |    157297 | PA      | $155527.64    | 0.01%             | 2031-06-25      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Comerica, Inc.                                         | Comerica, Inc.                                                                    | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |       167 | NS      | $8976.25      | 0.00%             |  |  |  | No            |                  1 | 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        |    201000 | PA      | $197482.50    | 0.02%             | 2030-02-06      | Variable      | 6.32%                 | 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        |    121695 | PA      | $121957.86    | 0.01%             | 2031-10-03      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2018-W5FX, Class CFX | CUSIP: 30307MAN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    334000 | PA      | $307535.11    | 0.03%             | 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        |       530 | NS      | $173277.81    | 0.01%             | 2025-05-29      | Fixed         | 22.09%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Electronic Arts, Inc.                                                             | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      2230 | NS      | $318138.12    | 0.03%             | 2025-05-05      | Fixed         | 18.01%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Intercontinental Exchange, Inc.                                                   | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      2000 | NS      | $337824.39    | 0.03%             | 2025-05-19      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| Pachelbel Bidco SpA                                    | Pachelbel Bidco SpA                                                               | CUSIP: N/A<br>LEI: 8156005DA07CDD50CC46       | Long             | DBT              | CORP              | IT        |    100000 | PA      | $113185.99    | 0.01%             | 2031-05-17      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| CarVal CLO I Ltd.                                      | CarVal CLO I Ltd., Series 2018-1A, Class BR                                       | CUSIP: 146865AL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1594240.32   | 0.14%             | 2031-07-16      | Floating      | 6.11%                 | 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        |    163339 | PA      | $162685.71    | 0.01%             | 2028-06-30      | Variable      | 8.82%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Linde plc                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      4287 | NS      | $1944816.18   | 0.17%             | 2025-05-05      | Fixed         | 9.66%                 | No            |                  2 | On Loan: No      |
| Telstra Group Ltd.                                     | Telstra Group Ltd.                                                                | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | EC               | CORP              | AU        |     96703 | NS      | $279094.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Boralex, Inc.                                          | Boralex, Inc., Class A                                                            | CUSIP: 09950M300<br>LEI: 5493004UT7HNQU2SVR90 | Long             | EC               | CORP              | CA        |      3332 | NS      | $74006.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CIFC Funding 2021-IV Ltd.                              | CIFC Funding 2021-IV Ltd., Series 2021-4A, Class CR                               | CUSIP: 12547DAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2935000 | PA      | $2894947.52   | 0.25%             | 2037-07-23      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                              | Williams Cos., Inc. (The)                                                         | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     11415 | NS      | $668576.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Iliad SA                                               | Iliad SA                                                                          | CUSIP: N/A<br>LEI: 969500FZ9BTRZS3JNB97       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $120223.71    | 0.01%             | 2030-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Hungary                                                | Hungary Government Bond                                                           | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $189200.00    | 0.02%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                | Kingdom of Saudi Arabia                                                           | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |    315000 | PA      | $312835.95    | 0.03%             | 2030-04-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)               | PNC Financial Services Group, Inc. (The)                                          | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       501 | NS      | $80505.69     | 0.01%             |  |  |  | No            |                  1 | 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        |    350735 | PA      | $286477.16    | 0.02%             | 2028-10-06      | Variable      | 8.44%                 | 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        |    591317 | PA      | $543379.00    | 0.05%             | 2031-01-29      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| RealPage, Inc.                                         | RealPage, Inc., 1st Lien Term Loan                                                | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    464089 | PA      | $459239.20    | 0.04%             | 2028-04-24      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                        | Telefonaktiebolaget LM Ericsson, Class B                                          | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |     66377 | NS      | $560711.77    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc, Series EMTJ                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      2945 | NS      | $1639457.14   | 0.14%             | 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        |    200000 | PA      | $233236.60    | 0.02%             | 2029-10-09      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| PGA Trust                                              | PGA Trust, Series 2024-RSR2, Class A                                              | CUSIP: 69381CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $298780.83    | 0.03%             | 2039-06-15      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Alstom SA                                              | Alstom SA                                                                         | CUSIP: N/A<br>LEI: 96950032TUYMW11FB530       | Long             | EC               | CORP              | FR        |     11049 | NS      | $266824.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Orbcomm, Inc.                                          | Orbcomm, Inc., 1st Lien Term Loan                                                 | CUSIP: 68558RAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    105815 | PA      | $94440.11     | 0.01%             | 2028-09-01      | Variable      | 8.75%                 | No            |                  3 | On Loan: No      |
| Wellington Management CLO 3 Ltd.                       | Wellington Management CLO 3 Ltd., Series 2024-3A, Class D1                        | CUSIP: 949575AG9<br>LEI: 2138007662K4YWZ79U31 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $995600.00    | 0.09%             | 2037-07-18      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                               | Trane Technologies plc                                                            | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Long             | SN               | CORP              | US        |      7218 | NS      | $2551578.17   | 0.22%             | 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        |      6186 | NS      | $3339488.01   | 0.29%             | 2025-05-01      | Fixed         | 16.04%                | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                 | Palmer Square CLO Ltd., Series 2021-4A, Class D                                   | CUSIP: 69702EAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2992140.00   | 0.26%             | 2034-10-15      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| LondonMetric Property plc                              | LondonMetric Property plc                                                         | CUSIP: N/A<br>LEI: 213800OCERWWPQDURL87       | Long             | EC               | CORP              | GB        |    362472 | NS      | $929997.69    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookdale Senior Living, Inc.                          | Brookdale Senior Living, Inc.                                                     | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               | CORP              | US        |      9133 | NS      | $59912.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $153.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LABL, Inc.                                             | LABL, Inc., 1st Lien Term Loan B                                                  | CUSIP: 50168EAN2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | LON              | CORP              | US        |    361444 | PA      | $310632.44    | 0.03%             | 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        |     30014 | NS      | $1501788.57   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                                     | Banco Santander SA                                                                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |     39920 | NS      | $281071.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VF Ukraine PAT                                         | VF Ukraine PAT                                                                    | CUSIP: 918212AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | UA        |    150045 | PA      | $144418.32    | 0.01%             | 2027-02-11      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                               | Enel SpA                                                                          | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |      8580 | NS      | $74379.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sixth Street CLO IX Ltd.                               | Sixth Street CLO IX Ltd., Series 2017-9A, Class AR                                | CUSIP: 83012CAC9<br>LEI: 549300T5OQR4UD880D68 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1999611.20   | 0.17%             | 2037-07-21      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Mortgage Trust               | Fontainebleau Miami Beach Mortgage Trust, Series 2024-FBLU, Class A               | CUSIP: 34461WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1150000 | PA      | $1140656.25   | 0.10%             | 2039-12-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Eiffage SA                                             | Eiffage SA                                                                        | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |      2255 | NS      | $306843.96    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                      | EMRLD Borrower LP, 1st Lien Term Loan                                             | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    543878 | PA      | $536742.79    | 0.05%             | 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        |     13692 | NS      | $1117067.76   | 0.10%             | 2025-06-06      | Fixed         | 21.65%                | No            |                  2 | On Loan: No      |
| Medical Solutions Holdings, Inc.                       | Medical Solutions Holdings, Inc., 2nd Lien Term Loan                              | CUSIP: 58462QAM3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     87000 | PA      | $43500.00     | 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        |   1385122 | PA      | $1370287.60   | 0.12%             | 2031-02-28      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co., Inc.                              | Church & Dwight Co., Inc.                                                         | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |       409 | NS      | $40630.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BPR Trust                                              | BPR Trust, Series 2021-TY, Class E                                                | CUSIP: 05592AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $313661.53    | 0.03%             | 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        |    100000 | PA      | $104006.35    | 0.01%             | 2029-06-15      | Fixed         | 10.75%                | 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        |     35017 | NS      | $2341291.39   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                                         | Air Liquide SA                                                                    | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |      4129 | NS      | $848419.53    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Regency Centers Corp.                                  | Regency Centers Corp.                                                             | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |     10869 | NS      | $784524.42    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Intelsat Jackson Holdings SA                           | Intelsat Jackson Holdings SA                                                      | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |    124000 | PA      | $121968.61    | 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        |    100000 | PA      | $112680.32    | 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        |       686 | NS      | $158476.94    | 0.01%             | 2025-05-12      | Fixed         | 24.71%                | No            |                  2 | On Loan: No      |
| Hess Corp.                                             | Hess Corp.                                                                        | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |      3475 | NS      | $448448.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                               | Morgan Stanley & Co. LLC                                                          | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Long             | SN               | CORP              | US        |      4100 | NS      | $187392.55    | 0.02%             | 2025-05-22      | Fixed         | 22.23%                | No            |                  2 | On Loan: No      |
| N/A                                                    | TRSIBOXX                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1500000 | PA      | $-15664.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Asurion LLC                                            | Asurion LLC, 1st Lien Term Loan B9                                                | CUSIP: 04649VAY6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    233823 | PA      | $228367.53    | 0.02%             | 2027-07-30      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| South Bow Corp.                                        | South Bow Corp.                                                                   | CUSIP: 83671M105<br>LEI: 2549000XS5TAFA3YF943 | Long             | EC               | CORP              | CA        |       368 | NS      | $9085.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Konecranes OYJ                                         | Konecranes OYJ                                                                    | CUSIP: N/A<br>LEI: 549300EF0CDEQZBMA096       | Long             | EC               | CORP              | FI        |      1927 | NS      | $129105.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                          | Canadian National Railway Co.                                                     | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |      3811 | NS      | $369074.87    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Samarco Mineracao SA                                   | Samarco Mineracao SA                                                              | CUSIP: N/A<br>LEI: 529900U8HKV15GJC4O60       | Long             | DBT              | CORP              | BR        |     88260 | PA      | $82783.47     | 0.01%             | 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        |    371000 | PA      | $367553.63    | 0.03%             | 2034-01-15      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                           | Samsung Electronics Co. Ltd.                                                      | CUSIP: 796050888<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |       685 | NS      | $667011.16    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                            | Extended Stay America Trust, Series 2021-ESH, Class F                             | CUSIP: 30227FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    194243 | PA      | $191814.64    | 0.02%             | 2038-07-15      | Floating      | 8.14%                 | 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        |    308183 | PA      | $306491.52    | 0.03%             | 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        |       499 | NS      | $42604.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Twitter, Inc.                                          | Twitter, Inc., 1st Lien Term Loan B1                                              | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    260000 | PA      | $251615.00    | 0.02%             | 2029-10-26      | Variable      | 10.95%                | No            |                  2 | On Loan: No      |
| FS Trust                                               | FS Trust, Series 2024-HULA, Class A                                               | CUSIP: 30338DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $179943.75    | 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        |    134378 | NS      | $392085.77    | 0.03%             |  |  |  | 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        |      6904 | NS      | $1637655.84   | 0.14%             | 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        |    100000 | PA      | $115248.01    | 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        |    168988 | PA      | $166242.17    | 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        |      1440 | NS      | $81705.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CIFC Funding Ltd.                                      | CIFC Funding Ltd., Series 2014-2RA, Class AR                                      | CUSIP: 12548RAH7<br>LEI: 549300O8WGQU5B6HEB94 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1999445.20   | 0.17%             | 2037-10-24      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $328.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                 | Palmer Square CLO Ltd., Series 2019-1A, Class BR                                  | CUSIP: 69700GAN2<br>LEI: 549300Y43K78UTRMTN21 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $498790.05    | 0.04%             | 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        |     69319 | PA      | $68972.28     | 0.01%             | 2030-10-24      | Variable      | 8.05%                 | No            |                  3 | 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        |    478198 | PA      | $471077.85    | 0.04%             | 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        |      3537 | NS      | $331381.53    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vizient, Inc.                                          | Vizient, Inc., 1st Lien Term Loan B8                                              | CUSIP: 92855LAR7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     78812 | PA      | $78615.24     | 0.01%             | 2031-08-01      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Arcosa, Inc.                                           | Arcosa, Inc., 1st Lien Term Loan                                                  | CUSIP: 03965EAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    230412 | PA      | $229404.63    | 0.02%             | 2031-08-15      | Variable      | 6.57%                 | 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        |     51475 | PA      | $48257.78     | 0.00%             | 2029-11-15      | Variable      | 10.32%                | No            |                  3 | On Loan: No      |
| Electricite de France SA                               | Electricite de France SA                                                          | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |    100000 | PA      | $134469.43    | 0.01%             | 2035-06-17      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Sultanate of Oman                                      | Oman Government Bond                                                              | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |    260000 | PA      | $261950.00    | 0.02%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                            | Federal Republic of Nigeria                                                       | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |    200000 | PA      | $141500.00    | 0.01%             | 2047-11-28      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Recordati Industria Chimica e Farmaceutica SpA         | Recordati Industria Chimica e Farmaceutica SpA                                    | CUSIP: N/A<br>LEI: 815600FBF92FD3531704       | Long             | EC               | CORP              | IT        |      2593 | NS      | $153008.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     63000 | PA      | $434.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                          | Equinix, Inc.                                                                     | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       163 | NS      | $140302.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleos del Peru SA                                  | Petroleos del Peru SA                                                             | CUSIP: 716564AA7<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | NUSS              | PE        |    200000 | PA      | $147375.00    | 0.01%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | International Flavors & Fragrances, Inc.                                          | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      5970 | NS      | $466573.29    | 0.04%             | 2025-05-08      | Fixed         | 19.10%                | 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        |    120515 | PA      | $105507.36    | 0.01%             | 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        |    214955 | PA      | $205281.87    | 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        |     12407 | NS      | $1419034.19   | 0.12%             | 2025-05-02      | Fixed         | 17.83%                | No            |                  2 | On Loan: No      |
| RS GROUP plc                                           | RS GROUP plc                                                                      | CUSIP: N/A<br>LEI: 549300KVXDURRKVW7R37       | Long             | EC               | CORP              | GB        |     23902 | NS      | $164804.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                        | Universal Health Services, Inc., Class B                                          | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |      2387 | NS      | $422666.09    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gatwick Airport Finance plc                            | Gatwick Airport Finance plc                                                       | CUSIP: N/A<br>LEI: 213800BDRHDHRGTQ1D63       | Long             | DBT              | CORP              | GB        |    169000 | PA      | $221044.98    | 0.02%             | 2026-04-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | AAR Corp., Series EMV2                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      2100 | NS      | $353417.32    | 0.03%             | 2025-05-12      | Fixed         | 24.25%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Apple, Inc.                                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     64237 | NS      | $13656347.46  | 1.18%             | 2025-05-02      | Fixed         | 12.20%                | No            |                  2 | On Loan: No      |
| Ares XLVII CLO Ltd.                                    | Ares XLVII CLO Ltd., Series 2018-47A, Class SUB                                   | CUSIP: 04016WAC7<br>LEI: 5493001J0ZSE1Y09WE50 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $62886.60     | 0.01%             | 2030-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                    | Brown & Brown, Inc.                                                               | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |       217 | NS      | $24000.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark Services, Inc.                                 | Aramark Services, Inc., 1st Lien Term Loan B7                                     | CUSIP: 03852JAU5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     80745 | PA      | $80805.77     | 0.01%             | 2028-04-06      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Grifols SA                                             | Grifols SA                                                                        | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |    155000 | PA      | $181025.49    | 0.02%             | 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        |    398639 | PA      | $397020.17    | 0.03%             | 2030-12-19      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    100000 | PA      | $-2552.30     | -0.00%            |  |  |  | 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        |     25922 | NS      | $948690.71    | 0.08%             | 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        |    164979 | NS      | $816481.64    | 0.07%             |  |  |  | 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        |    558000 | PA      | $545679.36    | 0.05%             | 2032-01-28      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Calpine Construction Finance Co. LP                    | Calpine Construction Finance Co. LP, 1st Lien Term Loan                           | CUSIP: 13134NAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    314389 | PA      | $313077.90    | 0.03%             | 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        |     42145 | NS      | $387734.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mahle GmbH                                             | Mahle GmbH                                                                        | CUSIP: N/A<br>LEI: 52990098TR1QJBWIYG58       | Long             | DBT              | CORP              | DE        |    116000 | PA      | $128848.09    | 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        |      2331 | NS      | $78420.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SWF Holdings I Corp.                                   | SWF Holdings I Corp., 1st Lien Term Loan A1                                       | CUSIP: 78489HAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     41665 | PA      | $41456.19     | 0.00%             | 2029-12-19      | Variable      | 8.82%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | Airbnb, Inc.                                                                      | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      8151 | NS      | $984375.95    | 0.09%             | 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        |      1400 | NS      | $205336.58    | 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      | $-60.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Knorr-Bremse AG                                        | Knorr-Bremse AG                                                                   | CUSIP: N/A<br>LEI: 5299001GRRO0Z25YZT52       | Long             | EC               | CORP              | DE        |      2127 | NS      | $210948.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                    | Medline Borrower LP, 1st Lien Term Loan                                           | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   2025696 | PA      | $2010705.43   | 0.17%             | 2028-10-23      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                 | Freeport-McMoRan, Inc.                                                            | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |       992 | NS      | $35741.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kuehg Corp.                                            | KUEHG Corp., 1st Lien Term Loan                                                   | CUSIP: 50118YAG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    131105 | PA      | $130497.12    | 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        |      4450 | NS      | $408910.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Panama                                     | Republic of Panama                                                                | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $207800.00    | 0.02%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                           | Oriental Republic of Uruguay                                                      | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    249000 | PA      | $224341.38    | 0.02%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MSCI, Inc.                                             | MSCI, Inc.                                                                        | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |       873 | NS      | $475881.03    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co. (The)                             | Sherwin-Williams Co. (The)                                                        | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      1261 | NS      | $445032.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Vopak NV                                   | Koninklijke Vopak NV                                                              | CUSIP: N/A<br>LEI: 724500UL634GFV1KYF10       | Long             | EC               | CORP              | NL        |      5607 | NS      | $231853.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC Group NV                                           | KBC Group NV                                                                      | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |    200000 | PA      | $246988.49    | 0.02%             | 2028-09-05      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Cotiviti, Inc.                                         | Cotiviti, Inc., 1st Lien Term Loan                                                | CUSIP: 22164MAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    185215 | PA      | $182784.98    | 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        |      9643 | NS      | $255226.57    | 0.02%             |  |  |  | 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        |    115445 | NS      | $12584121.59  | 1.09%             | 2025-05-29      | Fixed         | 30.20%                | No            |                  2 | On Loan: No      |
| Pluspetrol Camisea SA                                  | Pluspetrol Camisea SA                                                             | CUSIP: 72941KAA4<br>LEI: 254900VNCHIPPJ2OFY98 | Long             | DBT              | CORP              | PE        |    150000 | PA      | $152737.50    | 0.01%             | 2036-07-03      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| OMNIA Partners LLC                                     | OMNIA Partners LLC, 1st Lien Term Loan B                                          | CUSIP: 68218HAE7<br>LEI: 254900ZD1P5CVG9GOS22 | Long             | LON              | CORP              | US        |    214025 | PA      | $212864.72    | 0.02%             | 2030-07-25      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc.                                                                   | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     21122 | NS      | $1444322.36   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                       | Fantasia Holdings Group Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $15000.00     | 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        |     19037 | NS      | $3249267.39   | 0.28%             | 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        |    131000 | PA      | $143209.23    | 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        |   1728082 | PA      | $1714758.66   | 0.15%             | 2031-09-19      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| SCC Power plc                                          | SCC Power plc                                                                     | CUSIP: 78397YAC6<br>LEI: 529900IYGYC6VSDSDF37 | Long             | DBT              | CORP              | GB        |    223943 | PA      | $53858.29     | 0.00%             | 2032-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BP plc                                                 | BP plc                                                                            | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |     16601 | NS      | $76653.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                   | Telefonica Europe BV                                                              | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |    300000 | PA      | $360611.30    | 0.03%             | 2030-02-03      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Associated British Foods plc                           | Associated British Foods plc                                                      | CUSIP: N/A<br>LEI: GBQKSY6W7G0OHCQ8OQ72       | Long             | EC               | CORP              | GB        |      7914 | NS      | $218150.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Orkla ASA                                              | Orkla ASA                                                                         | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Long             | EC               | CORP              | NO        |     16443 | NS      | $183379.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ARES1                                                  | ARES1, Series 2024-IND2, Class A                                                  | CUSIP: 04021EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    820000 | PA      | $819487.50    | 0.07%             | 2034-10-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Vivion Investments SARL                                | Vivion Investments SARL                                                           | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |    328445 | PA      | $358051.54    | 0.03%             | 2028-08-31      | Fixed         | 6.50%                 | 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        |    552557 | PA      | $545489.39    | 0.05%             | 2028-07-31      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                 | Palmer Square CLO Ltd., Series 2020-3A, Class BR2                                 | CUSIP: 69701RBC0<br>LEI: 549300IUW4WDDDVSMS20 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002292.80   | 0.09%             | 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        |     21105 | PA      | $20010.60     | 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        |      2416 | NS      | $174688.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Intrum AB                                              | Intrum AB                                                                         | CUSIP: N/A<br>LEI: 549300UNCO2FCUWXX470       | Long             | DBT              | CORP              | SE        |    100000 | PA      | $91081.14     | 0.01%             | 2028-03-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Trust                         | Banc of America Mortgage Trust, Series 2007-4, Class 1A1                          | CUSIP: 059513CA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22968 | PA      | $16592.40     | 0.00%             | 2037-12-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                               | Lloyds Banking Group plc                                                          | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $257633.57    | 0.02%             | 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        |      2127 | NS      | $534336.32    | 0.05%             |  |  |  | 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        |    388884 | PA      | $387748.70    | 0.03%             | 2026-10-19      | Variable      | 6.17%                 | 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        |    201620 | PA      | $200107.85    | 0.02%             | 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        |    147000 | PA      | $115144.78    | 0.01%             | 2028-11-15      | Fixed         | 5.62%                 | 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        |    341702 | PA      | $319918.40    | 0.03%             | 2027-10-29      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                     | Credit Agricole SA                                                                | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $108606.33    | 0.01%             | 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        |    211163 | PA      | $241605.57    | 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        |    100000 | PA      | $117395.55    | 0.01%             | 2029-04-15      | Fixed         | 6.25%                 | 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        |     37504 | NS      | $1191941.29   | 0.10%             | 2025-05-01      | Fixed         | 16.30%                | No            |                  2 | On Loan: No      |
