# EDGAR Filing Document

**Accession Number:** 0001398078
**File Stem:** 0001752724-25-210409
**Filing Date:** 2025-8
**Character Count:** 780409
**Document Hash:** 5e05619c7fee90364b9a1d50b45ccaf6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-210409.hdr.sgml**: 20250828

**ACCESSION NUMBER**: 0001752724-25-210409

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250828

**DATE AS OF CHANGE**: 20250828

**PERIOD START**: 20251231

**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:** 251268911

**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 MANAGED INCOME FUND (Series ID: S000018357)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000050720 | CLASS K SHARES       |  |
| C000050721 | INSTITUTIONAL SHARES |  |
| C000050722 | INVESTOR A SHARES    |  |
| C000174022 | INVESTOR C SHARES    |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

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

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

- **a. Name of Series:** BlackRock Managed Income Fund

- **b. EDGAR series identifier (if any):** S000018357

- **c. LEI of Series:** RBPZPJ2O5BNMGVB65O41

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**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:** $815333105.43

**Total Liabilities:** $16645594.32

**Net Assets:** $798687511.11

**Cash Not Reported:** $559552.47

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 78713.60000000 | **1-Year:** 8025.08000000 | **5-Year:** 59684.96000000 | **10-Year:** 16956.59000000 | **30-Year:** 1631.12000000

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

- **3-Month:** 35103.17000000 | **1-Year:** 161.18000000 | **5-Year:** 2678.55000000 | **10-Year:** 70.18000000 | **30-Year:** 638.58000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000050722 | 0.57%                | 0.99%                | 1.72%                |
| Class ID C000050720 | 0.70%                | 0.91%                | 1.74%                |
| Class ID C000050721 | 0.59%                | 1.01%                | 1.74%                |
| Class ID C000174022 | 0.51%                | 0.93%                | 1.66%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-5292591.89             | $1166981.25                                |
| Month 2  | $-261228.81              | $7104638.80                                |
| Month 3  | $-308997.51              | $8736017.20                                |