| Ricoh Co. Ltd.                                         | Ricoh Co. Ltd.                                                                    | CUSIP: N/A<br>LEI: 549300HFIB2GRUMDID72       | Long             | EC               | CORP              | JP        |     13100 | NS      | $137787.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HILT Commercial Mortgage Trust                         | HILT Commercial Mortgage Trust, Series 2024-ORL, Class A                          | CUSIP: 403956AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99562.50     | 0.01%             | 2037-05-15      | Floating      | 5.86%                 | 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        |    616503 | PA      | $613809.38    | 0.05%             | 2031-05-30      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc, Series GMTX                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      9407 | NS      | $1292693.25   | 0.11%             | 2025-06-09      | Fixed         | 18.20%                | No            |                  2 | On Loan: No      |
| RELX plc                                               | RELX plc                                                                          | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |     20814 | NS      | $1133099.24   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand SA                                             | Legrand SA                                                                        | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               | CORP              | FR        |      1188 | NS      | $130561.00    | 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        |    514847 | PA      | $506094.95    | 0.04%             | 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        |       337 | NC      | $616489.41    | 0.05%             |  |  |  | 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        |      5199 | PA      | $1299.66      | 0.00%             | 2028-11-30      | Variable      | 11.02%                | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO V-B Ltd.                   | Benefit Street Partners CLO V-B Ltd., Series 2018-5BA, Class A1R                  | CUSIP: 08181JAH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002204.80   | 0.17%             | 2037-07-20      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Eutelsat SA                                            | Eutelsat SA                                                                       | CUSIP: N/A<br>LEI: 549300MCOOY1V7P2PG30       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $186983.79    | 0.02%             | 2028-10-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Lorca Telecom Bondco SA                                | Lorca Telecom Bondco SA                                                           | CUSIP: N/A<br>LEI: 9598004HFBAS82YM7X35       | Long             | DBT              | CORP              | ES        |    689000 | PA      | $818779.80    | 0.07%             | 2029-04-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Clorox Co. (The)                                       | Clorox Co. (The)                                                                  | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |       239 | NS      | $34009.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SCSK Corp.                                             | SCSK Corp.                                                                        | CUSIP: N/A<br>LEI: 529900SNGFXMSUBB7864       | Long             | EC               | CORP              | JP        |      3800 | NS      | $99390.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                  | Republic of Guatemala                                                             | CUSIP: 401494AW9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    225000 | PA      | $224775.00    | 0.02%             | 2036-06-13      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                | Ukraine Government Bond                                                           | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     34805 | PA      | $17176.27     | 0.00%             | 2034-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Rexnord LLC                                            | Rexnord LLC, 1st Lien Term Loan B                                                 | CUSIP: 76168JAS5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    132428 | PA      | $132924.89    | 0.01%             | 2028-10-04      | Variable      | 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        |    194713 | PA      | $150026.14    | 0.01%             | 2027-10-28      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| Intertek Group plc                                     | Intertek Group plc                                                                | CUSIP: N/A<br>LEI: 2138003GAT25WW1RN369       | Long             | EC               | CORP              | GB        |      4006 | NS      | $246028.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $37.11        | 0.00%             |  |  |  | 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        |    559711 | PA      | $552507.30    | 0.05%             | 2030-05-31      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| WMRK Commercial Mortgage Trust                         | WMRK Commercial Mortgage Trust, Series 2022-WMRK, Class A                         | CUSIP: 929342AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1113000 | PA      | $1113828.74   | 0.10%             | 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        |    332111 | PA      | $329164.96    | 0.03%             | 2032-04-01      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    121000 | PA      | $-7121.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                           | CaixaBank SA                                                                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |    200000 | PA      | $224955.69    | 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        |    553235 | PA      | $545201.84    | 0.05%             | 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        |     26120 | PA      | $25989.37     | 0.00%             | 2028-06-01      | Variable      | 10.32%                | No            |                  2 | On Loan: No      |
| UBS AG                                                 | UBS AG                                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      2070 | NS      | $439931.06    | 0.04%             | 2025-05-29      | Fixed         | 21.00%                | 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        |    383423 | PA      | $380217.68    | 0.03%             | 2027-12-15      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                 | Republic of Costa Rica                                                            | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |    230000 | PA      | $234686.25    | 0.02%             | 2034-04-03      | Fixed         | 6.55%                 | No            |                  2 | 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        |     70303 | PA      | $70429.00     | 0.01%             | 2031-05-30      | Variable      | 7.32%                 | 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        |    153194 | PA      | $151738.78    | 0.01%             | 2031-05-01      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                   | Otis Worldwide Corp.                                                              | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     13086 | NS      | $1259789.22   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SMC Corp.                                              | SMC Corp.                                                                         | CUSIP: N/A<br>LEI: 353800O40V08DOZ70X62       | Long             | EC               | CORP              | JP        |      1700 | NS      | $550189.52    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International plc                 | Wynn Resorts Ltd., Series EObZ                                                    | CUSIP: 61779M755<br>LEI: 4PQUHN3JPFGFNF3BB653 | Long             | SN               | CORP              | GB        |     23830 | NS      | $1915174.80   | 0.17%             | 2025-05-07      | Fixed         | 31.32%                | 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        |    405195 | PA      | $404619.19    | 0.04%             | 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        |    338844 | PA      | $337715.78    | 0.03%             | 2029-04-16      | Variable      | 6.57%                 | 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        |    695048 | PA      | $695138.31    | 0.06%             | 2029-11-30      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                      | Polaris Newco LLC, 1st Lien Term Loan                                             | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    619679 | PA      | $596633.07    | 0.05%             | 2028-06-02      | Variable      | 8.29%                 | No            |                  2 | On Loan: No      |
| Restoration Hardware, Inc.                             | Restoration Hardware, Inc., 1st Lien Term Loan                                    | CUSIP: 76133MAB7<br>LEI: 5493008MTS3OGGMHGK69 | Long             | LON              | CORP              | US        |     74918 | PA      | $69392.79     | 0.01%             | 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        |    676646 | PA      | $672457.84    | 0.06%             | 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        |     18195 | NS      | $3311223.72   | 0.29%             | 2025-06-10      | Fixed         | 12.76%                | No            |                  2 | On Loan: No      |
| Informatica LLC                                        | Informatica LLC, 1st Lien Term Loan B                                             | CUSIP: 45673YAL0<br>LEI: 5493007SV33RZV7RPS40 | Long             | LON              | CORP              | US        |    308973 | PA      | $308200.66    | 0.03%             | 2028-10-27      | Variable      | 6.57%                 | No            |                  3 | 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        |    320427 | PA      | $291152.42    | 0.03%             | 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        |     24938 | PA      | $24775.41     | 0.00%             | 2029-10-04      | Variable      | 8.02%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                     | Sealed Air Corp.                                                                  | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |      8900 | NS      | $246690.08    | 0.02%             | 2025-05-08      | Floating      | 24.30%                | No            |                  2 | On Loan: No      |
| AZZ, Inc.                                              | AZZ, Inc., 1st Lien Term Loan                                                     | CUSIP: 00247NAG7<br>LEI: 549300HD1X2NFLWPYC83 | Long             | LON              | CORP              | US        |     64784 | PA      | $64638.07     | 0.01%             | 2029-05-14      | Variable      | 6.82%                 | 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        |    351934 | PA      | $351494.31    | 0.03%             | 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        |    200000 | PA      | $234393.46    | 0.02%             | 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        |    382617 | PA      | $334789.80    | 0.03%             | 2026-09-25      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                         | Broadcom, Inc.                                                                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      7630 | NS      | $1468546.10   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp.                                         | McKesson Corp.                                                                    | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       826 | NS      | $588764.54    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                    | CNH Industrial NV                                                                 | CUSIP: 83371M306<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |     18800 | NS      | $219762.98    | 0.02%             | 2025-05-19      | Fixed         | 21.69%                | No            |                  2 | On Loan: No      |
| Kyowa Kirin Co. Ltd.                                   | Kyowa Kirin Co. Ltd.                                                              | CUSIP: N/A<br>LEI: 529900TBXKVTQGYA3582       | Long             | EC               | CORP              | JP        |      5400 | NS      | $84318.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International plc                 | Morgan Stanley & Co. International plc                                            | CUSIP: 61779M789<br>LEI: 4PQUHN3JPFGFNF3BB653 | Long             | SN               | CORP              | GB        |       900 | NS      | $98345.34     | 0.01%             | 2025-05-22      | Fixed         | 23.22%                | No            |                  2 | On Loan: No      |
| Verisure Holding AB                                    | Verisure Holding AB                                                               | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | DBT              | CORP              | SE        |     80000 | PA      | $94947.33     | 0.01%             | 2027-10-15      | Fixed         | 9.25%                 | 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        |    164000 | PA      | $178058.64    | 0.02%             | 2029-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                               | Roper Technologies, Inc.                                                          | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       172 | NS      | $96333.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      7930 | NS      | $856144.65    | 0.07%             | 2025-05-27      | Fixed         | 37.55%                | 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        |    715871 | PA      | $699255.29    | 0.06%             | 2029-02-15      | Variable      | 8.78%                 | No            |                  2 | On Loan: No      |
| Genting Singapore Ltd.                                 | Genting Singapore Ltd.                                                            | CUSIP: N/A<br>LEI: 254900Y2N3AK93K1O866       | Long             | EC               | CORP              | SG        |    123300 | NS      | $69919.41     | 0.01%             |  |  |  | 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        |     62523 | PA      | $60959.57     | 0.01%             | 2029-03-30      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                           | BX Commercial Mortgage Trust, Series 2021-NWM, Class B                            | CUSIP: 12434AAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    570598 | PA      | $566902.94    | 0.05%             | 2033-02-15      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Osaka Gas Co. Ltd.                                     | Osaka Gas Co. Ltd.                                                                | CUSIP: N/A<br>LEI: 353800024KMNOPQRWZ02       | Long             | EC               | CORP              | JP        |      4700 | NS      | $119182.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc, Series MTMw                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      3226 | NS      | $1631555.54   | 0.14%             | 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        |    309476 | PA      | $308058.73    | 0.03%             | 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        |     97387 | NS      | $2257687.38   | 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        |    115615 | PA      | $109063.32    | 0.01%             | 2028-05-01      | Variable      | 8.19%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                 | UBS AG                                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      1100 | NS      | $468980.17    | 0.04%             | 2025-05-29      | Fixed         | 20.40%                | 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        |     11910 | NS      | $527339.37    | 0.05%             | 2025-05-15      | Fixed         | 18.89%                | No            |                  2 | On Loan: No      |
| N/A                                                    | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    109000 | PA      | $-5047.70     | -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        |    428637 | PA      | $385850.27    | 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        |    250000 | PA      | $204895.38    | 0.02%             | 2039-01-05      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                   | Meta Platforms, Inc., Class A                                                     | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      3627 | NS      | $1991223.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunac China Holdings Ltd.                              | Sunac China Holdings Ltd.                                                         | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | KY        |     56431 | PA      | $6489.57      | 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        |     15400 | NS      | $306039.94    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bracken MidCo1 plc                                     | Bracken MidCo1 plc                                                                | CUSIP: N/A<br>LEI: 213800AFGHKES7J58805       | Long             | DBT              | CORP              | GB        |    113000 | PA      | $147094.62    | 0.01%             | 2027-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                | Raizen Fuels Finance SA                                                           | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    282000 | PA      | $279391.50    | 0.02%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                          | Koninklijke Ahold Delhaize NV                                                     | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |     22262 | NS      | $914056.90    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | Cardinal Health, Inc.                                                             | CUSIP: 06370C607<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |     15365 | NS      | $2019223.66   | 0.17%             | 2025-05-02      | Fixed         | 18.26%                | No            |                  2 | On Loan: No      |
| Eurobank Ergasias Services & Holdings SA               | Eurobank Ergasias Services & Holdings SA                                          | CUSIP: N/A<br>LEI: JEUVK5RWVJEN8W0C9M24       | Long             | DBT              | CORP              | GR        |    125000 | PA      | $140125.90    | 0.01%             | 2035-04-30      | Variable      | 4.25%                 | 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        |   3000000 | PA      | $2969433.00   | 0.26%             | 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        |      2555 | NS      | $460564.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp.                                 | Costco Wholesale Corp.                                                            | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       690 | NS      | $686205.00    | 0.06%             |  |  |  | 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        |     44662 | PA      | $43049.29     | 0.00%             | 2029-05-23      | Variable      | 9.57%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust                           | JW Commercial Mortgage Trust, Series 2024-MRCO, Class A                           | CUSIP: 46657XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    605000 | PA      | $601596.88    | 0.05%             | 2039-06-15      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Abanca Corp. Bancaria SA                               | Abanca Corp. Bancaria SA                                                          | CUSIP: N/A<br>LEI: 54930056IRBXK0Q1FP96       | Long             | DBT              | CORP              | ES        |    100000 | PA      | $113452.21    | 0.01%             | 2036-12-11      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Signia Aerospace LLC                                   | Signia Aerospace LLC, Delayed Draw 1st Lien Term Loan                             | CUSIP: 82670NAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10109 | PA      | $9970.06      | 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        |    789000 | PA      | $787027.50    | 0.07%             | 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        |      4300 | NS      | $127645.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | Parker-Hannifin Corp.                                                             | CUSIP: 06370C623<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |      1068 | NS      | $643918.68    | 0.06%             | 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        |     27100 | NS      | $555072.73    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Atos SE                                                | Atos SE                                                                           | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | SN               | CORP              | FR        |    248571 | PA      | $106977.08    | 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        |      4100 | NS      | $88875.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-46.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Carrier Global Corp.                                   | Carrier Global Corp.                                                              | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |       965 | NS      | $60351.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PFP Ltd.                                               | PFP Ltd., Series 2022-9, Class A                                                  | CUSIP: 69291QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    715442 | PA      | $716336.26    | 0.06%             | 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        |    618746 | PA      | $612868.32    | 0.05%             | 2029-08-17      | Variable      | 6.32%                 | 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        |    553159 | PA      | $552464.23    | 0.05%             | 2039-10-25      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Generac Holdings, Inc.                                 | Generac Holdings, Inc.                                                            | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |       143 | NS      | $16356.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Romania                                                | Romania Government Bond                                                           | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     72000 | PA      | $71478.00     | 0.01%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                               | AthenaHealth Group, Inc., 1st Lien Term Loan                                      | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |   1022610 | PA      | $1012547.79   | 0.09%             | 2029-02-15      | Variable      | 7.32%                 | 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        |    374085 | PA      | $119707.20    | 0.01%             | 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        |    200000 | PA      | $201196.00    | 0.02%             | 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        |     46000 | PA      | $45776.44     | 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        |    100000 | PA      | $113285.00    | 0.01%             | 2027-01-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Expedia Group, Inc.                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      5618 | NS      | $883955.31    | 0.08%             | 2025-05-05      | Fixed         | 19.30%                | No            |                  2 | On Loan: No      |
| Ma'aden Sukuk Ltd.                                     | Ma'aden Sukuk Ltd.                                                                | CUSIP: 55407NAA0<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |    239000 | PA      | $242286.25    | 0.02%             | 2030-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| USI, Inc.                                              | USI, Inc., 1st Lien Term Loan D                                                   | CUSIP: 90351NAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    533040 | PA      | $529330.30    | 0.05%             | 2029-11-21      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer LLC                                   | FS Rialto Issuer LLC, Series 2025-FL10, Class A                                   | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1150000 | PA      | $1136677.14   | 0.10%             | 2042-08-19      | Floating      | 5.70%                 | 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        |    143740 | PA      | $141763.09    | 0.01%             | 2031-12-11      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                         | Carnival Corp., 1st Lien Term Loan                                                | CUSIP: P2121YAY4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    155000 | PA      | $154322.65    | 0.01%             | 2028-10-18      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                   | SoftBank Group Corp.                                                              | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    400000 | PA      | $407690.06    | 0.04%             | 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        |    185170 | PA      | $183832.82    | 0.02%             | 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        |    200000 | PA      | $228269.28    | 0.02%             | 2030-03-20      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Sekisui House Ltd.                                     | Sekisui House Ltd.                                                                | CUSIP: N/A<br>LEI: 529900GMNDOYQSAJAE76       | Long             | EC               | CORP              | JP        |     14200 | NS      | $326460.87    | 0.03%             |  |  |  | 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        |      4427 | NS      | $1597828.67   | 0.14%             | 2025-05-21      | Fixed         | 24.80%                | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                              | Sunac China Holdings Ltd.                                                         | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | KY        |     56294 | PA      | $6473.81      | 0.00%             | 2028-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COAST Commercial Mortgage Trust                        | COAST Commercial Mortgage Trust, Series 2023-2HTL, Class A                        | CUSIP: 19033EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $179484.43    | 0.02%             | 2036-08-15      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Arena Luxembourg Finance SARL                          | Arena Luxembourg Finance SARL                                                     | CUSIP: N/A<br>LEI: 222100KX2LPK5KRSIG74       | Long             | DBT              | CORP              | LU        |    134000 | PA      | $151332.19    | 0.01%             | 2030-05-01      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Burberry Group plc                                     | Burberry Group plc                                                                | CUSIP: N/A<br>LEI: 213800PE1KEFCNFR1R50       | Long             | EC               | CORP              | GB        |      7927 | NS      | $77199.27     | 0.01%             |  |  |  | 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        |      5860 | NS      | $486456.36    | 0.04%             | 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        |       950 | NS      | $292410.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Qantas Airways Ltd.                                    | Qantas Airways Ltd.                                                               | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | EC               | CORP              | AU        |     19526 | NS      | $110398.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SPX FLOW, Inc.                                         | SPX FLOW, Inc., 1st Lien Term Loan B                                              | CUSIP: 78470DAV0<br>LEI: 5493003YXEKRBINIEM78 | Long             | LON              | CORP              | US        |    424415 | PA      | $422029.98    | 0.04%             | 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        |      2471 | NS      | $163757.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kubota Corp.                                           | Kubota Corp.                                                                      | CUSIP: N/A<br>LEI: 549300CSY4INHEHQQT13       | Long             | EC               | CORP              | JP        |     23800 | NS      | $276565.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                        | Universal Health Services, Inc., Class B                                          | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |       155 | NS      | $27445.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $108.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      1500 | NS      | $111891.11    | 0.01%             | 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        |     19000 | PA      | $20851.52     | 0.00%             | 2031-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ephios Subco 3 SARL                                    | Ephios Subco 3 SARL                                                               | CUSIP: N/A<br>LEI: 213800E4EG6VFUFVEH64       | Long             | DBT              | CORP              | LU        |    352000 | PA      | $420360.22    | 0.04%             | 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        |    147644 | PA      | $145244.34    | 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        |     50286 | NS      | $8043985.06   | 0.70%             | 2025-06-10      | Fixed         | 17.01%                | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                    | Intesa Sanpaolo SpA                                                               | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |    295000 | PA      | $445405.89    | 0.04%             | 2032-09-20      | Fixed         | 8.51%                 | No            |                  2 | On Loan: No      |
| Robert Half, Inc.                                      | Robert Half, Inc.                                                                 | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |       484 | NS      | $21441.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS Group Holdings Ltd.                                | DBS Group Holdings Ltd.                                                           | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |     40800 | NS      | $1325559.92   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                           | BX Commercial Mortgage Trust, Series 2021-XL2, Class F                            | CUSIP: 05609KAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    714000 | PA      | $705521.24    | 0.06%             | 2038-10-15      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Praxair, Inc.                                                                     | CUSIP: 00PAQFZA0<br>LEI: N/A                  | N/A              | DE               |  | US        |       -37 | NC      | $-49765.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Houston Galleria Mall Trust                            | Houston Galleria Mall Trust, Series 2025-HGLR, Class A                            | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    680000 | PA      | $691818.06    | 0.06%             | 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        |     16667 | NS      | $1075796.91   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Helios Software Holdings, Inc.                         | Helios Software Holdings, Inc.                                                    | CUSIP: N/A<br>LEI: 2138002XO5EAYFHPPT53       | Long             | DBT              | CORP              | US        |    181000 | PA      | $204492.23    | 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        |    428000 | PA      | $360376.00    | 0.03%             | 2032-05-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ITOCHU Corp.                                           | ITOCHU Corp.                                                                      | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |     28400 | NS      | $1452459.51   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                            | Toronto-Dominion Bank (The)                                                       | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |      8220 | NS      | $631392.62    | 0.05%             | 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        |     20526 | NS      | $721283.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                 | Keurig Dr Pepper, Inc.                                                            | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      5049 | NS      | $174644.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                   | Flex Ltd.                                                                         | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     70029 | NS      | $2444021.20   | 0.21%             | 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        |      1500 | NS      | $407779.64    | 0.04%             | 2025-05-05      | Fixed         | 21.47%                | 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        |    145028 | PA      | $129554.31    | 0.01%             | 2047-04-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XX Ltd.                               | Sixth Street CLO XX Ltd., Series 2021-20A, Class B                                | CUSIP: 83012QAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $749100.00    | 0.06%             | 2034-10-20      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Kingspan Group plc                                     | Kingspan Group plc                                                                | CUSIP: N/A<br>LEI: 635400HM7V74SUB9OG75       | Long             | EC               | CORP              | IE        |      1477 | NS      | $124635.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International plc                 | IDEXX Laboratories, Inc., Series DMTG                                             | CUSIP: 61779M672<br>LEI: 4PQUHN3JPFGFNF3BB653 | Long             | SN               | CORP              | GB        |      3068 | NS      | $1341209.58   | 0.12%             | 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        |     78657 | NS      | $419893.74    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Invitation Homes, Inc.                                 | Invitation Homes, Inc.                                                            | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       923 | NS      | $31557.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | S&P 500 E-Mini Index                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       238 | NC      | $1261188.54   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                                          | Comcast Corp., Class A                                                            | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     31012 | NS      | $1060610.40   | 0.09%             |  |  |  | No            |                  1 | 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        |    154612 | PA      | $153018.45    | 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        |    146400 | NS      | $227297.57    | 0.02%             | 2025-05-05      | Fixed         | 43.69%                | No            |                  2 | On Loan: No      |