**Designated Index Information**

- **Index Name:** 17.50% MSCI World High Div / 60.00% US Agg / 22.50% 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        |      1042 | NS      | $115526.54    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Regency Centers LP                                           | Regency Centers LP                                                         | CUSIP: 75884RAX1<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    238000 | PA      | $237365.48    | 0.03%             | 2028-03-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| SKF AB                                                       | SKF AB, Class B                                                            | CUSIP: N/A<br>LEI: 549300B6HWYEE57O8J84       | Long             | EC               | CORP              | SE        |      1814 | NS      | $41668.13     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                              | Intercontinental Exchange, Inc.                                            | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      6325 | NS      | $1160447.75   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Broadcom, Inc.                                               | Broadcom, Inc.                                                             | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    686000 | PA      | $613417.64    | 0.08%             | 2031-02-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| IBM International Capital Pte. Ltd.                          | IBM International Capital Pte. Ltd.                                        | CUSIP: 449276AC8<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    192000 | PA      | $193867.27    | 0.02%             | 2029-02-05      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Honeywell International, Inc.                                | Honeywell International, Inc.                                              | CUSIP: 438516CQ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    179000 | PA      | $183227.99    | 0.02%             | 2029-09-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| HSBC Bank plc                                                | Confluent, Inc.                                                            | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | Long             | SN               | CORP              | GB        |      4703 | NS      | $112696.79    | 0.01%             | 2025-07-31      | Fixed         | 28.99%                | No            | 2                  | On Loan: No      |
| Brown Group Holding LLC                                      | Brown Group Holding LLC, 1st Lien Term Loan                                | CUSIP: N/A<br>LEI: 25490094PF4HHK9QS109       | Long             | LON              | CORP              | US        |    320094 | PA      | $320317.73    | 0.04%             | 2031-07-01      | Variable      | 6.83%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                 | BX Commercial Mortgage Trust, Series 2024-PALM, Class A                    | CUSIP: 05612UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1038462 | PA      | $1038461.54   | 0.13%             | 2037-06-15      | Floating      | 5.85%                 | No            | 2                  | On Loan: No      |
| Agree Realty Corp.                                           | Agree Realty Corp.                                                         | CUSIP: 008492100<br>LEI: 98450090H010B37OEB68 | Long             | EC               | CORP              | US        |      3548 | NS      | $259216.88    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase & Co.                                         | JPMorgan Chase & Co.                                                       | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     39000 | PA      | $37626.55     | 0.00%             | 2027-09-22      | Variable      | 1.47%                 | No            | 2                  | On Loan: No      |
| Minerals Technologies, Inc.                                  | Minerals Technologies, Inc., 1st Lien Term Loan B                          | CUSIP: 60315GAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    189050 | PA      | $188813.69    | 0.02%             | 2031-11-26      | Variable      | 6.33%                 | No            | 3                  | 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        |    394807 | PA      | $389737.43    | 0.05%             | 2031-06-23      | Variable      | 7.30%                 | No            | 2                  | On Loan: No      |
| Nutrien Ltd.                                                 | Nutrien Ltd.                                                               | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |      2578 | NS      | $150221.63    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Oldcastle BuildingEnvelope, Inc.                             | Oldcastle BuildingEnvelope, Inc., 1st Lien Term Loan B                     | CUSIP: 68778DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    133210 | PA      | $122358.47    | 0.02%             | 2029-04-30      | Variable      | 8.55%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                 | Oracle Corp.                                                               | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      7481 | NS      | $1635571.03   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Incora Top Holdco LLC                                        | Incora Top Holdco LLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     27556 | PA      | $25442.03     | 0.00%             | 2033-01-31      | Fixed         | 6.00%                 | No            | 3                  | On Loan: No      |
| Amcor Flexibles North America, Inc.                          | Amcor Flexibles North America, Inc.                                        | CUSIP: 02344AAE8<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    375000 | PA      | $380461.94    | 0.05%             | 2035-03-17      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Ally Financial, Inc.                                         | Ally Financial, Inc.                                                       | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1349000 | PA      | $1367955.41   | 0.17%             | 2031-01-17      | Variable      | 5.54%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                               | Morgan Stanley                                                             | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    335000 | PA      | $339873.36    | 0.04%             | 2029-04-12      | Variable      | 4.99%                 | No            | 2                  | On Loan: No      |
| Santander Mortgage Asset Receivable Trust                    | Santander Mortgage Asset Receivable Trust, Series 2025-NQM3, Class A1      | CUSIP: 80263AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $753635.63    | 0.09%             | 2065-05-25      | Variable      | 5.60%                 | No            | 2                  | On Loan: No      |
| Golub Capital Partners CLO 77 B Ltd.                         | Golub Capital Partners CLO 77 B Ltd., Series 2024-77A, Class B             | CUSIP: 38180QAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2001580.20   | 0.25%             | 2038-01-25      | Floating      | 5.90%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                              | Citigroup, Inc.                                                            | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    857000 | PA      | $785769.18    | 0.10%             | 2031-01-29      | Variable      | 2.67%                 | No            | 2                  | On Loan: No      |
| Duke Energy Carolinas LLC                                    | Duke Energy Carolinas LLC                                                  | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    123000 | PA      | $125151.72    | 0.02%             | 2033-01-15      | Fixed         | 4.95%                 | 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        |     72000 | PA      | $72334.08     | 0.01%             | 2028-11-06      | Variable      | 6.05%                 | No            | 2                  | On Loan: No      |
| Consumers Energy Co.                                         | Consumers Energy Co.                                                       | CUSIP: 210518DX1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    270000 | PA      | $273955.61    | 0.03%             | 2030-01-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                       | Ball Corp.                                                                 | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      2972 | NS      | $166436.50    | 0.02%             | 2025-08-04      | Fixed         | 13.90%                | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                    | Ford Motor Credit Co. LLC                                                  | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    455000 | PA      | $451969.71    | 0.06%             | 2025-11-13      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                     | PayPal Holdings, Inc.                                                      | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |      5535 | NS      | $410392.20    | 0.05%             | 2025-07-30      | Fixed         | 17.37%                | No            | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                          | GS Mortgage-Backed Securities Trust, Series 2025-NQM2, Class A1            | CUSIP: 36272EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    659793 | PA      | $659789.17    | 0.08%             | 2065-06-25      | Variable      | 5.65%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                         | Royal Bank of Canada                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      1310 | NS      | $145540.25    | 0.02%             | 2025-07-07      | Fixed         | 17.80%                | No            | 2                  | On Loan: No      |
| DCP Midstream Operating LP                                   | DCP Midstream Operating LP                                                 | CUSIP: 26439XAC7<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     32000 | PA      | $37165.57     | 0.00%             | 2030-08-16      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| Expand Energy Corp.                                          | Expand Energy Corp.                                                        | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    743000 | PA      | $751894.45    | 0.09%             | 2029-04-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| International Business Machines Corp.                        | International Business Machines Corp.                                      | CUSIP: 459200LH2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    310000 | PA      | $316388.18    | 0.04%             | 2032-02-10      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| GIP Pilot Acquisition Partners LP                            | GIP Pilot Acquisition Partners LP, 1st Lien Term Loan                      | CUSIP: 31773HAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     17944 | PA      | $17959.26     | 0.00%             | 2030-10-04      | Variable      | 6.28%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                   | Pacific Gas & Electric Co.                                                 | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    288000 | PA      | $292643.99    | 0.04%             | 2029-05-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Boeing Co. (The)                                             | Boeing Co. (The)                                                           | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    505000 | PA      | $475772.68    | 0.06%             | 2031-02-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Nationwide Children's Hospital, Inc.                         | Nationwide Children's Hospital, Inc.                                       | CUSIP: 63861UAA7<br>LEI: 549300P18KU1WR8JWZ05 | Long             | DBT              | CORP              | US        |     90000 | PA      | $76715.87     | 0.01%             | 2052-11-01      | Fixed         | 4.56%                 | No            | 2                  | On Loan: No      |
| Exxon Mobil Corp.                                            | Exxon Mobil Corp.                                                          | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      2044 | NS      | $220343.20    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| EQT Corp.                                                    | EQT Corp.                                                                  | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    374000 | PA      | $405430.72    | 0.05%             | 2030-02-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Ardonagh Group Finco Pty Ltd.                                | Ardonagh Group Finco Pty. Ltd., Facility 1st Lien Term Loan B              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | AU        |    374000 | PA      | $370727.51    | 0.05%             | 2031-02-18      | Variable      | 7.04%                 | No            | 2                  | On Loan: No      |
| Aon Corp.                                                    | Aon Corp.                                                                  | CUSIP: 03740LAD4<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    113000 | PA      | $110122.03    | 0.01%             | 2027-05-28      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| Duke Energy Progress LLC                                     | Duke Energy Progress LLC                                                   | CUSIP: 26442UAN4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     68000 | PA      | $63096.38     | 0.01%             | 2032-04-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| CenterPoint Energy, Inc.                                     | CenterPoint Energy, Inc.                                                   | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42386.35     | 0.01%             | 2055-05-15      | Variable      | 6.70%                 | No            | 2                  | On Loan: No      |
| Alphabet, Inc.                                               | Alphabet, Inc., Class A                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      9559 | NS      | $1684582.57   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Target Corp.                                                 | Target Corp.                                                               | CUSIP: 87612EBV7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    117000 | PA      | $118087.73    | 0.01%             | 2036-02-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Blue Owl Capital Corp.                                       | Blue Owl Capital Corp.                                                     | CUSIP: 69121KAJ3<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404070.78    | 0.05%             | 2030-07-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| National Australia Bank Ltd.                                 | National Australia Bank Ltd.                                               | CUSIP: 632525AU5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $221535.29    | 0.03%             | 2030-08-21      | Fixed         | 2.33%                 | 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        |    143791 | PA      | $140196.61    | 0.02%             | 2029-11-01      | Variable      | 9.07%                 | No            | 2                  | On Loan: No      |
| Walmart, Inc.                                                | Walmart, Inc.                                                              | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     18879 | NS      | $1845988.62   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                    | Ford Motor Credit Co. LLC                                                  | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    232000 | PA      | $204215.28    | 0.03%             | 2031-06-17      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| AES Corp. (The)                                              | AES Corp. (The)                                                            | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    196000 | PA      | $171351.66    | 0.02%             | 2031-01-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| GLP Capital LP                                               | GLP Capital LP                                                             | CUSIP: 361841AL3<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    619000 | PA      | $625863.47    | 0.08%             | 2029-01-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Evonik Industries AG                                         | Evonik Industries AG                                                       | CUSIP: N/A<br>LEI: 41GUOJQTALQHLF39XJ34       | Long             | EC               | CORP              | DE        |      1031 | NS      | $21299.00     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Berry Global, Inc.                                           | Berry Global, Inc.                                                         | CUSIP: 08576PAL5<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    371000 | PA      | $380606.99    | 0.05%             | 2028-04-15      | Fixed         | 5.50%                 | 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        |    571935 | PA      | $570865.57    | 0.07%             | 2029-09-12      | Variable      | 6.08%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                              | Citigroup, Inc.                                                            | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    856000 | PA      | $858268.93    | 0.11%             | 2028-05-07      | Variable      | 4.64%                 | No            | 2                  | On Loan: No      |
| Berkshire Hathaway Energy Co.                                | Berkshire Hathaway Energy Co.                                              | CUSIP: 084659AM3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     97000 | PA      | $94931.90     | 0.01%             | 2028-04-15      | Fixed         | 3.25%                 | 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        |    416155 | PA      | $415821.83    | 0.05%             | 2031-06-04      | Variable      | 6.08%                 | No            | 2                  | On Loan: No      |
| Steel Dynamics, Inc.                                         | Steel Dynamics, Inc.                                                       | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    655000 | PA      | $665086.23    | 0.08%             | 2034-08-15      | Fixed         | 5.38%                 | 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        |    434595 | PA      | $432604.96    | 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        |    279763 | PA      | $279917.07    | 0.04%             | 2029-02-01      | Variable      | 7.31%                 | 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        |    589008 | PA      | $591217.25    | 0.07%             | 2031-02-24      | Variable      | 6.80%                 | No            | 2                  | On Loan: No      |
| Amphenol Corp.                                               | Amphenol Corp., Class A                                                    | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      2966 | NS      | $292892.50    | 0.04%             |  |  |  | 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        |    914000 | PA      | $913714.01    | 0.11%             | 2041-06-15      | Floating      | 6.15%                 | 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        |    790000 | PA      | $789753.13    | 0.10%             | 2039-12-15      | Floating      | 5.80%                 | No            | 2                  | On Loan: No      |
| Evolution AB                                                 | Evolution AB                                                               | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |       845 | NS      | $67112.52     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                            | HSBC Holdings plc                                                          | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203745.74    | 0.03%             | 2028-05-17      | Variable      | 5.60%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                      | Visa, Inc.                                                                 | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      1774 | NS      | $632404.07    | 0.08%             | 2025-07-23      | Fixed         | 6.89%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                      | eBay, Inc.                                                                 | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      3927 | NS      | $294908.25    | 0.04%             | 2025-07-31      | Fixed         | 14.44%                | No            | 2                  | On Loan: No      |
| Madison Park Funding XXXIII Ltd.                             | Madison Park Funding XXXIII Ltd., Series 2019-33A, Class BR                | CUSIP: 55819JAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002060.70   | 0.13%             | 2032-10-15      | Floating      | 6.06%                 | No            | 2                  | On Loan: No      |
| Sixth Street CLO XIX Ltd.                                    | Sixth Street CLO XIX Ltd., Series 2021-19A, Class B                        | CUSIP: 83012KAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001931.10   | 0.13%             | 2034-07-20      | Floating      | 6.23%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                            | Wells Fargo & Co.                                                          | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258139.41    | 0.03%             | 2029-07-25      | Variable      | 5.57%                 | No            | 2                  | On Loan: No      |
| Ingersoll Rand, Inc.                                         | Ingersoll Rand, Inc.                                                       | CUSIP: 45687VAD8<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    180000 | PA      | $184780.95    | 0.02%             | 2029-06-15      | Fixed         | 5.18%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | TRSIBOXX                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1000000 | PA      | $16264.70     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Flutter Financing B.V.                                       | Flutter Financing BV, 1st Lien Term Loan B                                 | CUSIP: N3313EAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    101000 | PA      | $100873.75    | 0.01%             | 2032-06-04      | Variable      | 6.30%                 | No            | 3                  | On Loan: No      |
| Invitation Homes Operating Partnership LP                    | Invitation Homes Operating Partnership LP                                  | CUSIP: 46188BAC6<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     44000 | PA      | $36365.13     | 0.00%             | 2034-01-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Greywolf CLO II Ltd.                                         | Greywolf CLO II Ltd., Series 2013-1A, Class A2AR                           | CUSIP: 398079BA0<br>LEI: 549300DX0ZYWEZ6TY764 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300301.02    | 0.04%             | 2034-04-15      | Floating      | 6.12%                 | No            | 2                  | On Loan: No      |
| BlackRock Funds                                              | BlackRock High Equity Income Fund, Class K Shares                          | CUSIP: 09258N141<br>LEI: 5P4Q4JLCZIQPV2V8P740 | Long             |  | RF                | US        |    807758 | NS      | $23158430.49  | 2.90%             |  |  |  | No            | N/A                | On Loan: No      |
| Clearwater Analytics LLC                                     | Clearwater Analytics LLC, 1st Lien Term Loan                               | CUSIP: 18512EAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    166000 | PA      | $165792.50    | 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        |    291658 | PA      | $292325.83    | 0.04%             | 2030-12-18      | Variable      | 6.08%                 | No            | 2                  | On Loan: No      |
| Extra Space Storage LP                                       | Extra Space Storage LP                                                     | CUSIP: 30225VAK3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    205000 | PA      | $212638.71    | 0.03%             | 2030-07-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Hertz Corp.                                                  | Hertz Corp. (The), 1st Lien Term Loan C                                    | CUSIP: 42804VBC4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |     38186 | PA      | $31646.32     | 0.00%             | 2028-06-30      | Variable      | 8.04%                 | No            | 2                  | On Loan: No      |
| NJ                                                           | NJ, Series 2025-WBRK, Class A                                              | CUSIP: 65486BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1032939.60   | 0.13%             | 2035-03-05      | Variable      | 5.87%                 | No            | 2                  | On Loan: No      |
| GOAT Holdco LLC                                              | GOAT Holdco LLC, 1st Lien Term Loan B                                      | CUSIP: 38021CAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     84788 | PA      | $84872.29     | 0.01%             | 2032-01-27      | Variable      | 7.08%                 | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank (The)                                  | Mondelez International, Inc.                                               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |      3288 | NS      | $223228.87    | 0.03%             | 2025-07-30      | Fixed         | 19.07%                | No            | 2                  | On Loan: No      |
| Belron Finance US LLC                                        | Belron Finance 2019 LLC, 1st Lien Term Loan                                | CUSIP: 08078UAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    622399 | PA      | $624564.49    | 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        |     47402 | PA      | $47520.30     | 0.01%             | 2027-12-14      | Variable      | 7.33%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                       | Meta Platforms, Inc.                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      2635 | NS      | $1892141.97   | 0.24%             | 2025-07-31      | Fixed         | 16.80%                | No            | 2                  | On Loan: No      |
| Belimo Holding AG                                            | Belimo Holding AG (Registered)                                             | CUSIP: N/A<br>LEI: 506700339DLX749VEM23       | Long             | EC               | CORP              | CH        |        22 | NS      | $22424.65     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ally Financial, Inc.                                         | Ally Financial, Inc.                                                       | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40307.07     | 0.01%             | 2040-01-17      | Variable      | 6.65%                 | No            | 2                  | On Loan: No      |
| NVIDIA Corp.                                                 | NVIDIA Corp.                                                               | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |       787 | NS      | $124338.13    | 0.02%             |  |  |  | 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        |    201960 | PA      | $199940.40    | 0.03%             | 2029-06-04      | Variable      | 6.51%                 | No            | 2                  | On Loan: No      |
| Nomura Bank International plc                                | S&P Global, Inc.                                                           | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |       536 | NS      | $280420.22    | 0.04%             | 2025-07-30      | Fixed         | 9.96%                 | No            | 2                  | On Loan: No      |
| PG&E Corp.                                                   | PG&E Corp.                                                                 | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |       832 | NS      | $11598.08     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fiserv, Inc.                                                 | Fiserv, Inc.                                                               | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    123000 | PA      | $118485.90    | 0.01%             | 2029-07-01      | Fixed         | 3.50%                 | 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        |    129262 | PA      | $123122.06    | 0.02%             | 2028-04-07      | Variable      | 11.31%                | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                   | Pacific Gas & Electric Co.                                                 | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    140000 | PA      | $135443.79    | 0.02%             | 2027-12-01      | Fixed         | 3.30%                 | 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        |    178141 | PA      | $175720.18    | 0.02%             | 2030-04-15      | Variable      | 6.79%                 | No            | 2                  | On Loan: No      |
| Rogers Communications, Inc.                                  | Rogers Communications, Inc.                                                | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    126000 | PA      | $123537.69    | 0.02%             | 2027-03-15      | Fixed         | 3.20%                 | 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        |    107000 | PA      | $107381.99    | 0.01%             | 2032-03-25      | Variable      | 7.33%                 | No            | 2                  | On Loan: No      |
| American Homes 4 Rent LP                                     | American Homes 4 Rent LP                                                   | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    117000 | PA      | $116296.49    | 0.01%             | 2028-02-15      | Fixed         | 4.25%                 | 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        |    348751 | PA      | $349933.42    | 0.04%             | 2030-05-24      | Variable      | 6.08%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Finance LLC                                   | Morgan Stanley Finance LLC, Series 0005                                    | CUSIP: 61779N373<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       158 | NS      | $82742.14     | 0.01%             | 2030-05-17      | Fixed         | 8.05%                 | No            | 2                  | On Loan: No      |
| Proofpoint, Inc.                                             | Proofpoint, Inc., 1st Lien Term Loan                                       | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    551832 | PA      | $551892.72    | 0.07%             | 2028-08-31      | Variable      | 7.33%                 | No            | 2                  | On Loan: No      |
| EPR Properties                                               | EPR Properties                                                             | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |      1602 | NS      | $93332.52     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America Corp.                                        | Bank of America Corp.                                                      | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    659000 | PA      | $640476.58    | 0.08%             | 2028-02-04      | Variable      | 2.55%                 | 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        |    166797 | PA      | $167110.61    | 0.02%             | 2030-05-31      | Variable      | 7.33%                 | No            | 2                  | On Loan: No      |
| Centene Corp.                                                | Centene Corp.                                                              | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    158000 | PA      | $135374.92    | 0.02%             | 2031-08-01      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                              | Goldman Sachs Group, Inc. (The)                                            | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17466.92     | 0.00%             | 2032-07-21      | Variable      | 2.38%                 | No            | 2                  | On Loan: No      |
| Calpine Corp.,                                               | Calpine Corp., Facility 1st Lien Term Loan                                 | CUSIP: 13134MBW2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    127785 | PA      | $127689.16    | 0.02%             | 2031-01-31      | Variable      | 6.08%                 | No            | 2                  | On Loan: No      |
| Jabil, Inc.                                                  | Jabil, Inc.                                                                | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |      1464 | NS      | $319298.40    | 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        |    187453 | PA      | $187499.37    | 0.02%             | 2031-08-01      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Interpublic Group of Cos., Inc. (The)                        | Interpublic Group of Cos., Inc. (The)                                      | CUSIP: 460690BP4<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    303000 | PA      | $304526.46    | 0.04%             | 2028-10-01      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Clarios Global LP                                            | Clarios Global LP, 1st Lien Term Loan                                      | CUSIP: C8000CAM5<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    654290 | PA      | $651836.03    | 0.08%             | 2030-05-06      | Variable      | 6.83%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                           | T-Mobile USA, Inc.                                                         | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     24000 | PA      | $21151.45     | 0.00%             | 2032-03-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     61000 | PA      | $530.79       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Essex Property Trust, Inc.                                   | Essex Property Trust, Inc.                                                 | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |       873 | NS      | $247408.20    | 0.03%             |  |  |  | No            | 1                  | 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        |    406951 | PA      | $407366.06    | 0.05%             | 2031-07-01      | Variable      | 6.93%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                            | United Parcel Service, Inc.                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      2965 | NS      | $300405.04    | 0.04%             | 2025-07-30      | Fixed         | 13.86%                | No            | 2                  | On Loan: No      |
| Indutrade AB                                                 | Indutrade AB                                                               | CUSIP: N/A<br>LEI: 549300FISLQ6CEFP1867       | Long             | EC               | CORP              | SE        |       798 | NS      | $21789.49     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sparta US HoldCo LLC                                         | Sparta US HoldCo LLC, 1st Lien Term Loan                                   | CUSIP: 84673EAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    251033 | PA      | $248156.21    | 0.03%             | 2030-08-02      | Variable      | 7.32%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                   | Pacific Gas & Electric Co.                                                 | CUSIP: 694308KB2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    685000 | PA      | $668485.43    | 0.08%             | 2029-03-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                     | Dow, Inc.                                                                  | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |      5846 | NS      | $156490.38    | 0.02%             | 2025-07-25      | Fixed         | 21.27%                | No            | 2                  | On Loan: No      |
| GSAT Trust                                                   | GSAT Trust, Series 2025-BMF, Class A                                       | CUSIP: 36271XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    871000 | PA      | $871272.19    | 0.11%             | 2030-07-15      | Floating      | 5.82%                 | No            | 2                  | On Loan: No      |
| Magna International, Inc.                                    | Magna International, Inc.                                                  | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |      1415 | NS      | $54698.44     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                         | Mitsubishi UFJ Financial Group, Inc.                                       | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $193662.75    | 0.02%             | 2028-01-19      | Variable      | 2.34%                 | 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        |    207994 | PA      | $208774.14    | 0.03%             | 2028-04-03      | Variable      | 7.51%                 | No            | 2                  | On Loan: No      |
| Pembina Pipeline Corp.                                       | Pembina Pipeline Corp.                                                     | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |      3016 | NS      | $113242.58    | 0.01%             |  |  |  | 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        |     74959 | PA      | $75060.05     | 0.01%             | 2030-08-09      | Variable      | 7.83%                 | No            | 2                  | On Loan: No      |
| Keppel DC REIT                                               | Keppel DC REIT                                                             | CUSIP: N/A<br>LEI: 254900L7YDIFLO15BD60       | Long             | EC               | CORP              | SG        |     76200 | NS      | $139679.88    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     35000 | PA      | $148.97       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                         | CF Industries Holdings, Inc.                                               | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      1435 | NS      | $133934.58    | 0.02%             | 2025-08-06      | Fixed         | 20.33%                | 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        |     15721 | PA      | $15685.63     | 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        |    781025 | PA      | $782836.78    | 0.10%             | 2031-02-14      | Variable      | 7.83%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                     | PNC Financial Services Group, Inc. (The)                                   | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    281000 | PA      | $291009.62    | 0.04%             | 2029-06-12      | Variable      | 5.58%                 | No            | 2                  | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                         | Cheniere Corpus Christi Holdings LLC                                       | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    455000 | PA      | $459265.22    | 0.06%             | 2027-06-30      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Bank NA                                       | Morgan Stanley Bank NA                                                     | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    298000 | PA      | $301569.64    | 0.04%             | 2028-07-14      | Variable      | 4.97%                 | 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        |     39795 | PA      | $39944.23     | 0.01%             | 2030-01-31      | Variable      | 7.58%                 | No            | 2                  | On Loan: No      |
| ING Groep NV                                                 | ING Groep NV                                                               | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |      3646 | NS      | $79911.89     | 0.01%             |  |  |  | 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        |    495689 | PA      | $496422.76    | 0.06%             | 2031-03-21      | Variable      | 8.05%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                            | Capital One Financial Corp.                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      1425 | NS      | $288124.49    | 0.04%             | 2025-07-23      | Fixed         | 19.39%                | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                            | Wells Fargo & Co.                                                          | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    716000 | PA      | $733300.72    | 0.09%             | 2031-04-23      | Variable      | 5.15%                 | No            | 2                  | On Loan: No      |
| BDS LLC                                                      | BDS LLC, Series 2025-FL14, Class A                                         | CUSIP: 072921AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $995571.70    | 0.12%             | 2042-10-21      | Floating      | 5.60%                 | No            | 2                  | On Loan: No      |
| Wienerberger AG                                              | Wienerberger AG                                                            | CUSIP: N/A<br>LEI: 529900VXIFBHO0SW2I31       | Long             | EC               | CORP              | AT        |       361 | NS      | $13491.30     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Otis Worldwide Corp.                                         | Otis Worldwide Corp.                                                       | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     53000 | PA      | $48890.32     | 0.01%             | 2030-02-15      | Fixed         | 2.56%                 | 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        |    252864 | PA      | $253365.15    | 0.03%             | 2032-11-08      | Variable      | 6.78%                 | No            | 2                  | On Loan: No      |
| Mitchell International, Inc.                                 | Mitchell International, Inc., 1st Lien Term Loan                           | CUSIP: 60662WAW2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    418925 | PA      | $418254.64    | 0.05%             | 2031-06-17      | Variable      | 7.58%                 | No            | 2                  | On Loan: No      |
| Tokyu Fudosan Holdings Corp.                                 | Tokyu Fudosan Holdings Corp.                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      9100 | NS      | $65030.66     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     92000 | PA      | $206.54       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Northrop Grumman Corp.                                       | Northrop Grumman Corp.                                                     | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16608.21     | 0.00%             | 2028-01-15      | Fixed         | 3.25%                 | 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        |     44000 | PA      | $43570.12     | 0.01%             | 2029-01-31      | Variable      | 7.68%                 | No            | 2                  | On Loan: No      |
| Duke Energy Progress LLC                                     | Duke Energy Progress LLC                                                   | CUSIP: 26442UAL8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    116000 | PA      | $100708.60    | 0.01%             | 2031-08-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Citrin Cooperman Advisors LLC                                | Citrin Cooperman Advisors LLC, Delayed Draw 1st Lien Term Loan             | CUSIP: 17737EAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      8905 | PA      | $8890.35      | 0.00%             | 2032-04-01      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                          | DuPont de Nemours, Inc.                                                    | CUSIP: 83371F491<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      2494 | NS      | $167701.17    | 0.02%             | 2025-07-31      | Fixed         | 19.26%                | 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        |   1121181 | PA      | $1125385.48   | 0.14%             | 2039-08-15      | Floating      | 6.00%                 | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                           | Crown Castle, Inc.                                                         | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6192.82      | 0.00%             | 2029-06-01      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                                 | UBS Group AG                                                               | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $198956.28    | 0.02%             | 2030-02-10      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                             | Intuitive Surgical, Inc.                                                   | CUSIP: 06370D142<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |       492 | NS      | $269148.69    | 0.03%             | 2025-07-18      | Fixed         | 15.32%                | No            | 2                  | On Loan: No      |
| First Horizon Corp.                                          | First Horizon Corp.                                                        | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |    158000 | PA      | $160276.68    | 0.02%             | 2031-03-07      | Variable      | 5.51%                 | 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        |    499416 | PA      | $499730.74    | 0.06%             | 2031-06-24      | Variable      | 6.08%                 | 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        |   1080000 | PA      | $1118055.96   | 0.14%             | 2041-12-10      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                             | Deutsche Bank AG                                                           | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    175000 | PA      | $183832.70    | 0.02%             | 2029-01-18      | Variable      | 6.72%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                       | Intercontinental Exchange, Inc.                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      1237 | NS      | $225771.79    | 0.03%             | 2025-07-31      | Fixed         | 9.10%                 | No            | 2                  | On Loan: No      |
| Siemens Funding BV                                           | Siemens Funding BV                                                         | CUSIP: 82622RAC0<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    714000 | PA      | $721135.72    | 0.09%             | 2030-05-28      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Sound Point CLO XXIII                                        | Sound Point CLO XXIII, Series 2019-2A, Class AR                            | CUSIP: 83614BAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001560.30   | 0.13%             | 2034-07-15      | Floating      | 5.69%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                         | Royal Bank of Canada                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      1399 | NS      | $141413.29    | 0.02%             | 2025-07-23      | Fixed         | 12.78%                | No            | 2                  | On Loan: No      |