| Sirva Worldwide, Inc.                                  | SIRVA Worldwide, Inc., 1st Lien Term Loan                                         | CUSIP: 82967VAX8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     39492 | PA      | $15204.50     | 0.00%             | 2029-08-20      | Variable      | 12.32%                | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd.                                 | Sycamore Tree CLO Ltd., Series 2025-6A, Class D1A                                 | CUSIP: 87122HAJ1<br>LEI: 2138001M3BAXCUCAUG38 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1965829.40   | 0.17%             | 2038-04-20      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                      | Xcel Energy, Inc.                                                                 | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      5342 | NS      | $377679.40    | 0.03%             |  |  |  | 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        |     74314 | PA      | $74133.05     | 0.01%             | 2029-01-05      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Conagra Brands, Inc.                                   | Conagra Brands, Inc.                                                              | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |       971 | NS      | $23993.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                       | Deutsche Bank AG                                                                  | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |    200000 | PA      | $224585.25    | 0.02%             | 2031-10-30      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Otsuka Corp.                                           | Otsuka Corp.                                                                      | CUSIP: N/A<br>LEI: 529900RG9DJ58J3UIE72       | Long             | EC               | CORP              | JP        |      5200 | NS      | $115331.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                  | Churchill Downs, Inc., Facility 1st Lien Term Loan B1                             | CUSIP: 17148PAF8<br>LEI: 529900FODTBQC8MIS994 | Long             | LON              | CORP              | US        |     39896 | PA      | $39596.89     | 0.00%             | 2028-03-17      | Variable      | 6.07%                 | No            |                  3 | On Loan: No      |
| Republic of Montenegro                                 | Republic of Montenegro                                                            | CUSIP: N/A<br>LEI: 747800V014106FYLL014       | Long             | DBT              | NUSS              | ME        |    191000 | PA      | $210559.30    | 0.02%             | 2027-12-16      | Fixed         | 2.88%                 | 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        |      1000 | NS      | $107575.99    | 0.01%             | 2025-06-12      | Fixed         | 17.57%                | 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        |     45000 | PA      | $43447.50     | 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        |     10700 | NS      | $131828.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TK Elevator Holdco GmbH                                | TK Elevator Holdco GmbH                                                           | CUSIP: N/A<br>LEI: 2549008GCHWX9EEMIS56       | Long             | DBT              | CORP              | DE        |    187200 | PA      | $212086.49    | 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        |     14000 | NS      | $594903.43    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Afflelou SAS                                           | Afflelou SAS                                                                      | CUSIP: N/A<br>LEI: 969500I7CS80FNB7CZ43       | Long             | DBT              | CORP              | FR        |    111000 | PA      | $130237.39    | 0.01%             | 2029-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP                           | Scientific Games Holdings LP, 1st Lien Term Loan                                  | CUSIP: 80875CAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    154375 | PA      | $152852.48    | 0.01%             | 2029-04-04      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    100000 | PA      | $3815.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intrum AB                                              | Intrum AB                                                                         | CUSIP: N/A<br>LEI: 549300UNCO2FCUWXX470       | Long             | DBT              | CORP              | SE        |    210000 | PA      | $183181.85    | 0.02%             | 2027-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                            | Toronto-Dominion Bank (The)                                                       | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |     19382 | NS      | $484622.06    | 0.04%             | 2025-06-09      | Fixed         | 23.25%                | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                             | Cloud Software Group, Inc.                                                        | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100742.97    | 0.01%             | 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        |     16300 | NS      | $418980.92    | 0.04%             | 2025-05-19      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| United Utilities Group plc                             | United Utilities Group plc                                                        | CUSIP: N/A<br>LEI: 2138002IEYQAOC88ZJ59       | Long             | EC               | CORP              | GB        |     23303 | NS      | $350345.64    | 0.03%             |  |  |  | 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        |    506776 | PA      | $504384.47    | 0.04%             | 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        |    419790 | NS      | $22034777.10  | 1.91%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                 | McDonald's Corp.                                                                  | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      5328 | NS      | $1675901.00   | 0.15%             | 2025-05-01      | Fixed         | 9.90%                 | No            |                  2 | On Loan: No      |
| Allwyn Entertainment Financing UK plc                  | Allwyn Entertainment Financing UK plc                                             | CUSIP: N/A<br>LEI: 315700J7ZTIN8XGCX365       | Long             | DBT              | CORP              | GB        |    275000 | PA      | $327889.27    | 0.03%             | 2030-04-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WEX, Inc.                                              | WEX, Inc., 1st Lien Term Loan B2                                                  | CUSIP: 96208UAW1<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |     59850 | PA      | $59139.21     | 0.01%             | 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        |     10556 | NS      | $1491457.24   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group, Inc.                  | Public Service Enterprise Group, Inc.                                             | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      1616 | NS      | $129166.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aroundtown Finance SARL                                | Aroundtown Finance SARL                                                           | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |    396000 | PA      | $444398.41    | 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        |       616 | NS      | $21455.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASG Finance DAC                                        | ASG Finance DAC                                                                   | CUSIP: 00217AAB2<br>LEI: 5493005UOB0OMEJ4WK10 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $188000.00    | 0.02%             | 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        |      1021 | NS      | $110696.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-899.61      | -0.00%            |  |  |  | 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        |     85357 | PA      | $84920.44     | 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        |      5060 | NS      | $490253.94    | 0.04%             | 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        |    294000 | PA      | $346473.47    | 0.03%             | 2030-02-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PointClickCare Technologies, Inc.                      | PointClickCare Technologies, Inc., 1st Lien Term Loan                             | CUSIP: C7365BAF3<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    216921 | PA      | $216379.11    | 0.02%             | 2031-11-03      | Variable      | 7.55%                 | 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        |       627 | NS      | $310057.95    | 0.03%             |  |  |  | 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        |      5700 | NS      | $141406.68    | 0.01%             | 2025-06-05      | Fixed         | 58.21%                | No            |                  2 | On Loan: No      |
| Orsted A/S                                             | Orsted A/S                                                                        | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | NUSS              | DK        |    100000 | PA      | $113352.97    | 0.01%             | 2029-09-14      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Blackstone, Inc.                                       | Blackstone, Inc., Class A                                                         | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |       970 | NS      | $127758.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Diageo plc                                             | Diageo plc                                                                        | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |     53001 | NS      | $1488288.97   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Cedar Funding IX CLO Ltd.                              | Cedar Funding IX CLO Ltd., Series 2018-9A, Class SUB                              | CUSIP: 15033FAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $279110.00    | 0.02%             | 2037-07-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| TC Energy Corp.                                        | TC Energy Corp.                                                                   | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |      8534 | NS      | $431157.04    | 0.04%             |  |  |  | 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        |     15798 | NS      | $1130759.37   | 0.10%             | 2025-06-05      | Fixed         | 14.23%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | CDW Corp.                                                                         | CUSIP: 06370C672<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |      6560 | NS      | $1049608.74   | 0.09%             | 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        |    324378 | PA      | $323752.39    | 0.03%             | 2027-09-06      | Variable      | 6.17%                 | 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        |     52046 | PA      | $14939.62     | 0.00%             | 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        |    111000 | PA      | $125641.65    | 0.01%             | 2031-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                             | US Bancorp                                                                        | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      2042 | NS      | $82374.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp.                                              | PPL Corp.                                                                         | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |      7114 | NS      | $259661.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BBCMS Mortgage Trust                                   | BBCMS Mortgage Trust, Series 2018-CHRS, Class E                                   | CUSIP: 05491VAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $82096.13     | 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        |      2558 | NS      | $270048.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Cameroon International Bond                | Republic of Cameroon                                                              | CUSIP: N/A<br>LEI: 54930021BO6NHYGBBV24       | Long             | DBT              | NUSS              | CM        |    300000 | PA      | $263838.00    | 0.02%             | 2031-07-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      5011 | NS      | $1161571.31   | 0.10%             | 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        |    290000 | PA      | $292356.25    | 0.03%             | 2030-07-21      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                      | Wells Fargo & Co.                                                                 | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      4429 | NS      | $314503.29    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRVA, Inc.                                            | SIRVA, Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        75 | NS      | $75.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JFE Holdings, Inc.                                     | JFE Holdings, Inc.                                                                | CUSIP: N/A<br>LEI: 3538002Y11Y03NA9B530       | Long             | EC               | CORP              | JP        |     14400 | NS      | $167702.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Virgin Media Vendor Financing Notes III DAC            | Virgin Media Vendor Financing Notes III DAC                                       | CUSIP: N/A<br>LEI: 635400SSKC2QCGEPIQ43       | Long             | DBT              | CORP              | IE        |    130000 | PA      | $162769.31    | 0.01%             | 2028-07-15      | Fixed         | 4.88%                 | 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        |    131000 | PA      | $130579.87    | 0.01%             | 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        |    180000 | PA      | $209304.66    | 0.02%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Verisure Holding AB                                    | Verisure Holding AB                                                               | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | DBT              | CORP              | SE        |    100000 | PA      | $117447.77    | 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        |     91602 | PA      | $91144.33     | 0.01%             | 2031-02-21      | Variable      | 7.06%                 | No            |                  3 | On Loan: No      |
| Republic of Uzbekistan International Bond              | Republic of Uzbekistan                                                            | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |    165000 | PA      | $190542.76    | 0.02%             | 2027-05-29      | Fixed         | 5.38%                 | 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        |   1000000 | PA      | $985423.10    | 0.09%             | 2034-10-17      | Floating      | 6.08%                 | 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        |    431067 | PA      | $428911.95    | 0.04%             | 2029-05-03      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                | KeyCorp                                                                           | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |      1349 | NS      | $20019.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | U.S. Treasury 10-Year Note                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       733 | NC      | $1734914.29   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                  | Alexandria Real Estate Equities, Inc.                                             | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |     14323 | NS      | $1040709.18   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WPP plc                                                | WPP plc                                                                           | CUSIP: N/A<br>LEI: 549300LSGBXPYHXGDT93       | Long             | EC               | CORP              | JE        |      4196 | NS      | $32529.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                    | Cisco Systems, Inc.                                                               | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     10673 | NS      | $616152.29    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris, Inc.                                         | Entegris, Inc., 1st Lien Term Loan B                                              | CUSIP: 29362LAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    230654 | PA      | $229821.79    | 0.02%             | 2029-07-06      | Variable      | 6.05%                 | 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        |    461710 | PA      | $289146.11    | 0.03%             | 2029-01-24      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                  | WMG Acquisition Corp., 1st Lien Term Loan B                                       | CUSIP: 92929LBA5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    812125 | PA      | $809842.93    | 0.07%             | 2031-01-24      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-302.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                | Romania Government Bond                                                           | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    351000 | PA      | $323571.70    | 0.03%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Trust, Series 2021-LBA, Class AJV                                              | CUSIP: 05609BCD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $118950.00    | 0.01%             | 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        |    772698 | PA      | $764684.66    | 0.07%             | 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        |    140000 | PA      | $161295.18    | 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        |       549 | NS      | $60312.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui Chemical Co. Ltd.                              | Sekisui Chemical Co. Ltd.                                                         | CUSIP: N/A<br>LEI: 529900KQIVT7NWFNMI70       | Long             | EC               | CORP              | JP        |      9000 | NS      | $157265.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaseya, Inc.                                           | Kaseya, Inc., 1st Lien Term Loan                                                  | CUSIP: 48578AAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    777000 | PA      | $770892.78    | 0.07%             | 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        |    465114 | PA      | $461416.22    | 0.04%             | 2031-05-19      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | Bank of Montreal                                                                  | CUSIP: 06370C771<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |       300 | NS      | $101608.27    | 0.01%             | 2025-06-09      | Fixed         | 20.84%                | 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        |    280000 | PA      | $278717.60    | 0.02%             | 2032-02-27      | Variable      | 7.82%                 | 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        |    198502 | PA      | $197581.45    | 0.02%             | 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        |      7320 | NS      | $3156560.13   | 0.27%             | 2025-06-06      | Fixed         | 18.07%                | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                    | Fifth Third Bancorp                                                               | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |       843 | NS      | $30297.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                                      | FirstEnergy Corp.                                                                 | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      8621 | NS      | $369668.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Emirates NBD Bank PJSC                                 | Emirates NBD Bank PJSC                                                            | CUSIP: N/A<br>LEI: 54930029BCN8HF3B1286       | Long             | DBT              | CORP              | AE        |    299000 | PA      | $306475.00    | 0.03%             | 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        |     67000 | PA      | $66050.61     | 0.01%             | 2029-02-15      | Variable      | 9.56%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP                           | MPT Operating Partnership LP                                                      | CUSIP: N/A<br>LEI: 549300GMTGMY6F98X275       | Long             | DBT              | CORP              | US        |    150000 | PA      | $172456.02    | 0.01%             | 2032-02-15      | Fixed         | 7.00%                 | 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        |    109594 | PA      | $108497.74    | 0.01%             | 2030-05-13      | Variable      | 6.57%                 | No            |                  3 | On Loan: No      |
| Connect Finco SARL                                     | Connect Finco SARL, 1st Lien Term Loan                                            | CUSIP: L2000DAH7<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    122759 | PA      | $109946.26    | 0.01%             | 2029-09-13      | Variable      | 8.82%                 | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp.                   | Cognizant Technology Solutions Corp., Class A                                     | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     10796 | NS      | $794261.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Champions Financing, Inc.                              | Champions Financing, Inc., 1st Lien Term Loan                                     | CUSIP: 15870MAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    266978 | PA      | $238723.95    | 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        |      5810 | NS      | $5117023.00   | 0.44%             | 2025-05-02      | Fixed         | 22.21%                | No            |                  2 | On Loan: No      |
| Region RE Ltd.                                         | Region RE Ltd.                                                                    | CUSIP: N/A<br>LEI: 549300MS6NZV0B7K7D28       | Long             | EC               | CORP              | AU        |    212441 | NS      | $314883.97    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Swatch Group AG (The)                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      2600 | NS      | $451888.19    | 0.04%             | 2025-05-12      | Fixed         | 22.71%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                   | JPMorgan Chase & Co.                                                              | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      1630 | NS      | $398730.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Bidco plc                                     | Pinnacle Bidco plc                                                                | CUSIP: N/A<br>LEI: 2138006Z5V8OBL2A2Q06       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $282777.62    | 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        |    119620 | PA      | $65806.58     | 0.01%             | 2028-05-25      | Variable      | 8.82%                 | 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        |     99000 | PA      | $82665.00     | 0.01%             | 2031-10-07      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| JFL-Tiger Acquisition Co., Inc.                        | JFL-Tiger Acquisition Co., Inc., 1st Lien Term Loan                               | CUSIP: 465966AB5<br>LEI: 254900KPFL42CYD2VY03 | Long             | LON              | CORP              | US        |    107898 | PA      | $107493.68    | 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    | 0.09%             | 2037-07-23      | Floating      | 6.08%                 | 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        |     72699 | PA      | $71608.07     | 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        |      1293 | NS      | $188420.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dealer Tire Financial LLC                              | Dealer Tire Financial LLC, 1st Lien Term Loan B5                                  | CUSIP: 24228HAR9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    276707 | PA      | $275323.77    | 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        |    133856 | PA      | $58896.63     | 0.01%             | 2028-12-18      | Variable      | 8.66%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Corp.                                       | Mitsubishi Corp.                                                                  | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |     78100 | NS      | $1482852.32   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Corp. of Canada                                  | Power Corp. of Canada                                                             | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |     13485 | NS      | $510407.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kronos International, Inc.                             | Kronos International, Inc.                                                        | CUSIP: N/A<br>LEI: 529900NTVDLUSYY9F493       | Long             | DBT              | CORP              | US        |    170000 | PA      | $203359.60    | 0.02%             | 2029-03-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | TRSIBOXX                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1500000 | PA      | $-6131.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                    | Erste Group Bank AG                                                               | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |      2186 | NS      | $148039.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NMG Parent LLC                                         | NMG Parent LLC                                                                    | CUSIP: 629ESC039<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       602 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Reworld Holding Corp.                                  | Reworld Holding Corp., 1st Lien Term Loan B                                       | CUSIP: 22282GAM9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    301189 | PA      | $299683.31    | 0.03%             | 2028-11-30      | Variable      | 6.58%                 | 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        |    230862 | PA      | $230516.17    | 0.02%             | 2031-09-26      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-133.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                             | Morgan Stanley Finance LLC, Series 001B                                           | CUSIP: 61779N266<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |     18867 | NS      | $1301139.01   | 0.11%             | 2025-06-10      | Fixed         | 18.00%                | No            |                  2 | On Loan: No      |
| Boels Topholding BV                                    | Boels Topholding BV                                                               | CUSIP: N/A<br>LEI: 724500V913SEHSEW2O75       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $116836.48    | 0.01%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                   | SoftBank Group Corp.                                                              | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    100000 | PA      | $114315.89    | 0.01%             | 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        |    103000 | PA      | $101455.00    | 0.01%             | 2030-02-21      | Variable      | 11.25%                | No            |                  2 | On Loan: No      |
| VGP NV                                                 | VGP NV                                                                            | CUSIP: N/A<br>LEI: 315700NENYPIXFR94T49       | Long             | EC               | CORP              | BE        |      3473 | NS      | $321343.87    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                | Level 3 Financing, Inc.                                                           | CUSIP: 527298BV4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     37372 | PA      | $41763.21     | 0.00%             | 2029-11-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Tereos Finance Groupe I SA                             | Tereos Finance Groupe I SA                                                        | CUSIP: N/A<br>LEI: 969500183Z46A3QF8W69       | Long             | DBT              | CORP              | FR        |    132000 | PA      | $154650.19    | 0.01%             | 2028-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley                                                                    | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      1740 | NS      | $200830.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever plc                                           | Unilever plc                                                                      | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |     23229 | NS      | $1478987.88   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                 | Arab Republic of Egypt                                                            | CUSIP: 03846JAG5<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $183250.00    | 0.02%             | 2033-02-04      | Fixed         | 9.45%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                    | Buckeye Partners LP, 1st Lien Term Loan B6                                        | CUSIP: 11823LAQ8<br>LEI: 549300C1PQJLVEIUBK50 | Long             | LON              | CORP              | US        |    109450 | PA      | $109145.73    | 0.01%             | 2030-11-22      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| PrestigeBidCo GmbH                                     | PrestigeBidCo GmbH                                                                | CUSIP: N/A<br>LEI: 529900CSF1DNOCHMI763       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $113385.03    | 0.01%             | 2029-07-01      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                      | Republic of Chile                                                                 | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    268000 | PA      | $229944.00    | 0.02%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| PPG Industries, Inc.                                   | PPG Industries, Inc.                                                              | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |       683 | NS      | $74351.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US, Inc.                                      | T-Mobile US, Inc.                                                                 | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      1062 | NS      | $262260.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bleriot US Bidco, Inc.                                 | Bleriot US Bidco, Inc., 1st Lien Term Loan                                        | CUSIP: 09353TAJ9<br>LEI: 254900ALCQ2A2VYD5Z08 | Long             | LON              | CORP              | US        |    206974 | PA      | $205422.06    | 0.02%             | 2030-10-31      | Variable      | 7.05%                 | 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        |    141440 | PA      | $138257.23    | 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        |     10510 | NS      | $512703.81    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                  | Quanta Services, Inc.                                                             | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       182 | NS      | $53269.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Securitas AB                                           | Securitas AB, Class B                                                             | CUSIP: N/A<br>LEI: 635400TTYKE8EIWDS617       | Long             | EC               | CORP              | SE        |     12121 | NS      | $192078.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                        | TransDigm, Inc., 1st Lien Term Loan K                                             | CUSIP: 89364MCB8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    344560 | PA      | $343543.06    | 0.03%             | 2030-03-22      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $25.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                                             | Vonovia SE                                                                        | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | EC               | CORP              | DE        |     18690 | NS      | $619948.92    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                         | Apollo Global Management, Inc.                                                    | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |       766 | NS      | $104543.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank plc                                      | Johnson Controls International plc, Series E11X                                   | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     15686 | NS      | $1291924.07   | 0.11%             | 2025-05-01      | Fixed         | 18.07%                | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                | American Airlines, Inc., 1st Lien Term Loan                                       | CUSIP: 02376CAX3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |    202319 | PA      | $197924.60    | 0.02%             | 2027-01-29      | Variable      | 5.98%                 | 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        |    122343 | PA      | $121731.14    | 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        |     15497 | NS      | $1731758.48   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                               | Voya Financial, Inc.                                                              | CUSIP: 60700V777<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |      7100 | NS      | $421628.62    | 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        |     17858 | NS      | $76153.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HP, Inc.                                               | HP, Inc.                                                                          | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      6492 | NS      | $166000.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TruGreen LP                                            | TruGreen LP, 1st Lien Term Loan B                                                 | CUSIP: 89787RAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    139500 | PA      | $131827.05    | 0.01%             | 2027-11-02      | Variable      | 8.42%                 | No            |                  3 | On Loan: No      |
| Vertex Pharmaceuticals, Inc.                           | Vertex Pharmaceuticals, Inc.                                                      | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       474 | NS      | $241503.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Asurion LLC                                            | Asurion LLC, 2nd Lien Term Loan B3                                                | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    120000 | PA      | $111771.60    | 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        |    232625 | PA      | $231680.67    | 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        |      3348 | NS      | $142477.28    | 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        |      5629 | NS      | $2989224.13   | 0.26%             | 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        |      9915 | NS      | $1604074.53   | 0.14%             | 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        |    668089 | PA      | $665123.06    | 0.06%             | 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        |     18366 | NS      | $816552.36    | 0.07%             | 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        |    141000 | PA      | $173408.90    | 0.02%             | 2083-11-15      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $506.95       | 0.00%             |  |  |  | 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        |     13900 | NS      | $892071.96    | 0.08%             | 2025-05-05      | Fixed         | 19.39%                | No            |                  2 | On Loan: No      |