| Atlas Copco AB                                               | Atlas Copco AB, Class A                                                    | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |      3810 | NS      | $61592.50     | 0.01%             |  |  |  | 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        |    120869 | PA      | $119962.42    | 0.02%             | 2026-12-15      | Variable      | 10.68%                | No            | 3                  | On Loan: No      |
| Societe Generale SA                                          | Fair Isaac Corp.                                                           | CUSIP: 83371F715<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |       121 | NS      | $219303.60    | 0.03%             | 2025-07-31      | Fixed         | 19.61%                | No            | 2                  | On Loan: No      |
| Link REIT                                                    | Link REIT                                                                  | CUSIP: N/A<br>LEI: 529900XUE70U36QX5M62       | Long             | EC               | CORP              | HK        |     24200 | NS      | $129627.14    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Coherent Corp.                                               | Coherent Corp., 1st Lien Term Loan B2                                      | CUSIP: 45173JAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    312665 | PA      | $312796.39    | 0.04%             | 2029-07-02      | Variable      | 6.33%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                           | VICI Properties LP                                                         | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45368.08     | 0.01%             | 2028-04-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Penske Truck Leasing Co. LP                                  | Penske Truck Leasing Co. LP                                                | CUSIP: 709599CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $179168.71    | 0.02%             | 2029-07-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Nomura Bank International plc                                | Altria Group, Inc.                                                         | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      3291 | NS      | $194131.45    | 0.02%             | 2025-07-31      | Fixed         | 20.74%                | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                           | General Motors Financial Co., Inc.                                         | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147105.62    | 0.02%             | 2027-05-08      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Anheuser-Busch InBev Finance, Inc.                           | Anheuser-Busch InBev Finance, Inc.                                         | CUSIP: 035242AM8<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |     58000 | PA      | $56593.49     | 0.01%             | 2036-02-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                            | Meta Platforms, Inc.                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       412 | NS      | $291217.00    | 0.04%             | 2025-07-31      | Fixed         | 14.97%                | 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        |    300846 | PA      | $301772.19    | 0.04%             | 2031-01-31      | Variable      | 6.08%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                                 | UBS Group AG                                                               | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    700000 | PA      | $701390.07    | 0.09%             | 2027-08-05      | Variable      | 4.70%                 | 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        |     16824 | PA      | $7747.36      | 0.00%             | 2028-07-27      | Variable      | 11.54%                | 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        |    400000 | PA      | $397000.00    | 0.05%             | 2036-11-15      | Floating      | 5.31%                 | 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        |    336351 | PA      | $336182.91    | 0.04%             | 2032-01-29      | Variable      | 6.83%                 | No            | 2                  | On Loan: No      |
| WEC Energy Group, Inc.                                       | WEC Energy Group, Inc.                                                     | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9091.39      | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Goodman Group                                                | Goodman Group                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     10639 | NS      | $239852.26    | 0.03%             |  |  |  | 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        |    164588 | PA      | $164106.90    | 0.02%             | 2032-02-13      | Variable      | 6.58%                 | 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        |    131604 | PA      | $132722.30    | 0.02%             | 2028-10-10      | Variable      | 6.08%                 | No            | 2                  | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                  | Marsh & McLennan Cos., Inc.                                                | CUSIP: 571748AK8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     21000 | PA      | $22412.03     | 0.00%             | 2033-08-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Truist Financial Corp.                                       | Truist Financial Corp.                                                     | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113296.98    | 0.01%             | 2030-01-24      | Variable      | 5.43%                 | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                     | Mizuho Markets Cayman LP                                                   | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |       294 | NS      | $205891.50    | 0.03%             | 2025-07-23      | Fixed         | 22.62%                | 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        |     41063 | PA      | $41360.99     | 0.01%             | 2028-11-22      | Variable      | 6.08%                 | No            | 2                  | On Loan: No      |
| BAT Capital Corp.                                            | BAT Capital Corp.                                                          | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    145000 | PA      | $156248.97    | 0.02%             | 2030-08-02      | Fixed         | 6.34%                 | No            | 2                  | On Loan: No      |
| Shell plc                                                    | Shell plc                                                                  | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |     24309 | NS      | $853719.86    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Modena Buyer LLC                                             | Modena Buyer LLC, 1st Lien Term Loan                                       | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |     94251 | PA      | $90598.47     | 0.01%             | 2031-07-01      | Variable      | 8.78%                 | No            | 2                  | On Loan: No      |
| Cummins, Inc.                                                | Cummins, Inc.                                                              | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |        34 | NS      | $11135.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HOMES Trust                                                  | HOMES Trust, Series 2025-AFC2, Class A1A                                   | CUSIP: 43761YAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $999984.80    | 0.13%             | 2060-06-25      | Variable      | 5.47%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                            | CIFC Funding Ltd., Series 2019-5A, Class A1R1                              | CUSIP: 12554XAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2004880.20   | 0.25%             | 2035-01-15      | Floating      | 5.66%                 | No            | 2                  | On Loan: No      |
| Georgia Power Co.                                            | Georgia Power Co.                                                          | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     67000 | PA      | $67518.99     | 0.01%             | 2033-05-17      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| JDE Peet's NV                                                | JDE Peet's NV                                                              | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | EC               | CORP              | NL        |       900 | NS      | $25708.12     | 0.00%             |  |  |  | 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        |     65670 | PA      | $65834.18     | 0.01%             | 2031-11-03      | Variable      | 6.83%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                       | Microsoft Corp.                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      6062 | NS      | $2976585.92   | 0.37%             | 2025-07-30      | Fixed         | 5.30%                 | 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        |    363665 | PA      | $364745.09    | 0.05%             | 2030-11-08      | Variable      | 6.07%                 | No            | 2                  | 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        |    167000 | PA      | $167656.31    | 0.02%             | 2030-06-24      | Variable      | 7.58%                 | 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        |    225062 | PA      | $223333.31    | 0.03%             | 2031-06-12      | Variable      | 6.28%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                          | Mosaic Co. (The)                                                           | CUSIP: 83371F475<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      8343 | NS      | $305140.47    | 0.04%             | 2025-08-06      | Fixed         | 22.60%                | No            | 2                  | On Loan: No      |
| Regency Centers LP                                           | Regency Centers LP                                                         | CUSIP: 75884RBC6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155345.55    | 0.02%             | 2035-01-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                    | Ford Motor Credit Co. LLC                                                  | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1452000 | PA      | $1419750.06   | 0.18%             | 2029-05-03      | Fixed         | 5.11%                 | 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        |    980000 | PA      | $980612.50    | 0.12%             | 2041-04-15      | Floating      | 6.05%                 | No            | 2                  | On Loan: No      |
| Southern Co. (The)                                           | Southern Co. (The)                                                         | CUSIP: 842587CW5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    116000 | PA      | $106068.61    | 0.01%             | 2036-07-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Prysmian SpA                                                 | Prysmian SpA                                                               | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | EC               | CORP              | IT        |       564 | NS      | $39930.76     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |     27000 | PA      | $-143.52      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BAT Capital Corp.                                            | BAT Capital Corp.                                                          | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    458000 | PA      | $460182.64    | 0.06%             | 2027-04-02      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                         | Digital Realty Trust, Inc.                                                 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      1247 | NS      | $218584.15    | 0.03%             | 2025-07-28      | Fixed         | 16.81%                | No            | 2                  | On Loan: No      |
| Morgan Stanley                                               | Morgan Stanley                                                             | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5098.00      | 0.00%             | 2029-04-20      | Variable      | 5.16%                 | 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        |     48200 | PA      | $25921.00     | 0.00%             | 2028-10-30      | Variable      | 9.81%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                     | PNC Financial Services Group, Inc. (The)                                   | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    103000 | PA      | $105883.34    | 0.01%             | 2027-10-20      | Variable      | 6.62%                 | No            | 2                  | On Loan: No      |
| BlackRock Funds V                                            | BlackRock Mortgage-Backed Securities Fund, Class K Shares                  | CUSIP: 09260B689<br>LEI: HL39Z4R4T63SVF6N1P81 | Long             |  | RF                | US        |   6293830 | NS      | $49847133.70  | 6.24%             |  |  |  | No            | 1                  | On Loan: No      |
| NiSource, Inc.                                               | NiSource, Inc.                                                             | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    270000 | PA      | $276406.31    | 0.03%             | 2028-03-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| WhiteWater Matterhorn Holdings, LLC                          | WhiteWater Matterhorn Holdings LLC, 1st Lien Term Loan                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46000 | PA      | $45932.84     | 0.01%             | 2032-06-16      | Variable      | 6.57%                 | No            | 2                  | On Loan: No      |
| Sanofi SA                                                    | Sanofi SA                                                                  | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |     12233 | NS      | $1184322.16   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                         | JPMorgan Chase & Co.                                                       | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    131000 | PA      | $132759.14    | 0.02%             | 2029-01-24      | Variable      | 4.92%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                              | Goldman Sachs Group, Inc. (The)                                            | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    106000 | PA      | $94218.41     | 0.01%             | 2032-04-22      | Variable      | 2.62%                 | No            | 2                  | On Loan: No      |
| Oversea-Chinese Banking Corp. Ltd.                           | Oversea-Chinese Banking Corp. Ltd.                                         | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | EC               | CORP              | SG        |     17900 | NS      | $229537.35    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Bank NA                                       | Morgan Stanley Bank NA                                                     | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    665000 | PA      | $670356.04    | 0.08%             | 2028-01-14      | Variable      | 4.95%                 | No            | 2                  | On Loan: No      |
| PG Polaris BidCo SARL                                        | PG Polaris BidCo SARL, 1st Lien Term Loan                                  | CUSIP: 91728NAB5<br>LEI: 254900XMCCB3IEZ2A005 | Long             | LON              | CORP              | US        |    116415 | PA      | $116647.83    | 0.01%             | 2031-03-26      | Variable      | 7.05%                 | No            | 2                  | On Loan: No      |
| EyeCare Partners LLC                                         | EyeCare Partners LLC, 1st Lien Term Loan A                                 | CUSIP: 30233PAQ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     22717 | PA      | $23058.13     | 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        |        78 | NS      | $41273.70     | 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        |   1000000 | PA      | $1003553.10   | 0.13%             | 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        |   1000000 | PA      | $1002963.60   | 0.13%             | 2037-07-20      | Floating      | 5.62%                 | 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        |    345763 | PA      | $312435.12    | 0.04%             | 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        |     39494 | PA      | $20470.75     | 0.00%             | 2028-11-01      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| Republic Services, Inc.                                      | Republic Services, Inc.                                                    | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      3186 | NS      | $785699.46    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Brambles Ltd.                                                | Brambles Ltd.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      7128 | NS      | $110083.38    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Ciena Corp.                                                  | Ciena Corp., 1st Lien Term Loan                                            | CUSIP: 17178HAR3<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | LON              | CORP              | US        |    161572 | PA      | $162178.20    | 0.02%             | 2030-10-24      | Variable      | 6.07%                 | No            | 2                  | On Loan: No      |
| Capital One Financial Corp.                                  | Capital One Financial Corp.                                                | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    155000 | PA      | $157797.29    | 0.02%             | 2036-01-30      | Variable      | 6.18%                 | No            | 2                  | On Loan: No      |
| Santander UK Group Holdings plc                              | Santander UK Group Holdings plc                                            | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $178485.61    | 0.02%             | 2032-03-15      | Variable      | 2.90%                 | No            | 2                  | On Loan: No      |
| Sumitomo Corp.                                               | Sumitomo Corp.                                                             | CUSIP: N/A<br>LEI: V82KK8NH1P0JS71FJC05       | Long             | EC               | CORP              | JP        |      5600 | NS      | $144517.65    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Apple, Inc.                                                  | Apple, Inc.                                                                | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      5922 | NS      | $1215016.74   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| ResMed, Inc.                                                 | ResMed, Inc.                                                               | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |       664 | NS      | $171312.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| GoldenTree Loan Management US CLO 1 Ltd.                     | GoldenTree Loan Management US CLO 1 Ltd., Series 2017-1A, Class CR3        | CUSIP: 38136FBY8<br>LEI: 549300BE2068MP2P8N06 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2495583.50   | 0.31%             | 2034-04-20      | Floating      | 5.87%                 | No            | 2                  | On Loan: No      |
| Avantor Funding, Inc.                                        | Avantor Funding, Inc., 1st Lien Term Loan B6                               | CUSIP: 05350NAP9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      7694 | PA      | $7719.58      | 0.00%             | 2027-11-08      | Variable      | 6.43%                 | No            | 2                  | On Loan: No      |
| Koninklijke Philips NV                                       | Koninklijke Philips NV                                                     | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | EC               | CORP              | NL        |      4187 | NS      | $100539.69    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Brenntag SE                                                  | Brenntag SE                                                                | CUSIP: N/A<br>LEI: NNROIXVWJ7CPSR27SV97       | Long             | EC               | CORP              | DE        |       666 | NS      | $44122.48     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Columbus McKinnon Corp.                                      | Columbus McKinnon Corp., 1st Lien Term Loan                                | CUSIP: 19933MAQ6<br>LEI: 549300W3HQB0HO1F3G69 | Long             | LON              | CORP              | US        |     55666 | PA      | $55527.26     | 0.01%             | 2028-05-15      | Variable      | 6.80%                 | No            | 3                  | On Loan: No      |
| Berry Global, Inc.                                           | Berry Global, Inc.                                                         | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    401000 | PA      | $393830.50    | 0.05%             | 2026-01-15      | Fixed         | 1.57%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                               | Morgan Stanley                                                             | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1127000 | PA      | $1129149.75   | 0.14%             | 2030-10-18      | Variable      | 4.65%                 | No            | 2                  | On Loan: No      |
| Moody's Corp.                                                | Moody's Corp.                                                              | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      1809 | NS      | $907376.31    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| DENTSPLY SIRONA, Inc.                                        | DENTSPLY SIRONA, Inc.                                                      | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75413.78     | 0.01%             | 2055-09-12      | Variable      | 8.38%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                            | Ally Financial, Inc.                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      7735 | NS      | $289544.49    | 0.04%             | 2025-07-17      | Fixed         | 15.60%                | No            | 2                  | On Loan: No      |
| Level 3 Financing, Inc.                                      | Level 3 Financing, Inc., 1st Lien Term Loan B3                             | CUSIP: 52729KAT3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    529000 | PA      | $534401.09    | 0.07%             | 2032-03-29      | Variable      | 8.58%                 | No            | 2                  | On Loan: No      |
| Expand Energy Corp.                                          | Expand Energy Corp.                                                        | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |       137 | NS      | $16020.78     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup, Inc.                                              | Citigroup, Inc.                                                            | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    152000 | PA      | $142085.76    | 0.02%             | 2033-03-17      | Variable      | 3.79%                 | No            | 2                  | On Loan: No      |
| Incora Top Holdco LLC                                        | Incora Top Holdco LLC                                                      | CUSIP: 45338U101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1311 | NS      | $30257.88     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                     | PNC Financial Services Group, Inc. (The)                                   | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    176000 | PA      | $180622.74    | 0.02%             | 2031-01-29      | Variable      | 5.22%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International plc                       | Elevance Health, Inc.                                                      | CUSIP: 61779N506<br>LEI: 4PQUHN3JPFGFNF3BB653 | Long             | SN               | CORP              | GB        |      1607 | NS      | $621250.37    | 0.08%             | 2025-07-17      | Fixed         | 19.70%                | No            | 2                  | On Loan: No      |
| Societe Generale SA                                          | Uber Technologies, Inc.                                                    | CUSIP: 83371F442<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      3957 | NS      | $347399.64    | 0.04%             | 2025-08-06      | Fixed         | 29.13%                | 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        |    500000 | PA      | $500253.70    | 0.06%             | 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        |    136129 | PA      | $135085.88    | 0.02%             | 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        |    278638 | PA      | $275712.56    | 0.03%             | 2029-01-24      | Variable      | 9.71%                 | No            | 2                  | On Loan: No      |
| Cox Communications, Inc.                                     | Cox Communications, Inc.                                                   | CUSIP: 224044CU9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    550000 | PA      | $542387.31    | 0.07%             | 2034-09-01      | Fixed         | 5.45%                 | 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        |    443888 | PA      | $444846.29    | 0.06%             | 2030-04-30      | Variable      | 7.24%                 | No            | 2                  | On Loan: No      |
| HSBC Bank plc                                                | Affirm Holdings, Inc.                                                      | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | Long             | SN               | CORP              | GB        |      4217 | NS      | $243526.79    | 0.03%             | 2025-07-14      | Fixed         | 44.88%                | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                    | Ford Motor Credit Co. LLC                                                  | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    335000 | PA      | $353638.86    | 0.04%             | 2030-03-06      | Fixed         | 7.35%                 | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                           | Crown Castle, Inc.                                                         | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42377.91     | 0.01%             | 2029-09-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                     | UnitedHealth Group, Inc.                                                   | CUSIP: 91324PFG2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17261.56     | 0.00%             | 2030-01-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Cloudera, Inc.                                               | Cloudera, Inc., 1st Lien Term Loan                                         | CUSIP: 74339VAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    281870 | PA      | $270031.65    | 0.03%             | 2028-10-09      | Variable      | 8.18%                 | No            | 2                  | On Loan: No      |
| Komatsu Ltd.                                                 | Komatsu Ltd.                                                               | CUSIP: N/A<br>LEI: 5493004LQ0B4T7QPQV17       | Long             | EC               | CORP              | JP        |      4700 | NS      | $155069.64    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                          | TRSIBOXX                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1500000 | PA      | $37972.32     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Trans-Allegheny Interstate Line Co.                          | Trans-Allegheny Interstate Line Co.                                        | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $320487.08    | 0.04%             | 2031-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Hyperion Refinance SARL                                      | Hyperion Refinance SARL, 1st Lien Term Loan                                | CUSIP: G4712JAZ5<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    402032 | PA      | $403081.14    | 0.05%             | 2031-02-18      | Variable      | 7.33%                 | No            | 2                  | On Loan: No      |
| Exelon Corp.                                                 | Exelon Corp.                                                               | CUSIP: 30161NBB6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39027.73     | 0.00%             | 2027-03-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Sika AG                                                      | Sika AG (Registered)                                                       | CUSIP: N/A<br>LEI: 549300R3N69ECGYPU434       | Long             | EC               | CORP              | CH        |       219 | NS      | $59586.39     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Carrier Global Corp.                                         | Carrier Global Corp.                                                       | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     65000 | PA      | $69202.40     | 0.01%             | 2034-03-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| Sun Communities, Inc.                                        | Sun Communities, Inc.                                                      | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |      2474 | NS      | $312936.26    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Deutsche Bank AG                                             | Deutsche Bank AG                                                           | CUSIP: 251526CW7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    655000 | PA      | $678490.23    | 0.08%             | 2029-05-10      | Fixed         | 5.41%                 | No            | 2                  | On Loan: No      |
| Garrett Motion Holdings, Inc.                                | Garrett Motion Holdings, Inc., 1st Lien Term Loan                          | CUSIP: 36649XAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    111720 | PA      | $112138.95    | 0.01%             | 2032-01-30      | Variable      | 6.53%                 | No            | 3                  | On Loan: No      |
| Reworld Holding Corp.                                        | Reworld Holding Corp., 1st Lien Term Loan C                                | CUSIP: 22282GAN7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     13177 | PA      | $13193.92     | 0.00%             | 2028-11-30      | Variable      | 6.56%                 | No            | 2                  | On Loan: No      |
| Opal LLC                                                     | Opal LLC, Facility 1st Lien Term Loan B2                                   | CUSIP: F7000QAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    320000 | PA      | $321100.80    | 0.04%             | 2032-03-31      | Variable      | 7.44%                 | No            | 2                  | On Loan: No      |
| Cross Mortgage Trust                                         | Cross Mortgage Trust, Series 2025-H5, Class A1                             | CUSIP: 227920AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1003507.57   | 0.13%             | 2070-07-25      | Variable      | 5.51%                 | No            | 2                  | On Loan: No      |
| Jack Henry & Associates, Inc.                                | Jack Henry & Associates, Inc.                                              | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |      1345 | NS      | $242328.65    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Solventum Corp.                                              | Solventum Corp.                                                            | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    881000 | PA      | $914787.65    | 0.11%             | 2031-03-13      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Whitbread plc                                                | Whitbread plc                                                              | CUSIP: N/A<br>LEI: 21380099VMZKRMN3EX36       | Long             | EC               | CORP              | GB        |       930 | NS      | $36089.60     | 0.00%             |  |  |  | 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        |    177275 | PA      | $177076.03    | 0.02%             | 2027-08-02      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| FDJ United                                                   | FDJ United                                                                 | CUSIP: N/A<br>LEI: 969500R4CLSQFTYYI535       | Long             | EC               | CORP              | FR        |       548 | NS      | $21503.70     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Diameter Capital CLO 3 Ltd.                                  | Diameter Capital CLO 3 Ltd., Series 2022-3A, Class A2R                     | CUSIP: 25255JAN7<br>LEI: 254900L1QJX98W5ORK78 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2503859.00   | 0.31%             | 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        |    112277 | PA      | $112417.22    | 0.01%             | 2031-09-26      | Variable      | 7.08%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                        | Bank of America Corp.                                                      | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    550000 | PA      | $551465.39    | 0.07%             | 2027-01-20      | Variable      | 5.08%                 | No            | 2                  | On Loan: No      |
| Sonic Healthcare Ltd.                                        | Sonic Healthcare Ltd.                                                      | CUSIP: N/A<br>LEI: 549300NQQ5L2NONWR862       | Long             | EC               | CORP              | AU        |      2402 | NS      | $42398.15     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BAT Capital Corp.                                            | BAT Capital Corp.                                                          | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     58000 | PA      | $54874.30     | 0.01%             | 2028-03-25      | Fixed         | 2.26%                 | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                     | Freeport-McMoRan, Inc.                                                     | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |      5222 | NS      | $225204.43    | 0.03%             | 2025-07-24      | Fixed         | 20.72%                | No            | 2                  | On Loan: No      |
| Solventum Corp.                                              | Solventum Corp.                                                            | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127039.25    | 0.02%             | 2027-02-25      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Interpump Group SpA                                          | Interpump Group SpA                                                        | CUSIP: N/A<br>LEI: 815600C79D0F31F4D395       | Long             | EC               | CORP              | IT        |       728 | NS      | $30293.79     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| X Corp.                                                      | X Corp., 1st Lien Term Loan B3                                             | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     30000 | PA      | $29150.10     | 0.00%             | 2029-10-26      | Variable      | 9.50%                 | No            | 2                  | On Loan: No      |
| DBGS                                                         | DBGS, Series 2024-SBL, Class A                                             | CUSIP: 23306QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1400000.00   | 0.18%             | 2034-08-15      | Floating      | 6.19%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     38000 | PA      | $60.39        | 0.00%             |  |  |  | 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        |    107182 | PA      | $106646.24    | 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        |     43000 | NS      | $122059.46    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank plc                                                | AppLovin Corp.                                                             | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | Long             | SN               | CORP              | GB        |       212 | NS      | $76439.34     | 0.01%             | 2025-08-07      | Fixed         | 45.53%                | No            | 2                  | On Loan: No      |
| American Airlines, Inc.                                      | American Airlines, Inc., 1st Lien Term Loan                                | CUSIP: 02376CBR5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    353908 | PA      | $350135.37    | 0.04%             | 2028-02-15      | Variable      | 6.50%                 | No            | 2                  | On Loan: No      |
| Associated Banc-Corp.                                        | Associated Banc-Corp.                                                      | CUSIP: 045487AD7<br>LEI: 549300N3CIN473IW5094 | Long             | DBT              | CORP              | US        |    720000 | PA      | $739918.32    | 0.09%             | 2030-08-29      | Variable      | 6.46%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                              | Goldman Sachs Group, Inc. (The)                                            | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144826.12    | 0.02%             | 2027-09-10      | Variable      | 1.54%                 | No            | 2                  | On Loan: No      |
| Solventum Corp.                                              | Solventum Corp.                                                            | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1215123.44   | 0.15%             | 2029-03-01      | Fixed         | 5.40%                 | 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        |    187912 | PA      | $187583.35    | 0.02%             | 2031-06-02      | Variable      | 7.08%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                           | General Motors Financial Co., Inc.                                         | CUSIP: 37045XEG7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    372000 | PA      | $384562.66    | 0.05%             | 2030-04-06      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                         | Royal Bank of Canada                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     15652 | NS      | $2331259.45   | 0.29%             | 2025-07-14      | Fixed         | 23.09%                | No            | 2                  | On Loan: No      |
| Silver Point CLO 5 Ltd.                                      | Silver Point CLO 5 Ltd., Series 2024-5A, Class B                           | CUSIP: 82809BAE6<br>LEI: 254900IB4JHW6SUR0Q75 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5006266.00   | 0.63%             | 2037-10-20      | Floating      | 6.02%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                                         | American Tower Corp.                                                       | CUSIP: 03027XCL2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71356.62     | 0.01%             | 2030-01-31      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Consumers Energy Co.                                         | Consumers Energy Co.                                                       | CUSIP: 210518DW3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111130.71    | 0.01%             | 2029-05-30      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                         | Alphabet, Inc.                                                             | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     11159 | NS      | $1959386.07   | 0.25%             | 2025-07-24      | Fixed         | 16.05%                | No            | 2                  | On Loan: No      |
| J.P. Morgan Structured Products BV                           | Air Liquide SA, Series EMUP                                                | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      2856 | NS      | $71423.38     | 0.01%             | 2025-07-14      | Fixed         | 44.08%                | No            | 2                  | On Loan: No      |
| L3Harris Technologies, Inc.                                  | L3Harris Technologies, Inc.                                                | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17376.82     | 0.00%             | 2034-06-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Air Lease Corp.                                              | Air Lease Corp.                                                            | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     33000 | PA      | $30883.38     | 0.00%             | 2030-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| M&T Bank Corp.                                               | M&T Bank Corp.                                                             | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    290000 | PA      | $288992.68    | 0.04%             | 2036-01-16      | Variable      | 5.38%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                   | Pacific Gas & Electric Co.                                                 | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142454.99    | 0.02%             | 2028-06-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Aurubis AG                                                   | Aurubis AG                                                                 | CUSIP: N/A<br>LEI: 5299005SHIN9ZK7GW242       | Long             | EC               | CORP              | DE        |       163 | NS      | $16974.80     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bally's Corp.                                                | Bally's Corp., Facility 1st Lien Term Loan B                               | CUSIP: 05875CAB0<br>LEI: 549300NS4D5IK406VT62 | Long             | LON              | CORP              | US        |    265665 | PA      | $234117.44    | 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        |     98977 | PA      | $91677.63     | 0.01%             | 2030-07-31      | Variable      | 6.28%                 | No            | 2                  | On Loan: No      |
| Elisa OYJ                                                    | Elisa OYJ                                                                  | CUSIP: N/A<br>LEI: 743700TU2S3DXWGU7H32       | Long             | EC               | CORP              | FI        |       749 | NS      | $41630.53     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                   | Pacific Gas & Electric Co.                                                 | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    314000 | PA      | $303781.08    | 0.04%             | 2027-12-01      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                              | Citigroup, Inc.                                                            | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    495000 | PA      | $505015.61    | 0.06%             | 2030-02-13      | Variable      | 5.17%                 | No            | 2                  | On Loan: No      |
| TCI-Flatiron CLO Ltd.                                        | TCI-Flatiron CLO Ltd., Series 2018-1A, Class CR                            | CUSIP: 87232AAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002202.00   | 0.13%             | 2032-01-29      | Floating      | 6.29%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                             | Bank of Montreal                                                           | CUSIP: 06370D126<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |       617 | NS      | $298560.71    | 0.04%             | 2025-07-14      | Fixed         | 16.06%                | No            | 2                  | On Loan: No      |
| USI, Inc.                                                    | USI, Inc., 1st Lien Term Loan                                              | CUSIP: 90351NAQ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    334358 | PA      | $333208.26    | 0.04%             | 2030-09-27      | Variable      | 6.55%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                         | JPMorgan Chase & Co.                                                       | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    335000 | PA      | $340903.44    | 0.04%             | 2035-07-22      | Variable      | 5.29%                 | No            | 2                  | On Loan: No      |
| Baxter International, Inc.                                   | Baxter International, Inc.                                                 | CUSIP: 071813CB3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5975.44      | 0.00%             | 2031-04-01      | Fixed         | 1.73%                 | No            | 2                  | On Loan: No      |
| Extra Space Storage LP                                       | Extra Space Storage LP                                                     | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    429000 | PA      | $443110.08    | 0.06%             | 2028-04-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                         | Royal Bank of Canada                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       885 | NS      | $325194.37    | 0.04%             | 2025-07-07      | Fixed         | 14.22%                | No            | 2                  | On Loan: No      |
| Morgan Stanley                                               | Morgan Stanley                                                             | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38238.08     | 0.00%             | 2036-09-16      | Variable      | 2.48%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    123000 | PA      | $314.77       | 0.00%             |  |  |  | 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        |    167000 | PA      | $166791.25    | 0.02%             | 2031-05-19      | Variable      | 6.58%                 | No            | 2                  | On Loan: No      |
| AppLovin Corp.                                               | AppLovin Corp.                                                             | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    828000 | PA      | $838777.28    | 0.11%             | 2029-12-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                 | BX Commercial Mortgage Trust, Series 2020-VIV4, Class A                    | CUSIP: 05608MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    790000 | PA      | $720790.23    | 0.09%             | 2044-03-09      | Fixed         | 2.84%                 | No            | 2                  | On Loan: No      |
| DigiCo Infrastructure REIT                                   | DigiCo Infrastructure REIT                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     18285 | NS      | $40473.78     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                        | NextEra Energy Capital Holdings, Inc.                                      | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43382.76     | 0.01%             | 2032-01-15      | Fixed         | 2.44%                 | 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        |     95824 | PA      | $75222.06     | 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        |     14233 | NS      | $187644.14    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Digital Realty Trust, Inc.                                   | Digital Realty Trust, Inc.                                                 | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |      2751 | NS      | $479581.83    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Primo Brands Corp.                                           | Primo Brands Corp., 1st Lien Term Loan                                     | CUSIP: 89678QAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    177479 | PA      | $178036.00    | 0.02%             | 2028-03-31      | Variable      | 6.55%                 | No            | 2                  | On Loan: No      |
| Nomura Bank International plc                                | Align Technology, Inc.                                                     | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |       607 | NS      | $112476.95    | 0.01%             | 2025-07-30      | Fixed         | 21.07%                | No            | 2                  | On Loan: No      |
| Coloplast A/S                                                | Coloplast A/S, Class B                                                     | CUSIP: N/A<br>LEI: 529900NN7SOJ5QG82X67       | Long             | EC               | CORP              | DK        |       662 | NS      | $63024.35     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                           | Crown Castle, Inc.                                                         | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32864.30     | 0.00%             | 2033-05-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Global Payments, Inc.                                        | Global Payments, Inc.                                                      | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     24000 | PA      | $22694.78     | 0.00%             | 2029-08-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     31000 | PA      | $-253.28      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| OQ Chemicals International Holding GmbH                      | OQ Chemicals International Holding GmbH, 1st Lien Term Loan B2             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |    112806 | PA      | $105811.62    | 0.01%             | 2031-04-08      | Variable      | 7.35%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                             | AT&T, Inc.                                                                 | CUSIP: 06370D167<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |     19901 | NS      | $563965.14    | 0.07%             | 2025-07-23      | Fixed         | 16.97%                | No            | 2                  | On Loan: No      |
| Mastercard, Inc.                                             | Mastercard, Inc., Class A                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      1026 | NS      | $576550.44    | 0.07%             |  |  |  | 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        |    198174 | PA      | $196713.14    | 0.02%             | 2029-09-28      | Variable      | 7.08%                 | No            | 2                  | On Loan: No      |
| Motorola Solutions, Inc.                                     | Motorola Solutions, Inc.                                                   | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    482000 | PA      | $490054.25    | 0.06%             | 2032-08-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                              | Goldman Sachs Group, Inc. (The)                                            | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    684000 | PA      | $632135.54    | 0.08%             | 2030-02-07      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Mill City Mortgage Loan Trust                                | Mill City Mortgage Loan Trust, Series 2023-NQM1, Class A1                  | CUSIP: 59980DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    112222 | PA      | $112200.76    | 0.01%             | 2067-10-25      | Variable      | 6.05%                 | No            | 2                  | On Loan: No      |
| Expand Energy Corp.                                          | Expand Energy Corp.                                                        | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    171000 | PA      | $173438.29    | 0.02%             | 2035-01-15      | Fixed         | 5.70%                 | 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        |      5324 | PA      | $5300.41      | 0.00%             | 2032-04-01      | Variable      | 0.20%                 | No            | 2                  | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                    | Aptiv Swiss Holdings Ltd.                                                  | CUSIP: 03835VAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    198000 | PA      | $195135.32    | 0.02%             | 2029-03-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| M&T Bank Corp.                                               | M&T Bank Corp.                                                             | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    485000 | PA      | $493034.17    | 0.06%             | 2031-07-08      | Variable      | 5.18%                 | No            | 2                  | On Loan: No      |
| Rexel SA                                                     | Rexel SA                                                                   | CUSIP: N/A<br>LEI: 969500N6AVPA51648T62       | Long             | EC               | CORP              | FR        |       831 | NS      | $25630.27     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International plc                       | Dollar General Corp.                                                       | CUSIP: 61779N498<br>LEI: 4PQUHN3JPFGFNF3BB653 | Long             | SN               | CORP              | GB        |      1968 | NS      | $225314.45    | 0.03%             | 2025-07-17      | Fixed         | 21.36%                | No            | 2                  | On Loan: No      |
| AbbVie, Inc.                                                 | AbbVie, Inc.                                                               | CUSIP: 00287YDY2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19287.24     | 0.00%             | 2028-03-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| HSBC Bank plc                                                | Walmart, Inc.                                                              | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | Long             | SN               | CORP              | GB        |      6351 | NS      | $616095.89    | 0.08%             | 2025-08-21      | Fixed         | 13.24%                | No            | 2                  | On Loan: No      |
| Akzo Nobel NV                                                | Akzo Nobel NV                                                              | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | EC               | CORP              | NL        |       338 | NS      | $23715.33     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     28000 | PA      | $-153.89      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                               | BNP Paribas SA                                                             | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |       992 | NS      | $88984.10     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Calpine Corp.                                                | Calpine Corp.                                                              | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    392000 | PA      | $391560.80    | 0.05%             | 2028-03-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Rio Tinto Finance USA plc                                    | Rio Tinto Finance USA plc                                                  | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     90000 | PA      | $91721.09     | 0.01%             | 2030-03-14      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |     32797 | PA      | $86.40        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                                     | Morgan Stanley & Co. LLC                                                   | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Long             | SN               | CORP              | US        |       931 | NS      | $77991.10     | 0.01%             | 2025-07-11      | Fixed         | 35.83%                | No            | 2                  | On Loan: No      |
| EFMT                                                         | EFMT, Series 2025-NQM2, Class A1                                           | CUSIP: 281917AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1002888.09   | 0.13%             | 2070-06-25      | Variable      | 5.60%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust               | Morgan Stanley Residential Mortgage Loan Trust, Series 2025-NQM4, Class A1 | CUSIP: 617945AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $749990.85    | 0.09%             | 2070-06-25      | Variable      | 5.59%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                               | Morgan Stanley                                                             | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    845000 | PA      | $866234.55    | 0.11%             | 2031-04-17      | Variable      | 5.19%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International plc                       | 3M Co.                                                                     | CUSIP: 61779N522<br>LEI: 4PQUHN3JPFGFNF3BB653 | Long             | SN               | CORP              | GB        |      1862 | NS      | $281000.27    | 0.04%             | 2025-07-25      | Fixed         | 15.18%                | 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        |     18756 | PA      | $18807.21     | 0.00%             | 2027-08-02      | Variable      | 9.54%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |     49000 | PA      | $359.58       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Eaton Vance CLO Ltd.                                         | Eaton Vance CLO Ltd., Series 2013-1A, Class B3R                            | CUSIP: 27830BBS2<br>LEI: 5493001O5CL3BBUIEH94 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003024.20   | 0.13%             | 2034-01-15      | Floating      | 6.67%                 | No            | 2                  | On Loan: No      |
| NatWest Group plc                                            | NatWest Group plc                                                          | CUSIP: 639057AL2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    573000 | PA      | $583298.61    | 0.07%             | 2028-03-01      | Variable      | 5.58%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                            | Lyft, Inc.                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     12949 | NS      | $197915.75    | 0.02%             | 2025-08-07      | Fixed         | 34.10%                | No            | 2                  | On Loan: No      |
| Morgan Stanley Finance LLC                                   | Nasdaq, Inc.                                                               | CUSIP: 61779N563<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |      2633 | NS      | $228797.10    | 0.03%             | 2025-07-28      | Fixed         | 11.52%                | 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        |     67000 | NS      | $2450146.72   | 0.31%             |  |  |  | No            | 2                  | On Loan: No      |
| Herschend Entertainment Co. LLC                              | Herschend Entertainment Co. LLC, 1st Lien Term Loan                        | CUSIP: 42778EAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    158000 | PA      | $158954.32    | 0.02%             | 2032-05-27      | Variable      | 7.57%                 | 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        |    254254 | PA      | $237727.92    | 0.03%             | 2027-11-24      | Variable      | 8.43%                 | No            | 3                  | On Loan: No      |
| Societe Generale SA                                          | Twilio, Inc.                                                               | CUSIP: 83371F574<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      1712 | NS      | $199011.66    | 0.02%             | 2025-08-04      | Fixed         | 23.24%                | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                         | Royal Bank of Canada                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      6196 | NS      | $284876.04    | 0.04%             | 2025-07-16      | Fixed         | 15.31%                | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital DAC                                   | AerCap Ireland Capital DAC                                                 | CUSIP: 00774MAV7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    250000 | PA      | $243569.12    | 0.03%             | 2026-10-29      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| DTE Electric Co.                                             | DTE Electric Co., Series A                                                 | CUSIP: 250847EB2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     23000 | PA      | $25450.49     | 0.00%             | 2036-06-01      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                          | Airbnb, Inc.                                                               | CUSIP: 83371F483<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      1434 | NS      | $187198.66    | 0.02%             | 2025-08-06      | Fixed         | 22.08%                | No            | 2                  | On Loan: No      |
| BE Semiconductor Industries NV                               | BE Semiconductor Industries NV                                             | CUSIP: N/A<br>LEI: 7245007A1YFLI2GNYX06       | Long             | EC               | CORP              | NL        |       414 | NS      | $61915.09     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citadel Securities Global Holdings LLC                       | Citadel Securities Global Holdings LLC, Facility 1st Lien Term Loan        | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |    243777 | PA      | $244662.06    | 0.03%             | 2031-10-31      | Variable      | 6.33%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                                         | American Tower Corp.                                                       | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11591.81     | 0.00%             | 2026-09-15      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| Yamaha Motor Co. Ltd.                                        | Yamaha Motor Co. Ltd.                                                      | CUSIP: N/A<br>LEI: 3538004LR5NXILJDHY88       | Long             | EC               | CORP              | JP        |      4900 | NS      | $36667.07     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EastGroup Properties, Inc.                                   | EastGroup Properties, Inc.                                                 | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      1520 | NS      | $254022.40    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| American Tower Corp.                                         | American Tower Corp.                                                       | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    132000 | PA      | $114517.01    | 0.01%             | 2031-09-15      | Fixed         | 2.30%                 | 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        |      5669 | NS      | $295733.32    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Cloudera, Inc.                                               | Cloudera, Inc., 2nd Lien Term Loan                                         | CUSIP: 74339VAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     83000 | PA      | $74959.79     | 0.01%             | 2029-10-10      | Variable      | 10.43%                | No            | 2                  | On Loan: No      |
| Lasertec Corp.                                               | Lasertec Corp.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       400 | NS      | $53624.27     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Lockheed Martin Corp.                                        | Lockheed Martin Corp.                                                      | CUSIP: 539830CA5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21870.65     | 0.00%             | 2034-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| AEP Transmission Co. LLC                                     | AEP Transmission Co. LLC                                                   | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56196.80     | 0.01%             | 2035-06-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank (The)                                  | Stryker Corp.                                                              | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |       660 | NS      | $256425.86    | 0.03%             | 2025-07-30      | Fixed         | 14.45%                | 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        |       478 | NS      | $56153.17     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                        | NextEra Energy Capital Holdings, Inc.                                      | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295816.30    | 0.04%             | 2027-05-01      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Hess Corp.                                                   | Hess Corp.                                                                 | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    467000 | PA      | $465904.75    | 0.06%             | 2027-04-01      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                           | T-Mobile USA, Inc.                                                         | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    238000 | PA      | $237954.71    | 0.03%             | 2028-02-01      | Fixed         | 4.75%                 | 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        |    122385 | PA      | $122537.98    | 0.02%             | 2031-10-21      | Variable      | 7.32%                 | No            | 2                  | On Loan: No      |
| Ares Capital Corp.                                           | Ares Capital Corp.                                                         | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    183000 | PA      | $187240.86    | 0.02%             | 2029-07-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                          | Cboe Global Markets, Inc.                                                  | CUSIP: 83371F566<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |       614 | NS      | $139828.22    | 0.02%             | 2025-08-04      | Fixed         | 12.67%                | No            | 2                  | On Loan: No      |
| Raven Acquisition Holdings LLC                               | Raven Acquisition Holdings LLC, Delayed Draw 1st Lien Term Loan            | CUSIP: 75419XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6914 | PA      | $6904.94      | 0.00%             | 2031-11-19      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                | Comcast Corp.                                                              | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     29000 | PA      | $26939.22     | 0.00%             | 2030-02-01      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| StubHub HoldCo Sub LLC                                       | StubHub Holdco Sub LLC, 1st Lien Term Loan B                               | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |    685936 | PA      | $664212.25    | 0.08%             | 2030-03-15      | Variable      | 9.08%                 | No            | 2                  | On Loan: No      |
| Diamondback Energy, Inc.                                     | Diamondback Energy, Inc.                                                   | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    270000 | PA      | $270799.00    | 0.03%             | 2034-04-18      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     38000 | PA      | $360.26       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                        | Bank of America Corp.                                                      | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1056000 | PA      | $1039790.09   | 0.13%             | 2028-07-21      | Variable      | 3.59%                 | No            | 2                  | On Loan: No      |
| UNITE Group plc (The)                                        | UNITE Group plc (The)                                                      | CUSIP: N/A<br>LEI: 213800BBUUWVDH9YI827       | Long             | EC               | CORP              | GB        |     14337 | NS      | $167094.03    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Atmos Energy Corp.                                           | Atmos Energy Corp.                                                         | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |        97 | NS      | $14948.67     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Range Resources Corp.                                        | Range Resources Corp.                                                      | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |       222 | NS      | $9028.74      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ventas Realty LP                                             | Ventas Realty LP                                                           | CUSIP: 92277GAX5<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123888.72    | 0.02%             | 2034-07-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | S&P 500 E-Mini Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        12 | NC      | $27509.02     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                         | Cheniere Corpus Christi Holdings LLC                                       | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     82000 | PA      | $79105.44     | 0.01%             | 2029-11-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Federal Realty Investment Trust                              | Federal Realty Investment Trust                                            | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               | CORP              | US        |      1313 | NS      | $124721.87    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Nomura Bank International plc                                | Nomura Bank International plc                                              | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      3348 | NS      | $158816.18    | 0.02%             | 2025-08-22      | Fixed         | 30.09%                | No            | 2                  | On Loan: No      |
| Societe Generale SA                                          | Vulcan Materials Co.                                                       | CUSIP: 83371F624<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |       419 | NS      | $109349.61    | 0.01%             | 2025-08-06      | Fixed         | 12.63%                | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                           | Crown Castle, Inc.                                                         | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34049.61     | 0.00%             | 2027-03-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                      | CenterPoint Energy Houston Electric LLC                                    | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109865.01    | 0.01%             | 2035-03-01      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Southern California Edison Co.                               | Southern California Edison Co., Series B                                   | CUSIP: 842400GJ6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    193000 | PA      | $187641.57    | 0.02%             | 2028-03-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Mill City Mortgage Loan Trust                                | Mill City Mortgage Loan Trust, Series 2023-NQM2, Class A1                  | CUSIP: 59981CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170423 | PA      | $170590.93    | 0.02%             | 2067-12-25      | Variable      | 6.24%                 | 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        |    574664 | PA      | $572508.76    | 0.07%             | 2030-12-02      | Variable      | 6.05%                 | 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        |     32769 | PA      | $32136.67     | 0.00%             | 2027-12-17      | Variable      | 7.94%                 | No            | 2                  | On Loan: No      |
| Glencore Funding LLC                                         | Glencore Funding LLC                                                       | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    440000 | PA      | $448460.58    | 0.06%             | 2034-04-04      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Honda Motor Co. Ltd.                                         | Honda Motor Co. Ltd.                                                       | CUSIP: N/A<br>LEI: 549300P7ZYCQJ36CCS16       | Long             | EC               | CORP              | JP        |     23400 | NS      | $225642.80    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Williams Cos., Inc. (The)                                    | Williams Cos., Inc. (The)                                                  | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98842.03     | 0.01%             | 2027-06-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Mitsubishi Estate Co. Ltd.                                   | Mitsubishi Estate Co. Ltd.                                                 | CUSIP: N/A<br>LEI: 353800KOFMRGOXSJ5Z65       | Long             | EC               | CORP              | JP        |      8100 | NS      | $151851.66    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Velocity Commercial Capital Loan Trust                       | Velocity Commercial Capital Loan Trust, Series 2025-3, Class A             | CUSIP: 92262RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    487281 | PA      | $491452.13    | 0.06%             | 2055-06-25      | Variable      | 5.87%                 | No            | 2                  | On Loan: No      |
| Baltimore Gas & Electric Co.                                 | Baltimore Gas & Electric Co.                                               | CUSIP: 059165EN6<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12428.31     | 0.00%             | 2031-06-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Orion OYJ                                                    | Orion OYJ, Class B                                                         | CUSIP: N/A<br>LEI: 74370029VAHCXDR7B745       | Long             | EC               | CORP              | FI        |       561 | NS      | $42206.00     | 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        |   2000000 | PA      | $2000000.00   | 0.25%             | 2034-10-15      | Floating      | 5.69%                 | No            | 2                  | On Loan: No      |
| Motorola Solutions, Inc.                                     | Motorola Solutions, Inc.                                                   | CUSIP: 620076BY4<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    355000 | PA      | $360802.89    | 0.05%             | 2029-04-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Synopsys, Inc.                                               | Synopsys, Inc.                                                             | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    475000 | PA      | $481588.20    | 0.06%             | 2030-04-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Blackstone Secured Lending Fund                              | Blackstone Secured Lending Fund                                            | CUSIP: 09261XAG7<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    108000 | PA      | $100504.00    | 0.01%             | 2028-09-30      | Fixed         | 2.85%                 | 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        |    203238 | PA      | $203266.70    | 0.03%             | 2031-10-31      | Variable      | 6.33%                 | No            | 2                  | On Loan: No      |
| LKQ Corp.                                                    | LKQ Corp.                                                                  | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      4234 | NS      | $156700.34    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Prologis LP                                                  | Prologis LP                                                                | CUSIP: 74340XCJ8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     73000 | PA      | $73185.45     | 0.01%             | 2034-03-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     59000 | PA      | $-481.37      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                         | JPMorgan Chase & Co.                                                       | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    225000 | PA      | $233177.24    | 0.03%             | 2036-04-22      | Variable      | 5.57%                 | No            | 2                  | On Loan: No      |
| HSBC USA, Inc.                                               | HSBC USA, Inc.                                                             | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   1068000 | PA      | $1076424.04   | 0.13%             | 2028-06-03      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Dayforce, Inc.                                               | Dayforce, Inc., 1st Lien Term Loan B                                       | CUSIP: 23958CAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    430735 | PA      | $430735.31    | 0.05%             | 2031-03-01      | Variable      | 6.28%                 | 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        |    386516 | PA      | $386376.37    | 0.05%             | 2031-12-29      | Variable      | 7.33%                 | No            | 2                  | On Loan: No      |
| Genuine Parts Co.                                            | Genuine Parts Co.                                                          | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |       201 | NS      | $24383.31     | 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        |    370855 | PA      | $370948.04    | 0.05%             | 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        |      1820 | NS      | $292583.20    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Freeport-McMoRan, Inc.                                       | Freeport-McMoRan, Inc.                                                     | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    303000 | PA      | $299324.04    | 0.04%             | 2028-03-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Chobani LLC                                                  | Chobani LLC, 1st Lien Term Loan                                            | CUSIP: 17026YAK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    551072 | PA      | $552333.62    | 0.07%             | 2027-10-25      | Variable      | 6.83%                 | No            | 2                  | On Loan: No      |
| AppLovin Corp.                                               | AppLovin Corp.                                                             | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    720000 | PA      | $731012.80    | 0.09%             | 2034-12-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                            | CIFC Funding 2020-III Ltd., Series 2020-3A, Class BR                       | CUSIP: 12560EAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2003923.20   | 0.25%             | 2034-10-20      | Floating      | 6.18%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDIT                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1190000 | PA      | $-858.27      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Essential Properties Realty Trust, Inc.                      | Essential Properties Realty Trust, Inc.                                    | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |      5550 | NS      | $177100.50    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Hewlett Packard Enterprise Co.                               | Hewlett Packard Enterprise Co.                                             | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      1450 | NS      | $29652.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Pike Corp.                                                   | Pike Corp., 1st Lien Term Loan                                             | CUSIP: 72108PAR5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | LON              | CORP              | US        |    189698 | PA      | $190673.07    | 0.02%             | 2028-01-21      | Variable      | 7.44%                 | No            | 2                  | On Loan: No      |
| Nomura Bank International plc                                | Waste Management, Inc.                                                     | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |       823 | NS      | $188921.63    | 0.02%             | 2025-07-24      | Fixed         | 7.43%                 | No            | 2                  | On Loan: No      |
| CaixaBank SA                                                 | CaixaBank SA                                                               | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    649000 | PA      | $650616.43    | 0.08%             | 2029-07-03      | Variable      | 4.63%                 | 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        |    585924 | PA      | $581822.93    | 0.07%             | 2029-10-19      | Variable      | 7.58%                 | No            | 2                  | On Loan: No      |
| Raymond James Financial, Inc.                                | Raymond James Financial, Inc.                                              | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |       210 | NS      | $32207.70     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| FNB Corp.                                                    | FNB Corp.                                                                  | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |    331000 | PA      | $332874.50    | 0.04%             | 2030-12-11      | Variable      | 5.72%                 | No            | 2                  | On Loan: No      |
| Severn Trent plc                                             | Severn Trent plc                                                           | CUSIP: N/A<br>LEI: 213800RPBXRETY4A4C59       | Long             | EC               | CORP              | GB        |      1371 | NS      | $51511.48     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Generac Power Systems, Inc.                                  | Generac Power Systems, Inc., 1st Lien Term Loan                            | CUSIP: 36874VAQ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99250 | PA      | $99208.32     | 0.01%             | 2031-06-12      | Variable      | 6.07%                 | No            | 2                  | On Loan: No      |
| Nomura Bank International plc                                | United Rentals, Inc.                                                       | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |       236 | NS      | $173280.78    | 0.02%             | 2025-07-25      | Fixed         | 15.61%                | No            | 2                  | On Loan: No      |
| Peraton Corp.                                                | Peraton Corp., 2nd Lien Term Loan B1                                       | CUSIP: 71360HAG2<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |     72744 | PA      | $50557.21     | 0.01%             | 2029-02-01      | Variable      | 12.18%                | No            | 2                  | On Loan: No      |
| N/A                                                          | CDI                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   5629718 | PA      | $-31395.71    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| OBX Trust                                                    | OBX Trust, Series 2022-NQM9, Class A1A                                     | CUSIP: 67118LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    905505 | PA      | $905426.75    | 0.11%             | 2062-09-25      | Variable      | 6.45%                 | 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        |     47907 | PA      | $47410.45     | 0.01%             | 2028-08-23      | Variable      | 8.44%                 | No            | 2                  | On Loan: No      |
| Orix JREIT, Inc.                                             | Orix JREIT, Inc.                                                           | CUSIP: N/A<br>LEI: 353800WVNTBIU65TA247       | Long             | EC               | CORP              | JP        |        48 | NS      | $62618.17     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Eni SpA                                                      | Eni SpA                                                                    | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |     11075 | NS      | $178906.89    | 0.02%             |  |  |  | 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        |    195319 | PA      | $198331.04    | 0.02%             | 2028-05-04      | Variable      | 9.83%                 | No            | 2                  | On Loan: No      |
| Vinci SA                                                     | Vinci SA                                                                   | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |      3232 | NS      | $476624.28    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Nomura Bank International plc                                | Nomura Bank International plc                                              | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |       365 | NS      | $283168.34    | 0.04%             | 2025-08-22      | Fixed         | 9.85%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Finance LLC                                   | Morgan Stanley Finance LLC, Series N11R                                    | CUSIP: 61779N431<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       649 | NS      | $202870.03    | 0.03%             | 2025-07-31      | Fixed         | 33.65%                | 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        |    167653 | PA      | $167911.04    | 0.02%             | 2028-08-17      | Variable      | 7.83%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                            | Cadence Design Systems, Inc.                                               | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       270 | NS      | $83204.97     | 0.01%             | 2025-07-23      | Fixed         | 19.52%                | No            | 2                  | On Loan: No      |
| Pregis Topco LLC                                             | Pregis TopCo LLC, 1st Lien Term Loan                                       | CUSIP: 74045BAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    135283 | PA      | $135553.90    | 0.02%             | 2029-02-01      | Variable      | 8.33%                 | 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        |    332549 | PA      | $333363.43    | 0.04%             | 2029-12-20      | Variable      | 6.05%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                          | Booking Holdings, Inc.                                                     | CUSIP: 83371F756<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |        50 | NS      | $280760.94    | 0.04%             | 2025-08-01      | Fixed         | 9.58%                 | No            | 2                  | On Loan: No      |
| Realty Income Corp.                                          | Realty Income Corp.                                                        | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     96000 | PA      | $89983.53     | 0.01%             | 2031-01-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| NiSource, Inc.                                               | NiSource, Inc.                                                             | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    106000 | PA      | $107763.32    | 0.01%             | 2034-04-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Teradyne, Inc.                                               | Teradyne, Inc.                                                             | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |       255 | NS      | $22929.60     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| nVent Electric plc                                           | nVent Electric plc                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |       115 | NS      | $8423.75      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Assurant, Inc.                                               | Assurant, Inc.                                                             | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      5212 | NS      | $1029317.88   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| ALTERA Corp.                                                 | Altera Corp, 1st Lien Term Loan B                                          | CUSIP: 40054QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    135000 | PA      | $134887.95    | 0.02%             | 2032-06-18      | Variable      | 7.07%                 | No            | 2                  | On Loan: No      |
| Fiserv, Inc.                                                 | Fiserv, Inc.                                                               | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80292.45     | 0.01%             | 2034-08-12      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Anticimex Global AB                                          | Anticimex Global AB, 1st Lien Term Loan B6                                 | CUSIP: 03703HAB2<br>LEI: N/A                  | Long             | LON              | CORP              | SE        |    109723 | PA      | $110024.70    | 0.01%             | 2028-11-16      | Variable      | 7.66%                 | No            | 2                  | On Loan: No      |
| Transdigm, Inc.                                              | TransDigm, Inc., 1st Lien Term Loan L                                      | CUSIP: 89364MCD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    149868 | PA      | $150068.32    | 0.02%             | 2032-01-19      | Variable      | 6.80%                 | No            | 2                  | On Loan: No      |
| Asurion LLC                                                  | Asurion LLC, 1st Lien Term Loan B13                                        | CUSIP: 04649VBE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    255643 | PA      | $248101.43    | 0.03%             | 2030-09-19      | Variable      | 8.58%                 | No            | 2                  | On Loan: No      |
| Globe Life, Inc.                                             | Globe Life, Inc.                                                           | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |      1994 | NS      | $247834.26    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| CommonSpirit Health                                          | CommonSpirit Health                                                        | CUSIP: 20268JAB9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     69000 | PA      | $65978.57     | 0.01%             | 2029-10-01      | Fixed         | 3.35%                 | 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        |     39402 | PA      | $37699.68     | 0.00%             | 2030-02-18      | Variable      | 7.58%                 | 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        |    158221 | PA      | $158711.73    | 0.02%             | 2030-09-30      | Variable      | 8.30%                 | No            | 2                  | On Loan: No      |
| MFA Trust                                                    | MFA Trust, Series 2023-NQM2, Class A1                                      | CUSIP: 55285WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    291146 | PA      | $289101.86    | 0.04%             | 2068-03-25      | Variable      | 4.40%                 | No            | 2                  | On Loan: No      |
| NEXTDC Ltd.                                                  | NEXTDC Ltd.                                                                | CUSIP: N/A<br>LEI: 529900RTERU3X7G3D672       | Long             | EC               | CORP              | AU        |     13328 | NS      | $127220.61    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Teleperformance SE                                           | Teleperformance SE                                                         | CUSIP: N/A<br>LEI: 9695004GI61FHFFNRG61       | Long             | EC               | CORP              | FR        |       279 | NS      | $27098.53     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| General Motors Co.                                           | General Motors Co.                                                         | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    245000 | PA      | $248724.45    | 0.03%             | 2028-04-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                        | Bank of America Corp., Series FIX                                          | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    933000 | PA      | $956277.95    | 0.12%             | 2031-01-24      | Variable      | 5.16%                 | No            | 2                  | On Loan: No      |
| Hartford Insurance Group, Inc. (The)                         | Hartford Insurance Group, Inc. (The)                                       | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      1948 | NS      | $247142.76    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| HERC HOLDINGS, Inc.                                          | Herc Holdings, Inc., 1st Lien Term Loan                                    | CUSIP: 42705FAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     51000 | PA      | $51148.92     | 0.01%             | 2032-06-02      | Variable      | 6.32%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     90000 | PA      | $644.79       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LoanCore 2025 Issuer LLC                                     | LoanCore 2025 Issuer LLC, Series 2025-CRE8, Class A                        | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    630000 | PA      | $628011.52    | 0.08%             | 2042-08-17      | Floating      | 5.70%                 | 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        |    387840 | PA      | $387518.16    | 0.05%             | 2031-05-27      | Variable      | 7.29%                 | No            | 2                  | On Loan: No      |