| Ukraine                                                | Ukraine Government Bond                                                           | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     12508 | PA      | $6191.46      | 0.00%             | 2036-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ashford Hospitality Trust                              | Ashford Hospitality Trust, Series 2018-ASHF, Class D                              | CUSIP: 04410RAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    540000 | PA      | $531225.00    | 0.05%             | 2035-04-15      | Floating      | 6.59%                 | 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        |    154766 | PA      | $154037.24    | 0.01%             | 2029-11-09      | Variable      | 6.07%                 | 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        |      9072 | PA      | $8533.70      | 0.00%             | 2028-06-30      | Variable      | 9.42%                 | No            |                  2 | On Loan: No      |
| Schlumberger NV                                        | Schlumberger NV                                                                   | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |      6740 | NS      | $224105.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co.                                  | Colgate-Palmolive Co.                                                             | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     10508 | NS      | $968732.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Market Bidco Finco plc                                 | Market Bidco Finco plc                                                            | CUSIP: N/A<br>LEI: 549300UGYX6EBVHRVG53       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $109079.29    | 0.01%             | 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        |    449614 | PA      | $432984.64    | 0.04%             | 2037-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SCC Power plc                                          | SCC Power plc                                                                     | CUSIP: 78397YAB8<br>LEI: 529900IYGYC6VSDSDF37 | Long             | DBT              | CORP              | GB        |    412468 | PA      | $206234.00    | 0.02%             | 2028-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Applied Materials, Inc.                                | Applied Materials, Inc.                                                           | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      6786 | NS      | $1022718.06   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| National Grid plc                                      | National Grid plc                                                                 | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |     29398 | NS      | $424333.79    | 0.04%             |  |  |  | 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        |     60695 | PA      | $60597.28     | 0.01%             | 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        |    533397 | PA      | $532506.41    | 0.05%             | 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        |    126000 | PA      | $142739.10    | 0.01%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                       | Roche Holding AG                                                                  | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |      4212 | NS      | $1377267.21   | 0.12%             |  |  |  | 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        |     17317 | PA      | $17371.53     | 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        |      3670 | NS      | $1517826.43   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                            | American International Group, Inc.                                                | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |      8400 | NS      | $689236.99    | 0.06%             | 2025-05-01      | Fixed         | 27.33%                | No            |                  2 | On Loan: No      |
| Adler Financing SARL                                   | ADLER Financing SARL, Series 1L                                                   | CUSIP: N/A<br>LEI: 213800BAQB59IVKP7S93       | Long             | DBT              | CORP              | LU        |    204512 | PA      | $237473.48    | 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        |     24923 | PA      | $24835.72     | 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        |    114000 | PA      | $127304.59    | 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        |      1600 | NS      | $173880.72    | 0.02%             | 2025-05-12      | Fixed         | 22.36%                | No            |                  2 | On Loan: No      |
| Harvest CLO XXXII DAC                                  | Harvest CLO XXXII DAC, Series 32X, Class D                                        | CUSIP: N/A<br>LEI: 635400AU6OVIWCGACH33       | Long             | ABS-CBDO         | CORP              | IE        |    110000 | PA      | $121715.85    | 0.01%             | 2037-07-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Nova Alexandre III SAS                                 | Nova Alexandre III SAS                                                            | CUSIP: N/A<br>LEI: 969500J0AKOB1UHO6I65       | Long             | DBT              | CORP              | FR        |      3000 | PA      | $3430.56      | 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        |    286000 | PA      | $336562.72    | 0.03%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                 | Palmer Square CLO Ltd., Series 2022-1A, Class D                                   | CUSIP: 69689QAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000580.00   | 0.09%             | 2035-04-20      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Trimaran Cavu Ltd.                                     | Trimaran CAVU Ltd., Series 2021-1A, Class D1R                                     | CUSIP: 89624NAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998660.50    | 0.09%             | 2037-07-23      | Floating      | 7.68%                 | 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        |     99750 | PA      | $99450.75     | 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        |    234294 | PA      | $230779.83    | 0.02%             | 2030-03-15      | Variable      | 7.03%                 | No            |                  3 | On Loan: No      |
| Petroleos Mexicanos                                    | Petroleos Mexicanos                                                               | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    203000 | PA      | $202522.95    | 0.02%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $57.42        | 0.00%             |  |  |  | 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        |     36949 | NS      | $811521.31    | 0.07%             | 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        |    464302 | PA      | $457337.02    | 0.04%             | 2028-06-02      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty, Inc.                        | Rexford Industrial Realty, Inc.                                                   | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |      2767 | NS      | $91587.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                     | GS Mortgage Securities Corp. Trust, Series 2023-SHIP, Class E                     | CUSIP: 36270GAJ0<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1409717.54   | 0.12%             | 2038-09-10      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                               | Republic of South Africa                                                          | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    252000 | PA      | $178816.68    | 0.02%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                              | Zayo Group Holdings, Inc., 1st Lien Term Loan                                     | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |   1132858 | PA      | $1051133.20   | 0.09%             | 2027-03-09      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Heathrow Finance plc                                   | Heathrow Finance plc                                                              | CUSIP: N/A<br>LEI: 549300F740QSGMPHQJ60       | Long             | DBT              | CORP              | GB        |    116000 | PA      | $150212.59    | 0.01%             | 2031-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      1700 | NS      | $133572.78    | 0.01%             | 2025-06-05      | Fixed         | 34.71%                | No            |                  2 | On Loan: No      |
| EQT Corp.                                              | EQT Corp.                                                                         | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |       992 | NS      | $49044.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp.                                           | Exelon Corp.                                                                      | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     14486 | NS      | $679393.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      6273 | NS      | $1633459.87   | 0.14%             | 2025-05-30      | Fixed         | 10.82%                | No            |                  2 | On Loan: No      |
| Yokogawa Electric Corp.                                | Yokogawa Electric Corp.                                                           | CUSIP: N/A<br>LEI: 529900MV0U7C9WWF4L22       | Long             | EC               | CORP              | JP        |      5500 | NS      | $119020.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                     | Kingdom of Morocco                                                                | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |    256000 | PA      | $237601.28    | 0.02%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ION Trading Technologies SARL                          | ION Trading Technologies SARL                                                     | CUSIP: 46205YAA9<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $179929.70    | 0.02%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Aeropuerto Internacional de Tocumen SA                 | Aeropuerto Internacional de Tocumen SA                                            | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $134875.00    | 0.01%             | 2061-08-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | TRSIBOXX                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    400000 | PA      | $-2574.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                       | Fantasia Holdings Group Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $15000.00     | 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        |      6449 | NS      | $986813.09    | 0.09%             | 2025-05-22      | Fixed         | 42.20%                | No            |                  2 | On Loan: No      |
| Eni SpA                                                | Eni SpA                                                                           | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |    200000 | PA      | $222525.73    | 0.02%             | 2031-01-21      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                           | BX Commercial Mortgage Trust, Series 2021-SOAR, Class G                           | CUSIP: 05608WAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    630374 | PA      | $618948.94    | 0.05%             | 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        |    928697 | PA      | $915759.85    | 0.08%             | 2031-04-10      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-49.46       | -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        |    238000 | PA      | $236066.26    | 0.02%             | 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        |       483 | NS      | $164239.32    | 0.01%             |  |  |  | No            |                  1 | 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        |   1161340 | PA      | $1156438.76   | 0.10%             | 2029-01-18      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                     | Credit Agricole SA                                                                | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |     26915 | NS      | $504833.59    | 0.04%             |  |  |  | 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        |    264812 | PA      | $263525.04    | 0.02%             | 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        |    217000 | PA      | $208979.68    | 0.02%             | 2027-01-24      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| TC Energy Corp.                                        | TC Energy Corp.                                                                   | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |      1841 | NS      | $92804.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Group BV                                        | United Group BV                                                                   | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $116045.04    | 0.01%             | 2031-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ADLER Group SA                                         | ADLER Group SA                                                                    | CUSIP: N/A<br>LEI: 391200OYYFJ3DWAMEC69       | Long             | EC               | CORP              | LU        |     49454 | NS      | $0.56         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Focus Financial Partners LLC                           | Focus Financial Partners LLC, 1st Lien Term Loan B                                | CUSIP: 34416DBD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    261209 | PA      | $257766.11    | 0.02%             | 2031-09-15      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 34 Ltd.             | Neuberger Berman Loan Advisers CLO 34 Ltd., Series 2019-34A, Class BR             | CUSIP: 64132YAS1<br>LEI: 5493009EGZQAPYYVLD80 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3976799.60   | 0.34%             | 2035-01-20      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| B&M European Value Retail SA                           | B&M European Value Retail SA                                                      | CUSIP: N/A<br>LEI: 213800UK7ZRLY2K1X530       | Long             | DBT              | CORP              | LU        |    178000 | PA      | $231730.10    | 0.02%             | 2031-11-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc, Series DN1W                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      7919 | NS      | $812453.45    | 0.07%             | 2025-06-05      | Fixed         | 22.69%                | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                     | Vodafone Group plc, Series 60NC10                                                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |    500000 | PA      | $529550.73    | 0.05%             | 2080-08-27      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Centene Corp.                                                                     | CUSIP: 83371M504<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      4500 | NS      | $271196.10    | 0.02%             | 2025-05-19      | Fixed         | 18.95%                | No            |                  2 | On Loan: No      |
| BFLD Mortgage Trust                                    | BFLD Mortgage Trust, Series 2024-VICT, Class A                                    | CUSIP: 05555VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $169787.50    | 0.01%             | 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        |    290000 | PA      | $294430.10    | 0.03%             | 2039-10-05      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XVI Ltd.                   | Octagon Investment Partners XVI Ltd., Series 2013-1A, Class CR                    | CUSIP: 67590BAW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $248947.60    | 0.02%             | 2030-07-17      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Halliburton Co.                                        | Halliburton Co.                                                                   | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |       574 | NS      | $11376.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell's Co. (The)                                   | Campbell's Co. (The)                                                              | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |       764 | NS      | $27855.44     | 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        |      2441 | NS      | $645921.63    | 0.06%             | 2025-05-29      | Fixed         | 27.59%                | No            |                  2 | On Loan: No      |
| ORLEN SA                                               | ORLEN SA                                                                          | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |    200000 | PA      | $201500.00    | 0.02%             | 2035-01-30      | Fixed         | 6.00%                 | 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        |    477315 | PA      | $470814.16    | 0.04%             | 2028-05-04      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II plc                       | Vedanta Resources Finance II plc                                                  | CUSIP: 92243XAH4<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |    240000 | PA      | $231852.00    | 0.02%             | 2029-09-17      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| SES SA                                                 | SES SA                                                                            | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | DBT              | CORP              | LU        |    175000 | PA      | $184891.35    | 0.02%             | 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        |     51987 | NS      | $1394080.43   | 0.12%             | 2025-06-02      | Fixed         | 26.87%                | No            |                  2 | On Loan: No      |
| First Citizens BancShares, Inc.                        | First Citizens BancShares, Inc., Class A                                          | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |        73 | NS      | $129877.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sberbank of Russia PJSC                                | Sberbank of Russia PJSC                                                           | CUSIP: N/A<br>LEI: 549300WE6TAF5EEWQS81       | Long             | EC               | CORP              | RU        |     98136 | NS      | $11.97        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Toronto-Dominion Bank (The)                            | Toronto-Dominion Bank (The)                                                       | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |      2712 | NS      | $1283021.95   | 0.11%             | 2025-06-09      | Fixed         | 17.62%                | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                    | Petroleos Mexicanos                                                               | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    298000 | PA      | $246267.20    | 0.02%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                      | American Electric Power Co., Inc.                                                 | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      7018 | NS      | $760330.12    | 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      | $-2017.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                     | Crown Castle, Inc.                                                                | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      2725 | NS      | $288196.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aimbridge Topco LLC                                    | Aimbridge Topco LLC                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      3030 | NS      | $166647.80    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Golub Capital Partners CLO 66B Ltd.                    | Golub Capital Partners CLO 66B Ltd., Series 2023-66A, Class C                     | CUSIP: 38179MAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2004191.80   | 0.17%             | 2036-04-25      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-41.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                            | Goldman Sachs International                                                       | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |     24128 | NS      | $2252606.68   | 0.19%             | 2025-05-30      | Fixed         | 19.81%                | No            |                  2 | On Loan: No      |
| E.ON SE                                                | E.ON SE                                                                           | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |     14344 | NS      | $250870.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Veritas, Inc.                                          | Veritas, Inc.                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       168 | NS      | $3448.51      | 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        |      3177 | PA      | $3545.97      | 0.00%             | 2027-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |    169000 | PA      | $-5553.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Asurion LLC                                            | Asurion LLC, 1st Lien Term Loan B8                                                | CUSIP: 04649VAX8<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    222648 | PA      | $220664.59    | 0.02%             | 2026-12-23      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                             | Charles Schwab Corp. (The)                                                        | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      7755 | NS      | $631257.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Copper Corp.                                  | Southern Copper Corp.                                                             | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |       508 | NS      | $45476.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust, Series 2016-NXS5, Class B                  | CUSIP: 95000CBG7<br>LEI: 549300SGFUCMB43V8P22 | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $242919.75    | 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        |       563 | NS      | $18168.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      3764 | NS      | $812828.91    | 0.07%             | 2025-06-12      | Fixed         | 28.63%                | No            |                  2 | On Loan: No      |
| Tenneco, Inc.                                          | Tenneco, Inc., 1st Lien Term Loan B                                               | CUSIP: 88037HAP9<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |    272000 | PA      | $256700.00    | 0.02%             | 2028-11-17      | Variable      | 9.42%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                      | NatWest Group plc                                                                 | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $255873.07    | 0.02%             | 2032-02-28      | Variable      | 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      | $-77.25       | -0.00%            |  |  |  | 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        |     12252 | NS      | $1576206.25   | 0.14%             | 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        |    287000 | PA      | $287896.88    | 0.02%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Boels Topholding BV                                    | Boels Topholding BV                                                               | CUSIP: N/A<br>LEI: 724500V913SEHSEW2O75       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $116836.48    | 0.01%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hub International Ltd.                                 | HUB International Ltd., 1st Lien Term Loan                                        | CUSIP: 44332EAZ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1260930 | PA      | $1251977.87   | 0.11%             | 2030-06-20      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| TUI AG                                                 | TUI AG                                                                            | CUSIP: N/A<br>LEI: 529900SL2WSPV293B552       | Long             | DBT              | CORP              | DE        |    179000 | PA      | $209725.37    | 0.02%             | 2029-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Western Alliance Bancorp                               | Western Alliance Bancorp                                                          | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |       134 | NS      | $9341.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC              | Oryx Midstream Services Permian Basin LLC, 1st Lien Term Loan                     | CUSIP: 68764JAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    369108 | PA      | $365014.41    | 0.03%             | 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        |     21727 | NS      | $255074.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizuho Markets Cayman LP                               | Leidos Holdings, Inc.                                                             | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |      1880 | NS      | $267659.54    | 0.02%             | 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        |    207082 | PA      | $205736.35    | 0.02%             | 2031-02-07      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp.                                   | Avery Dennison Corp.                                                              | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      2681 | NS      | $458745.91    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Clover CLO LLC                                         | Clover CLO LLC, Series 2018-1A, Class D1RR                                        | CUSIP: 18914GAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $498370.90    | 0.04%             | 2037-04-20      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| Restoration Hardware, Inc.                             | Restoration Hardware, Inc., 1st Lien Term Loan                                    | CUSIP: 76133MAC5<br>LEI: 5493008MTS3OGGMHGK69 | Long             | LON              | CORP              | US        |     54771 | PA      | $51112.82     | 0.00%             | 2028-10-20      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     92150 | NS      | $420560.85    | 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        |    337000 | PA      | $331945.00    | 0.03%             | 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        |    133314 | PA      | $127648.16    | 0.01%             | 2036-02-15      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| BlackRock Funds V                                      | BlackRock Floating Rate Income Portfolio, Class K Shares                          | CUSIP: 09260B739<br>LEI: NKCTR56VMOQV9WKO8Q71 | Long             |  | RF                | US        |     59500 | NS      | $564657.98    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Momentive Performance Materials, Inc.                  | Momentive Performance Materials, Inc., 1st Lien Term Loan                         | CUSIP: 60877JAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    508649 | PA      | $498730.41    | 0.04%             | 2028-03-29      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                 | Arab Republic of Egypt                                                            | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $129424.00    | 0.01%             | 2061-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                       | Roche Holding AG                                                                  | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |       759 | NS      | $264038.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryan LLC                                               | Ryan LLC, 1st Lien Term Loan                                                      | CUSIP: 78350LAZ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     14850 | PA      | $14798.03     | 0.00%             | 2030-11-14      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Danaos Corp.                                           | Danaos Corp.                                                                      | CUSIP: 23585WAA2<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |    160000 | PA      | $162069.12    | 0.01%             | 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        |      6700 | NS      | $223581.66    | 0.02%             | 2025-05-22      | Fixed         | 16.42%                | 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      | $-12.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     10391 | NS      | $2916188.66   | 0.25%             | 2025-05-30      | Fixed         | 13.33%                | No            |                  2 | On Loan: No      |
| British Telecommunications plc                         | British Telecommunications plc                                                    | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $142099.14    | 0.01%             | 2083-12-20      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                     | AmWINS Group, Inc., 1st Lien Term Loan                                            | CUSIP: 03234TBA5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    810968 | PA      | $806280.11    | 0.07%             | 2032-01-30      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Rossini SARL                                           | Rossini SARL                                                                      | CUSIP: N/A<br>LEI: 549300EC5JCCW6F83R11       | Long             | DBT              | CORP              | LU        |    108000 | PA      | $127297.99    | 0.01%             | 2029-12-31      | Fixed         | 6.75%                 | 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        |    125370 | PA      | $68389.48     | 0.01%             | 2028-03-02      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                          | RCI Banque SA                                                                     | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $235066.38    | 0.02%             | 2034-10-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Singapore Airlines Ltd.                                | Singapore Airlines Ltd.                                                           | CUSIP: N/A<br>LEI: 549300ZG62N2599PWR15       | Long             | EC               | CORP              | SG        |     35700 | NS      | $183209.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NKT A/S                                                | NKT A/S                                                                           | CUSIP: N/A<br>LEI: 529900197LKWCEQ0NL18       | Long             | EC               | CORP              | DK        |       783 | NS      | $63753.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                     | Banco Bilbao Vizcaya Argentaria SA                                                | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |     61582 | NS      | $845154.01    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | CDIT                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |    257000 | PA      | $-5042.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Go Daddy Operating Co. LLC                             | Go Daddy Operating Co. LLC, 1st Lien Term Loan B7                                 | CUSIP: 38017BAW6<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |    699443 | PA      | $695434.70    | 0.06%             | 2031-05-30      | Variable      | 6.07%                 | 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        |    229892 | PA      | $223569.50    | 0.02%             | 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        |     16657 | NS      | $608381.58    | 0.05%             |  |  |  | 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        |      8104 | NS      | $1303615.85   | 0.11%             | 2025-06-10      | Fixed         | 21.96%                | No            |                  2 | On Loan: No      |
| Segro plc                                              | Segro plc                                                                         | CUSIP: N/A<br>LEI: 213800XC35KGM9NFC641       | Long             | EC               | CORP              | GB        |     32767 | NS      | $298070.12    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                 | Verisk Analytics, Inc.                                                            | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |       225 | NS      | $66696.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinewood Finco plc                                     | Pinewood Finco plc                                                                | CUSIP: N/A<br>LEI: 984500EF3F7CA63ND769       | Long             | DBT              | CORP              | GB        |    273000 | PA      | $361942.48    | 0.03%             | 2030-03-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd.                                 | Sycamore Tree CLO Ltd., Series 2023-2A, Class DR                                  | CUSIP: 87122CAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2008434.20   | 0.17%             | 2037-01-20      | Floating      | 8.77%                 | 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        |    847145 | PA      | $843756.88    | 0.07%             | 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        |      2537 | NS      | $165812.92    | 0.01%             |  |  |  | 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        |    446555 | PA      | $437346.83    | 0.04%             | 2028-09-22      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                | BASF SE                                                                           | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | EC               | CORP              | DE        |      6656 | NS      | $339918.45    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Allegion plc                                           | Allegion plc                                                                      | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |      5813 | NS      | $809169.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Almaviva-The Italian Innovation Co. SpA                | Almaviva-The Italian Innovation Co. SpA                                           | CUSIP: N/A<br>LEI: 815600A862DA4DD9E211       | Long             | DBT              | CORP              | IT        |    160000 | PA      | $184766.37    | 0.02%             | 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        |    545794 | PA      | $539653.54    | 0.05%             | 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        |     79000 | PA      | $78210.00     | 0.01%             | 2031-10-18      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                           | Ameren Corp.                                                                      | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      2186 | NS      | $216938.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OCP SA                                                 | OCP SA                                                                            | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |    232000 | PA      | $227186.00    | 0.02%             | 2054-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                             | AMSR Trust, Series 2020-SFR3, Class H                                             | CUSIP: 001807AJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99202.30     | 0.01%             | 2037-09-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Arkema SA                                              | Arkema SA                                                                         | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | EC               | CORP              | FR        |      2321 | NS      | $176455.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Worldline SA                                           | Worldline SA                                                                      | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |    200400 | PA      | $219794.91    | 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        |     16447 | NS      | $1193229.85   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar, Inc.                                      | Caterpillar, Inc.                                                                 | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       404 | NS      | $124945.08    | 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        |    211000 | PA      | $235206.85    | 0.02%             | 2032-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                       | CMS Energy Corp.                                                                  | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     15857 | NS      | $1167868.05   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziggo Financing Partnership                            | Ziggo Financing Partnership, 1st Lien Term Loan I                                 | CUSIP: N9833RAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    111000 | PA      | $109057.50    | 0.01%             | 2028-04-28      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Holdings, Inc.                       | SS&C Technologies Holdings, Inc.                                                  | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |      5952 | NS      | $449971.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zegona Finance plc                                     | Zegona Finance plc                                                                | CUSIP: N/A<br>LEI: 254900B3KC1SS7T2TE92       | Long             | DBT              | CORP              | GB        |    253000 | PA      | $302804.57    | 0.03%             | 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        |      2251 | NS      | $495265.02    | 0.04%             |  |  |  | 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      | $301.14       | 0.00%             |  |  |  | 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        |      6000 | NS      | $151589.22    | 0.01%             | 2025-06-05      | Fixed         | 40.77%                | No            |                  2 | On Loan: No      |
| Goldman Sachs International                            | QUALCOMM, Inc.                                                                    | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |     16159 | NS      | $2400468.12   | 0.21%             | 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        |    150000 | PA      | $169468.02    | 0.01%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                       | NRG Energy, Inc., 1st Lien Term Loan                                              | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |    308747 | PA      | $307700.34    | 0.03%             | 2031-04-16      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Welltower, Inc.                                        | Welltower, Inc.                                                                   | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |      4867 | NS      | $742655.53    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Barracuda Networks, Inc.                               | Barracuda Networks, Inc., 1st Lien Term Loan                                      | CUSIP: 06832FAB3<br>LEI: 549300CXGRZWNMPU8080 | Long             | LON              | CORP              | US        |    263247 | PA      | $218076.06    | 0.02%             | 2029-08-15      | Variable      | 8.78%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                | Ukraine Government Bond                                                           | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     17761 | PA      | $6660.38      | 0.00%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Paint Intermediate III LLC                             | Paint Intermediate III LLC, 1st Lien Term Loan B                                  | CUSIP: 69575EAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     94000 | PA      | $93765.00     | 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        |      4524 | NS      | $111109.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TICP CLO VII Ltd.                                      | TICP CLO VII Ltd., Series 2017-7A, Class CR                                       | CUSIP: 87248TAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500539.35    | 0.04%             | 2033-04-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Learfield Communications LLC                           | Learfield Communications LLC                                                      | CUSIP: N/A<br>LEI: 549300177GK4LMS8T214       | Long             | EC               | CORP              | US        |      1086 | NS      | $81721.50     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Filtration Group Corp.                                 | Filtration Group Corp., 1st Lien Term Loan                                        | CUSIP: 31732FAV8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    770578 | PA      | $769068.05    | 0.07%             | 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        |   1083688 | PA      | $1082040.46   | 0.09%             | 2028-05-12      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                 | Norfolk Southern Corp.                                                            | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      1164 | NS      | $260794.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Buzzi SpA                                              | Buzzi SpA                                                                         | CUSIP: N/A<br>LEI: 5299003DX5YLKSVJ6K59       | Long             | EC               | CORP              | IT        |      1838 | NS      | $96316.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc                           | Ardagh Packaging Finance plc                                                      | CUSIP: N/A<br>LEI: 6354001JXMLKNZDZR978       | Long             | DBT              | CORP              | IE        |    346000 | PA      | $347360.36    | 0.03%             | 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        |      2680 | NS      | $1621932.55   | 0.14%             | 2025-05-23      | Fixed         | 21.55%                | 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        |    470748 | PA      | $465974.83    | 0.04%             | 2031-07-16      | Variable      | 7.30%                 | 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        |    314212 | PA      | $309794.67    | 0.03%             | 2031-09-29      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Wolverine Escrow LLC                                   | Wolverine Escrow LLC                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     84000 | PA      | $0.01         | 0.00%             | 2026-11-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| AvalonBay Communities, Inc.                            | AvalonBay Communities, Inc.                                                       | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      4074 | NS      | $855458.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alternative Loan Trust                                 | Alternative Loan Trust, Series 2006-OA14, Class 1A1                               | CUSIP: 02146SAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     54572 | PA      | $43681.31     | 0.00%             | 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        |       372 | NS      | $257692.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                                   | Republic of Colombia                                                              | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    256000 | PA      | $260096.00    | 0.02%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SPIE SA                                                | SPIE SA                                                                           | CUSIP: N/A<br>LEI: 969500TJNS5GSFWJ8X85       | Long             | EC               | CORP              | FR        |      4040 | NS      | $198010.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                           | BX Commercial Mortgage Trust, Series 2024-BRBK, Class A                           | CUSIP: 05613NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    740000 | PA      | $736295.19    | 0.06%             | 2041-10-15      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| VICI Properties, Inc.                                  | VICI Properties, Inc.                                                             | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     28758 | NS      | $920831.16    | 0.08%             |  |  |  | No            |                  1 | 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        |    189000 | PA      | $263028.34    | 0.02%             | 2032-03-30      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| iShares Trust                                          | iShares Broad USD High Yield Corporate Bond ETF                                   | CUSIP: 46435U853<br>LEI: 549300X7H67ZLUE3IZ46 | Long             |  | RF                | US        |   2297150 | NS      | $84075690.00  | 7.28%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-88.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Swire Pacific Ltd.                                     | Swire Pacific Ltd., Class A                                                       | CUSIP: N/A<br>LEI: 549300KZOZHII0DGF611       | Long             | EC               | CORP              | HK        |      8500 | NS      | $73505.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of North Macedonia                            | Republic of North Macedonia                                                       | CUSIP: N/A<br>LEI: 635400RD1N6RVNCE4958       | Long             | DBT              | NUSS              | MK        |    182000 | PA      | $213825.87    | 0.02%             | 2027-03-13      | Fixed         | 6.96%                 | No            |                  2 | On Loan: No      |
| Warehouses De Pauw CVA                                 | Warehouses De Pauw CVA                                                            | CUSIP: N/A<br>LEI: 549300HWDYC5JXC85138       | Long             | EC               | CORP              | BE        |     20310 | NS      | $518759.66    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Alpha Star Holding IX Ltd.                             | Alpha Star Holding IX Ltd.                                                        | CUSIP: N/A<br>LEI: 254900IL2SBV9ANGBE89       | Long             | DBT              | CORP              | AE        |    200000 | PA      | $201250.00    | 0.02%             | 2028-08-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Rand Parent LLC                                        | Rand Parent LLC, 1st Lien Term Loan B                                             | CUSIP: 75223LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     53905 | PA      | $49584.41     | 0.00%             | 2030-03-18      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Lear Corp.                                             | Lear Corp.                                                                        | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      1219 | NS      | $104529.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank plc                                      | Exelon Corp., Series GMU3                                                         | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      7590 | NS      | $344227.48    | 0.03%             | 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        |      1170 | NS      | $829846.88    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Aalberts NV                                            | Aalberts NV                                                                       | CUSIP: N/A<br>LEI: 549300EMP9DT6Q35HZ31       | Long             | EC               | CORP              | NL        |      2836 | NS      | $94174.01     | 0.01%             |  |  |  | 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        |    188942 | PA      | $53375.97     | 0.00%             | 2030-01-24      | Variable      | 10.31%                | No            |                  2 | On Loan: No      |
| McAfee Corp.                                           | McAfee Corp., 1st Lien Term Loan B1                                               | CUSIP: 57906HAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    601779 | PA      | $563415.59    | 0.05%             | 2029-03-01      | Variable      | 7.32%                 | 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      | $605.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                          | UniCredit SpA                                                                     | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |      8074 | NS      | $469752.24    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 10 Ltd.                           | Diameter Capital CLO 10 Ltd., Series 2025-10A, Class D1                           | CUSIP: 25290BAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000000.00   | 0.09%             | 2038-04-20      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2020-III Ltd.                             | CIFC Funding 2020-III Ltd., Series 2020-3A, Class DR                              | CUSIP: 12560EAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999900.00    | 0.09%             | 2034-10-20      | Floating      | 7.63%                 | 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        |    404950 | PA      | $375781.04    | 0.03%             | 2027-10-01      | Variable      | 8.40%                 | 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        |    965756 | PA      | $949058.30    | 0.08%             | 2031-02-06      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International plc                 | Sempra                                                                            | CUSIP: 61779M649<br>LEI: 4PQUHN3JPFGFNF3BB653 | Long             | SN               | CORP              | GB        |      4700 | NS      | $342838.35    | 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        |     30572 | NS      | $591262.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Liquidity Funds                              | BlackRock Liquidity Funds, T-Fund, Institutional Class                            | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        | 132155204 | NS      | $132155204.27 | 11.44%            |  |  |  | No            |                  1 | On Loan: No      |
| Ellucian Holdings, Inc.                                | Ellucian Holdings, Inc., 2nd Lien Term Loan                                       | CUSIP: 28917XAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     94000 | PA      | $93882.50     | 0.01%             | 2032-11-15      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| Amcor plc                                              | Amcor plc                                                                         | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | JE        |      6739 | NS      | $61998.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Schaeffler AG                                          | Schaeffler AG                                                                     | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $113271.07    | 0.01%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| B&M European Value Retail SA                           | B&M European Value Retail SA                                                      | CUSIP: N/A<br>LEI: 213800UK7ZRLY2K1X530       | Long             | DBT              | CORP              | LU        |    100000 | PA      | $123074.85    | 0.01%             | 2028-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wilsonart LLC                                          | Wilsonart LLC, 1st Lien Term Loan                                                 | CUSIP: 97246FAM8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    734859 | PA      | $709138.57    | 0.06%             | 2031-08-05      | Variable      | 8.55%                 | No            |                  2 | On Loan: No      |
| National Bank of Greece SA                             | National Bank of Greece SA                                                        | CUSIP: N/A<br>LEI: 5UMCZOEYKCVFAW8ZLO05       | Long             | DBT              | CORP              | GR        |    139000 | PA      | $167498.32    | 0.01%             | 2035-06-28      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                 | Truist Financial Corp.                                                            | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      1641 | NS      | $62915.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Schaeffler AG                                          | Schaeffler AG                                                                     | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $112718.58    | 0.01%             | 2031-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza, Inc.                                   | Domino's Pizza, Inc.                                                              | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |       795 | NS      | $389844.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments, Inc.                                  | Global Payments, Inc.                                                             | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      2231 | NS      | $170247.61    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICON Luxembourg SARL                                   | ICON Luxembourg SARL, 1st Lien Term Loan                                          | CUSIP: L5000DAE7<br>LEI: 635400PUWMHSPI2DDA35 | Long             | LON              | CORP              | LU        |     64604 | PA      | $64631.44     | 0.01%             | 2028-07-03      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | EURO STOXX 50 Index                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |       202 | NC      | $571403.05    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BAMLL Trust                                            | BAMLL Trust, Series 2024-BHP, Class A                                             | CUSIP: 05493WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1304000 | PA      | $1304415.19   | 0.11%             | 2039-08-15      | Floating      | 6.67%                 | 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        |     18240 | NS      | $391424.09    | 0.03%             | 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        |      6000 | PA      | $6006.18      | 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        |    386000 | PA      | $381900.68    | 0.03%             | 2032-03-29      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| TICP CLO XI Ltd.                                       | TICP CLO XI Ltd., Series 2018-11A, Class DR                                       | CUSIP: 87249QAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $301152.09    | 0.03%             | 2037-04-25      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| Endesa SA                                              | Endesa SA                                                                         | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |      7464 | NS      | $224163.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc, Series EMTI                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      3360 | NS      | $1637195.28   | 0.14%             | 2025-06-11      | Fixed         | 16.26%                | No            |                  2 | On Loan: No      |
| Covia Holdings LLC                                     | Covia Holdings LLC, 1st Lien Term Loan                                            | CUSIP: 22305CAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99000 | PA      | $98721.81     | 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        |    400000 | PA      | $10000.00     | 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        |    198000 | PA      | $267634.81    | 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        |   2000000 | PA      | $1996000.00   | 0.17%             | 2037-07-18      | Floating      | 5.69%                 | 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        |    384486 | PA      | $382736.44    | 0.03%             | 2028-04-07      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Viasat, Inc.                                           | Viasat, Inc., 1st Lien Term Loan                                                  | CUSIP: 92555WAF2<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |     59038 | PA      | $53593.78     | 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        |    629226 | PA      | $615068.44    | 0.05%             | 2031-05-01      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Aston Martin Capital Holdings Ltd.                     | Aston Martin Capital Holdings Ltd.                                                | CUSIP: N/A<br>LEI: 213800H4GKEF3CJ8C774       | Long             | DBT              | CORP              | JE        |    186000 | PA      | $217628.18    | 0.02%             | 2029-03-31      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 3 Ltd.                            | Diameter Capital CLO 3 Ltd., Series 2022-3A, Class A1R                            | CUSIP: 25255JAL1<br>LEI: 254900L1QJX98W5ORK78 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2498475.50   | 0.22%             | 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        |    304000 | PA      | $359022.82    | 0.03%             | 2029-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | Bank of Montreal                                                                  | CUSIP: 06370C797<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |     19531 | NS      | $1146665.01   | 0.10%             | 2025-06-12      | Fixed         | 9.94%                 | No            |                  3 | On Loan: No      |
| Hubbell, Inc.                                          | Hubbell, Inc.                                                                     | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      2242 | NS      | $814249.56    | 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      | $-7677.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nordson Corp.                                          | Nordson Corp.                                                                     | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |       198 | NS      | $37534.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Assura plc                                             | Assura plc                                                                        | CUSIP: N/A<br>LEI: 21380026T19N2Y52XF72       | Long             | EC               | CORP              | GB        |    968510 | NS      | $626309.60    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                | Romania Government Bond                                                           | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    284000 | PA      | $314731.79    | 0.03%             | 2034-09-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Chariot Buyer LLC                                      | Chariot Buyer LLC, 1st Lien Term Loan                                             | CUSIP: 15963CAC0<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |    676468 | PA      | $667254.74    | 0.06%             | 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        |    200000 | PA      | $224257.17    | 0.02%             | 2037-03-24      | Variable      | 4.75%                 | 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        |     16400 | NS      | $146170.25    | 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        |      8288 | NS      | $1288954.54   | 0.11%             | 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        |      5773 | NS      | $170717.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Generate CLO 7 Ltd.                                    | Generate CLO 7 Ltd., Series 7A, Class A1R                                         | CUSIP: 37149LAL1<br>LEI: 25490036G9JNQQPHIX69 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001391.80   | 0.09%             | 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        |     68378 | NS      | $1659302.40   | 0.14%             | 2025-06-12      | Fixed         | 28.35%                | No            |                  2 | On Loan: No      |
| VEGAS Trust                                            | VEGAS Trust, Series 2024-TI, Class A                                              | CUSIP: 92254AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260000 | PA      | $263519.07    | 0.02%             | 2039-11-10      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| AES Andes SA                                           | AES Andes SA                                                                      | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    215000 | PA      | $219730.00    | 0.02%             | 2055-06-10      | Variable      | 8.15%                 | No            |                  2 | On Loan: No      |
| SHR Trust                                              | SHR Trust, Series 2024-LXRY, Class A                                              | CUSIP: 784234AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $398375.00    | 0.03%             | 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        |    120000 | PA      | $136621.71    | 0.01%             | 2027-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Siemens AG                                             | Siemens AG (Registered)                                                           | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |      1877 | NS      | $432200.49    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kapla Holding SAS                                      | Kapla Holding SAS                                                                 | CUSIP: N/A<br>LEI: 894500PJ28XTH66K4X83       | Long             | DBT              | CORP              | FR        |    181000 | PA      | $205044.21    | 0.02%             | 2030-07-31      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                           | Verizon Communications, Inc.                                                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      4035 | NS      | $177782.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                 | Amazon.com, Inc.                                                                  | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |     29593 | NS      | $5546634.25   | 0.48%             | 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        |     11130 | NS      | $225907.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                        | Goldman Sachs Group, Inc. (The)                                                   | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       282 | NS      | $154409.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-954.25      | -0.00%            |  |  |  | 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        |    396000 | PA      | $399549.21    | 0.03%             | 2032-04-15      | Fixed         | 7.75%                 | 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        |   1083604 | PA      | $1067577.64   | 0.09%             | 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        |     15971 | NS      | $583991.20    | 0.05%             |  |  |  | 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        |    379000 | PA      | $373235.41    | 0.03%             | 2032-03-08      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Stena International SA                                 | Stena International SA                                                            | CUSIP: N/A<br>LEI: 213800A4LTGG4W55QP46       | Long             | DBT              | CORP              | LU        |    250000 | PA      | $246770.33    | 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        |      4301 | NS      | $794148.30    | 0.07%             | 2025-06-06      | Fixed         | 18.95%                | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                            | Hashemite Kingdom of Jordan                                                       | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |    200000 | PA      | $199188.00    | 0.02%             | 2025-07-07      | Fixed         | 4.95%                 | 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        |     17612 | NS      | $1315408.51   | 0.11%             | 2025-06-06      | Fixed         | 18.61%                | 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        |      8579 | NS      | $537515.77    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                  | Walt Disney Co. (The)                                                             | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      1080 | NS      | $98226.00     | 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        |    428930 | PA      | $420672.61    | 0.04%             | 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        |     19238 | NS      | $2756165.19   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                           | Oriental Republic of Uruguay                                                      | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    266089 | PA      | $278063.01    | 0.02%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                           | Humana, Inc.                                                                      | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       255 | NS      | $66871.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-10.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | McKesson Corp.                                                                    | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      1960 | NS      | $1336900.86   | 0.12%             | 2025-05-08      | Fixed         | 11.71%                | 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        |    189688 | PA      | $184946.25    | 0.02%             | 2027-08-06      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Cintas Corp.                                           | Cintas Corp.                                                                      | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       356 | NS      | $75358.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gabonese Republic                                      | Gabon Government Bond                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GA        |    325000 | PA      | $279906.25    | 0.02%             | 2029-02-18      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                          | Paychex, Inc.                                                                     | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      3698 | NS      | $544049.76    | 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        |    264476 | PA      | $261873.31    | 0.02%             | 2029-11-22      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                        | Microsoft Corp.                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     10228 | NS      | $4042719.28   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| KSL Commercial Mortgage Trust                          | KSL Commercial Mortgage Trust, Series 2024-HT2, Class A                           | CUSIP: 500937AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1220000 | PA      | $1208562.50   | 0.10%             | 2039-12-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Hungary                                                | Hungary Government Bond                                                           | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    355000 | PA      | $354201.25    | 0.03%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC                                            | SCIL IV LLC                                                                       | CUSIP: N/A<br>LEI: 9845009F6D37C41A8572       | Long             | DBT              | CORP              | US        |    200000 | PA      | $236878.94    | 0.02%             | 2028-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BCPE Pequod Buyer, Inc.                                | BCPE Pequod Buyer, Inc., 1st Lien Term Loan                                       | CUSIP: 05624AAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    311000 | PA      | $309899.06    | 0.03%             | 2031-11-25      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                     | Banco Bilbao Vizcaya Argentaria SA                                                | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |    200000 | PA      | $235934.14    | 0.02%             | 2030-12-13      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Option Care Health, Inc.                               | Option Care Health, Inc., 1st Lien Term Loan B                                    | CUSIP: 68404YAB0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | LON              | CORP              | US        |    444717 | PA      | $444161.19    | 0.04%             | 2028-10-27      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Market Bidco Finco plc                                 | Market Bidco Finco plc                                                            | CUSIP: N/A<br>LEI: 549300UGYX6EBVHRVG53       | Long             | DBT              | CORP              | GB        |    148000 | PA      | $187870.72    | 0.02%             | 2027-11-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                                | Quest Diagnostics, Inc.                                                           | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |       210 | NS      | $37426.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trident TPI Holdings, Inc.                             | Trident TPI Holdings, Inc., 1st Lien Term Loan B7                                 | CUSIP: 00216EAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    174808 | PA      | $168808.81    | 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        |     93422 | PA      | $91974.41     | 0.01%             | 2030-02-06      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc, Series GMTY                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      1489 | NS      | $951072.20    | 0.08%             | 2025-06-09      | Fixed         | 24.57%                | No            |                  2 | On Loan: No      |
| Cubic Corp.                                            | Cubic Corp., 1st Lien Term Loan B                                                 | CUSIP: 04921TAB0<br>LEI: 6HHLXIOGCDNZ4IRAIW26 | Long             | LON              | CORP              | US        |    632432 | PA      | $347919.96    | 0.03%             | 2028-05-25      | Variable      | 8.82%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co.                              | Molson Coors Beverage Co., Class B                                                | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |       506 | NS      | $29110.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Galaxy XXVI CLO Ltd.                                   | Galaxy XXVI CLO Ltd., Series 2018-26A, Class BR                                   | CUSIP: 36321LAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2502680.25   | 0.22%             | 2031-11-22      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Travelport Finance                                     | Travelport Technology Ltd.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |        27 | NS      | $65697.48     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Duomo Bidco SpA                                        | Duomo Bidco SpA                                                                   | CUSIP: N/A<br>LEI: 8156008BEDB552B30829       | Long             | DBT              | CORP              | IT        |    187000 | PA      | $211781.93    | 0.02%             | 2031-07-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                | RHP Hotel Properties LP, 1st Lien Term Loan B                                     | CUSIP: 74958NAL0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    276054 | PA      | $273467.33    | 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        |     12381 | NS      | $493754.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Operating LLC                   | Charter Communications Operating LLC, 1st Lien Term Loan B4                       | CUSIP: 16117LCB3<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |    121311 | PA      | $120569.55    | 0.01%             | 2030-12-09      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Bubbles Bidco SpA                                      | Bubbles Bidco SpA                                                                 | CUSIP: N/A<br>LEI: 815600073942740CEB24       | Long             | DBT              | CORP              | IT        |    118000 | PA      | $132941.08    | 0.01%             | 2031-09-30      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| Titanium 2l Bondco SARL                                | Titanium 2l Bondco SARL                                                           | CUSIP: N/A<br>LEI: 636700S4QMU2DWYOSF67       | Long             | DBT              | CORP              | LU        |    323700 | PA      | $109231.82    | 0.01%             | 2031-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Stonegate Pub Co. Financing 2019 plc                   | Stonegate Pub Co. Financing plc                                                   | CUSIP: N/A<br>LEI: 254900L5266ML3505282       | Long             | DBT              | CORP              | GB        |    112000 | PA      | $128268.53    | 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        |      3128 | NS      | $939745.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | U.S. Treasury Ultra Bond                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         5 | NC      | $-1571.17     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc                     | Johnson Controls International plc                                                | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |       828 | NS      | $69469.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Romania                                                | Romania Government Bond                                                           | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    311000 | PA      | $346922.39    | 0.03%             | 2032-07-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Emirate of Dubai United Arab Emirates                  | United Arab Emirates Government Bond                                              | CUSIP: N/A<br>LEI: 549300IY6A4IPIRLLX57       | Long             | DBT              | NUSS              | AE        |    207000 | PA      | $146193.75    | 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        |    460119 | PA      | $458968.27    | 0.04%             | 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        |      9833 | NS      | $1951956.63   | 0.17%             | 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        |    305936 | PA      | $302622.73    | 0.03%             | 2028-09-29      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     88560 | NS      | $678040.52    | 0.06%             | 2025-05-27      | Fixed         | 23.01%                | 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        |      2100 | NS      | $174106.34    | 0.02%             | 2025-05-08      | Floating      | 31.10%                | No            |                  2 | On Loan: No      |