| Hewlett Packard Enterprise Co.                               | Hewlett Packard Enterprise Co.                                             | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    230000 | PA      | $228849.52    | 0.03%             | 2029-10-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Invincible Investment Corp.                                  | Invincible Investment Corp.                                                | CUSIP: N/A<br>LEI: 353800JY6M2692VAV685       | Long             | EC               | CORP              | JP        |       103 | NS      | $44354.84     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                            | Xylem, Inc.                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      1929 | NS      | $248959.03    | 0.03%             | 2025-07-30      | Fixed         | 10.49%                | No            | 2                  | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                         | Anheuser-Busch InBev Worldwide, Inc.                                       | CUSIP: 035240AF7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     57000 | PA      | $61259.46     | 0.01%             | 2035-06-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| CK Asset Holdings Ltd.                                       | CK Asset Holdings Ltd.                                                     | CUSIP: N/A<br>LEI: 5299006GJZSGP78B8S35       | Long             | EC               | CORP              | KY        |     19500 | NS      | $86167.07     | 0.01%             |  |  |  | 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        |     57645 | PA      | $55987.62     | 0.01%             | 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        |       648 | NS      | $19821.44     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| COLT Mortgage Loan Trust                                     | COLT Mortgage Loan Trust, Series 2022-5, Class A1                          | CUSIP: 19688LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205005 | PA      | $205423.99    | 0.03%             | 2067-04-25      | Variable      | 4.55%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                        | NextEra Energy Capital Holdings, Inc.                                      | CUSIP: 65339KCP3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     57000 | PA      | $57460.82     | 0.01%             | 2033-02-28      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Nasdaq, Inc.                                                 | Nasdaq, Inc.                                                               | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    149000 | PA      | $153415.23    | 0.02%             | 2028-06-28      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Ballyrock CLO 27 Ltd.                                        | Ballyrock CLO 27 Ltd., Series 2024-27A, Class A1A                          | CUSIP: 05874UAA3<br>LEI: 254900WCB773D35B5908 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1505089.35   | 0.19%             | 2037-10-25      | Floating      | 5.63%                 | 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        |    530803 | PA      | $530739.44    | 0.07%             | 2032-01-23      | Variable      | 6.33%                 | 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        |   1000000 | PA      | $1003369.10   | 0.13%             | 2038-01-20      | Floating      | 5.59%                 | No            | 2                  | On Loan: No      |
| Intesa Sanpaolo SpA                                          | Intesa Sanpaolo SpA                                                        | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    400000 | PA      | $400886.02    | 0.05%             | 2026-01-15      | Fixed         | 5.71%                 | No            | 2                  | On Loan: No      |
| Koninklijke KPN NV                                           | Koninklijke KPN NV                                                         | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |    261262 | NS      | $1274485.83   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                             | Deutsche Bank AG                                                           | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    240000 | PA      | $233106.47    | 0.03%             | 2028-01-07      | Variable      | 2.55%                 | No            | 2                  | On Loan: No      |
| Croda International plc                                      | Croda International plc                                                    | CUSIP: N/A<br>LEI: 2138004WCNBFJEEOXV26       | Long             | EC               | CORP              | GB        |       679 | NS      | $27260.50     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Home Depot, Inc. (The)                                       | Home Depot, Inc. (The)                                                     | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      3512 | NS      | $1287639.68   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Guardian US Holdco LLC                                       | Guardian US Holdco LLC, 1st Lien Term Loan                                 | CUSIP: 40147EAB5<br>LEI: 254900OSYC6XQ21DY128 | Long             | LON              | CORP              | US        |     59547 | PA      | $59248.87     | 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        |     92726 | PA      | $92610.20     | 0.01%             | 2031-11-19      | Variable      | 7.58%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                   | Pacific Gas & Electric Co.                                                 | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    369000 | PA      | $320310.97    | 0.04%             | 2031-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| PECO Energy Co.                                              | PECO Energy Co.                                                            | CUSIP: 693304BF3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86299.34     | 0.01%             | 2033-06-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                          | Amazon.com, Inc.                                                           | CUSIP: 83371F590<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      6542 | NS      | $1391646.10   | 0.17%             | 2025-08-04      | Fixed         | 17.53%                | No            | 2                  | On Loan: No      |
| PG&E Corp.                                                   | PG&E Corp.                                                                 | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     88000 | PA      | $83832.53     | 0.01%             | 2030-07-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| AXA SA                                                       | AXA SA                                                                     | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |      6917 | NS      | $339659.57    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Whatabrands LLC                                              | Whatabrands LLC, 1st Lien Term Loan B                                      | CUSIP: 96244UAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    193658 | PA      | $193668.05    | 0.02%             | 2028-08-03      | Variable      | 6.83%                 | No            | 2                  | On Loan: No      |
| Fanatics Commerce Intermediate Holdco LLC                    | Fanatics Commerce Intermediate Holdco LLC, 1st Lien Term Loan              | CUSIP: 30709UAB0<br>LEI: 254900YDIRBC66RGAG10 | Long             | LON              | CORP              | US        |     75023 | PA      | $74835.56     | 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        |     58084 | PA      | $57648.07     | 0.01%             | 2031-06-25      | Variable      | 7.33%                 | No            | 3                  | On Loan: No      |
| Kinder Morgan, Inc.                                          | Kinder Morgan, Inc.                                                        | CUSIP: 494553AE0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    355000 | PA      | $359502.95    | 0.05%             | 2034-02-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Realty Income Corp.                                          | Realty Income Corp.                                                        | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70083.54     | 0.01%             | 2035-04-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Hilcorp Energy I LP                                          | Hilcorp Energy I LP, 1st Lien Term Loan                                    | CUSIP: 431319AH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    143640 | PA      | $143640.00    | 0.02%             | 2030-02-06      | Variable      | 6.31%                 | 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        |    199000 | PA      | $200514.39    | 0.03%             | 2031-10-03      | Variable      | 6.08%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                            | Equifax, Inc.                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       523 | NS      | $136218.02    | 0.02%             | 2025-07-17      | Fixed         | 16.26%                | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank (The)                                  | Monolithic Power Systems, Inc.                                             | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |       371 | NS      | $262514.19    | 0.03%             | 2025-08-04      | Fixed         | 33.81%                | No            | 2                  | On Loan: No      |
| Targa Resources Corp.                                        | Targa Resources Corp.                                                      | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    107000 | PA      | $107374.84    | 0.01%             | 2035-02-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                           | Crown Castle, Inc.                                                         | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6036.02      | 0.00%             | 2028-09-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                | Comcast Corp.                                                              | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     83000 | PA      | $79584.70     | 0.01%             | 2030-04-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | Foreign Exchange JPY/USD                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       324 | NC      | $52351.92     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CenterPoint Energy Resources Corp.                           | CenterPoint Energy Resources Corp.                                         | CUSIP: 15189YAG1<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18434.76     | 0.00%             | 2028-03-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                            | Ecolab, Inc.                                                               | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      1025 | NS      | $276027.76    | 0.03%             | 2025-07-30      | Fixed         | 8.30%                 | 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        |    121672 | PA      | $122371.64    | 0.02%             | 2028-06-30      | Variable      | 8.83%                 | No            | 2                  | On Loan: No      |
| PROOFPOINT, Inc.                                             | Proofpoint, Inc., 1st Lien Term Loan                                       | CUSIP: 74345HAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     62000 | PA      | $62006.82     | 0.01%             | 2028-08-31      | Variable      | 6.78%                 | No            | 2                  | On Loan: No      |
| Fidelity National Information Services, Inc.                 | Fidelity National Information Services, Inc.                               | CUSIP: 31620MBY1<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    234000 | PA      | $238292.71    | 0.03%             | 2032-07-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| MidAmerican Energy Co.                                       | MidAmerican Energy Co.                                                     | CUSIP: 595620AE5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     21000 | PA      | $22195.45     | 0.00%             | 2035-11-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                     | UnitedHealth Group, Inc.                                                   | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    535000 | PA      | $537749.95    | 0.07%             | 2031-01-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                          | Elanco Animal Health, Inc.                                                 | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |     20503 | NS      | $282371.71    | 0.04%             | 2025-08-08      | Fixed         | 28.72%                | No            | 2                  | On Loan: No      |
| TICP CLO VI Ltd.                                             | TICP CLO VI Ltd., Series 2016-6A, Class BR2                                | CUSIP: 87246MAU6<br>LEI: 254900JG2DPAYUCW8T83 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001093.00   | 0.13%             | 2034-01-15      | Floating      | 6.02%                 | No            | 2                  | On Loan: No      |
| Telstra Group Ltd.                                           | Telstra Group Ltd.                                                         | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | EC               | CORP              | AU        |     20976 | NS      | $66884.55     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                         | JPMorgan Chase & Co.                                                       | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1036000 | PA      | $947209.89    | 0.12%             | 2031-04-22      | Variable      | 2.52%                 | No            | 2                  | On Loan: No      |
| Ares Capital Corp.                                           | Ares Capital Corp.                                                         | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    294000 | PA      | $292769.77    | 0.04%             | 2032-03-08      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                                 | UBS Group AG                                                               | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    400000 | PA      | $462564.40    | 0.06%             | 2033-11-13      | Variable      | 9.25%                 | No            | 2                  | On Loan: No      |
| Trane Technologies plc                                       | Trane Technologies plc                                                     | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |        62 | NS      | $27119.42     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RTX Corp.                                                    | RTX Corp.                                                                  | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    131000 | PA      | $137203.60    | 0.02%             | 2029-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                                     | Angel Oak Mortgage Trust, Series 2023-5, Class A1                          | CUSIP: 03465RAA0<br>LEI: 25490044I2782VP4HJ09 | Long             | ABS-MBS          | CORP              | US        |   1018217 | PA      | $1008595.62   | 0.13%             | 2067-09-25      | Variable      | 4.80%                 | No            | 2                  | On Loan: No      |
| Williams Cos., Inc. (The)                                    | Williams Cos., Inc. (The)                                                  | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      9480 | NS      | $595438.80    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| CommonSpirit Health                                          | CommonSpirit Health                                                        | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    161000 | PA      | $147386.50    | 0.02%             | 2030-10-01      | Fixed         | 2.78%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                              | Intercontinental Exchange, Inc.                                            | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    122000 | PA      | $101268.66    | 0.01%             | 2032-09-15      | Fixed         | 1.85%                 | No            | 2                  | On Loan: No      |
| AT&T Reign II Multi-Property Lease-Backed Pass Through Trust | AT&T Reign II Multi-Property Lease-Backed Pass-Through Trust               | CUSIP: 046912AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    595000 | PA      | $595323.98    | 0.07%             | 2044-12-15      | Fixed         | 6.09%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                                   | Verus Securitization Trust, Series 2022-3, Class A1                        | CUSIP: 92538UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    519056 | PA      | $496329.12    | 0.06%             | 2067-02-25      | Variable      | 4.13%                 | No            | 2                  | On Loan: No      |
| L3Harris Technologies, Inc.                                  | L3Harris Technologies, Inc.                                                | CUSIP: 413875AS4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    118000 | PA      | $115442.41    | 0.01%             | 2035-04-27      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                            | Life Time Group Holdings, Inc.                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      4736 | NS      | $142367.37    | 0.02%             | 2025-08-01      | Fixed         | 23.70%                | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                         | Charter Communications Operating LLC                                       | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    737000 | PA      | $786347.89    | 0.10%             | 2034-06-01      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| Lockheed Martin Corp.                                        | Lockheed Martin Corp., Series B                                            | CUSIP: 539830AR0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     23000 | PA      | $25381.54     | 0.00%             | 2036-09-01      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| Ohio Power Co.                                               | Ohio Power Co., Series F                                                   | CUSIP: 199575AV3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9322.91      | 0.00%             | 2035-10-01      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| SWF Holdings I Corp.                                         | SWF Holdings I Corp., 1st Lien Term Loan A2                                | CUSIP: 78489HAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    129852 | PA      | $98957.62     | 0.01%             | 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        |    423382 | PA      | $413703.07    | 0.05%             | 2031-01-29      | Variable      | 8.45%                 | No            | 2                  | On Loan: No      |
| Palmer Square CLO Ltd.                                       | Palmer Square CLO Ltd., Series 2022-1A, Class B                            | CUSIP: 69689QAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501475.20    | 0.06%             | 2035-04-20      | Floating      | 6.07%                 | No            | 2                  | On Loan: No      |
| Eastman Chemical Co.                                         | Eastman Chemical Co.                                                       | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19265.01     | 0.00%             | 2029-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| RealPage, Inc.                                               | RealPage, Inc., 1st Lien Term Loan                                         | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    335027 | PA      | $332447.04    | 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        |     14242 | NS      | $121702.49    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Wellington Management CLO 3 Ltd.                             | Wellington Management CLO 3 Ltd., Series 2024-3A, Class A1                 | CUSIP: 949575AA2<br>LEI: 2138007662K4YWZ79U31 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1003121.40   | 0.13%             | 2037-07-18      | Floating      | 5.63%                 | 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        |    600000 | PA      | $600959.88    | 0.08%             | 2039-06-15      | Floating      | 6.20%                 | No            | 2                  | On Loan: No      |
| Expedia Group, Inc.                                          | Expedia Group, Inc.                                                        | CUSIP: 30212PAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $34481.98     | 0.00%             | 2028-02-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                         | JPMorgan Chase & Co.                                                       | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1481571.60   | 0.19%             | 2030-07-22      | Variable      | 5.00%                 | No            | 2                  | On Loan: No      |
| Alstom SA                                                    | Alstom SA                                                                  | CUSIP: N/A<br>LEI: 96950032TUYMW11FB530       | Long             | EC               | CORP              | FR        |      2307 | NS      | $53847.55     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Orbcomm, Inc.                                                | Orbcomm, Inc., 1st Lien Term Loan                                          | CUSIP: 68558RAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     86068 | PA      | $77374.92     | 0.01%             | 2028-09-01      | Variable      | 8.75%                 | No            | 2                  | On Loan: No      |
| America Movil SAB de CV                                      | America Movil SAB de CV                                                    | CUSIP: 02364WBH7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    262000 | PA      | $253412.95    | 0.03%             | 2029-04-22      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| GLP Capital LP                                               | GLP Capital LP                                                             | CUSIP: 361841AP4<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    154000 | PA      | $147992.64    | 0.02%             | 2030-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Lehman Brothers Holdings, Inc.                               | Lehman Brothers Holdings, Inc., Capital Trust VII                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JP        |     15000 | PA      | $0.00         | 0.00%             | 2049-11-01      | Fixed         | 5.88%                 | No            | 3                  | On Loan: No      |
| Charter Communications Operating LLC                         | Charter Communications Operating LLC                                       | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    204000 | PA      | $203985.05    | 0.03%             | 2025-07-23      | Fixed         | 4.91%                 | No            | 2                  | On Loan: No      |
| Celestial- Saturn Parent, Inc.                               | Celestial-Saturn Parent, Inc., 2nd Lien Term Loan                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    115000 | PA      | $111435.00    | 0.01%             | 2029-06-04      | Variable      | 10.94%                | No            | 2                  | On Loan: No      |
| LondonMetric Property plc                                    | LondonMetric Property plc                                                  | CUSIP: N/A<br>LEI: 213800OCERWWPQDURL87       | Long             | EC               | CORP              | GB        |     97989 | NS      | $273624.31    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Brookdale Senior Living, Inc.                                | Brookdale Senior Living, Inc.                                              | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               | CORP              | US        |     10463 | NS      | $72822.48     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| HCA, Inc.                                                    | HCA, Inc.                                                                  | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    341000 | PA      | $350675.26    | 0.04%             | 2035-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| LABL, Inc.                                                   | LABL, Inc., 1st Lien Term Loan B                                           | CUSIP: 50168EAN2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | LON              | CORP              | US        |    261607 | PA      | $235032.58    | 0.03%             | 2028-10-30      | Variable      | 9.43%                 | No            | 2                  | On Loan: No      |
| Bank of Nova Scotia (The)                                    | Bank of Nova Scotia (The)                                                  | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |      6412 | NS      | $354561.12    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Banco Santander SA                                           | Banco Santander SA                                                         | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |      9607 | NS      | $79554.40     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                           | Energy Transfer LP                                                         | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    122000 | PA      | $117053.94    | 0.01%             | 2030-05-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                                         | American Tower Corp.                                                       | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    596000 | PA      | $609840.38    | 0.08%             | 2029-02-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| GATX Corp.                                                   | GATX Corp.                                                                 | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    257000 | PA      | $260554.30    | 0.03%             | 2027-03-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                     | UnitedHealth Group, Inc.                                                   | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71345.62     | 0.01%             | 2035-06-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                | Comcast Corp.                                                              | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     37000 | PA      | $31590.97     | 0.00%             | 2031-02-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     31000 | PA      | $-190.62      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Fontainebleau Miami Beach Mortgage Trust                     | Fontainebleau Miami Beach Mortgage Trust, Series 2024-FBLU, Class A        | CUSIP: 34461WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    770000 | PA      | $769999.85    | 0.10%             | 2039-12-15      | Floating      | 5.76%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                          | Martin Marietta Materials, Inc.                                            | CUSIP: 83371F665<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |       399 | NS      | $218617.11    | 0.03%             | 2025-08-08      | Fixed         | 12.40%                | No            | 2                  | On Loan: No      |
| Eiffage SA                                                   | Eiffage SA                                                                 | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |       461 | NS      | $64776.62     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| EMRLD Borrower LP                                            | EMRLD Borrower LP, 1st Lien Term Loan                                      | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    352338 | PA      | $351523.60    | 0.04%             | 2031-08-04      | Variable      | 6.83%                 | 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        |    110000 | PA      | $46383.70     | 0.01%             | 2029-11-01      | Variable      | 11.38%                | No            | 2                  | On Loan: No      |
| TransDigm, Inc.                                              | TransDigm, Inc., 1st Lien Term Loan J                                      | CUSIP: 89364MCA0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    959495 | PA      | $961126.54    | 0.12%             | 2031-02-28      | Variable      | 6.80%                 | No            | 2                  | On Loan: No      |
| Murphy USA, Inc.                                             | Murphy USA, Inc., 1st Lien Term Loan B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     56000 | PA      | $56389.76     | 0.01%             | 2028-01-31      | Variable      | 6.07%                 | 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        |     24188 | NS      | $1676084.48   | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| AP Grange Holdings LLC                                       | AP Grange Holdings LLC                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |    209084 | PA      | $207264.97    | 0.03%             | 2045-03-20      | Fixed         | 6.50%                 | Yes           | 3                  | On Loan: No      |
| Air Liquide SA                                               | Air Liquide SA                                                             | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |      5558 | NS      | $1146065.90   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Regency Centers Corp.                                        | Regency Centers Corp.                                                      | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |      3156 | NS      | $224801.88    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Nomura Bank International plc                                | Pfizer, Inc.                                                               | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      6779 | NS      | $164235.16    | 0.02%             | 2025-07-30      | Fixed         | 25.30%                | No            | 2                  | On Loan: No      |
| Southern California Edison Co.                               | Southern California Edison Co.                                             | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    143000 | PA      | $144436.91    | 0.02%             | 2029-06-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| NRG Energy, Inc.                                             | NRG Energy, Inc.                                                           | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    256000 | PA      | $242972.43    | 0.03%             | 2027-12-02      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Palfinger AG                                                 | Palfinger AG                                                               | CUSIP: N/A<br>LEI: 529900IFAV83BX8O1O91       | Long             | EC               | CORP              | AT        |       170 | NS      | $7178.95      | 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        |    301401 | PA      | $300961.13    | 0.04%             | 2027-07-30      | Variable      | 7.69%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences, Inc.                                        | Gilead Sciences, Inc.                                                      | CUSIP: 375558CB7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     94000 | PA      | $95944.82     | 0.01%             | 2029-11-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| South Bow Corp.                                              | South Bow Corp.                                                            | CUSIP: 83671M105<br>LEI: 2549000XS5TAFA3YF943 | Long             | EC               | CORP              | CA        |       341 | NS      | $8835.31      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Konecranes OYJ                                               | Konecranes OYJ                                                             | CUSIP: N/A<br>LEI: 549300EF0CDEQZBMA096       | Long             | EC               | CORP              | FI        |       459 | NS      | $36472.94     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Brookfield Finance, Inc.                                     | Brookfield Finance, Inc.                                                   | CUSIP: 11271LAN2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    213000 | PA      | $203830.24    | 0.03%             | 2055-01-15      | Variable      | 6.30%                 | No            | 2                  | On Loan: No      |
| Vale Overseas Ltd.                                           | Vale Overseas Ltd.                                                         | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    203000 | PA      | $211996.96    | 0.03%             | 2033-06-12      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| American Homes 4 Rent LP                                     | American Homes 4 Rent LP                                                   | CUSIP: 02666TAH0<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    215000 | PA      | $217868.98    | 0.03%             | 2034-07-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Sprint Capital Corp.                                         | Sprint Capital Corp.                                                       | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    713000 | PA      | $765432.00    | 0.10%             | 2028-11-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Barclays plc                                                 | Barclays plc                                                               | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    217000 | PA      | $217931.58    | 0.03%             | 2035-03-15      | Variable      | 7.62%                 | No            | 2                  | On Loan: No      |
| Capstone Borrower, Inc.                                      | Capstone Borrower, Inc., 1st Lien Term Loan                                | CUSIP: 14071CAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    237211 | PA      | $236909.28    | 0.03%             | 2030-06-17      | Variable      | 7.07%                 | No            | 2                  | On Loan: No      |
| Vertiv Holdings Co.                                          | Vertiv Holdings Co., Class A                                               | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |       181 | NS      | $23242.21     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| X Corp.                                                      | X Corp., 1st Lien Term Loan B1                                             | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    465000 | PA      | $453812.10    | 0.06%             | 2029-10-26      | Variable      | 10.95%                | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                     | Valero Energy Corp.                                                        | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |      1297 | NS      | $171633.81    | 0.02%             | 2025-07-28      | Fixed         | 16.67%                | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                             | Deutsche Bank AG                                                           | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    440000 | PA      | $447227.58    | 0.06%             | 2028-02-08      | Variable      | 5.71%                 | No            | 2                  | On Loan: No      |
| FS Trust                                                     | FS Trust, Series 2024-HULA, Class A                                        | CUSIP: 30338DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    570000 | PA      | $571733.03    | 0.07%             | 2039-08-15      | Floating      | 6.12%                 | No            | 2                  | On Loan: No      |
| Banco de Sabadell SA                                         | Banco de Sabadell SA                                                       | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | EC               | CORP              | ES        |     27855 | NS      | $88677.83     | 0.01%             |  |  |  | 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        |    119468 | PA      | $119393.93    | 0.01%             | 2028-12-15      | Variable      | 7.58%                 | No            | 2                  | On Loan: No      |
| Synchrony Financial                                          | Synchrony Financial                                                        | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    327000 | PA      | $342154.67    | 0.04%             | 2033-02-02      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                            | CIFC Funding Ltd., Series 2014-2RA, Class AR                               | CUSIP: 12548RAH7<br>LEI: 549300O8WGQU5B6HEB94 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003998.70   | 0.13%             | 2037-10-24      | Floating      | 5.64%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     40000 | PA      | $-237.45      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of New York Mellon Corp. (The)                          | Bank of New York Mellon Corp. (The)                                        | CUSIP: 06406RCH8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402112.56    | 0.05%             | 2028-06-09      | Variable      | 4.44%                 | 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        |     99254 | PA      | $99254.39     | 0.01%             | 2030-10-24      | Variable      | 8.20%                 | 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        |    342642 | PA      | $340887.54    | 0.04%             | 2031-01-30      | Variable      | 6.83%                 | No            | 2                  | On Loan: No      |
| Vizient, Inc.                                                | Vizient, Inc., 1st Lien Term Loan B8                                       | CUSIP: 92855LAR7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     84340 | PA      | $84445.88     | 0.01%             | 2031-08-01      | Variable      | 6.08%                 | No            | 2                  | On Loan: No      |
| Verisk Analytics, Inc.                                       | Verisk Analytics, Inc.                                                     | CUSIP: 92345YAJ5<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     58000 | PA      | $59231.13     | 0.01%             | 2034-06-05      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Dominion Energy, Inc.                                        | Dominion Energy, Inc., Series B                                            | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     80000 | PA      | $85834.56     | 0.01%             | 2054-06-01      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| Camden Property Trust                                        | Camden Property Trust                                                      | CUSIP: 133131AW2<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |     88000 | PA      | $87477.09     | 0.01%             | 2028-10-15      | Fixed         | 4.10%                 | 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        |     45774 | PA      | $43199.42     | 0.01%             | 2029-11-15      | Variable      | 10.43%                | No            | 2                  | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                     | PNC Financial Services Group, Inc. (The)                                   | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    195000 | PA      | $202604.21    | 0.03%             | 2035-01-22      | Variable      | 5.68%                 | No            | 2                  | On Loan: No      |
| Reynolds American, Inc.                                      | Reynolds American, Inc.                                                    | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117394.80    | 0.01%             | 2035-08-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| GEA Group AG                                                 | GEA Group AG                                                               | CUSIP: N/A<br>LEI: 549300PHUU0ZZWO8EO07       | Long             | EC               | CORP              | DE        |       713 | NS      | $49981.37     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                          | U.S. Treasury 10-Year Note                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      1792 | NC      | $3768289.70   | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| Recordati Industria Chimica e Farmaceutica SpA               | Recordati Industria Chimica e Farmaceutica SpA                             | CUSIP: N/A<br>LEI: 815600FBF92FD3531704       | Long             | EC               | CORP              | IT        |       573 | NS      | $36015.90     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    103000 | PA      | $-285.35      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| KeyBank NA                                                   | KeyBank NA                                                                 | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    543000 | PA      | $560610.04    | 0.07%             | 2027-11-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| American Airlines, Inc.                                      | American Airlines, Inc., 1st Lien Term Loan                                | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    118000 | PA      | $118649.00    | 0.01%             | 2032-05-28      | Variable      | 7.58%                 | No            | 2                  | On Loan: No      |
| FirstEnergy Corp.                                            | FirstEnergy Corp.                                                          | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    782000 | PA      | $718016.81    | 0.09%             | 2030-03-01      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                            | Barclays Bank plc, Series D5TJ                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      1254 | NS      | $86030.39     | 0.01%             | 2025-07-25      | Fixed         | 18.03%                | No            | 2                  | On Loan: No      |
| Organon & Co.                                                | Organon & Co., 1st Lien Term Loan                                          | CUSIP: 68621XAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     90560 | PA      | $88823.65     | 0.01%             | 2031-05-19      | Variable      | 6.57%                 | No            | 2                  | On Loan: No      |
| RS GROUP plc                                                 | RS GROUP plc                                                               | CUSIP: N/A<br>LEI: 549300KVXDURRKVW7R37       | Long             | EC               | CORP              | GB        |      3810 | NS      | $30076.01     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                            | Royal Caribbean Cruises Ltd.                                               | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       511 | NS      | $147263.02    | 0.02%             | 2025-07-25      | Fixed         | 16.63%                | No            | 2                  | On Loan: No      |
| Universal Health Services, Inc.                              | Universal Health Services, Inc., Class B                                   | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |      1217 | NS      | $220459.55    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| AvalonBay Communities, Inc.                                  | AvalonBay Communities, Inc.                                                | CUSIP: 053484AD3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    192000 | PA      | $194913.80    | 0.02%             | 2033-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Wellness Pet LLC                                             | Wellness Pet LLC, 1st Lien Term Loan A                                     | CUSIP: 95004UAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     21235 | PA      | $17784.69     | 0.00%             | 2029-12-31      | Variable      | 8.28%                 | No            | 2                  | On Loan: No      |
| Aramark Services, Inc.                                       | Aramark Services, Inc., 1st Lien Term Loan B7                              | CUSIP: 03852JAU5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     80633 | PA      | $80676.21     | 0.01%             | 2028-04-06      | Variable      | 6.33%                 | 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        |    301495 | PA      | $302345.67    | 0.04%             | 2030-12-19      | Variable      | 7.08%                 | No            | 2                  | On Loan: No      |
| OHA Credit Funding 4 Ltd.                                    | OHA Credit Funding 4 Ltd., Series 2019-4A, Class AR2                       | CUSIP: 67098DBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2004981.40   | 0.25%             | 2038-01-22      | Floating      | 5.56%                 | No            | 2                  | On Loan: No      |
| CenterPoint Energy, Inc.                                     | CenterPoint Energy, Inc., Series B                                         | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     56000 | PA      | $57935.47     | 0.01%             | 2055-02-15      | Variable      | 6.85%                 | No            | 2                  | On Loan: No      |
| Nomura Bank International plc                                | Corning, Inc.                                                              | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      2720 | NS      | $140891.25    | 0.02%             | 2025-07-30      | Fixed         | 13.61%                | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                           | General Motors Financial Co., Inc.                                         | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    196000 | PA      | $195132.89    | 0.02%             | 2027-01-17      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     41000 | PA      | $458.04       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Tesco plc                                                    | Tesco plc                                                                  | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |     35185 | NS      | $193993.32    | 0.02%             |  |  |  | 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        |    285000 | PA      | $285179.55    | 0.04%             | 2032-01-28      | Variable      | 7.08%                 | 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        |    285584 | PA      | $285401.63    | 0.04%             | 2030-07-19      | Variable      | 6.33%                 | No            | 2                  | On Loan: No      |
| Amcor plc                                                    | Amcor plc                                                                  | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | JE        |     13612 | NS      | $125094.28    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley & Co. International plc                       | Manhattan Associates, Inc.                                                 | CUSIP: 61779N530<br>LEI: 4PQUHN3JPFGFNF3BB653 | Long             | SN               | CORP              | GB        |      1162 | NS      | $226545.20    | 0.03%             | 2025-07-23      | Fixed         | 21.00%                | No            | 2                  | On Loan: No      |
| AddTech AB                                                   | AddTech AB, Class B                                                        | CUSIP: N/A<br>LEI: 549300QZ5U2IDRHPWL60       | Long             | EC               | CORP              | SE        |       713 | NS      | $24307.28     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SWF Holdings I Corp.                                         | SWF Holdings I Corp., 1st Lien Term Loan A1                                | CUSIP: 78489HAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     29616 | PA      | $29505.04     | 0.00%             | 2029-12-19      | Variable      | 8.83%                 | No            | 2                  | On Loan: No      |