| Evergy, Inc.                                           | Evergy, Inc.                                                                      | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |      4881 | NS      | $337277.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ballyrock CLO Ltd.                                     | Ballyrock CLO Ltd., Series 2020-2A, Class A2R                                     | CUSIP: 05875DAL6<br>LEI: 254900Y6C4AXEAZ9T124 | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1601920.00   | 0.14%             | 2031-10-20      | Floating      | 6.08%                 | 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        |     11698 | NS      | $1622526.89   | 0.14%             | 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        |    200000 | PA      | $195039.00    | 0.02%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prologis, Inc.                                         | Prologis, Inc.                                                                    | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      5656 | NS      | $578043.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                   | Lyft, Inc.                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     54192 | NS      | $669520.27    | 0.06%             | 2025-05-06      | Fixed         | 29.75%                | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                            | ONEOK, Inc.                                                                       | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |       491 | NS      | $40340.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brand Industrial Services, Inc.                        | Brand Industrial Services, Inc., 1st Lien Term Loan C                             | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |    682829 | PA      | $630039.24    | 0.05%             | 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        |      2600 | NS      | $146640.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds Consumer Products LLC                         | Reynolds Consumer Products LLC, 1st Lien Term Loan                                | CUSIP: 76171JAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     67000 | PA      | $67139.36     | 0.01%             | 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        |    640273 | PA      | $632122.06    | 0.05%             | 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        |      2200 | NS      | $131065.81    | 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        |       144 | NS      | $34705.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Republic of Nigeria                            | Federal Republic of Nigeria                                                       | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    200000 | PA      | $188950.00    | 0.02%             | 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        |      3400 | NS      | $70313.97     | 0.01%             | 2025-06-09      | Fixed         | 36.63%                | No            |                  2 | On Loan: No      |
| Regatta XXIII Funding Ltd.                             | Regatta XXIII Funding Ltd., Series 2021-4A, Class D                               | CUSIP: 75889FAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999900.00    | 0.09%             | 2035-01-20      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| British Telecommunications plc                         | British Telecommunications plc                                                    | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $142099.14    | 0.01%             | 2083-12-20      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| La Financiere Atalian                                  | La Financiere Atalian                                                             | CUSIP: N/A<br>LEI: 969500ICOLJMB33J0L87       | Long             | DBT              | CORP              | FR        |    193803 | PA      | $88308.89     | 0.01%             | 2028-06-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                 | OCP SA                                                                            | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | NUSS              | MA        |    217000 | PA      | $158360.09    | 0.01%             | 2051-06-23      | Fixed         | 5.12%                 | 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      | $-57.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Trend Micro, Inc.                                      | Trend Micro, Inc.                                                                 | CUSIP: N/A<br>LEI: 3538005O5UJ5RNAGVE16       | Long             | EC               | CORP              | JP        |      3100 | NS      | $222426.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                 | Mauser Packaging Solutions Holding Co., Facility 1st Lien Term Loan               | CUSIP: 57763TAE3<br>LEI: 549300DNGHXL0OMHW304 | Long             | LON              | CORP              | US        |    278550 | PA      | $274023.09    | 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    | 0.02%             | 2032-06-17      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| La Poste SA                                            | La Poste SA                                                                       | CUSIP: N/A<br>LEI: 9695000YG7TR7PAP0L59       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $228389.36    | 0.02%             | 2031-04-16      | Variable      | 5.00%                 | 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        |    256782 | PA      | $256701.58    | 0.02%             | 2039-02-15      | Floating      | 5.76%                 | 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        |    206608 | PA      | $202958.81    | 0.02%             | 2028-05-12      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $222.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Guangdong Investment Ltd.                              | Guangdong Investment Ltd.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |     90000 | NS      | $72829.54     | 0.01%             |  |  |  | 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        |    809640 | PA      | $804725.64    | 0.07%             | 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        |    218000 | PA      | $5995.00      | 0.00%             | 2025-01-09      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                    | Bank of New York Mellon Corp. (The)                                               | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      1464 | NS      | $117720.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooperatieve Rabobank UA                               | Cooperatieve Rabobank UA                                                          | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |    200000 | PA      | $223746.94    | 0.02%             | 2027-06-29      | Variable      | 4.38%                 | 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        |    244087 | PA      | $232951.44    | 0.02%             | 2029-04-16      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-12.07       | -0.00%            |  |  |  | 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        |    568811 | PA      | $567468.85    | 0.05%             | 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        |       501 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Atos SE                                                | Atos SE                                                                           | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | SN               | CORP              | FR        |    162724 | PA      | $147842.18    | 0.01%             | 2030-12-18      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                                   | Emerson Electric Co.                                                              | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       668 | NS      | $70213.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $80.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                           | BX Commercial Mortgage Trust, Series 2024-PURE, Class A                           | CUSIP: 74625PAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    290000 | PA      | $211410.13    | 0.02%             | 2041-11-15      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Stonegate Pub Co. Financing 2019 plc                   | Stonegate Pub Co. Financing plc                                                   | CUSIP: N/A<br>LEI: 254900L5266ML3505282       | Long             | DBT              | CORP              | GB        |    103000 | PA      | $140699.80    | 0.01%             | 2029-07-31      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| First Horizon Corp.                                    | First Horizon Corp.                                                               | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |       645 | NS      | $11661.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Panama                                     | Republic of Panama                                                                | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    264000 | PA      | $274956.00    | 0.02%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                         | Olympus Water US Holding Corp.                                                    | CUSIP: N/A<br>LEI: 549300YU2GGVCBN3MY89       | Long             | DBT              | CORP              | US        |    254000 | PA      | $299973.02    | 0.03%             | 2028-11-15      | Fixed         | 9.62%                 | 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        |   1340000 | PA      | $1336649.73   | 0.12%             | 2039-10-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                            | SS&C Technologies Holdings, Inc.                                                  | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |      5952 | NS      | $446115.26    | 0.04%             | 2025-05-01      | Fixed         | 22.65%                | No            |                  2 | On Loan: No      |
| Skanska AB                                             | Skanska AB, Class B                                                               | CUSIP: N/A<br>LEI: 549300UINV5RINHGMG07       | Long             | EC               | CORP              | SE        |      9239 | NS      | $214683.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                   | SoftBank Group Corp.                                                              | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    181000 | PA      | $202482.78    | 0.02%             | 2032-07-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                               | Boost Newco Borrower LLC, 1st Lien Term Loan B2                                   | CUSIP: 92943EAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1165192 | PA      | $1162279.52   | 0.10%             | 2031-01-31      | Variable      | 8.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $86.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                       | TotalEnergies SE                                                                  | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |     21514 | NS      | $1225333.73   | 0.11%             |  |  |  | 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        |    693262 | PA      | $692250.34    | 0.06%             | 2031-11-21      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       800 | NS      | $148408.43    | 0.01%             | 2025-06-09      | Fixed         | 21.36%                | 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        |    741740 | PA      | $737571.62    | 0.06%             | 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        |      8171 | NS      | $506044.79    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Moody's Corp.                                                                     | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      2081 | NS      | $944086.33    | 0.08%             | 2025-05-05      | Fixed         | 11.35%                | No            |                  2 | On Loan: No      |
| BXP, Inc.                                              | BXP, Inc.                                                                         | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |     16669 | NS      | $1062315.37   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockford Tower CLO Ltd.                                | Rockford Tower CLO Ltd., Series 2018-2A, Class C                                  | CUSIP: 77342KAE0<br>LEI: 5493001SZ764RMCNU069 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300259.38    | 0.03%             | 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        |     40823 | NS      | $1323159.28   | 0.11%             | 2025-06-05      | Fixed         | 30.54%                | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                       | Oaktree CLO Ltd., Series 2020-1A, Class ARR                                       | CUSIP: 67402FAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $991073.30    | 0.09%             | 2038-01-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                               | Electricite de France SA                                                          | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |    100000 | PA      | $134469.43    | 0.01%             | 2035-06-17      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Nestle SA                                              | Nestle SA (Registered)                                                            | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |     13578 | NS      | $1445206.81   | 0.13%             |  |  |  | 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        |   1003916 | PA      | $976940.43    | 0.08%             | 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        |      6350 | NS      | $276176.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Transurban Group                                       | Transurban Group                                                                  | CUSIP: N/A<br>LEI: 549300ZR71SUQ4VUTM79       | Long             | EC               | CORP              | AU        |     91281 | NS      | $822566.99    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| PrestigeBidCo GmbH                                     | PrestigeBidCo GmbH                                                                | CUSIP: N/A<br>LEI: 529900CSF1DNOCHMI763       | Long             | DBT              | CORP              | DE        |    128000 | PA      | $145132.83    | 0.01%             | 2029-07-01      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Coles Group Ltd.                                       | Coles Group Ltd.                                                                  | CUSIP: N/A<br>LEI: 549300OHQRG2HN8LZ793       | Long             | EC               | CORP              | AU        |     31160 | NS      | $423146.74    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Tire Corp. Ltd.                               | Canadian Tire Corp. Ltd., Class A                                                 | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               | CORP              | CA        |      1271 | NS      | $139103.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro, Inc.                                           | Hasbro, Inc.                                                                      | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      3849 | NS      | $238253.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital I Trust                         | Morgan Stanley Capital I Trust, Series 2018-MP, Class E                           | CUSIP: 61691DAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    238000 | PA      | $155085.51    | 0.01%             | 2040-07-11      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     12132 | NS      | $1606223.42   | 0.14%             | 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        |    617840 | PA      | $612501.66    | 0.05%             | 2031-03-14      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Ma'aden Sukuk Ltd.                                     | Ma'aden Sukuk Ltd.                                                                | CUSIP: 55407NAB8<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $202875.00    | 0.02%             | 2035-02-13      | Fixed         | 5.50%                 | 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        |    216074 | PA      | $215263.68    | 0.02%             | 2029-04-20      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Constellation Renewables LLC                           | Constellation Renewables LLC, 1st Lien Term Loan                                  | CUSIP: 30204KAD8<br>LEI: 5493004JBPWTPTK8LB51 | Long             | LON              | CORP              | US        |    232085 | PA      | $231651.15    | 0.02%             | 2027-12-15      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| ProGroup AG                                            | ProGroup AG                                                                       | CUSIP: N/A<br>LEI: 529900YI5W5TQ8F2FP82       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $110716.83    | 0.01%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Graham Packaging Co., Inc.                             | Graham Packaging Co., Inc.                                                        | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12712.56     | 0.00%             | 2028-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Goldstory SAS                                          | Goldstory SAS                                                                     | CUSIP: N/A<br>LEI: 969500NWR67ONUJD4A26       | Long             | DBT              | CORP              | FR        |    122000 | PA      | $141490.13    | 0.01%             | 2030-02-01      | Fixed         | 6.75%                 | 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        |      3518 | NS      | $791633.01    | 0.07%             | 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        |    256634 | PA      | $247813.37    | 0.02%             | 2030-09-27      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| Ensemble RCM LLC                                       | Ensemble RCM LLC, 1st Lien Term Loan B                                            | CUSIP: 29359BAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    543882 | PA      | $543034.03    | 0.05%             | 2029-08-01      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                               | Arista Networks, Inc.                                                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Long             | SN               | CORP              | US        |     25960 | NS      | $2148874.36   | 0.19%             | 2025-05-08      | Fixed         | 19.46%                | 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        |     95054 | PA      | $87925.12     | 0.01%             | 2026-01-30      | Variable      | 9.25%                 | No            |                  3 | On Loan: No      |
| Quikrete Holdings, Inc.                                | Quikrete Holdings, Inc., 1st Lien Term Loan B2                                    | CUSIP: 74839XAK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    233583 | PA      | $229616.80    | 0.02%             | 2029-03-19      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                            | Pinnacle West Capital Corp.                                                       | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |      2983 | NS      | $283921.94    | 0.02%             |  |  |  | No            |                  1 | 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        |    542135 | PA      | $539424.77    | 0.05%             | 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        |    520000 | PA      | $516098.65    | 0.04%             | 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        |    252371 | PA      | $252091.06    | 0.02%             | 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        |     10821 | NS      | $168050.13    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp.                                              | RTX Corp.                                                                         | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      3430 | NS      | $432625.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| B&M European Value Retail SA                           | B&M European Value Retail SA                                                      | CUSIP: N/A<br>LEI: 213800UK7ZRLY2K1X530       | Long             | DBT              | CORP              | LU        |     79000 | PA      | $102846.51    | 0.01%             | 2031-11-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Life Mortgage Trust                                    | Life Mortgage Trust, Series 2021-BMR, Class F                                     | CUSIP: 53218CAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    430500 | PA      | $419834.02    | 0.04%             | 2038-03-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond              | Republic of Uzbekistan                                                            | CUSIP: 91822QVX2<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    200000 | PA      | $210300.00    | 0.02%             | 2028-10-12      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| BMP                                                    | BMP, Series 2024-MF23, Class A                                                    | CUSIP: 05593JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    290000 | PA      | $289818.75    | 0.03%             | 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        |       134 | NS      | $46240.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab, Inc.                                           | Ecolab, Inc.                                                                      | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |       183 | NS      | $46011.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp.                                   | Alliant Energy Corp.                                                              | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      2659 | NS      | $162305.36    | 0.01%             |  |  |  | No            |                  1 | 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        |    141185 | PA      | $131301.97    | 0.01%             | 2029-03-08      | Variable      | 10.32%                | No            |                  2 | On Loan: No      |
| State Street Corp.                                     | State Street Corp.                                                                | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      5428 | NS      | $478206.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive, Inc.                               | Group 1 Automotive, Inc.                                                          | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17112.14     | 0.00%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $50.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Corp. plc                                        | Eaton Corp. plc                                                                   | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |       360 | NS      | $105973.20    | 0.01%             |  |  |  | No            |                  1 | 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        |     22420 | PA      | $22008.58     | 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        |    409811 | PA      | $405610.35    | 0.04%             | 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        |    382000 | PA      | $431954.18    | 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        |    309363 | PA      | $309372.16    | 0.03%             | 2029-08-15      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      7152 | NS      | $488466.87    | 0.04%             | 2025-05-30      | Fixed         | 37.52%                | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                   | Northern Trust Corp.                                                              | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |       185 | NS      | $17386.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                           | AbbVie, Inc.                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      4813 | NS      | $939016.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group, Inc.                                    | Omnicom Group, Inc.                                                               | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      5257 | NS      | $400373.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge, Inc.                                         | Enbridge, Inc.                                                                    | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |      5343 | NS      | $249864.51    | 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      | $-309.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DBWF Mortgage Trust                                    | DBWF Mortgage Trust, Series 2024-LCRS, Class A                                    | CUSIP: 23307KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320000 | PA      | $318099.46    | 0.03%             | 2037-04-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 37 Ltd.                                    | Elmwood CLO 37 Ltd., Series 2024-13A, Class D1                                    | CUSIP: 29004UAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1967746.00   | 0.17%             | 2038-01-17      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| Trimaran Cavu Ltd.                                     | Trimaran CAVU Ltd., Series 2021-1A, Class AR                                      | CUSIP: 89624NAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000000.00   | 0.17%             | 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        |     57457 | NS      | $515389.29    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BOC Hong Kong Holdings Ltd.                            | BOC Hong Kong Holdings Ltd.                                                       | CUSIP: N/A<br>LEI: 254900JB98W77JDJMW15       | Long             | EC               | CORP              | HK        |     89500 | NS      | $371280.18    | 0.03%             |  |  |  | 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        |    470279 | PA      | $466018.41    | 0.04%             | 2028-08-31      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Rossini SARL                                           | Rossini SARL                                                                      | CUSIP: N/A<br>LEI: 549300EC5JCCW6F83R11       | Long             | DBT              | CORP              | LU        |     47942 | PA      | $54379.33     | 0.00%             | 2029-12-31      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                       | Sealed Air Corp.                                                                  | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |       511 | NS      | $14083.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Issuance BV                                | Hasbro, Inc.                                                                      | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      6400 | NS      | $394358.98    | 0.03%             | 2025-05-01      | Fixed         | 32.01%                | 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        |    434000 | PA      | $430844.82    | 0.04%             | 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        |     76885 | PA      | $71853.01     | 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        |    110724 | PA      | $110065.88    | 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        |     31396 | PA      | $31356.85     | 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        |    200000 | PA      | $198872.44    | 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        |      4214 | NS      | $908791.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CONE Trust                                             | CONE Trust, Series 2024-DFW1, Class A                                             | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $397998.20    | 0.03%             | 2041-08-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Dollar Tree, Inc.                                      | Dollar Tree, Inc.                                                                 | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      3809 | NS      | $311461.93    | 0.03%             |  |  |  | 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        |     85097 | PA      | $84245.98     | 0.01%             | 2030-08-30      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                     | Kingdom of Bahrain                                                                | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |    200000 | PA      | $184500.00    | 0.02%             | 2032-09-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Trust, Series 2021-VIEW, Class E                                               | CUSIP: 05606GAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    366000 | PA      | $355328.03    | 0.03%             | 2036-06-15      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                | Ukraine Government Bond                                                           | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     15009 | PA      | $7466.98      | 0.00%             | 2035-02-01      | 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        |    295000 | PA      | $294631.25    | 0.03%             | 2032-04-26      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $92.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Phoenix Newco, Inc.                                    | Phoenix Newco, Inc., 1st Lien Term Loan                                           | CUSIP: 71911KAE4<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |    584945 | PA      | $581072.41    | 0.05%             | 2028-11-15      | Variable      | 6.82%                 | 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        |    231638 | PA      | $229756.69    | 0.02%             | 2031-04-23      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                       | Sealed Air Corp.                                                                  | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |      1513 | NS      | $41698.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Bidco LLC                                        | Apple Bidco LLC, 1st Lien Term Loan                                               | CUSIP: 48254EAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    614212 | PA      | $605987.83    | 0.05%             | 2031-09-23      | Variable      | 6.82%                 | 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        |     28858 | NS      | $991637.76    | 0.09%             | 2025-05-09      | Fixed         | 70.66%                | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $93.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                       | Great Wolf Trust, Series 2024-WLF2, Class A                                       | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $649796.88    | 0.06%             | 2041-05-15      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Co.                                       | Baker Hughes Co., Class A                                                         | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22889 | NS      | $810270.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Jetblue Airways Corp.                                  | Jetblue Airways Corp., 1st Lien Term Loan                                         | CUSIP: G5112TAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    180320 | PA      | $162288.00    | 0.01%             | 2029-08-13      | Variable      | 9.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                               | Morgan Stanley & Co. LLC                                                          | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Long             | SN               | CORP              | US        |      7200 | NS      | $383591.57    | 0.03%             | 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        |    478234 | PA      | $476440.76    | 0.04%             | 2039-12-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                              | Republic of Cote d'Ivoire                                                         | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    200000 | PA      | $183250.00    | 0.02%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-96.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                     | Amazon.com, Inc.                                                                  | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     36646 | NS      | $6870322.78   | 0.59%             | 2025-05-01      | Fixed         | 20.35%                | No            |                  2 | On Loan: No      |