| KeyBank NA                                                   | KeyBank NA                                                                 | CUSIP: 49327V2B9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241472.06    | 0.03%             | 2029-04-13      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Ecolab, Inc.                                                 | Ecolab, Inc.                                                               | CUSIP: 278865BQ2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110766.20    | 0.01%             | 2028-06-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Toyota Motor Credit Corp.                                    | Toyota Motor Credit Corp.                                                  | CUSIP: 89236THX6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     53000 | PA      | $45718.78     | 0.01%             | 2031-01-10      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital I                                     | Morgan Stanley Capital I, Series 2017-HR2, Class B                         | CUSIP: 61691NAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    990000 | PA      | $960379.89    | 0.12%             | 2050-12-15      | Variable      | 4.06%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | TRSIBOXX                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2000000 | PA      | $32356.18     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Knorr-Bremse AG                                              | Knorr-Bremse AG                                                            | CUSIP: N/A<br>LEI: 5299001GRRO0Z25YZT52       | Long             | EC               | CORP              | DE        |       473 | NS      | $45879.56     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Medline Borrower LP                                          | Medline Borrower LP, 1st Lien Term Loan                                    | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   1499726 | PA      | $1500461.20   | 0.19%             | 2028-10-23      | Variable      | 6.58%                 | No            | 2                  | On Loan: No      |
| Freeport-McMoRan, Inc.                                       | Freeport-McMoRan, Inc.                                                     | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |       244 | NS      | $10577.40     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EQT Corp.                                                    | EQT Corp.                                                                  | CUSIP: 26884LBC2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    490000 | PA      | $482294.23    | 0.06%             | 2031-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Honeywell International, Inc.                                | Honeywell International, Inc.                                              | CUSIP: 438516CY0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    435000 | PA      | $441481.23    | 0.06%             | 2030-02-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                          | Societe Generale SA                                                        | CUSIP: 83371F400<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |       996 | NS      | $267358.78    | 0.03%             | 2025-07-18      | Fixed         | 12.04%                | No            | 2                  | On Loan: No      |
| Kuehg Corp.                                                  | KUEHG Corp., 1st Lien Term Loan                                            | CUSIP: 50118YAG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     75827 | PA      | $75826.75     | 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        |       367 | NS      | $33701.61     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MSCI, Inc.                                                   | MSCI, Inc.                                                                 | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |       448 | NS      | $258379.52    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Kinder Morgan, Inc.                                          | Kinder Morgan, Inc.                                                        | CUSIP: 49456BAZ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    255000 | PA      | $260200.81    | 0.03%             | 2029-08-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Sherwin-Williams Co. (The)                                   | Sherwin-Williams Co. (The)                                                 | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |       447 | NS      | $153481.92    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Cotiviti, Inc.                                               | Cotiviti, Inc., 1st Lien Term Loan                                         | CUSIP: 22164MAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    172000 | PA      | $172645.00    | 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        |      2098 | NS      | $66114.33     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                | Comcast Corp.                                                              | CUSIP: 20030NCH2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49164.63     | 0.01%             | 2028-05-01      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     90000 | PA      | $375.99       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Fiserv, Inc.                                                 | Fiserv, Inc.                                                               | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     77000 | PA      | $78871.48     | 0.01%             | 2034-03-15      | Fixed         | 5.45%                 | 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        |    154237 | PA      | $154462.64    | 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        |      3518 | NS      | $299452.16    | 0.04%             |  |  |  | No            | 1                  | 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        |   1270146 | PA      | $1270285.77   | 0.16%             | 2031-09-19      | Variable      | 7.07%                 | No            | 2                  | On Loan: No      |
| DCP Midstream Operating LP                                   | DCP Midstream Operating LP                                                 | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    615000 | PA      | $628665.75    | 0.08%             | 2027-07-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Getty Images, Inc.                                           | Getty Images, Inc.                                                         | CUSIP: 374276AM5<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |     74000 | PA      | $73445.00     | 0.01%             | 2030-02-21      | Fixed         | 11.25%                | No            | 2                  | On Loan: No      |
| Associated British Foods plc                                 | Associated British Foods plc                                               | CUSIP: N/A<br>LEI: GBQKSY6W7G0OHCQ8OQ72       | Long             | EC               | CORP              | GB        |      1673 | NS      | $47269.55     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Orkla ASA                                                    | Orkla ASA                                                                  | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Long             | EC               | CORP              | NO        |      3672 | NS      | $39993.56     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                     | Advanced Micro Devices, Inc.                                               | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |      2824 | NS      | $376332.65    | 0.05%             | 2025-07-30      | Fixed         | 34.22%                | No            | 2                  | On Loan: No      |
| Pinnacle West Capital Corp.                                  | Pinnacle West Capital Corp.                                                | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    360000 | PA      | $368524.27    | 0.05%             | 2030-05-15      | Fixed         | 5.15%                 | 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        |    504068 | PA      | $503024.47    | 0.06%             | 2028-07-31      | Variable      | 7.32%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | Euro-Bund                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       322 | NC      | $-291533.20   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Societe Generale SA                                          | Societe Generale SA                                                        | CUSIP: 83371F608<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      2049 | NS      | $86050.33     | 0.01%             | 2025-07-17      | Fixed         | 14.52%                | 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        |     18818 | PA      | $18454.72     | 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        |       466 | NS      | $38139.66     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Eversource Energy                                            | Eversource Energy                                                          | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26670.58     | 0.00%             | 2028-03-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy, Inc.                                        | Cheniere Energy, Inc.                                                      | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    426000 | PA      | $436300.53    | 0.05%             | 2034-04-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Blue Owl Capital Corp.                                       | Blue Owl Capital Corp.                                                     | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    670000 | PA      | $673443.43    | 0.08%             | 2029-03-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Barclays plc                                                 | Barclays plc                                                               | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $404072.71    | 0.05%             | 2027-05-09      | Variable      | 5.83%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                            | CIFC Funding Ltd., Series 2024-2A, Class A1                                | CUSIP: 17181UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004008.40   | 0.13%             | 2037-04-22      | Floating      | 5.79%                 | No            | 2                  | On Loan: No      |
| Fidelity National Information Services, Inc.                 | Fidelity National Information Services, Inc.                               | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    135000 | PA      | $125988.77    | 0.02%             | 2028-03-01      | Fixed         | 1.65%                 | 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        |    239552 | PA      | $239252.66    | 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        |    141290 | PA      | $141113.39    | 0.02%             | 2031-09-26      | Variable      | 6.33%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                             | Boston Scientific Corp.                                                    | CUSIP: 06370D134<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |      5346 | NS      | $562707.07    | 0.07%             | 2025-07-24      | Fixed         | 13.19%                | 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        |    159601 | PA      | $158295.08    | 0.02%             | 2027-10-29      | Variable      | 7.69%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                        | Bank of America Corp.                                                      | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1492000 | PA      | $1475493.45   | 0.18%             | 2029-03-05      | Variable      | 3.97%                 | No            | 2                  | On Loan: No      |
| Ricoh Co. Ltd.                                               | Ricoh Co. Ltd.                                                             | CUSIP: N/A<br>LEI: 549300HFIB2GRUMDID72       | Long             | EC               | CORP              | JP        |      2800 | NS      | $26424.74     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HILT Commercial Mortgage Trust                               | HILT Commercial Mortgage Trust, Series 2024-ORL, Class A                   | CUSIP: 403956AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    770000 | PA      | $770481.25    | 0.10%             | 2037-05-15      | Floating      | 5.85%                 | No            | 2                  | On Loan: No      |
| NiSource, Inc.                                               | NiSource, Inc.                                                             | CUSIP: 65473PAP0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46021.86     | 0.01%             | 2033-06-30      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Sotera Health Holdings LLC                                   | Sotera Health Holdings LLC, 1st Lien Term Loan                             | CUSIP: 83600VAG6<br>LEI: 549300OVT7MBXFLOFU20 | Long             | LON              | CORP              | US        |    441886 | PA      | $443269.48    | 0.06%             | 2031-05-30      | Variable      | 7.55%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                              | Citigroup, Inc.                                                            | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    908000 | PA      | $918348.52    | 0.11%             | 2031-05-07      | Variable      | 4.95%                 | No            | 2                  | On Loan: No      |
| Ingenovis Health, Inc.                                       | Ingenovis Health, Inc., 1st Lien Term Loan                                 | CUSIP: 12510MAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     64495 | PA      | $25475.45     | 0.00%             | 2028-03-06      | Variable      | 8.70%                 | No            | 2                  | On Loan: No      |
| Boeing Co. (The)                                             | Boeing Co. (The)                                                           | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      9000 | PA      | $6445.78      | 0.00%             | 2049-05-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| RELX plc                                                     | RELX plc                                                                   | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |     28020 | NS      | $1514164.16   | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Mars, Inc.                                                   | Mars, Inc.                                                                 | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    848000 | PA      | $859193.54    | 0.11%             | 2030-03-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Legrand SA                                                   | Legrand SA                                                                 | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               | CORP              | FR        |       182 | NS      | $24393.19     | 0.00%             |  |  |  | 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        |    370145 | PA      | $369915.08    | 0.05%             | 2028-12-21      | Variable      | 7.52%                 | No            | 2                  | On Loan: No      |
| Aon Corp.                                                    | Aon Corp.                                                                  | CUSIP: 03740LAG7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    109000 | PA      | $112207.66    | 0.01%             | 2033-02-28      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Nomura Bank International plc                                | Nomura Bank International plc                                              | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      1004 | NS      | $230704.44    | 0.03%             | 2025-08-21      | Fixed         | 14.12%                | No            | 2                  | On Loan: No      |
| Citadel Securities Global Holdings LLC                       | Citadel Securities Global Holdings LLC                                     | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |    645000 | PA      | $652663.21    | 0.08%             | 2030-06-18      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| EyeCare Partners LLC                                         | EyeCare Partners LLC, 1st Lien Term Loan C                                 | CUSIP: 30233PAR1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6617 | PA      | $1654.19      | 0.00%             | 2028-11-30      | Variable      | 11.02%                | No            | 3                  | On Loan: No      |
| L3Harris Technologies, Inc.                                  | L3Harris Technologies, Inc.                                                | CUSIP: 413875AW5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80208.66     | 0.01%             | 2028-06-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| BAT Capital Corp.                                            | BAT Capital Corp.                                                          | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     69000 | PA      | $72734.12     | 0.01%             | 2034-02-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Lockheed Martin Corp.                                        | Lockheed Martin Corp.                                                      | CUSIP: 539830BC2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     28000 | PA      | $25348.22     | 0.00%             | 2035-03-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| SCSK Corp.                                                   | SCSK Corp.                                                                 | CUSIP: N/A<br>LEI: 529900SNGFXMSUBB7864       | Long             | EC               | CORP              | JP        |       800 | NS      | $24102.15     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                              | Goldman Sachs Group, Inc. (The)                                            | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30315.45     | 0.00%             | 2032-01-27      | Variable      | 1.99%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                            | Corteva, Inc.                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      2233 | NS      | $165476.55    | 0.02%             | 2025-08-06      | Fixed         | 7.98%                 | No            | 2                  | On Loan: No      |
| Rexnord LLC                                                  | Rexnord LLC, 1st Lien Term Loan B                                          | CUSIP: 76168JAS5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     75329 | PA      | $75664.83     | 0.01%             | 2028-10-04      | Variable      | 6.44%                 | No            | 2                  | On Loan: No      |
| Southern California Edison Co.                               | Southern California Edison Co.                                             | CUSIP: 842400JA2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    171000 | PA      | $171963.95    | 0.02%             | 2027-02-01      | Fixed         | 4.88%                 | 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        |    139888 | PA      | $107014.30    | 0.01%             | 2027-10-28      | Variable      | 8.29%                 | No            | 2                  | On Loan: No      |
| Atmos Energy Corp.                                           | Atmos Energy Corp.                                                         | CUSIP: 049560AZ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     47000 | PA      | $50452.42     | 0.01%             | 2033-11-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                                 | UBS Group AG                                                               | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    225000 | PA      | $224075.09    | 0.03%             | 2034-08-10      | Variable      | 7.12%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                          | Automatic Data Processing, Inc.                                            | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       881 | NS      | $273404.74    | 0.03%             | 2025-07-31      | Fixed         | 10.92%                | No            | 2                  | On Loan: No      |
| Intertek Group plc                                           | Intertek Group plc                                                         | CUSIP: N/A<br>LEI: 2138003GAT25WW1RN369       | Long             | EC               | CORP              | GB        |       825 | NS      | $53739.33     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Ryder System, Inc.                                           | Ryder System, Inc.                                                         | CUSIP: 78355HKY4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    134000 | PA      | $147273.59    | 0.02%             | 2033-12-01      | Fixed         | 6.60%                 | No            | 2                  | On Loan: No      |
| Emrld Borrower LP                                            | EMRLD Borrower LP, 1st Lien Term Loan B                                    | CUSIP: 26872NAC3<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    519067 | PA      | $518345.20    | 0.06%             | 2030-05-31      | Variable      | 6.83%                 | 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        |    304558 | PA      | $303206.00    | 0.04%             | 2032-04-01      | Variable      | 7.58%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy Partners LP                                  | Cheniere Energy Partners LP                                                | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256742.60    | 0.03%             | 2034-08-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Bayer US Finance LLC                                         | Bayer US Finance LLC                                                       | CUSIP: 07274EAJ2<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    220000 | PA      | $231015.67    | 0.03%             | 2029-01-21      | Fixed         | 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        |    396740 | PA      | $396227.78    | 0.05%             | 2031-12-15      | Variable      | 6.33%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                  | Citibank NA                                                                | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1075876.60   | 0.13%             | 2027-05-29      | Fixed         | 4.58%                 | 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        |      7140 | PA      | $7315.77      | 0.00%             | 2028-06-01      | Variable      | 10.33%                | No            | 2                  | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                      | Pfizer Investment Enterprises Pte. Ltd.                                    | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    313000 | PA      | $312059.01    | 0.04%             | 2033-05-19      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Hyundai Capital America                                      | Hyundai Capital America                                                    | CUSIP: 44891ACQ8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    162000 | PA      | $162635.01    | 0.02%             | 2025-11-03      | Fixed         | 6.25%                 | 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        |    280681 | PA      | $280582.52    | 0.04%             | 2027-12-15      | Variable      | 6.83%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                         | McKesson Corp.                                                             | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       497 | NS      | $361333.99    | 0.05%             | 2025-08-07      | Fixed         | 10.13%                | 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        |    125055 | PA      | $125055.00    | 0.02%             | 2031-05-01      | Variable      | 6.33%                 | No            | 2                  | On Loan: No      |
| Osttra GroupLtd.                                             | Osttra Group Ltd., 1st Lien Term Loan                                      | CUSIP: 68631KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    170000 | PA      | $170510.00    | 0.02%             | 2032-05-21      | Variable      | 7.32%                 | No            | 2                  | On Loan: No      |
| Otis Worldwide Corp.                                         | Otis Worldwide Corp.                                                       | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     13370 | NS      | $1323897.40   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| SMC Corp.                                                    | SMC Corp.                                                                  | CUSIP: N/A<br>LEI: 353800O40V08DOZ70X62       | Long             | EC               | CORP              | JP        |      2200 | NS      | $788397.34    | 0.10%             |  |  |  | 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        |    370834 | PA      | $371160.16    | 0.05%             | 2031-01-27      | Variable      | 6.08%                 | 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        |    301962 | PA      | $301810.87    | 0.04%             | 2029-04-16      | Variable      | 6.56%                 | 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        |    494891 | PA      | $497365.83    | 0.06%             | 2029-11-30      | Variable      | 6.08%                 | No            | 2                  | On Loan: No      |
| Polaris Newco LLC                                            | Polaris Newco LLC, 1st Lien Term Loan                                      | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    443058 | PA      | $431303.69    | 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        |     71170 | PA      | $69058.67     | 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        |    532883 | PA      | $532957.71    | 0.07%             | 2031-10-31      | Variable      | 6.33%                 | No            | 2                  | On Loan: No      |
| AS Mileage Plan IP Ltd.                                      | AS Mileage Plan IP Ltd.                                                    | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    193000 | PA      | $190983.56    | 0.02%             | 2029-10-20      | Fixed         | 5.02%                 | No            | 2                  | On Loan: No      |
| Informatica LLC                                              | Informatica LLC, 1st Lien Term Loan B                                      | CUSIP: 45673YAL0<br>LEI: 5493007SV33RZV7RPS40 | Long             | LON              | CORP              | US        |    223344 | PA      | $224112.56    | 0.03%             | 2028-10-27      | Variable      | 6.58%                 | No            | 2                  | On Loan: No      |
| Lonza Group AG                                               | Lonza Group AG, Facility 1st Lien Term Loan B                              | CUSIP: L4780EAC8<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    280237 | PA      | $254889.82    | 0.03%             | 2028-07-03      | Variable      | 8.32%                 | No            | 2                  | On Loan: No      |
| LifePoint Health, Inc.                                       | LifePoint Health, Inc., 1st Lien Term Loan B1                              | CUSIP: 75915TAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    114712 | PA      | $113367.35    | 0.01%             | 2031-05-19      | Variable      | 8.01%                 | No            | 2                  | On Loan: No      |
| Discovery Purchaser Corp.                                    | Discovery Purchaser Corp., 1st Lien Term Loan                              | CUSIP: 25471NAC0<br>LEI: 2549001LSO1ZBIPA5D65 | Long             | LON              | CORP              | US        |     52724 | PA      | $52608.83     | 0.01%             | 2029-10-04      | Variable      | 8.02%                 | No            | 2                  | On Loan: No      |
| PNC Bank NA                                                  | PNC Bank NA                                                                | CUSIP: 69353RFY9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    565000 | PA      | $565283.95    | 0.07%             | 2027-05-13      | Variable      | 4.54%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     64000 | PA      | $-379.91      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AZZ, Inc.                                                    | AZZ, Inc., 1st Lien Term Loan                                              | CUSIP: 00247NAG7<br>LEI: 549300HD1X2NFLWPYC83 | Long             | LON              | CORP              | US        |     20625 | PA      | $20721.25     | 0.00%             | 2029-05-14      | Variable      | 6.82%                 | No            | 2                  | On Loan: No      |
| Ohio Power Co.                                               | Ohio Power Co., Series P                                                   | CUSIP: 677415CS8<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16568.65     | 0.00%             | 2030-04-01      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                    | Ford Motor Credit Co. LLC                                                  | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    788000 | PA      | $814417.57    | 0.10%             | 2028-05-12      | Fixed         | 6.80%                 | No            | 2                  | On Loan: No      |
| Radiate HoldCo LLC                                           | Radiate Holdco LLC, 1st Lien Term Loan                                     | CUSIP: 75025KAH1<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | LON              | CORP              | US        |    220701 | PA      | $191654.95    | 0.02%             | 2026-09-25      | Variable      | 7.69%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                   | Pacific Gas & Electric Co.                                                 | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1063000 | PA      | $1037512.34   | 0.13%             | 2030-07-01      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| BHMS                                                         | BHMS, Series 2018-ATLS, Class A                                            | CUSIP: 05549GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1160000 | PA      | $1159393.78   | 0.15%             | 2035-07-15      | Floating      | 5.86%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                               | Broadcom, Inc.                                                             | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      9609 | NS      | $2648720.85   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| McKesson Corp.                                               | McKesson Corp.                                                             | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       218 | NS      | $159746.04    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Kyowa Kirin Co. Ltd.                                         | Kyowa Kirin Co. Ltd.                                                       | CUSIP: N/A<br>LEI: 529900TBXKVTQGYA3582       | Long             | EC               | CORP              | JP        |      1300 | NS      | $22252.46     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Gates Global LLC                                             | Gates Global LLC, 1st Lien Term Loan B4                                    | CUSIP: 36740UAX0<br>LEI: 549300XI79MQJV13DW27 | Long             | LON              | CORP              | US        |     83919 | PA      | $83852.28     | 0.01%             | 2029-11-16      | Variable      | 6.08%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                    | Ford Motor Credit Co. LLC                                                  | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    620000 | PA      | $624891.38    | 0.08%             | 2027-03-05      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Expand Energy Corp.                                          | Expand Energy Corp.                                                        | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    406000 | PA      | $407632.53    | 0.05%             | 2029-02-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                              | Intercontinental Exchange, Inc.                                            | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10951.78     | 0.00%             | 2033-03-15      | Fixed         | 4.60%                 | 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        |    648344 | PA      | $649615.15    | 0.08%             | 2029-02-15      | Variable      | 8.78%                 | No            | 2                  | On Loan: No      |
| Kilroy Realty Corp.                                          | Kilroy Realty Corp.                                                        | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |      6216 | NS      | $213270.96    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     39000 | PA      | $237.75       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Vistra Operations Co. LLC                                    | Vistra Operations Co. LLC, 1st Lien Term Loan                              | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |    220014 | PA      | $220456.53    | 0.03%             | 2030-12-20      | Variable      | 6.08%                 | No            | 2                  | On Loan: No      |
| OBX Trust                                                    | OBX Trust, Series 2022-NQM7, Class A1                                      | CUSIP: 67117DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    282491 | PA      | $281024.01    | 0.04%             | 2062-08-25      | Variable      | 5.11%                 | No            | 2                  | On Loan: No      |
| BAE Systems plc                                              | BAE Systems plc                                                            | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |     54291 | NS      | $1409008.16   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Symphony CLO 43 Ltd.                                         | Symphony CLO 43 Ltd., Series 2024-43A, Class A1                            | CUSIP: 87170BAA4<br>LEI: 254900QCSPTCYRSY3N68 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003497.60   | 0.13%             | 2037-04-15      | Floating      | 5.78%                 | 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        |     82152 | PA      | $80491.34     | 0.01%             | 2028-05-01      | Variable      | 8.19%                 | No            | 2                  | On Loan: No      |
| Bayer US Finance LLC                                         | Bayer US Finance LLC                                                       | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   2227000 | PA      | $2263335.78   | 0.28%             | 2026-11-21      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                              | Nissan Motor Acceptance Co. LLC                                            | CUSIP: 65480CAC9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    228000 | PA      | $217434.28    | 0.03%             | 2026-09-16      | Fixed         | 1.85%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                       | Parker-Hannifin Corp.                                                      | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |       249 | NS      | $170600.95    | 0.02%             | 2025-08-07      | Fixed         | 13.20%                | No            | 2                  | On Loan: No      |
| Peraton Corp.                                                | Peraton Corp., 1st Lien Term Loan B                                        | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    311614 | PA      | $274316.59    | 0.03%             | 2028-02-01      | Variable      | 8.18%                 | No            | 2                  | On Loan: No      |
| Meta Platforms, Inc.                                         | Meta Platforms, Inc., Class A                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      3397 | NS      | $2507291.73   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Toyota Tsusho Corp.                                          | Toyota Tsusho Corp.                                                        | CUSIP: N/A<br>LEI: 549300CEE2ENIUJNXB84       | Long             | EC               | CORP              | JP        |      3300 | NS      | $74749.13     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    336000 | PA      | $4017.46      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                | Koninklijke Ahold Delhaize NV                                              | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |      4841 | NS      | $202191.38    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                            | CIFC Funding 2021-I Ltd., Series 2021-1A, Class CR                         | CUSIP: 12563EAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004641.20   | 0.13%             | 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        |      1423 | NS      | $302757.48    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Costco Wholesale Corp.                                       | Costco Wholesale Corp.                                                     | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       332 | NS      | $328660.08    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Gray Television, Inc.                                        | Gray Television, Inc., 1st Lien Term Loan B                                | CUSIP: 389376BC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     34475 | PA      | $34419.50     | 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        |    770000 | PA      | $770480.02    | 0.10%             | 2039-06-15      | Floating      | 5.93%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                        | NextEra Energy Capital Holdings, Inc.                                      | CUSIP: 65339KCN8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     57000 | PA      | $58406.96     | 0.01%             | 2030-02-28      | Fixed         | 5.00%                 | 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        |      9675 | PA      | $9711.51      | 0.00%             | 2031-12-11      | Variable      | 0.00%                 | No            | 3                  | On Loan: No      |
| Oracle Corp.                                                 | Oracle Corp.                                                               | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    275000 | PA      | $279518.68    | 0.03%             | 2028-08-03      | Fixed         | 4.80%                 | 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        |    719000 | PA      | $719222.89    | 0.09%             | 2031-12-09      | Variable      | 8.31%                 | No            | 2                  | On Loan: No      |
| Omron Corp.                                                  | Omron Corp.                                                                | CUSIP: N/A<br>LEI: 549300ZHW0TR2QZ0NY83       | Long             | EC               | CORP              | JP        |      1000 | NS      | $26956.45     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FUJIFILM Holdings Corp.                                      | FUJIFILM Holdings Corp.                                                    | CUSIP: N/A<br>LEI: 529900UBKMFM0ST6H474       | Long             | EC               | CORP              | JP        |      5900 | NS      | $127767.97    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Carrier Global Corp.                                         | Carrier Global Corp.                                                       | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |       289 | NS      | $21151.91     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ellington Financial Mortgage Trust                           | Ellington Financial Mortgage Trust, Series 2021-2, Class A1                | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    102218 | PA      | $85348.53     | 0.01%             | 2066-06-25      | Variable      | 0.93%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                        | Bank of America Corp.                                                      | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1016000 | PA      | $987530.47    | 0.12%             | 2027-07-22      | Variable      | 1.73%                 | 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        |    425326 | PA      | $425751.26    | 0.05%             | 2029-08-17      | Variable      | 6.32%                 | No            | 2                  | On Loan: No      |
| Generac Holdings, Inc.                                       | Generac Holdings, Inc.                                                     | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |        52 | NS      | $7446.92      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AthenaHealth Group, Inc.                                     | AthenaHealth Group, Inc., 1st Lien Term Loan                               | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    781192 | PA      | $779973.68    | 0.10%             | 2029-02-15      | Variable      | 7.08%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                              | Citigroup, Inc.                                                            | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1669000 | PA      | $1680986.66   | 0.21%             | 2029-03-04      | Variable      | 4.79%                 | No            | 2                  | On Loan: No      |
| Micron Technology, Inc.                                      | Micron Technology, Inc.                                                    | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    499000 | PA      | $522235.74    | 0.07%             | 2035-11-01      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Finance LLC                                   | Morgan Stanley Finance LLC, Series N12I                                    | CUSIP: 61779N407<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       549 | NS      | $85475.94     | 0.01%             | 2025-08-14      | Fixed         | 13.36%                | No            | 2                  | On Loan: No      |
| Baxter International, Inc.                                   | Baxter International, Inc.                                                 | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     37000 | PA      | $35620.30     | 0.00%             | 2027-02-01      | Fixed         | 1.92%                 | No            | 2                  | On Loan: No      |
| VMware LLC                                                   | VMware LLC                                                                 | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    199000 | PA      | $197273.60    | 0.02%             | 2027-08-21      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                          | GS Mortgage-Backed Securities Trust, Series 2025-RPL3, Class A1            | CUSIP: 362963AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $962699.51    | 0.12%             | 2065-07-25      | Variable      | 4.10%                 | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                           | Crown Castle, Inc.                                                         | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     84000 | PA      | $73296.38     | 0.01%             | 2031-07-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Nomura Bank International plc                                | Sherwin-Williams Co. (The)                                                 | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |       306 | NS      | $105748.52    | 0.01%             | 2025-07-23      | Fixed         | 10.65%                | No            | 2                  | On Loan: No      |
| PayPal Holdings, Inc.                                        | PayPal Holdings, Inc.                                                      | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16043.49     | 0.00%             | 2029-10-01      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| USI, Inc.                                                    | USI, Inc., 1st Lien Term Loan D                                            | CUSIP: 90351NAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    500506 | PA      | $499489.51    | 0.06%             | 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        |   1155000 | PA      | $1152464.89   | 0.14%             | 2042-08-19      | Floating      | 5.70%                 | No            | 2                  | On Loan: No      |
| Paramount Global                                             | Paramount Global                                                           | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30091.14     | 0.00%             | 2028-06-01      | Fixed         | 3.70%                 | 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        |    103382 | PA      | $103769.79    | 0.01%             | 2031-12-11      | Variable      | 7.30%                 | No            | 3                  | On Loan: No      |
| RTX Corp.                                                    | RTX Corp.                                                                  | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    238000 | PA      | $257304.36    | 0.03%             | 2034-03-15      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| Carnival Corp.                                               | Carnival Corp., 1st Lien Term Loan                                         | CUSIP: P2121YAY4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    110000 | PA      | $109896.60    | 0.01%             | 2028-10-18      | Variable      | 6.31%                 | No            | 2                  | On Loan: No      |
| Bayer US Finance II LLC                                      | Bayer US Finance II LLC                                                    | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    360000 | PA      | $356647.73    | 0.04%             | 2028-12-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Synchrony Financial                                          | Synchrony Financial                                                        | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    267000 | PA      | $274336.87    | 0.03%             | 2030-08-02      | Variable      | 5.93%                 | 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        |    132995 | PA      | $133161.24    | 0.02%             | 2031-04-30      | Variable      | 7.58%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                     | UnitedHealth Group, Inc.                                                   | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    330000 | PA      | $331634.58    | 0.04%             | 2028-06-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Sekisui House Ltd.                                           | Sekisui House Ltd.                                                         | CUSIP: N/A<br>LEI: 529900GMNDOYQSAJAE76       | Long             | EC               | CORP              | JP        |      3200 | NS      | $70429.89     | 0.01%             |  |  |  | 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        |    370000 | PA      | $370213.71    | 0.05%             | 2036-08-15      | Floating      | 6.90%                 | No            | 2                  | On Loan: No      |