| NN Group NV                                            | NN Group NV                                                                       | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | DBT              | CORP              | NL        |    200000 | PA      | $215200.04    | 0.02%             | 2034-09-11      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | MGM Resorts International                                                         | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     20535 | NS      | $646682.39    | 0.06%             | 2025-05-02      | Fixed         | 22.42%                | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                                     | Cellnex Telecom SA                                                                | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |      7644 | NS      | $309347.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Boels Topholding BV                                    | Boels Topholding BV                                                               | CUSIP: N/A<br>LEI: 724500V913SEHSEW2O75       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $117272.63    | 0.01%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     11036 | NS      | $1955266.81   | 0.17%             | 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        |    175000 | PA      | $222095.16    | 0.02%             | 2027-03-01      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Sempra                                                 | Sempra                                                                            | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     10363 | NS      | $769660.01    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co.                                     | Tractor Supply Co.                                                                | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      4495 | NS      | $227536.90    | 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        |     31289 | PA      | $30975.99     | 0.00%             | 2028-08-28      | Variable      | 7.32%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley & Co. LLC                               | Morgan Stanley & Co. LLC                                                          | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Long             | SN               | CORP              | US        |      7189 | NS      | $1262868.34   | 0.11%             | 2025-06-06      | Fixed         | 18.58%                | 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        |     35504 | PA      | $32042.30     | 0.00%             | 2030-07-01      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| BAMLL Trust                                            | BAMLL Trust, Series 2025-ASHF, Class A                                            | CUSIP: 05494CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    988000 | PA      | $966099.89    | 0.08%             | 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        |    167000 | PA      | $170036.55    | 0.01%             | 2030-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                     | Republic of Poland                                                                | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    235000 | PA      | $220328.95    | 0.02%             | 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        |     53016 | PA      | $52836.66     | 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        |    158306 | PA      | $155790.08    | 0.01%             | 2032-02-26      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Contego CLO VII DAC                                    | Contego CLO VII DAC, Series 7X, Class DR                                          | CUSIP: N/A<br>LEI: 549300HTBV5M1YNUW859       | Long             | ABS-CBDO         | CORP              | IE        |    120000 | PA      | $133661.83    | 0.01%             | 2038-01-23      | Floating      | 5.63%                 | 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        |   1400000 | PA      | $1395916.06   | 0.12%             | 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        |    122205 | PA      | $106820.73    | 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        |    278000 | PA      | $309814.65    | 0.03%             | 2029-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      6653 | NS      | $1644307.58   | 0.14%             | 2025-06-12      | Fixed         | 8.49%                 | No            |                  2 | On Loan: No      |
| Copart, Inc.                                           | Copart, Inc.                                                                      | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |      1701 | NS      | $103812.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cedacri SpA                                            | Cedacri SpA                                                                       | CUSIP: N/A<br>LEI: 815600E85FCD78B3EE61       | Long             | DBT              | CORP              | IT        |    100000 | PA      | $111726.71    | 0.01%             | 2028-05-15      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                     | American International Group, Inc.                                                | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      4350 | NS      | $354612.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust                                          | iShares Core Dividend Growth ETF                                                  | CUSIP: 46434V621<br>LEI: 549300KH155G8BRZXD37 | Long             |  | RF                | US        |   1913324 | NS      | $115067305.36 | 9.96%             |  |  |  | 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        |    419770 | PA      | $413821.60    | 0.04%             | 2031-01-31      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Republic of Trinidad & Tobago                          | Republic of Trinidad & Tobago                                                     | CUSIP: 896292AM1<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |    217000 | PA      | $205933.00    | 0.02%             | 2034-06-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Heidelberg Materials AG                                | Heidelberg Materials AG                                                           | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |      1180 | NS      | $235897.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                    | EOG Resources, Inc.                                                               | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      1189 | NS      | $131182.37    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Palmer Square CLO Ltd.                                 | Palmer Square CLO Ltd., Series 2021-3A, Class C                                   | CUSIP: 69688FAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1744894.90   | 0.15%             | 2035-01-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                 | UBS AG                                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |     13920 | NS      | $399300.56    | 0.03%             | 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        |      3102 | NS      | $378506.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Corp.                                            | Hertz Corp. (The), 1st Lien Term Loan B                                           | CUSIP: 42804VBB6<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |    265155 | PA      | $204832.28    | 0.02%             | 2028-06-30      | Variable      | 7.94%                 | 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        |    371079 | PA      | $363520.28    | 0.03%             | 2028-12-21      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| OI European Group BV                                   | OI European Group BV                                                              | CUSIP: N/A<br>LEI: 72450053F5WRDY8CDZ66       | Long             | DBT              | CORP              | NL        |    113000 | PA      | $129135.49    | 0.01%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                               | UnitedHealth Group, Inc.                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      3522 | NS      | $1449091.68   | 0.13%             |  |  |  | No            |                  1 | 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        |    766049 | PA      | $762762.46    | 0.07%             | 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        |    142000 | PA      | $188263.12    | 0.02%             | 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        |       459 | NS      | $1032001.37   | 0.09%             | 2025-05-07      | Fixed         | 17.61%                | No            |                  2 | On Loan: No      |
| Vestis Corp.                                           | Vestis Corp., 1st Lien Term Loan B1                                               | CUSIP: 92550HAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    273634 | PA      | $266109.31    | 0.02%             | 2031-02-24      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                     | General Motors Co.                                                                | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |       202 | NS      | $9138.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKWOOL A/S                                           | ROCKWOOL A/S, Class B                                                             | CUSIP: N/A<br>LEI: 213800QRC7LNX935OZ09       | Long             | EC               | CORP              | DK        |      2220 | NS      | $101343.39    | 0.01%             |  |  |  | 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        |    277712 | PA      | $276670.87    | 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        |      2995 | NS      | $123184.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerzbank AG                                         | Commerzbank AG                                                                    | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |    200000 | PA      | $244129.18    | 0.02%             | 2031-10-09      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Central Parent LLC                                     | Central Parent LLC, 1st Lien Term Loan                                            | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    800582 | PA      | $665267.78    | 0.06%             | 2029-07-06      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Itelyum Regeneration Spa                               | Itelyum Regeneration Spa                                                          | CUSIP: N/A<br>LEI: 815600051FBC23AA8A45       | Long             | DBT              | CORP              | IT        |    100000 | PA      | $112449.52    | 0.01%             | 2030-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings SA                        | ContourGlobal Power Holdings SA                                                   | CUSIP: N/A<br>LEI: 549300O5AGIFK0PQ1516       | Long             | DBT              | CORP              | LU        |    148000 | PA      | $168511.85    | 0.01%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust     | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C26, Class XD     | CUSIP: 61690VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4650000 | PA      | $15097.76     | 0.00%             | 2048-10-15      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                     | Dominican Republic Government Bond                                                | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    150000 | PA      | $149025.00    | 0.01%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CLO Ltd.                                   | Eaton Vance CLO Ltd., Series 2019-1A, Class D1R2                                  | CUSIP: 27830XBC9<br>LEI: 5493007R7GEORNX00105 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $996004.00    | 0.09%             | 2037-07-15      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $101.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                           | CaixaBank SA                                                                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |     96501 | NS      | $739603.44    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding 2024-I Ltd.                               | CIFC Funding 2024-I Ltd., Series 2024-1A, Class A                                 | CUSIP: 12570XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1501839.90   | 0.13%             | 2037-04-18      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                    | Deutsche Telekom AG (Registered)                                                  | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |     10453 | NS      | $375445.90    | 0.03%             |  |  |  | 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        |    244838 | PA      | $242389.13    | 0.02%             | 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        |      3237 | NS      | $826450.85    | 0.07%             | 2025-06-05      | Fixed         | 21.27%                | 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        |    203121 | PA      | $181760.51    | 0.02%             | 2026-08-19      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Endeavor Operating Co. LLC                             | Endeavor Operating Co. LLC, 1st Lien Term Loan B                                  | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    905000 | PA      | $892176.15    | 0.08%             | 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        |    236190 | PA      | $232352.03    | 0.02%             | 2028-10-02      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                 | Chart Industries, Inc., 1st Lien Term Loan                                        | CUSIP: 16115EAT4<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | LON              | CORP              | US        |     88247 | PA      | $87640.79     | 0.01%             | 2030-03-15      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| Fortis 333, Inc.                                       | Fortis 333, Inc., 1st Lien Term Loan B                                            | CUSIP: 34958SAB5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    149000 | PA      | $145461.25    | 0.01%             | 2032-03-29      | Variable      | 7.80%                 | No            |                  2 | 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        |    468796 | PA      | $465749.13    | 0.04%             | 2028-08-02      | Variable      | 7.32%                 | 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        |    999694 | PA      | $994075.63    | 0.09%             | 2031-07-31      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                           | BX Commercial Mortgage Trust, Series 2024-AIR2, Class A                           | CUSIP: 05613QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    556324 | PA      | $556324.48    | 0.05%             | 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        |      3176 | PA      | $3147.70      | 0.00%             | 2031-06-02      | Variable      | 0.00%                 | 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        |       894 | NS      | $64932.70     | 0.01%             |  |  |  | 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        |    480721 | PA      | $479120.57    | 0.04%             | 2031-02-10      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Air Canada                                             | Air Canada, 1st Lien Term Loan                                                    | CUSIP: C0102MAS4<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    492966 | PA      | $485813.22    | 0.04%             | 2031-03-21      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Incyte Corp.                                           | Incyte Corp.                                                                      | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      1575 | NS      | $98689.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Epicor Software Corp.                                  | Epicor Software Corp., 1st Lien Term Loan E                                       | CUSIP: 29426NAZ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    768557 | PA      | $764191.28    | 0.07%             | 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        |      2239 | NS      | $987913.40    | 0.09%             | 2025-06-05      | Fixed         | 18.53%                | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                               | Uber Technologies, Inc.                                                           | CUSIP: 60700U852<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |     53453 | NS      | $4319655.97   | 0.37%             | 2025-05-09      | Fixed         | 13.51%                | No            |                  2 | On Loan: No      |
| Thames Water Utilities Finance plc                     | Thames Water Utilities Finance plc                                                | CUSIP: N/A<br>LEI: 213800ESMPQ4RQ7G8351       | Long             | DBT              | CORP              | GB        |    138000 | PA      | $107918.59    | 0.01%             | 2034-01-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Jerrold Finco plc                                      | Jerrold Finco plc                                                                 | CUSIP: N/A<br>LEI: 213800F7AYNHLL1BPR31       | Long             | DBT              | CORP              | GB        |    204000 | PA      | $268132.58    | 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        |       379 | NS      | $130944.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CaixaBank SA                                           | CaixaBank SA                                                                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |    200000 | PA      | $229685.34    | 0.02%             | 2027-10-09      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                            | TELUS Corp.                                                                       | CUSIP: 87971M103<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | EC               | CORP              | CA        |     51723 | NS      | $796142.51    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX, Inc.                                              | WEX, Inc., 1st Lien Term Loan B3                                                  | CUSIP: 96208UAX9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    140000 | PA      | $137491.20    | 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        |      1300 | NS      | $786578.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurium CLO XIII DAC                                    | Aurium CLO XIII DAC, Series 13X, Class D                                          | CUSIP: N/A<br>LEI: 635400NUJFLZMWBUGF89       | Long             | ABS-CBDO         | CORP              | IE        |    100000 | PA      | $109181.32    | 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        |     54117 | PA      | $53868.92     | 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        |       244 | NS      | $5600.50      | 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        |     25112 | PA      | $25001.86     | 0.00%             | 2028-11-02      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      4164 | NS      | $487210.14    | 0.04%             | 2025-06-05      | Fixed         | 17.47%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Allstate Corp. (The)                                                              | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      9424 | NS      | $1870776.64   | 0.16%             | 2025-05-02      | Fixed         | 14.83%                | No            |                  2 | On Loan: No      |
| STAG Industrial, Inc.                                  | STAG Industrial, Inc.                                                             | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |     18224 | NS      | $601938.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank plc                                      | Walmart, Inc.                                                                     | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     50804 | NS      | $4923008.24   | 0.43%             | 2025-05-16      | Fixed         | 14.31%                | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                              | Republic of Turkiye (The)                                                         | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    296000 | PA      | $288896.00    | 0.03%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                            | SREIT Trust, Series 2021-MFP2, Class A                                            | CUSIP: 85236WCE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    290000 | PA      | $288368.75    | 0.02%             | 2036-11-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                             | Melco Resorts Finance Ltd.                                                        | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $192000.00    | 0.02%             | 2032-04-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Restaurant Brands International, Inc.                  | Restaurant Brands International, Inc.                                             | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |      7452 | NS      | $480169.13    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SCC Power plc                                          | SCC Power plc                                                                     | CUSIP: 78397YAC6<br>LEI: 529900IYGYC6VSDSDF37 | Long             | DBT              | CORP              | GB        |         1 | PA      | $0.24         | 0.00%             | 2032-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                            | Asurion LLC, 2nd Lien Term Loan B4                                                | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    107000 | PA      | $97938.17     | 0.01%             | 2029-01-19      | Variable      | 9.69%                 | No            |                  2 | On Loan: No      |
| EC Finance plc                                         | EC Finance plc                                                                    | CUSIP: N/A<br>LEI: 213800NKPB53RHYDQE45       | Long             | DBT              | CORP              | GB        |    107000 | PA      | $118297.31    | 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        |   1150000 | PA      | $1138448.25   | 0.10%             | 2029-12-17      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Keurig Dr Pepper, Inc.                                                            | CUSIP: 83371M207<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      3650 | NS      | $126434.50    | 0.01%             | 2025-05-19      | Fixed         | 17.59%                | No            |                  2 | On Loan: No      |
| GE Aerospace                                           | GE Aerospace                                                                      | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      4246 | NS      | $855738.84    | 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      | $-51.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                         | Element Fleet Management Corp.                                                    | CUSIP: 286181201<br>LEI: 5493000PGBS1C22ELQ16 | Long             | EC               | CORP              | CA        |      9476 | NS      | $207515.19    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                                    | Kinder Morgan, Inc.                                                               | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      9629 | NS      | $253242.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software, Inc.                                  | Paycom Software, Inc.                                                             | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |       308 | NS      | $69728.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Technologies Engineering Ltd.                | Singapore Technologies Engineering Ltd.                                           | CUSIP: N/A<br>LEI: 254900OEXGGWCR24DG90       | Long             | EC               | CORP              | SG        |     37900 | NS      | $215205.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                              | Republic of Cote d'Ivoire                                                         | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |    291000 | PA      | $299165.86    | 0.03%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bangkok Bank PCL                                       | Bangkok Bank PCL                                                                  | CUSIP: 059895AW2<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |    470000 | PA      | $479324.80    | 0.04%             | 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        |     12100 | NS      | $118040.00    | 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        |    374123 | PA      | $364770.38    | 0.03%             | 2030-07-22      | Variable      | 8.04%                 | No            |                  2 | On Loan: No      |
| Mitchell International, Inc.                           | Mitchell International, Inc., 2nd Lien Term Loan                                  | CUSIP: 60662WAZ5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     87000 | PA      | $81867.00     | 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        |      4596 | NS      | $676439.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Motion Finco SARL                                      | Motion Finco SARL, Facility 1st Lien Term Loan B3                                 | CUSIP: L6526BAG9<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    404569 | PA      | $381306.00    | 0.03%             | 2029-11-13      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| Healthpeak Properties, Inc.                            | Healthpeak Properties, Inc.                                                       | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               | CORP              | US        |     88470 | NS      | $1578304.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands, Inc.                                      | Yum! Brands, Inc.                                                                 | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |       247 | NS      | $37158.68     | 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        |    100000 | PA      | $118099.61    | 0.01%             | 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        |     20986 | NS      | $1912864.60   | 0.17%             | 2025-05-07      | Fixed         | 11.99%                | No            |                  2 | On Loan: No      |
| Tryg A/S                                               | Tryg A/S                                                                          | CUSIP: N/A<br>LEI: 213800ZRS8AC4LSTCE39       | Long             | EC               | CORP              | DK        |      8596 | NS      | $205082.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream, Inc.                                     | DT Midstream, Inc.                                                                | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2465 | NS      | $239598.00    | 0.02%             |  |  |  | No            |                  1 | 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        |    618450 | PA      | $604825.55    | 0.05%             | 2031-11-26      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Henley CLO Xi DAC                                      | Henley CLO Xi DAC, Series 11X, Class D                                            | CUSIP: N/A<br>LEI: 6354004ZEQIYPXESRG76       | Long             | ABS-CBDO         | CORP              | IE        |    130000 | PA      | $142715.87    | 0.01%             | 2039-04-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Charter Communications, Inc.                           | Charter Communications, Inc., Class A                                             | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |       330 | NS      | $129313.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of South Africa                               | Republic of South Africa                                                          | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $189951.00    | 0.02%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Accenture plc                                          | Accenture plc, Class A                                                            | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |      3547 | NS      | $1061085.05   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BXP Trust                                              | BXP Trust, Series 2021-601L, Class D                                              | CUSIP: 05607TAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    281000 | PA      | $213595.43    | 0.02%             | 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        |      9000 | NS      | $349848.09    | 0.03%             | 2025-05-19      | Fixed         | 24.06%                | No            |                  2 | On Loan: No      |
| Deerfield Dakota Holding LLC                           | Deerfield Dakota Holding LLC, 1st Lien Term Loan                                  | CUSIP: 24440EAB3<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |    652998 | PA      | $617155.22    | 0.05%             | 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        |     11092 | NS      | $1317115.10   | 0.11%             | 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        |    706000 | PA      | $691075.16    | 0.06%             | 2031-07-30      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Aptiv plc                                              | Aptiv plc                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |      4300 | NS      | $245358.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ABRA Global Finance                                    | ABRA Global Finance                                                               | CUSIP: 000852AC7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    152300 | PA      | $102897.69    | 0.01%             | 2029-10-22      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                | Quikrete Holdings, Inc., 1st Lien Term Loan B1                                    | CUSIP: 74839XAM1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    352225 | PA      | $345049.91    | 0.03%             | 2031-04-14      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                  | Dominion Energy, Inc.                                                             | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      4809 | NS      | $261513.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziggo BV                                               | Ziggo BV                                                                          | CUSIP: N/A<br>LEI: 213800TQASLF9JXH5J59       | Long             | DBT              | CORP              | NL        |    400000 | PA      | $414202.13    | 0.04%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XII-B Ltd.                 | Benefit Street Partners CLO XII-B Ltd., Series 2017-12BRA, Class B                | CUSIP: 081917AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1650000 | PA      | $1642904.51   | 0.14%             | 2037-10-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Bellis Finco plc                                       | Bellis Finco plc                                                                  | CUSIP: N/A<br>LEI: 259400ELWH6Z4ICFTD70       | Long             | DBT              | CORP              | GB        |    119000 | PA      | $150387.37    | 0.01%             | 2027-02-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                           | DaVita, Inc.                                                                      | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |       201 | NS      | $28451.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomad Foods US LLC                                     | Nomad Foods US LLC, Facility 1st Lien Term Loan B4                                | CUSIP: G6562AAP2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    173251 | PA      | $172817.66    | 0.01%             | 2029-11-13      | Variable      | 6.54%                 | No            |                  3 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc, Series GMTW                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      8656 | NS      | $653886.67    | 0.06%             | 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        |    181000 | PA      | $209408.21    | 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        |       662 | NS      | $25579.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     61000 | PA      | $855.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Volcan Cia Minera SAA                                  | Volcan Cia Minera SAA                                                             | CUSIP: 92863UAC0<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |    258000 | PA      | $242923.13    | 0.02%             | 2030-01-24      | Fixed         | 8.75%                 | 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        |     16215 | PA      | $16221.79     | 0.00%             | 2028-07-03      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                                | Ellucian Holdings, Inc., 1st Lien Term Loan B1                                    | CUSIP: 28917XAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    695607 | PA      | $692003.40    | 0.06%             | 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        |    121000 | PA      | $119548.00    | 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        |      7200 | NS      | $99886.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WOM Mobile SA                                          | WOM Mobile SA                                                                     | CUSIP: 97810LAA7<br>LEI: 549300T600VUO0QJ3063 | Long             | DBT              | CORP              | CL        |    253303 | PA      | $255836.03    | 0.02%             | 2031-04-01      | Variable      | 11.00%                | No            |                  2 | On Loan: No      |
| Pachelbel Bidco SpA                                    | Pachelbel Bidco SpA                                                               | CUSIP: N/A<br>LEI: 8156005DA07CDD50CC46       | Long             | DBT              | CORP              | IT        |    100000 | PA      | $113185.99    | 0.01%             | 2031-05-17      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Radiate Holdco LLC                                     | Radiate Holdco LLC                                                                | CUSIP: 75026JAC4<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60394.60     | 0.01%             | 2026-09-15      | Fixed         | 4.50%                 | 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        |    853727 | PA      | $852216.06    | 0.07%             | 2031-05-09      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Novelis, Inc.                                          | Novelis, Inc., 1st Lien Term Loan                                                 | CUSIP: 67000LAB8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    620000 | PA      | $618065.60    | 0.05%             | 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        |      1498 | NS      | $217344.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International plc                 | Morgan Stanley & Co. International plc, Series DMTG                               | CUSIP: 61779N258<br>LEI: 4PQUHN3JPFGFNF3BB653 | Long             | SN               | CORP              | GB        |      4900 | NS      | $106036.00    | 0.01%             | 2025-06-12      | Fixed         | 29.47%                | No            |                  2 | On Loan: No      |
| Entergy Corp.                                          | Entergy Corp.                                                                     | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      7363 | NS      | $612380.71    | 0.05%             |  |  |  | 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        |    306018 | PA      | $298397.97    | 0.03%             | 2028-03-13      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                              | Sunac China Holdings Ltd.                                                         | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | KY        |     26575 | PA      | $3056.13      | 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        |       206 | NS      | $26227.92     | 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        |    191120 | PA      | $188969.56    | 0.02%             | 2032-04-01      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO 3 Ltd.                                 | Birch Grove CLO 3 Ltd., Series 2021-3A, Class A1R                                 | CUSIP: 09076VAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $995455.70    | 0.09%             | 2038-01-19      | Floating      | 5.53%                 | 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        |    243795 | PA      | $228557.82    | 0.02%             | 2029-11-15      | Variable      | 10.42%                | No            |                  2 | On Loan: No      |