| Kinder Morgan, Inc.                                          | Kinder Morgan, Inc.                                                        | CUSIP: 49456BAP6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    163000 | PA      | $163133.45    | 0.02%             | 2028-03-01      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Elmwood CLO II Ltd.                                          | Elmwood CLO II Ltd., Series 2019-2A, Class CRR                             | CUSIP: 29001LBC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $702850.68    | 0.09%             | 2037-10-20      | Floating      | 6.27%                 | No            | 2                  | On Loan: No      |
| Qantas Airways Ltd.                                          | Qantas Airways Ltd.                                                        | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | EC               | CORP              | AU        |      3932 | NS      | $27777.90     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SPX FLOW, Inc.                                               | SPX FLOW, Inc., 1st Lien Term Loan B                                       | CUSIP: 78470DAV0<br>LEI: 5493003YXEKRBINIEM78 | Long             | LON              | CORP              | US        |    304906 | PA      | $305808.48    | 0.04%             | 2029-04-05      | Variable      | 7.33%                 | No            | 2                  | On Loan: No      |
| Kubota Corp.                                                 | Kubota Corp.                                                               | CUSIP: N/A<br>LEI: 549300CSY4INHEHQQT13       | Long             | EC               | CORP              | JP        |      5100 | NS      | $57512.20     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                     | MetLife, Inc.                                                              | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |      1053 | NS      | $84381.56     | 0.01%             | 2025-07-31      | Fixed         | 10.37%                | No            | 2                  | On Loan: No      |
| PetSmart, Inc.                                               | PetSmart LLC, 1st Lien Term Loan                                           | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    135611 | PA      | $133943.95    | 0.02%             | 2028-02-11      | Variable      | 8.18%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                   | Pacific Gas & Electric Co.                                                 | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    146000 | PA      | $131020.42    | 0.02%             | 2031-06-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Global Payments, Inc.                                        | Global Payments, Inc.                                                      | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     53000 | PA      | $51754.96     | 0.01%             | 2026-03-01      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| DBS Group Holdings Ltd.                                      | DBS Group Holdings Ltd.                                                    | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |      8900 | NS      | $314188.53    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                          | CDIT                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1972000 | PA      | $-2351.75     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CBAM Ltd.                                                    | CBAM Ltd., Series 2020-13A, Class A                                        | CUSIP: 12511AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002579.70   | 0.13%             | 2034-01-20      | Floating      | 5.96%                 | No            | 2                  | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                  | Marsh & McLennan Cos., Inc.                                                | CUSIP: 571748BW1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     47000 | PA      | $48050.48     | 0.01%             | 2034-03-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| HCA, Inc.                                                    | HCA, Inc.                                                                  | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    838000 | PA      | $845252.31    | 0.11%             | 2034-09-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Welltower OP LLC                                             | Welltower OP LLC                                                           | CUSIP: 95040QAJ3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    122000 | PA      | $115534.98    | 0.01%             | 2030-01-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    380000 | PA      | $1172.62      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Houston Galleria Mall Trust                                  | Houston Galleria Mall Trust, Series 2025-HGLR, Class A                     | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    770000 | PA      | $790031.94    | 0.10%             | 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        |      3576 | NS      | $243622.16    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank (The)                                  | Apple, Inc.                                                                | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |      8490 | NS      | $1719802.94   | 0.22%             | 2025-08-04      | Fixed         | 15.17%                | No            | 2                  | On Loan: No      |
| Georgia Power Co.                                            | Georgia Power Co.                                                          | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    216000 | PA      | $215958.02    | 0.03%             | 2032-05-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| ITOCHU Corp.                                                 | ITOCHU Corp.                                                               | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |      6100 | NS      | $319426.62    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Smartstop Self Storage REIT, Inc.                            | Smartstop Self Storage REIT, Inc.                                          | CUSIP: 83192D402<br>LEI: 549300EC266625K12S42 | Long             | EC               | CORP              | US        |      5546 | NS      | $200931.58    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     37000 | PA      | $-301.88      | -0.00%            |  |  |  | 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      | $751186.35    | 0.09%             | 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        |       307 | NS      | $26159.29     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                            | Wells Fargo & Co.                                                          | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    275000 | PA      | $282105.32    | 0.04%             | 2031-01-24      | Variable      | 5.24%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     32000 | PA      | $-213.64      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Intesa Sanpaolo SpA                                          | Intesa Sanpaolo SpA                                                        | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |     15247 | NS      | $87828.98     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Invitation Homes, Inc.                                       | Invitation Homes, Inc.                                                     | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       459 | NS      | $15055.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                  | Marsh & McLennan Cos., Inc.                                                | CUSIP: 571748BU5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26968.01     | 0.00%             | 2033-09-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                     | Dexcom, Inc.                                                               | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |      2703 | NS      | $231472.98    | 0.03%             | 2025-07-25      | Fixed         | 20.02%                | No            | 2                  | On Loan: No      |
| Foundry JV Holdco LLC                                        | Foundry JV Holdco LLC                                                      | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203225.60    | 0.03%             | 2034-01-25      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Crown Finance US, Inc.                                       | Crown Finance US, Inc., 1st Lien Term Loan                                 | CUSIP: 22834KAU5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    134725 | PA      | $134556.59    | 0.02%             | 2031-12-02      | Variable      | 9.57%                 | 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        |     30875 | PA      | $12041.31     | 0.00%             | 2029-08-20      | Variable      | 12.32%                | No            | 3                  | On Loan: No      |
| Credit Agricole SA                                           | Credit Agricole SA                                                         | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1263000 | PA      | $1286551.74   | 0.16%             | 2031-05-27      | Variable      | 5.22%                 | No            | 2                  | On Loan: No      |
| COLT Mortgage Loan Trust                                     | COLT Mortgage Loan Trust, Series 2025-6, Class A1                          | CUSIP: 19689BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $754143.34    | 0.09%             | 2070-08-25      | Variable      | 5.53%                 | No            | 2                  | On Loan: No      |
| Xcel Energy, Inc.                                            | Xcel Energy, Inc.                                                          | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |       282 | NS      | $19204.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Comcast Corp.                                                | Comcast Corp.                                                              | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59696.23     | 0.01%             | 2030-10-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Sabine Pass Liquefaction LLC                                 | Sabine Pass Liquefaction LLC                                               | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100600.29    | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                         | Charter Communications Operating LLC                                       | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    789000 | PA      | $726656.56    | 0.09%             | 2029-01-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Otsuka Corp.                                                 | Otsuka Corp.                                                               | CUSIP: N/A<br>LEI: 529900RG9DJ58J3UIE72       | Long             | EC               | CORP              | JP        |      1200 | NS      | $24445.68     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ventas Realty LP                                             | Ventas Realty LP                                                           | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    160000 | PA      | $150152.13    | 0.02%             | 2030-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United Rentals North America, Inc.                           | United Rentals North America, Inc.                                         | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    266000 | PA      | $272431.88    | 0.03%             | 2029-12-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                      | Pfizer Investment Enterprises Pte. Ltd.                                    | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     67000 | PA      | $67926.64     | 0.01%             | 2030-05-19      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                      | Scotts Miracle-Gro Co. (The)                                               | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      2164 | NS      | $140908.83    | 0.02%             | 2025-07-30      | Fixed         | 20.45%                | 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        |     35000 | PA      | $34617.10     | 0.00%             | 2030-08-01      | Variable      | 8.55%                 | No            | 2                  | On Loan: No      |
| MediaTek, Inc.                                               | MediaTek, Inc.                                                             | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |     19000 | NS      | $814124.59    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Kinder Morgan, Inc.                                          | Kinder Morgan, Inc.                                                        | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153152.96    | 0.02%             | 2030-06-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| AGL Core CLO 36 Ltd.                                         | AGL Core CLO 36 Ltd., Series 2024-36A, Class B                             | CUSIP: 00121WAE3<br>LEI: 2549000U240BORO02Z85 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000520.20   | 0.25%             | 2038-01-23      | Floating      | 5.85%                 | 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        |    150860 | PA      | $150662.36    | 0.02%             | 2029-04-04      | Variable      | 7.28%                 | No            | 2                  | On Loan: No      |
| Eversource Energy                                            | Eversource Energy, Series M                                                | CUSIP: 30040WAE8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    133000 | PA      | $129481.28    | 0.02%             | 2028-01-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| SG Residential Mortgage Trust                                | SG Residential Mortgage Trust, Series 2022-2, Class A1                     | CUSIP: 78434KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    856191 | PA      | $854462.35    | 0.11%             | 2062-08-25      | Variable      | 5.35%                 | No            | 2                  | On Loan: No      |
| Cloud Software Group, Inc.                                   | Cloud Software Group, Inc.                                                 | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     57000 | PA      | $59081.95     | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| United Utilities Group plc                                   | United Utilities Group plc                                                 | CUSIP: N/A<br>LEI: 2138002IEYQAOC88ZJ59       | Long             | EC               | CORP              | GB        |      3462 | NS      | $54362.97     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Arthur J Gallagher & Co.                                     | Arthur J Gallagher & Co.                                                   | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250117.89    | 0.03%             | 2035-02-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Electron Bidco, Inc.                                         | Examworks Bidco, Inc., 1st Lien Term Loan                                  | CUSIP: 28542CAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    362664 | PA      | $363454.91    | 0.05%             | 2028-11-01      | Variable      | 7.08%                 | No            | 2                  | On Loan: No      |
| iShares Trust                                                | iShares 1-5 Year Investment Grade Corporate Bond ETF                       | CUSIP: 464288646<br>LEI: 549300T14S5IX7V5T008 | Long             |  | RF                | US        |    284261 | NS      | $14997610.36  | 1.88%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup, Inc.                                              | Citigroup, Inc.                                                            | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     61000 | PA      | $57069.12     | 0.01%             | 2030-11-05      | Variable      | 2.98%                 | No            | 2                  | On Loan: No      |
| Paramount Global                                             | Paramount Global                                                           | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    125000 | PA      | $114087.39    | 0.01%             | 2032-05-19      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Nomura Bank International plc                                | Equinix, Inc.                                                              | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |       183 | NS      | $147362.66    | 0.02%             | 2025-08-07      | Fixed         | 11.08%                | No            | 2                  | On Loan: No      |
| Madison Park Funding LXIII Ltd.                              | Madison Park Funding LXIII Ltd., Series 2023-63A, Class A1R                | CUSIP: 55817GAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1506068.70   | 0.19%             | 2038-07-21      | Floating      | 5.72%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                         | JPMorgan Chase & Co.                                                       | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    489000 | PA      | $498025.47    | 0.06%             | 2030-01-23      | Variable      | 5.01%                 | No            | 2                  | On Loan: No      |
| Skandinaviska Enskilda Banken AB                             | Skandinaviska Enskilda Banken AB                                           | CUSIP: 830505BE2<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    533000 | PA      | $537103.65    | 0.07%             | 2028-06-02      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| WEX, Inc.                                                    | WEX, Inc., 1st Lien Term Loan B2                                           | CUSIP: 96208UAW1<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |     54724 | PA      | $54693.67     | 0.01%             | 2028-04-03      | Variable      | 6.08%                 | No            | 2                  | On Loan: No      |
| Cardinal Health, Inc.                                        | Cardinal Health, Inc.                                                      | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      1613 | NS      | $270984.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Societe Generale SA                                          | Seagate Technology Holdings plc                                            | CUSIP: 83371F632<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      1311 | NS      | $175873.02    | 0.02%             | 2025-07-23      | Fixed         | 22.63%                | No            | 2                  | On Loan: No      |
| Public Service Enterprise Group, Inc.                        | Public Service Enterprise Group, Inc.                                      | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |       243 | NS      | $20455.74     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SMBC Aviation Capital Finance DAC                            | SMBC Aviation Capital Finance DAC                                          | CUSIP: 78448TAG7<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $193203.62    | 0.02%             | 2026-10-15      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| Solventum Corp.                                              | Solventum Corp.                                                            | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    670000 | PA      | $689527.66    | 0.09%             | 2034-03-23      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| LEX Mortgage Trust                                           | LEX Mortgage Trust, Series 2024-BBG, Class A                               | CUSIP: 52885AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1005234.80   | 0.13%             | 2033-10-13      | Variable      | 5.04%                 | No            | 2                  | On Loan: No      |
| Antero Resources Corp.                                       | Antero Resources Corp.                                                     | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |       248 | NS      | $9989.44      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HSBC Holdings plc                                            | HSBC Holdings plc                                                          | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    275000 | PA      | $278923.12    | 0.03%             | 2027-08-14      | Variable      | 5.89%                 | No            | 2                  | On Loan: No      |
| Elia Group SA                                                | Elia Group SA/NV                                                           | CUSIP: N/A<br>LEI: 549300S1MP1NFDIKT460       | Long             | EC               | CORP              | BE        |       279 | NS      | $32222.93     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Cemex SAB de CV                                              | Cemex SAB de CV                                                            | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $202300.00    | 0.03%             | 2030-06-10      | Variable      | 7.20%                 | No            | 2                  | On Loan: No      |
| HalseyPoint CLO 4 Ltd.                                       | HalseyPoint CLO 4 Ltd., Series 2021-4A, Class A                            | CUSIP: 40637LAA8<br>LEI: 549300CMJUK1VCINNF57 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500650.00    | 0.06%             | 2034-04-20      | Floating      | 5.75%                 | No            | 2                  | On Loan: No      |
| Prime Security Services Borrower LLC                         | Prime Security Services Borrower LLC, 1st Lien Term Loan B1                | CUSIP: 03765VAP5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     59402 | PA      | $59401.87     | 0.01%             | 2030-10-15      | Variable      | 6.32%                 | 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        |    152675 | PA      | $153153.22    | 0.02%             | 2031-11-03      | Variable      | 7.42%                 | No            | 2                  | On Loan: No      |
| Japan Hotel REIT Investment Corp.                            | Japan Hotel REIT Investment Corp.                                          | CUSIP: N/A<br>LEI: 353800L8KG849FP1JI68       | Long             | EC               | CORP              | JP        |       134 | NS      | $70816.30     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV               | Teva Pharmaceutical Finance Netherlands III BV                             | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1093000 | PA      | $1229963.83   | 0.15%             | 2031-09-15      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                     | PNC Financial Services Group, Inc. (The)                                   | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    224000 | PA      | $228095.62    | 0.03%             | 2035-07-23      | Variable      | 5.40%                 | No            | 2                  | On Loan: No      |
| Diageo plc                                                   | Diageo plc                                                                 | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |     11431 | NS      | $288245.33    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                            | GE Aerospace                                                               | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      1332 | NS      | $339262.06    | 0.04%             | 2025-07-23      | Fixed         | 18.62%                | 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        |    240190 | PA      | $240596.32    | 0.03%             | 2027-09-06      | Variable      | 6.18%                 | No            | 2                  | On Loan: No      |
| Williams Cos., Inc. (The)                                    | Williams Cos., Inc. (The)                                                  | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     59000 | PA      | $60603.45     | 0.01%             | 2028-08-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| BAT Capital Corp.                                            | BAT Capital Corp.                                                          | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     45000 | PA      | $48870.93     | 0.01%             | 2033-08-02      | Fixed         | 6.42%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                            | CIFC Funding 2022-IV Ltd., Series 2022-4A, Class B                         | CUSIP: 12567WAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003930.50   | 0.13%             | 2035-07-16      | Floating      | 6.26%                 | No            | 2                  | On Loan: No      |
| PPL Corp.                                                    | PPL Corp.                                                                  | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |       440 | NS      | $14911.60     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley & Co. International plc                       | Morgan Stanley & Co. International plc, Series 001g                        | CUSIP: 61779N381<br>LEI: 4PQUHN3JPFGFNF3BB653 | Long             | SN               | CORP              | GB        |      2153 | NS      | $110850.88    | 0.01%             | 2025-08-06      | Fixed         | 10.04%                | No            | 2                  | On Loan: No      |
| Air Lease Corp.                                              | Air Lease Corp.                                                            | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    664000 | PA      | $645516.74    | 0.08%             | 2026-08-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                    | Ford Motor Credit Co. LLC                                                  | CUSIP: 345397E25<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    222000 | PA      | $221543.81    | 0.03%             | 2031-03-05      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| SIRVA, Inc.                                                  | SIRVA, Inc.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        58 | NS      | $57.92        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Diamondback Energy, Inc.                                     | Diamondback Energy, Inc.                                                   | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17219.12     | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| JFE Holdings, Inc.                                           | JFE Holdings, Inc.                                                         | CUSIP: N/A<br>LEI: 3538002Y11Y03NA9B530       | Long             | EC               | CORP              | JP        |      3000 | NS      | $34897.99     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sazerac Co., Inc.                                            | Sazerac Co., Inc., Term Loan First Lien                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    193000 | PA      | $192758.75    | 0.02%             | 2032-06-24      | Variable      | 7.09%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                         | Cisco Systems, Inc.                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      7247 | NS      | $498102.56    | 0.06%             | 2025-08-14      | Fixed         | 11.25%                | No            | 2                  | On Loan: No      |
| Centene Corp.                                                | Centene Corp.                                                              | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    242000 | PA      | $216232.09    | 0.03%             | 2030-10-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                          | Arthur J Gallagher & Co.                                                   | CUSIP: 83371F517<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |       524 | NS      | $166088.74    | 0.02%             | 2025-07-25      | Fixed         | 17.10%                | No            | 2                  | On Loan: No      |
| Healthpeak OP LLC                                            | Healthpeak OP LLC                                                          | CUSIP: 42250PAC7<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    262000 | PA      | $249748.44    | 0.03%             | 2027-02-01      | Fixed         | 1.35%                 | 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        |     61535 | PA      | $61611.92     | 0.01%             | 2031-02-21      | Variable      | 7.06%                 | No            | 3                  | On Loan: No      |
| Nasdaq, Inc.                                                 | Nasdaq, Inc.                                                               | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     49000 | PA      | $51051.60     | 0.01%             | 2034-02-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Freeport-McMoRan, Inc.                                       | Freeport-McMoRan, Inc.                                                     | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19297.12     | 0.00%             | 2034-11-14      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                          | Evercore, Inc.                                                             | CUSIP: 83371F723<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      1105 | NS      | $289081.39    | 0.04%             | 2025-07-24      | Fixed         | 19.86%                | No            | 2                  | On Loan: No      |
| Morgan Stanley Bank NA                                       | Morgan Stanley Bank NA                                                     | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255278.81    | 0.03%             | 2028-05-26      | Variable      | 5.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     20000 | PA      | $246.26       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AIMCO CLO                                                    | AIMCO CLO, Series 2015-AA, Class CR3                                       | CUSIP: 00900LBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000000.00   | 0.13%             | 2034-10-17      | Floating      | 6.08%                 | No            | 2                  | On Loan: No      |
| Extra Space Storage LP                                       | Extra Space Storage LP                                                     | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    410000 | PA      | $416416.26    | 0.05%             | 2034-02-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Penn Entertainment, Inc.                                     | Penn Entertainment, Inc., 1st Lien Term Loan B                             | CUSIP: 70757DAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    217090 | PA      | $217214.21    | 0.03%             | 2029-05-03      | Variable      | 6.83%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                            | Genuine Parts Co.                                                          | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       860 | NS      | $105371.24    | 0.01%             | 2025-07-23      | Fixed         | 15.87%                | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                            | ServiceNow, Inc.                                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       675 | NS      | $688532.35    | 0.09%             | 2025-07-25      | Fixed         | 13.57%                | No            | 2                  | On Loan: No      |
| CenterPoint Energy, Inc.                                     | CenterPoint Energy, Inc., Series A                                         | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    182000 | PA      | $190484.89    | 0.02%             | 2055-02-15      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                        | Alexandria Real Estate Equities, Inc.                                      | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |      3873 | NS      | $281295.99    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Ohio Power Co.                                               | Ohio Power Co.                                                             | CUSIP: 677415CV1<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    177000 | PA      | $176187.11    | 0.02%             | 2033-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Cisco Systems, Inc.                                          | Cisco Systems, Inc.                                                        | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      1879 | NS      | $130365.02    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Entegris, Inc.                                               | Entegris, Inc., 1st Lien Term Loan B                                       | CUSIP: 29362LAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    179341 | PA      | $180187.69    | 0.02%             | 2029-07-06      | Variable      | 6.05%                 | No            | 2                  | On Loan: No      |
| Naked Juice LLC                                              | Naked Juice LLC, 1st Lien Term Loan                                        | CUSIP: 62984CAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    149421 | PA      | $118540.21    | 0.01%             | 2029-01-24      | Variable      | 7.65%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                    | Ford Motor Credit Co. LLC                                                  | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    225000 | PA      | $205413.57    | 0.03%             | 2030-11-13      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Structured Products BV                           | J.P. Morgan Structured Products BV, Series DMTE                            | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      1319 | NS      | $228181.93    | 0.03%             | 2025-07-24      | Fixed         | 14.00%                | No            | 2                  | On Loan: No      |
| Morgan Stanley                                               | Morgan Stanley                                                             | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1158000 | PA      | $1177673.82   | 0.15%             | 2030-07-19      | Variable      | 5.04%                 | No            | 2                  | On Loan: No      |
| Expedia Group, Inc.                                          | Expedia Group, Inc.                                                        | CUSIP: 30212PAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    402000 | PA      | $379219.97    | 0.05%             | 2030-02-15      | Fixed         | 3.25%                 | 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        |    576969 | PA      | $577511.35    | 0.07%             | 2031-01-24      | Variable      | 6.08%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                            | Wells Fargo & Co.                                                          | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246149.90    | 0.03%             | 2028-05-22      | Variable      | 3.58%                 | No            | 2                  | On Loan: No      |
| Madison IAQ LLC                                              | Madison IAQ LLC, 1st Lien Term Loan                                        | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    551530 | PA      | $551673.13    | 0.07%             | 2028-06-21      | Variable      | 6.76%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                              | Goldman Sachs Group, Inc. (The)                                            | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    390000 | PA      | $390518.10    | 0.05%             | 2028-08-23      | Variable      | 4.48%                 | No            | 2                  | On Loan: No      |
| Nexans SA                                                    | Nexans SA                                                                  | CUSIP: N/A<br>LEI: 96950015FU78G84UIV14       | Long             | EC               | CORP              | FR        |       146 | NS      | $19105.43     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sekisui Chemical Co. Ltd.                                    | Sekisui Chemical Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 529900KQIVT7NWFNMI70       | Long             | EC               | CORP              | JP        |      1900 | NS      | $34410.30     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kaseya, Inc.                                                 | Kaseya, Inc., 1st Lien Term Loan                                           | CUSIP: 48578AAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    520695 | PA      | $522486.19    | 0.07%             | 2032-03-05      | Variable      | 7.58%                 | No            | 2                  | On Loan: No      |
| CPI HoldCo B LLC                                             | CPI Holdco B LLC, 1st Lien Term Loan                                       | CUSIP: 1261MAAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    347694 | PA      | $346477.02    | 0.04%             | 2031-05-19      | Variable      | 6.33%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                            | Quest Diagnostics, Inc.                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      2062 | NS      | $367093.80    | 0.05%             | 2025-07-23      | Fixed         | 11.03%                | 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        |    273000 | PA      | $271806.99    | 0.03%             | 2032-02-27      | Variable      | 7.82%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                         | JPMorgan Chase & Co.                                                       | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1292799.80   | 0.16%             | 2029-10-23      | Variable      | 6.09%                 | No            | 2                  | On Loan: No      |
| Becton Dickinson & Co.                                       | Becton Dickinson & Co.                                                     | CUSIP: 075887CR8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    384000 | PA      | $389418.41    | 0.05%             | 2029-02-08      | Fixed         | 4.87%                 | 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        |    105470 | PA      | $105684.10    | 0.01%             | 2031-12-11      | Variable      | 6.81%                 | No            | 2                  | On Loan: No      |
| Dominion Energy, Inc.                                        | Dominion Energy, Inc.                                                      | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    440000 | PA      | $442898.73    | 0.06%             | 2028-05-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                          | Flowserve Corp.                                                            | CUSIP: 83371F699<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      4669 | NS      | $234013.78    | 0.03%             | 2025-07-30      | Fixed         | 21.53%                | No            | 2                  | On Loan: No      |
| Somnigroup International, Inc.                               | Somnigroup International, Inc., 1st Lien Term Loan B                       | CUSIP: 88025BAP6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     20000 | PA      | $20033.40     | 0.00%             | 2031-10-24      | Variable      | 6.30%                 | No            | 2                  | On Loan: No      |
| FirstEnergy Corp.                                            | FirstEnergy Corp.                                                          | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      1511 | NS      | $60832.86     | 0.01%             |  |  |  | No            | 1                  | 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        |     46882 | PA      | $46998.82     | 0.01%             | 2029-02-15      | Variable      | 9.56%                 | No            | 3                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    182000 | PA      | $1335.59      | 0.00%             |  |  |  | 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        |    104420 | PA      | $104419.95    | 0.01%             | 2030-05-13      | Variable      | 6.58%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                 | Oracle Corp.                                                               | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    310000 | PA      | $294225.74    | 0.04%             | 2028-03-25      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Connect Finco SARL                                           | Connect Finco SARL, 1st Lien Term Loan                                     | CUSIP: L2000DAH7<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     83937 | PA      | $79529.85     | 0.01%             | 2029-09-13      | Variable      | 8.83%                 | No            | 2                  | On Loan: No      |
| Cognizant Technology Solutions Corp.                         | Cognizant Technology Solutions Corp., Class A                              | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      2842 | NS      | $221761.26    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                        | NextEra Energy Capital Holdings, Inc.                                      | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     37000 | PA      | $34561.88     | 0.00%             | 2029-11-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Champions Financing, Inc.                                    | Champions Financing, Inc., 1st Lien Term Loan                              | CUSIP: 15870MAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     75956 | PA      | $70786.85     | 0.01%             | 2029-02-06      | Variable      | 9.08%                 | No            | 2                  | On Loan: No      |
| Motorola Solutions, Inc.                                     | Motorola Solutions, Inc.                                                   | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25496.33     | 0.00%             | 2034-04-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                               | Morgan Stanley                                                             | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1784000 | PA      | $1826268.35   | 0.23%             | 2031-01-15      | Variable      | 5.23%                 | 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        |     80467 | PA      | $41607.79     | 0.01%             | 2028-05-25      | Variable      | 8.84%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                     | PNC Financial Services Group, Inc. (The)                                   | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76126.95     | 0.01%             | 2028-01-21      | Variable      | 5.30%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                         | Charter Communications Operating LLC                                       | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    489000 | PA      | $412590.16    | 0.05%             | 2032-02-01      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Ineos US Petrochem LLC                                       | INEOS US Petrochem LLC, 1st Lien Term Loan B                               | CUSIP: G4770MAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     89775 | PA      | $81695.25     | 0.01%             | 2031-10-07      | Variable      | 8.68%                 | 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        |     73336 | PA      | $73427.85     | 0.01%             | 2030-10-17      | Variable      | 8.07%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International plc                       | PulteGroup, Inc.                                                           | CUSIP: 61779N514<br>LEI: 4PQUHN3JPFGFNF3BB653 | Long             | SN               | CORP              | GB        |      1395 | NS      | $143765.62    | 0.02%             | 2025-07-23      | Fixed         | 16.45%                | 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      | $1000772.80   | 0.13%             | 2037-07-23      | Floating      | 6.08%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Structured Products BV                           | Exxon Mobil Corp.                                                          | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      1484 | NS      | $161565.41    | 0.02%             | 2025-08-04      | Fixed         | 14.14%                | No            | 2                  | On Loan: No      |
| Ingersoll Rand, Inc.                                         | Ingersoll Rand, Inc.                                                       | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    233000 | PA      | $239609.72    | 0.03%             | 2034-06-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| SeaWorld Parks & Entertainment, Inc.                         | SeaWorld Parks & Entertainment, Inc., 1st Lien Term Loan B3                | CUSIP: 78488CAL4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    128164 | PA      | $127843.48    | 0.02%             | 2031-12-04      | Variable      | 6.33%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                           | T-Mobile USA, Inc.                                                         | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    186000 | PA      | $175804.20    | 0.02%             | 2028-02-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| Acciona SA                                                   | Acciona SA                                                                 | CUSIP: N/A<br>LEI: 54930002KP75TLLLNO21       | Long             | EC               | CORP              | ES        |       203 | NS      | $36613.96     | 0.00%             |  |  |  | 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        |    196664 | PA      | $195435.16    | 0.02%             | 2031-07-02      | Variable      | 7.33%                 | 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        |     98196 | PA      | $42617.17     | 0.01%             | 2028-12-18      | Variable      | 8.66%                 | No            | 2                  | On Loan: No      |
| Public Service Electric and Gas Co.                          | Public Service Electric & Gas Co., Series Q                                | CUSIP: 74456QCU8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202156.44    | 0.03%             | 2035-03-01      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                         | Royal Bank of Canada                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       357 | NS      | $83243.54     | 0.01%             | 2025-07-14      | Fixed         | 21.21%                | No            | 2                  | On Loan: No      |
| Mitsubishi Corp.                                             | Mitsubishi Corp.                                                           | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |     16900 | NS      | $337693.83    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Power Corp. of Canada                                        | Power Corp. of Canada                                                      | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |      2881 | NS      | $112531.96    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| RR 38 Ltd.                                                   | RR 38 Ltd., Series 2025-38A, Class A1A                                     | CUSIP: 74988FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1249344.88   | 0.16%             | 2040-04-15      | Floating      | 5.47%                 | No            | 2                  | On Loan: No      |