| Verde Purchaser LLC                                    | Verde Purchaser LLC, 1st Lien Term Loan                                           | CUSIP: 92338TAB2<br>LEI: 2549004HFEKMUGBG3Z35 | Long             | LON              | CORP              | US        |     95759 | PA      | $94817.13     | 0.01%             | 2030-11-30      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| LUKOIL PJSC                                            | LUKOIL PJSC                                                                       | CUSIP: N/A<br>LEI: 549300LCJ1UJXHYBWI24       | Long             | EC               | CORP              | RU        |     44196 | NS      | $5.39         | 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        |    279833 | PA      | $279133.53    | 0.02%             | 2030-02-15      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                         | QUALCOMM, Inc.                                                                    | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |       939 | NS      | $139403.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Montreal                                       | Bank of Montreal                                                                  | CUSIP: 06370C789<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |     24739 | NS      | $1640690.48   | 0.14%             | 2025-06-12      | Fixed         | 19.55%                | 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        |   1324986 | PA      | $1299753.85   | 0.11%             | 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        |    392528 | PA      | $391056.03    | 0.03%             | 2028-11-24      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-59811.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LG Electronics, Inc.                                   | LG Electronics, Inc.                                                              | CUSIP: 50186QAC7<br>LEI: 988400RMQFTGZIOG0609 | Long             | DBT              | CORP              | KR        |    342000 | PA      | $348046.56    | 0.03%             | 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        |    125229 | NS      | $1395974.65   | 0.12%             |  |  |  | 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        |    308000 | PA      | $301559.72    | 0.03%             | 2032-02-10      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                              | Forvia SE                                                                         | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $109564.72    | 0.01%             | 2028-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $82.17        | 0.00%             |  |  |  | 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        |    100000 | PA      | $80152.80     | 0.01%             | 2029-04-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                               | Bayer AG                                                                          | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $119232.46    | 0.01%             | 2083-09-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                        | Nordea Bank Abp                                                                   | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |     16040 | NS      | $222137.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Irca SpA                                               | Irca SpA                                                                          | CUSIP: N/A<br>LEI: 815600CDE52BA2426216       | Long             | DBT              | CORP              | IT        |    193000 | PA      | $217546.85    | 0.02%             | 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        |   1083634 | PA      | $1074694.29   | 0.09%             | 2031-09-30      | Variable      | 6.74%                 | 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        |     13750 | NS      | $1107914.24   | 0.10%             | 2025-05-28      | Fixed         | 24.72%                | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                        | AES Corp. (The)                                                                   | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |      2310 | NS      | $23100.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deuce Finco plc                                        | Deuce Finco plc                                                                   | CUSIP: N/A<br>LEI: 9845007DA2BC863E8437       | Long             | DBT              | CORP              | GB        |    120000 | PA      | $157924.95    | 0.01%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      1800 | NS      | $187632.00    | 0.02%             | 2025-06-12      | Fixed         | 31.04%                | No            |                  3 | 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        |     37619 | PA      | $37600.88     | 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        |    160000 | PA      | $155561.15    | 0.01%             | 2030-04-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Clover CLO LLC                                         | Clover CLO LLC, Series 2021-3A, Class DR                                          | CUSIP: 18915FAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $981414.50    | 0.08%             | 2035-01-25      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco SARL                         | Greensaif Pipelines Bidco SARL                                                    | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $201376.00    | 0.02%             | 2036-02-23      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      2700 | NS      | $221185.99    | 0.02%             | 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        |    194000 | PA      | $223581.15    | 0.02%             | 2032-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                    | Ardonagh Finco Ltd.                                                               | CUSIP: N/A<br>LEI: 254900D2T84O1K03BA28       | Long             | DBT              | CORP              | JE        |    222000 | PA      | $254476.04    | 0.02%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                   | American Tower Corp.                                                              | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |       986 | NS      | $222254.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Forvia SE                                              | Forvia SE                                                                         | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |    140000 | PA      | $150669.05    | 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        |    573486 | PA      | $572768.70    | 0.05%             | 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        |    193000 | PA      | $240124.82    | 0.02%             | 2030-05-14      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                | Ukraine Government Bond                                                           | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      4753 | PA      | $2312.33      | 0.00%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Isuzu Motors Ltd.                                      | Isuzu Motors Ltd.                                                                 | CUSIP: N/A<br>LEI: 529900C0QSXVCC7AR494       | Long             | EC               | CORP              | JP        |     13700 | NS      | $184243.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                         | M&T Bank Corp.                                                                    | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      3769 | NS      | $639825.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TMK Hawk Parent Corp.                                  | TMK Hawk Parent Corp., 1st Lien Term Loan B                                       | CUSIP: 87258WAV7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    147190 | PA      | $88314.24     | 0.01%             | 2029-06-29      | Variable      | 9.57%                 | No            |                  3 | On Loan: No      |
| Stoneweg European REIT                                 | Stoneweg European REIT                                                            | CUSIP: N/A<br>LEI: 21380093RFHTC319NL93       | Long             | EC               | CORP              | SG        |     37403 | NS      | $63541.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                          | Cencora, Inc.                                                                     | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      2015 | NS      | $589730.05    | 0.05%             |  |  |  | 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        |    108180 | PA      | $102163.45    | 0.01%             | 2031-02-03      | Variable      | 8.07%                 | 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        |     34833 | PA      | $34136.33     | 0.00%             | 2030-03-11      | Variable      | 11.94%                | No            |                  3 | On Loan: No      |
| Deutsche Lufthansa AG                                  | Deutsche Lufthansa AG                                                             | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | DBT              | CORP              | DE        |    300000 | PA      | $333520.10    | 0.03%             | 2055-01-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                            | Asurion LLC, 1st Lien Term Loan B11                                               | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    216614 | PA      | $209578.40    | 0.02%             | 2028-08-21      | Variable      | 8.67%                 | No            |                  2 | On Loan: No      |
| A2A SpA                                                | A2A SpA                                                                           | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | DBT              | CORP              | IT        |    150000 | PA      | $173097.33    | 0.01%             | 2029-06-11      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| TCI-Flatiron CLO Ltd.                                  | TCI-Flatiron CLO Ltd., Series 2018-1A, Class DR                                   | CUSIP: 87232AAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001900.00   | 0.09%             | 2032-01-29      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| Corp. Financiera de Desarrollo SA                      | Corp. Financiera de Desarrollo SA                                                 | CUSIP: N/A<br>LEI: 254900BOM7T4MG6T0J30       | Long             | DBT              | NUSS              | PE        |    200000 | PA      | $199614.00    | 0.02%             | 2025-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                         | Citizens Financial Group, Inc.                                                    | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     16177 | NS      | $596769.53    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Emera, Inc.                                            | Emera, Inc.                                                                       | CUSIP: 290876101<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | EC               | CORP              | CA        |      7117 | NS      | $320332.11    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirva-Bgrs Holdings, Inc.                              | Sirva-Bgrs Holdings, Inc.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |        17 | NS      | $3017.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TTAN MHC                                               | TTAN MHC, Series 2021-MHC, Class A                                                | CUSIP: 87303TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    107666 | PA      | $107464.35    | 0.01%             | 2038-03-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                            | Bouygues SA                                                                       | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |      4511 | NS      | $198282.45    | 0.02%             |  |  |  | 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        |    527243 | PA      | $521311.76    | 0.05%             | 2030-09-20      | Variable      | 6.07%                 | 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        |       700 | NS      | $1242486.01   | 0.11%             | 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        |      7430 | NS      | $193180.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank (The)                            | Toronto-Dominion Bank (The)                                                       | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |     15908 | NS      | $1141417.95   | 0.10%             | 2025-06-09      | Fixed         | 25.95%                | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                    | Petroleos Mexicanos                                                               | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    325233 | PA      | $319183.67    | 0.03%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Fedrigoni SpA                                          | Fedrigoni SpA                                                                     | CUSIP: N/A<br>LEI: 8156004CE82074779D19       | Long             | DBT              | CORP              | IT        |    209000 | PA      | $232893.12    | 0.02%             | 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        |    838366 | PA      | $814884.85    | 0.07%             | 2040-08-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                 | Ardagh Metal Packaging Finance USA LLC                                            | CUSIP: N/A<br>LEI: 635400YUJMWFYRBL5293       | Long             | DBT              | CORP              | US        |    200000 | PA      | $208578.08    | 0.02%             | 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        |     55553 | PA      | $55274.92     | 0.00%             | 2029-12-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Packaging Corp. of America                             | Packaging Corp. of America                                                        | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       236 | NS      | $43803.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nationwide Building Society                            | Nationwide Building Society                                                       | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $261057.81    | 0.02%             | 2030-12-20      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                         | Carnival Corp., 1st Lien Term Loan                                                | CUSIP: P2121YAX6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | US        |    128738 | PA      | $128497.48    | 0.01%             | 2027-08-09      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| TCO Commercial Mortgage Trust                          | TCO Commercial Mortgage Trust, Series 2024-DPM, Class A                           | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1150000 | PA      | $1141375.00   | 0.10%             | 2039-12-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                      | NatWest Group plc                                                                 | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |    140944 | NS      | $906592.19    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| IMI plc                                                | IMI plc                                                                           | CUSIP: N/A<br>LEI: 2138002W9Q21PF751R30       | Long             | EC               | CORP              | GB        |      9535 | NS      | $226292.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AGL CLO 11 Ltd.                                        | AGL CLO 11 Ltd., Series 2021-11A, Class C                                         | CUSIP: 00851TAJ5<br>LEI: 549300G9RL3BICT9HA62 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499040.75    | 0.04%             | 2034-04-15      | Floating      | 6.57%                 | 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        |     63640 | PA      | $63630.27     | 0.01%             | 2028-09-22      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| FUCHS SE                                               | FUCHS SE (Preference)                                                             | CUSIP: N/A<br>LEI: 529900SNF9E1P5ZO4P98       | Long             | EP               | CORP              | DE        |      1387 | NS      | $69547.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                           | MH Sub I LLC, 1st Lien Term Loan                                                  | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    180566 | PA      | $170634.48    | 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        |       883 | NS      | $222500.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EMCOR Group, Inc.                                      | EMCOR Group, Inc.                                                                 | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |        96 | NS      | $38467.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      8722 | NS      | $1673270.17   | 0.14%             | 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        |      7700 | NS      | $265431.80    | 0.02%             | 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        |      2600 | NS      | $74783.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                    | Iron Mountain, Inc.                                                               | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |     19042 | NS      | $1707496.14   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockford Tower Europe CLO DAC                          | Rockford Tower Europe CLO DAC, Series 2025-1X, Class D                            | CUSIP: N/A<br>LEI: 635400NARJYDXJRPGF02       | Long             | ABS-CBDO         | CORP              | IE        |    100000 | PA      | $111202.82    | 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        |      2800 | NS      | $172816.00    | 0.01%             | 2025-06-16      | Fixed         | 22.15%                | No            |                  3 | On Loan: No      |
| Bridgestone Corp.                                      | Bridgestone Corp.                                                                 | CUSIP: N/A<br>LEI: 549300DHPOF90OYYD780       | Long             | EC               | CORP              | JP        |     13900 | NS      | $581231.02    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SSE plc                                                | SSE plc                                                                           | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EC               | CORP              | GB        |      3172 | NS      | $71516.13     | 0.01%             |  |  |  | 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        |     41406 | PA      | $32762.72     | 0.00%             | 2028-12-01      | Variable      | 8.42%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                    | Intesa Sanpaolo SpA                                                               | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |    387000 | PA      | $441174.95    | 0.04%             | 2028-03-01      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| LBA Trust                                              | LBA Trust, Series 2024-BOLT, Class A                                              | CUSIP: 50177BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    930000 | PA      | $930000.00    | 0.08%             | 2039-06-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                       | Salesforce, Inc.                                                                  | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      4319 | NS      | $1160558.49   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BCP V Modular Services Finance II plc                  | BCP V Modular Services Finance II plc                                             | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |    220000 | PA      | $277804.25    | 0.02%             | 2028-11-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | TRSIBOXX                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |   2375000 | PA      | $52997.68     | 0.00%             |  |  |  | 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        |     22881 | NS      | $1150461.99   | 0.10%             | 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        |     39060 | PA      | $38864.43     | 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      | $97527.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nova Alexandre III SAS                                 | Nova Alexandre III SAS                                                            | CUSIP: N/A<br>LEI: 969500J0AKOB1UHO6I65       | Long             | DBT              | CORP              | FR        |    122000 | PA      | $139509.62    | 0.01%             | 2029-07-15      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| MASTR Asset-Backed Securities Trust                    | MASTR Asset-Backed Securities Trust, Series 2007-HE1, Class A4                    | CUSIP: 576457AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    649703 | PA      | $536807.10    | 0.05%             | 2037-05-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                    | Petroleos Mexicanos                                                               | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | CORP              | LU        |    298000 | PA      | $292040.00    | 0.03%             | 2026-03-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                   | Republic of Colombia                                                              | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    295000 | PA      | $281577.50    | 0.02%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.           | Fidelity National Information Services, Inc.                                      | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      6573 | NS      | $518478.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co.                                       | Baker Hughes Co.                                                                  | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       710 | NS      | $25134.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Core & Main LP                                         | Core & Main LP, 1st Lien Term Loan D                                              | CUSIP: 40416VAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    369025 | PA      | $368102.03    | 0.03%             | 2028-07-27      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| ADLER Real Estate GmbH                                 | ADLER Real Estate GmbH                                                            | CUSIP: N/A<br>LEI: 529900Y6QFNN3D363B76       | Long             | DBT              | CORP              | DE        |    300000 | PA      | $331751.84    | 0.03%             | 2026-04-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $433.24       | 0.00%             |  |  |  | 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        |     85730 | PA      | $84857.64     | 0.01%             | 2031-06-17      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Hearthside Bank Corp.                                  | Hearthside Bank Corp.                                                             | CUSIP: N/A<br>LEI: 2549001XVX1R2ITF6935       | Long             | EC               | CORP              | US        |       858 | NS      | $11154.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                   | Telefonica Europe BV                                                              | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |    300000 | PA      | $351318.31    | 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        |    105733 | PA      | $100380.80    | 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        |     14934 | PA      | $14697.18     | 0.00%             | 2032-02-26      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-33.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                           | DNB Bank ASA                                                                      | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |     22724 | NS      | $568057.19    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sensata Technologies Holding plc                       | Sensata Technologies Holding plc                                                  | CUSIP: N/A<br>LEI: 529900MS7KFYCY9MS037       | Long             | EC               | CORP              | GB        |      6800 | NS      | $145520.00    | 0.01%             |  |  |  | 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        |    410000 | PA      | $407950.00    | 0.04%             | 2039-01-15      | Floating      | 5.32%                 | 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        |    153922 | PA      | $44509.59     | 0.00%             | 2028-07-27      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| BAHA Trust                                             | BAHA Trust, Series 2024-MAR, Class C                                              | CUSIP: 05493XAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    470000 | PA      | $481672.59    | 0.04%             | 2041-12-10      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb, Inc.                                    | Bausch + Lomb Corp., 1st Lien Term Loan                                           | CUSIP: C0787FAB8<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    482861 | PA      | $476632.04    | 0.04%             | 2027-05-10      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Cedacri SpA                                            | Cedacri SpA                                                                       | CUSIP: N/A<br>LEI: 815600E85FCD78B3EE61       | Long             | DBT              | CORP              | IT        |    225000 | PA      | $252341.06    | 0.02%             | 2028-05-15      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Booking Holdings, Inc.                                                            | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       259 | NS      | $1271807.76   | 0.11%             | 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        |     40000 | NS      | $569862.36    | 0.05%             |  |  |  | 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        |       800 | NS      | $141008.00    | 0.01%             | 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        |      4448 | NS      | $613275.74    | 0.05%             | 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        |      6002 | NS      | $1805089.56   | 0.16%             | 2025-05-02      | Fixed         | 13.30%                | No            |                  2 | On Loan: No      |
| CSX Corp.                                              | CSX Corp.                                                                         | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      4992 | NS      | $140125.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIS Fabbrica Italiana Sintetici SpA                    | FIS Fabbrica Italiana Sintetici SpA                                               | CUSIP: N/A<br>LEI: 8156004D7056C63EC525       | Long             | DBT              | CORP              | IT        |    114000 | PA      | $129036.42    | 0.01%             | 2027-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux SARL                                | Jazz Financing Lux SARL, 1st Lien Term Loan B2                                    | CUSIP: G5080AAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    495259 | PA      | $493223.15    | 0.04%             | 2028-05-05      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Gran Tierra Energy, Inc.                               | Gran Tierra Energy, Inc.                                                          | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |    243000 | PA      | $190147.50    | 0.02%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                       | ASR Nederland NV                                                                  | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | EC               | CORP              | NL        |      4017 | NS      | $253467.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                       | Fantasia Holdings Group Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $10000.00     | 0.00%             | 2024-12-18      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| Silver Point CLO 1 Ltd.                                | Silver Point CLO 1 Ltd., Series 2022-1A, Class BR                                 | CUSIP: 828085AS9<br>LEI: 549300UJUGKIKZF7CD63 | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1495050.15   | 0.13%             | 2038-01-20      | Floating      | 5.97%                 | 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        |    567664 | PA      | $545984.45    | 0.05%             | 2027-04-15      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                         | Morgan Stanley Capital I Trust, Series 2018-H3, Class C                           | CUSIP: 61767YBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $149276.86    | 0.01%             | 2051-07-15      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                              | UKG, Inc., 1st Lien Term Loan                                                     | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   1108559 | PA      | $1104180.00   | 0.10%             | 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        |     31400 | NS      | $833947.71    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| LD Celulose International GmbH                         | LD Celulose International GmbH                                                    | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $204850.00    | 0.02%             | 2032-01-26      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Taylor Wimpey plc                                      | Taylor Wimpey plc                                                                 | CUSIP: N/A<br>LEI: 21380089BTRXTD8S3R66       | Long             | EC               | CORP              | GB        |    381594 | NS      | $599601.96    | 0.05%             |  |  |  | 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        |    743798 | PA      | $734813.31    | 0.06%             | 2031-05-06      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                       | Great Wolf Trust, Series 2024-WOLF, Class A                                       | CUSIP: 39152MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    340000 | PA      | $339256.25    | 0.03%             | 2039-03-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Monolithic Power Systems, Inc.                         | Monolithic Power Systems, Inc.                                                    | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       562 | NS      | $333322.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Energy Ltd.                                     | Origin Energy Ltd.                                                                | CUSIP: N/A<br>LEI: ZSN2LWNPYW6ISMRUC664       | Long             | EC               | CORP              | AU        |     40480 | NS      | $275911.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Celestica, Inc.                                        | Celestica, Inc., 1st Lien Term Loan B                                             | CUSIP: C2348CAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    383684 | PA      | $380805.92    | 0.03%             | 2031-06-20      | Variable      | 6.07%                 | No            |                  3 | On Loan: No      |
| BX Trust                                               | BX Trust, Series 2023-DELC, Class A                                               | CUSIP: 05610DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1503750.00   | 0.13%             | 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        |     12871 | NS      | $337482.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kapla Holding SAS                                      | Kapla Holding SAS                                                                 | CUSIP: N/A<br>LEI: 894500PJ28XTH66K4X83       | Long             | DBT              | CORP              | FR        |    171000 | PA      | $193629.17    | 0.02%             | 2031-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HIH Trust                                              | HIH Trust, Series 2024-61P, Class A                                               | CUSIP: 40444VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $149625.00    | 0.01%             | 2041-10-15      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                          | Equinix, Inc.                                                                     | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      2154 | NS      | $1854055.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel SpA                                               | Enel SpA                                                                          | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |    225000 | PA      | $253983.33    | 0.02%             | 2030-01-14      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                   | Charter Communications Operating LLC, 1st Lien Term Loan B5                       | CUSIP: 16117LCE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    162605 | PA      | $161954.94    | 0.01%             | 2031-12-15      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| DK Crown Holdings, Inc.                                | DK Crown Holdings, Inc., 1st Lien Term Loan B                                     | CUSIP: 23326SAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    390000 | PA      | $386181.90    | 0.03%             | 2032-03-04      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| TransUnion LLC                                         | TransUnion LLC, 1st Lien Term Loan B8                                             | CUSIP: 89334GBF0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    386461 | PA      | $383682.59    | 0.03%             | 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        |      2460 | NS      | $191059.26    | 0.02%             |  |  |  | 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        |     22016 | NS      | $809068.41    | 0.07%             | 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        |    200000 | PA      | $185222.00    | 0.02%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOCA Commercial Mortgage Trust                         | BOCA Commercial Mortgage Trust, Series 2024-BOCA, Class A                         | CUSIP: 096817AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $349343.75    | 0.03%             | 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        |    579000 | PA      | $573933.75    | 0.05%             | 2031-11-13      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Cintas Corp.                                           | Cintas Corp.                                                                      | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       360 | NS      | $76204.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                       | Fantasia Holdings Group Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |    300000 | PA      | $7500.00      | 0.00%             | 2024-06-01      | Fixed         | 11.88%                | 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        |    313092 | PA      | $307221.36    | 0.03%             | 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        |    859000 | PA      | $846115.00    | 0.07%             | 2032-03-03      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Synthomer plc                                          | Synthomer plc                                                                     | CUSIP: N/A<br>LEI: 213800EHT3TI1KPQQJ56       | Long             | DBT              | CORP              | GB        |    203000 | PA      | $217301.88    | 0.02%             | 2029-05-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Hensoldt AG                                            | Hensoldt AG                                                                       | CUSIP: N/A<br>LEI: 894500686FYLLZD3M624       | Long             | EC               | CORP              | DE        |      2342 | NS      | $181431.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Linde plc                                              | Linde plc                                                                         | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | IE        |       199 | NS      | $90192.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | U.S. Treasury 5-Year Note                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       212 | NC      | $510463.93    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AlixPartners LLP                                       | AlixPartners LLP, 1st Lien Term Loan                                              | CUSIP: 01642PBB1<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |    388150 | PA      | $387610.69    | 0.03%             | 2028-02-04      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| Thames Water Utilities Finance plc                     | Thames Water Utilities Finance plc                                                | CUSIP: N/A<br>LEI: 213800ESMPQ4RQ7G8351       | Long             | DBT              | CORP              | GB        |    138000 | PA      | $109523.11    | 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