| Erste Group Bank AG                                          | Erste Group Bank AG                                                        | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |       435 | NS      | $37029.51     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NMG Parent LLC                                               | NMG Parent LLC                                                             | CUSIP: 629ESC039<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       265 | NS      | $0.00         | 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        |    168174 | PA      | $168384.67    | 0.02%             | 2028-11-30      | Variable      | 6.56%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                                         | American Tower Corp.                                                       | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    147000 | PA      | $145199.11    | 0.02%             | 2027-03-15      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| NCMF Trust                                                   | NCMF Trust, Series 2025-MFS, Class A                                       | CUSIP: 62887TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    976000 | PA      | $974104.71    | 0.12%             | 2033-06-10      | Variable      | 4.88%                 | No            | 2                  | On Loan: No      |
| VGP NV                                                       | VGP NV                                                                     | CUSIP: N/A<br>LEI: 315700NENYPIXFR94T49       | Long             | EC               | CORP              | BE        |       938 | NS      | $94877.44     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Unilever plc                                                 | Unilever plc                                                               | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |      4996 | NS      | $304887.20    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                         | Charter Communications Operating LLC                                       | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1364291.41   | 0.17%             | 2031-04-01      | Fixed         | 2.80%                 | 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        |     69476 | PA      | $69505.05     | 0.01%             | 2030-11-22      | Variable      | 6.18%                 | No            | 2                  | On Loan: No      |
| FMC Corp.                                                    | FMC Corp.                                                                  | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    260000 | PA      | $266077.18    | 0.03%             | 2055-11-01      | Variable      | 8.45%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                          | Societe Generale SA                                                        | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    854000 | PA      | $864427.10    | 0.11%             | 2029-05-22      | Variable      | 5.25%                 | No            | 2                  | On Loan: No      |
| Bleriot US Bidco, Inc.                                       | Bleriot US Bidco, Inc., 1st Lien Term Loan                                 | CUSIP: 09353TAJ9<br>LEI: 254900ALCQ2A2VYD5Z08 | Long             | LON              | CORP              | US        |    193738 | PA      | $194102.34    | 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        |    101347 | PA      | $101473.62    | 0.01%             | 2031-06-27      | Variable      | 7.83%                 | No            | 3                  | On Loan: No      |
| Ferrovial SE                                                 | Ferrovial SE                                                               | CUSIP: N/A<br>LEI: 72450022R2ZFL41Y6I04       | Long             | EC               | CORP              | NL        |      1770 | NS      | $94416.58     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Quanta Services, Inc.                                        | Quanta Services, Inc.                                                      | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |        74 | NS      | $27977.92     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Securitas AB                                                 | Securitas AB, Class B                                                      | CUSIP: N/A<br>LEI: 635400TTYKE8EIWDS617       | Long             | EC               | CORP              | SE        |      2588 | NS      | $38748.39     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TransDigm, Inc.                                              | TransDigm, Inc., 1st Lien Term Loan K                                      | CUSIP: 89364MCB8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    623706 | PA      | $625788.70    | 0.08%             | 2030-03-22      | Variable      | 7.05%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                                 | UBS Group AG                                                               | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $204523.26    | 0.03%             | 2036-05-09      | Variable      | 5.58%                 | No            | 2                  | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                      | Gilead Sciences, Inc.                                                      | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |      2457 | NS      | $276613.35    | 0.03%             | 2025-08-11      | Fixed         | 22.91%                | No            | 2                  | On Loan: No      |
| Nomura Bank International plc                                | Nomura Bank International plc                                              | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |       635 | NS      | $195651.19    | 0.02%             | 2025-08-29      | Fixed         | 10.27%                | No            | 2                  | On Loan: No      |
| Penske Truck Leasing Co. LP                                  | Penske Truck Leasing Co. LP                                                | CUSIP: 709599BU7<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    275000 | PA      | $277319.38    | 0.03%             | 2026-05-24      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    183000 | PA      | $1673.03      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GLP Capital LP                                               | GLP Capital LP                                                             | CUSIP: 361841AK5<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    165000 | PA      | $169074.84    | 0.02%             | 2028-06-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Vonovia SE                                                   | Vonovia SE                                                                 | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | EC               | CORP              | DE        |      5053 | NS      | $179145.96    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                        | Elevance Health, Inc.                                                      | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    229000 | PA      | $219863.96    | 0.03%             | 2032-05-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Mortgage Trust                                   | J.P. Morgan Mortgage Trust, Series 2022-DSC1, Class A1                     | CUSIP: 46656AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    671368 | PA      | $655905.80    | 0.08%             | 2063-01-25      | Variable      | 4.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    110000 | PA      | $1351.78      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Constellation Energy Corp.                                   | Constellation Energy Corp.                                                 | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |       118 | NS      | $38085.68     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays plc                                                 | Barclays plc                                                               | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    251000 | PA      | $255760.47    | 0.03%             | 2028-03-12      | Variable      | 5.67%                 | No            | 2                  | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                    | Aptiv Swiss Holdings Ltd.                                                  | CUSIP: 00217GAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    185000 | PA      | $165578.50    | 0.02%             | 2032-03-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| American Airlines, Inc.                                      | American Airlines, Inc., 1st Lien Term Loan                                | CUSIP: 02376CAX3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |    127626 | PA      | $126299.92    | 0.02%             | 2027-01-29      | Variable      | 5.98%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                            | Wells Fargo & Co.                                                          | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    142000 | PA      | $140029.64    | 0.02%             | 2028-03-24      | Variable      | 3.53%                 | No            | 2                  | On Loan: No      |
| Philip Morris International, Inc.                            | Philip Morris International, Inc.                                          | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    643000 | PA      | $641444.44    | 0.08%             | 2030-04-30      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                      | Fiserv, Inc.                                                               | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |      3315 | NS      | $561432.62    | 0.07%             | 2025-07-25      | Fixed         | 10.64%                | 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        |     86204 | PA      | $86365.66     | 0.01%             | 2029-10-22      | Variable      | 6.58%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    110000 | PA      | $473.92       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Holcim AG                                                    | Holcim AG                                                                  | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |      3256 | NS      | $241787.76    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Nibe Industrier AB                                           | Nibe Industrier AB, Class B                                                | CUSIP: N/A<br>LEI: 549300ZQH0FIF1P0MX67       | Long             | EC               | CORP              | SE        |      5284 | NS      | $22560.90     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                     | Sprouts Farmers Market, Inc.                                               | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |       886 | NS      | $142590.38    | 0.02%             | 2025-07-30      | Fixed         | 22.57%                | No            | 2                  | On Loan: No      |
| TruGreen LP                                                  | TruGreen LP, 1st Lien Term Loan B                                          | CUSIP: 89787RAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    101703 | PA      | $96301.00     | 0.01%             | 2027-11-02      | Variable      | 8.43%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                             | Philip Morris International, Inc.                                          | CUSIP: 06370D159<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |      3050 | NS      | $555508.25    | 0.07%             | 2025-07-24      | Fixed         | 17.74%                | No            | 2                  | On Loan: No      |
| Asurion LLC                                                  | Asurion LLC, 2nd Lien Term Loan B3                                         | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     69000 | PA      | $65808.75     | 0.01%             | 2028-01-31      | Variable      | 9.69%                 | No            | 2                  | On Loan: No      |
| Ares Strategic Income Fund                                   | Ares Strategic Income Fund                                                 | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   1742000 | PA      | $1756078.90   | 0.22%             | 2028-03-15      | Fixed         | 5.70%                 | 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        |    213850 | PA      | $213939.77    | 0.03%             | 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        |       772 | NS      | $43122.19     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| NJ Trust                                                     | NJ Trust, Series 2023-GSP, Class A                                         | CUSIP: 65486XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    833000 | PA      | $876120.66    | 0.11%             | 2029-01-06      | Variable      | 6.70%                 | 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        |    441781 | PA      | $442107.97    | 0.06%             | 2027-03-02      | Variable      | 6.07%                 | No            | 2                  | On Loan: No      |
| M&T Bank Corp.                                               | M&T Bank Corp.                                                             | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    127000 | PA      | $137738.69    | 0.02%             | 2029-10-30      | Variable      | 7.41%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                             | Deutsche Bank AG                                                           | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    170000 | PA      | $181325.64    | 0.02%             | 2029-11-20      | Variable      | 6.82%                 | 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        |    140229 | PA      | $140281.96    | 0.02%             | 2029-11-09      | Variable      | 6.08%                 | No            | 2                  | On Loan: No      |
| Dai-ichi Life Insurance Co. Ltd. (The)                       | Dai-ichi Life Insurance Co. Ltd. (The)                                     | CUSIP: 23381LAA2<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |    240000 | PA      | $242177.76    | 0.03%             | 2035-01-16      | Variable      | 6.20%                 | 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        |      8316 | PA      | $8233.13      | 0.00%             | 2028-06-30      | Variable      | 9.43%                 | No            | 2                  | On Loan: No      |
| Vossloh AG                                                   | Vossloh AG                                                                 | CUSIP: N/A<br>LEI: 5299003HAEOUVX3HWX43       | Long             | EC               | CORP              | DE        |       204 | NS      | $20348.69     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                                          | Generac Holdings, Inc.                                                     | CUSIP: 83371F681<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      1484 | NS      | $202784.25    | 0.03%             | 2025-07-31      | Fixed         | 20.10%                | No            | 2                  | On Loan: No      |
| Schlumberger NV                                              | Schlumberger NV                                                            | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |      4327 | NS      | $146252.60    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Colgate-Palmolive Co.                                        | Colgate-Palmolive Co.                                                      | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     15727 | NS      | $1429584.30   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| CFSP Mortgage Trust                                          | CFSP Mortgage Trust, Series 2024-AHP1, Class A                             | CUSIP: 15723BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    301046 | PA      | $288389.34    | 0.04%             | 2037-04-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Applied Materials, Inc.                                      | Applied Materials, Inc.                                                    | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      5963 | NS      | $1091646.41   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    769000 | PA      | $2968.08      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Duke Energy Carolinas LLC                                    | Duke Energy Carolinas LLC                                                  | CUSIP: 26442CBP8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     78000 | PA      | $79714.83     | 0.01%             | 2030-03-15      | Fixed         | 4.85%                 | 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        |     55580 | PA      | $55758.41     | 0.01%             | 2028-02-07      | Variable      | 8.58%                 | No            | 2                  | On Loan: No      |
| Aramark Services, Inc.                                       | Aramark Services, Inc., 1st Lien Term Loan B8                              | CUSIP: 03852JAV3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    444534 | PA      | $445089.88    | 0.06%             | 2030-06-24      | Variable      | 6.33%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                         | Tapestry, Inc.                                                             | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      1936 | NS      | $168630.24    | 0.02%             | 2025-08-15      | Fixed         | 18.62%                | No            | 2                  | On Loan: No      |
| Roche Holding AG                                             | Roche Holding AG                                                           | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |       908 | NS      | $296389.26    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Allianz SE                                                   | Allianz SE (Registered)                                                    | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |       785 | NS      | $318579.33    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     81000 | PA      | $123.56       | 0.00%             |  |  |  | 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        |     23926 | PA      | $24000.92     | 0.00%             | 2029-06-27      | Variable      | 6.58%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                          | Wingstop, Inc.                                                             | CUSIP: 83371F616<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |       288 | NS      | $98594.71     | 0.01%             | 2025-07-31      | Fixed         | 21.85%                | 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        |     88825 | PA      | $88973.34     | 0.01%             | 2031-10-24      | Variable      | 6.76%                 | 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        |    165850 | PA      | $164813.78    | 0.02%             | 2030-03-15      | Variable      | 7.03%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                         | JPMorgan Chase & Co.                                                       | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1534000 | PA      | $1527519.92   | 0.19%             | 2029-07-23      | Variable      | 4.20%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                          | United Therapeutics Corp.                                                  | CUSIP: 83371F640<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |       493 | NS      | $139433.21    | 0.02%             | 2025-07-31      | Fixed         | 22.41%                | No            | 2                  | On Loan: No      |
| CoreLogic, Inc.                                              | CoreLogic, Inc., 1st Lien Term Loan                                        | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |    343469 | PA      | $339498.01    | 0.04%             | 2028-06-02      | Variable      | 7.94%                 | No            | 2                  | On Loan: No      |
| Berkshire Hathaway Energy Co.                                | Berkshire Hathaway Energy Co.                                              | CUSIP: 084659BD2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    146000 | PA      | $124353.68    | 0.02%             | 2031-05-15      | Fixed         | 1.65%                 | 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        |    827886 | PA      | $785829.66    | 0.10%             | 2027-03-09      | Variable      | 7.44%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                              | Goldman Sachs Group, Inc. (The)                                            | CUSIP: 38145GAM2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    402000 | PA      | $402558.13    | 0.05%             | 2026-08-10      | Variable      | 5.80%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                              | Citigroup, Inc., Series EE                                                 | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    217000 | PA      | $218597.99    | 0.03%             | 2030-02-15      | Variable      | 6.75%                 | No            | 2                  | On Loan: No      |
| Vale Overseas Ltd.                                           | Vale Overseas Ltd.                                                         | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    390000 | PA      | $368097.60    | 0.05%             | 2030-07-08      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| EQT Corp.                                                    | EQT Corp.                                                                  | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |       303 | NS      | $17670.96     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Boeing Co. (The)                                             | Boeing Co. (The)                                                           | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    644000 | PA      | $613020.91    | 0.08%             | 2029-03-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy Partners LP                                  | Cheniere Energy Partners LP                                                | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    313000 | PA      | $309649.64    | 0.04%             | 2029-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Global Payments, Inc.                                        | Global Payments, Inc.                                                      | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    197000 | PA      | $190558.36    | 0.02%             | 2027-01-15      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| New Mountain CLO 2 Ltd.                                      | New Mountain CLO 2 Ltd., Series CLO-2A, Class A1R                          | CUSIP: 64754LAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002992.60   | 0.13%             | 2038-01-15      | Floating      | 5.62%                 | No            | 2                  | On Loan: No      |
| Southern California Edison Co.                               | Southern California Edison Co.                                             | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    414000 | PA      | $356320.51    | 0.04%             | 2032-02-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     17000 | PA      | $-55.30       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Interstate Power and Light Co.                               | Interstate Power & Light Co.                                               | CUSIP: 461070AV6<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    182000 | PA      | $178395.24    | 0.02%             | 2034-09-30      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Yokogawa Electric Corp.                                      | Yokogawa Electric Corp.                                                    | CUSIP: N/A<br>LEI: 529900MV0U7C9WWF4L22       | Long             | EC               | CORP              | JP        |      1200 | NS      | $32056.63     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays plc                                                 | Barclays plc                                                               | CUSIP: 06738EBN4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200076.20    | 0.03%             | 2025-12-15      | Variable      | 6.12%                 | No            | 2                  | On Loan: No      |
| Blue Owl Credit Income Corp.                                 | Blue Owl Credit Income Corp.                                               | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51447.38     | 0.01%             | 2029-09-15      | Fixed         | 6.60%                 | No            | 2                  | On Loan: No      |
| Invitation Homes Operating Partnership LP                    | Invitation Homes Operating Partnership LP                                  | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    177000 | PA      | $171468.88    | 0.02%             | 2035-02-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Genesee & Wyoming, Inc.                                      | Genesee & Wyoming, Inc., 1st Lien Term Loan                                | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |    796162 | PA      | $791432.41    | 0.10%             | 2031-04-10      | Variable      | 6.05%                 | No            | 2                  | On Loan: No      |
| Boeing Co. (The)                                             | Boeing Co. (The)                                                           | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    336000 | PA      | $342081.44    | 0.04%             | 2030-05-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Dun & Bradstreet Corp. (The)                                 | Dun & Bradstreet Corp. (The), 1st Lien Term Loan B2                        | CUSIP: 26483NAW0<br>LEI: RI37BMPWE56BCJ747E14 | Long             | LON              | CORP              | US        |    830470 | PA      | $829756.06    | 0.10%             | 2029-01-18      | Variable      | 6.57%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                   | Pacific Gas & Electric Co.                                                 | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    217000 | PA      | $216956.21    | 0.03%             | 2034-05-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| HCA, Inc.                                                    | HCA, Inc.                                                                  | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    268000 | PA      | $263317.79    | 0.03%             | 2029-06-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                      | Tenet Healthcare Corp.                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      1760 | NS      | $294884.47    | 0.04%             | 2025-07-24      | Fixed         | 21.81%                | No            | 2                  | On Loan: No      |
| Credit Agricole SA                                           | Credit Agricole SA                                                         | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |      5444 | NS      | $102991.16    | 0.01%             |  |  |  | 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        |    151862 | PA      | $152516.68    | 0.02%             | 2030-10-28      | Variable      | 7.55%                 | No            | 2                  | On Loan: No      |
| F5, Inc.                                                     | F5, Inc.                                                                   | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |        38 | NS      | $11184.16     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TC Energy Corp.                                              | TC Energy Corp.                                                            | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |       471 | NS      | $22980.09     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Glencore Funding LLC                                         | Glencore Funding LLC                                                       | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    323000 | PA      | $331183.56    | 0.04%             | 2029-04-04      | Fixed         | 5.37%                 | No            | 2                  | On Loan: No      |
| Focus Financial Partners LLC                                 | Focus Financial Partners LLC, 1st Lien Term Loan B                         | CUSIP: 34416DBD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    241660 | PA      | $241086.83    | 0.03%             | 2031-09-15      | Variable      | 7.08%                 | No            | 2                  | On Loan: No      |
| National Storage REIT                                        | National Storage REIT                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     41281 | NS      | $62552.42     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Finance LLC                                   | Morgan Stanley Finance LLC, Series U0Oj                                    | CUSIP: 61779N423<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |      1367 | NS      | $74893.25     | 0.01%             | 2025-07-25      | Fixed         | 13.98%                | No            | 2                  | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                      | Boyd Gaming Corp.                                                          | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |      2994 | NS      | $229833.08    | 0.03%             | 2025-07-28      | Fixed         | 12.38%                | No            | 2                  | On Loan: No      |
| Sixth Street CLO XX Ltd.                                     | Sixth Street CLO XX Ltd., Series 2021-20A, Class BR                        | CUSIP: 83012QAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $750000.00    | 0.09%             | 2038-07-17      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| DuPont de Nemours, Inc.                                      | DuPont de Nemours, Inc.                                                    | CUSIP: 26078JAD2<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    794000 | PA      | $806053.41    | 0.10%             | 2028-11-15      | Fixed         | 4.72%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Finance LLC                                   | Whirlpool Corp.                                                            | CUSIP: 61779N571<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |      2032 | NS      | $182213.20    | 0.02%             | 2025-07-29      | Fixed         | 15.35%                | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     20000 | PA      | $230.13       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Lloyds Banking Group plc                                     | Lloyds Banking Group plc                                                   | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    335000 | PA      | $339401.86    | 0.04%             | 2028-11-26      | Variable      | 5.09%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                        | Bank of America Corp.                                                      | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    876000 | PA      | $881559.21    | 0.11%             | 2029-05-09      | Variable      | 4.62%                 | No            | 2                  | On Loan: No      |
| Halliburton Co.                                              | Halliburton Co.                                                            | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |      1802 | NS      | $36724.76     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase & Co.                                         | JPMorgan Chase & Co.                                                       | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     76000 | PA      | $71282.28     | 0.01%             | 2029-06-01      | Variable      | 2.07%                 | No            | 2                  | On Loan: No      |
| Welltower OP LLC                                             | Welltower OP LLC                                                           | CUSIP: 95041AAF5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1175537.86   | 0.15%             | 2030-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                              | Intercontinental Exchange, Inc.                                            | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    189000 | PA      | $185009.64    | 0.02%             | 2028-09-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Banner Health                                                | Banner Health                                                              | CUSIP: 06654DAD9<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    128000 | PA      | $112195.08    | 0.01%             | 2031-01-01      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| Mavis Tire Express Services Topco Corp.                      | Mavis Tire Express Services Topco Corp., 1st Lien Term Loan                | CUSIP: 57777YAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    562105 | PA      | $561480.62    | 0.07%             | 2028-05-04      | Variable      | 7.33%                 | No            | 2                  | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                    | Aptiv Swiss Holdings Ltd.                                                  | CUSIP: 03837AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    200000 | PA      | $193027.40    | 0.02%             | 2034-09-13      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                                         | American Tower Corp.                                                       | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    400000 | PA      | $411117.08    | 0.05%             | 2028-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Boyce Park CLO Ltd.                                          | Boyce Park CLO Ltd., Series 2022-1A, Class C                               | CUSIP: 103228AJ1<br>LEI: 54930028S3PFXX4SMQ72 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1000736.20   | 0.13%             | 2035-04-21      | Floating      | 6.37%                 | No            | 2                  | On Loan: No      |
| Aimbridge Topco LLC                                          | Aimbridge Topco LLC                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2800 | NS      | $165173.45    | 0.02%             |  |  |  | No            | 3                  | On Loan: No      |
| RR 17 Ltd.                                                   | RR 17 Ltd., Series 2021-17A, Class A2                                      | CUSIP: 74980QAE1<br>LEI: 549300H1BYT42IUZDL59 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501110.70    | 0.06%             | 2034-07-15      | Floating      | 6.17%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                       | McDonald's Corp.                                                           | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |       550 | NS      | $161956.54    | 0.02%             | 2025-07-30      | Fixed         | 11.30%                | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                               | Broadcom, Inc.                                                             | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66585.37     | 0.01%             | 2030-04-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| E.ON SE                                                      | E.ON SE                                                                    | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |      3810 | NS      | $70201.69     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Veritas, Inc.                                                | Veritas, Inc.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       118 | NS      | $2659.05      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Palmer Square CLO Ltd.                                       | Palmer Square CLO Ltd., Series 2021-4A, Class A1R                          | CUSIP: 69702EAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3450000 | PA      | $3450000.00   | 0.43%             | 2038-07-15      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| KeyBank NA                                                   | KeyBank NA                                                                 | CUSIP: 49327V2C7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241242.06    | 0.03%             | 2032-08-08      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Asurion LLC                                                  | Asurion LLC, 1st Lien Term Loan B8                                         | CUSIP: 04649VAX8<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     55397 | PA      | $53762.43     | 0.01%             | 2026-12-23      | Variable      | 7.69%                 | No            | 2                  | On Loan: No      |
| HOMES Trust                                                  | HOMES Trust, Series 2025-NQM3, Class A1                                    | CUSIP: 40446GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $654668.95    | 0.08%             | 2070-02-25      | Variable      | 5.63%                 | No            | 2                  | On Loan: No      |
| Viper Energy, Inc.                                           | Viper Energy, Inc.                                                         | CUSIP: 92763MAB1<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |    275000 | PA      | $291798.42    | 0.04%             | 2031-11-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Charles Schwab Corp. (The)                                   | Charles Schwab Corp. (The)                                                 | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     10968 | NS      | $1000720.32   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Southern Copper Corp.                                        | Southern Copper Corp.                                                      | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |       119 | NS      | $12039.23     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     58000 | PA      | $462.20       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SS&C Technologies, Inc.                                      | SS&C Technologies, Inc., 1st Lien Term Loan B8                             | CUSIP: N/A<br>LEI: 549300KY09TR3J12JU49       | Long             | LON              | CORP              | US        |    606245 | PA      | $608961.23    | 0.08%             | 2031-05-09      | Variable      | 6.33%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                          | EMCOR Group, Inc.                                                          | CUSIP: 83371F731<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |       352 | NS      | $174936.30    | 0.02%             | 2025-07-25      | Fixed         | 19.58%                | No            | 2                  | On Loan: No      |
| Pure Storage, Inc.                                           | Pure Storage, Inc., Class A                                                | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |       178 | NS      | $10249.24     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tenneco, Inc.                                                | Tenneco, Inc., 1st Lien Term Loan B                                        | CUSIP: 88037HAP9<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |    200000 | PA      | $194800.00    | 0.02%             | 2028-11-17      | Variable      | 9.42%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                      | Biogen, Inc.                                                               | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      1253 | NS      | $159609.40    | 0.02%             | 2025-08-01      | Fixed         | 25.33%                | No            | 2                  | On Loan: No      |
| FedEx Corp.                                                  | FedEx Corp.                                                                | CUSIP: 31428XCD6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    105000 | PA      | $92990.29     | 0.01%             | 2031-05-15      | Fixed         | 2.40%                 | 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        |    773742 | PA      | $775885.70    | 0.10%             | 2030-06-20      | Variable      | 6.79%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                    | Ford Motor Credit Co. LLC                                                  | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    234000 | PA      | $232792.93    | 0.03%             | 2031-11-05      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    436000 | PA      | $1279.58      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC                    | Oryx Midstream Services Permian Basin LLC, 1st Lien Term Loan              | CUSIP: 68764JAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    265845 | PA      | $265613.89    | 0.03%             | 2028-10-05      | Variable      | 6.57%                 | No            | 2                  | On Loan: No      |
| Shift4 Payments, LLC                                         | Shift4 Payments LLC, 1st Lien Term Loan                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    130000 | PA      | $131015.30    | 0.02%             | 2032-05-07      | Variable      | 6.80%                 | 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        |    145268 | PA      | $145776.61    | 0.02%             | 2031-02-07      | Variable      | 7.32%                 | No            | 2                  | On Loan: No      |
| Sonoco Products Co.                                          | Sonoco Products Co.                                                        | CUSIP: 835495AN2<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    135000 | PA      | $130204.72    | 0.02%             | 2027-02-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| HCA, Inc.                                                    | HCA, Inc.                                                                  | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    356000 | PA      | $336645.33    | 0.04%             | 2030-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Avery Dennison Corp.                                         | Avery Dennison Corp.                                                       | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |       969 | NS      | $170030.43    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Restoration Hardware, Inc.                                   | Restoration Hardware, Inc., 1st Lien Term Loan                             | CUSIP: 76133MAC5<br>LEI: 5493008MTS3OGGMHGK69 | Long             | LON              | CORP              | US        |     44804 | PA      | $43596.04     | 0.01%             | 2028-10-20      | Variable      | 7.68%                 | 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        |    313000 | PA      | $315347.50    | 0.04%             | 2031-12-09      | Variable      | 7.75%                 | No            | 2                  | On Loan: No      |
| LYB International Finance II BV                              | LYB International Finance II BV                                            | CUSIP: 50247WAB3<br>LEI: 549300ZSNDBYN4Z4VZ93 | Long             | DBT              | CORP              | NL        |     17000 | PA      | $16754.31     | 0.00%             | 2027-03-02      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BlackRock Funds V                                            | BlackRock Floating Rate Income Portfolio, Class K Shares                   | CUSIP: 09260B739<br>LEI: NKCTR56VMOQV9WKO8Q71 | Long             |  | RF                | US        |     33077 | NS      | $317540.54    | 0.04%             |  |  |  | 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        |    340207 | PA      | $340914.44    | 0.04%             | 2028-03-29      | Variable      | 8.33%                 | No            | 2                  | On Loan: No      |
| Roche Holding AG                                             | Roche Holding AG                                                           | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |       167 | NS      | $58037.71     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Targa Resources Corp.                                        | Targa Resources Corp.                                                      | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18091.07     | 0.00%             | 2035-08-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Ryan LLC                                                     | Ryan LLC, 1st Lien Term Loan                                               | CUSIP: 78350LAZ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      8888 | PA      | $8895.85      | 0.00%             | 2030-11-14      | Variable      | 7.83%                 | No            | 2                  | On Loan: No      |
| Southern California Edison Co.                               | Southern California Edison Co., Series G                                   | CUSIP: 842400HD8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    337000 | PA      | $292403.13    | 0.04%             | 2031-06-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                               | Morgan Stanley                                                             | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107784.07    | 0.01%             | 2036-01-18      | Variable      | 5.59%                 | No            | 2                  | On Loan: No      |
| Santander UK Group Holdings plc                              | Santander UK Group Holdings plc                                            | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $208743.90    | 0.03%             | 2029-01-10      | Variable      | 6.53%                 | 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        |    580085 | PA      | $580189.42    | 0.07%             | 2032-01-30      | Variable      | 6.58%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                           | Energy Transfer LP                                                         | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    177000 | PA      | $179763.68    | 0.02%             | 2034-09-01      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Packers Holdings LLC                                         | Packers Holdings LLC, 1st Lien Term Loan                                   | CUSIP: 69519UAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     68765 | PA      | $36789.08     | 0.00%             | 2028-03-02      | Variable      | 7.68%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                       | Mastercard, Inc.                                                           | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |       751 | NS      | $424728.21    | 0.05%             | 2025-07-31      | Fixed         | 10.20%                | No            | 2                  | On Loan: No      |
| Singapore Airlines Ltd.                                      | Singapore Airlines Ltd.                                                    | CUSIP: N/A<br>LEI: 549300ZG62N2599PWR15       | Long             | EC               | CORP              | SG        |      8200 | NS      | $44974.99     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| NKT A/S                                                      | NKT A/S                                                                    | CUSIP: N/A<br>LEI: 529900197LKWCEQ0NL18       | Long             | EC               | CORP              | DK        |       228 | NS      | $18498.52     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                           | Banco Bilbao Vizcaya Argentaria SA                                         | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |     82912 | NS      | $1276701.26   | 0.16%             |  |  |  | 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        |    399866 | PA      | $400170.01    | 0.05%             | 2031-05-30      | Variable      | 6.08%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    269127 | PA      | $9034.73      | 0.00%             |  |  |  | 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        |    117142 | PA      | $116703.01    | 0.01%             | 2028-08-18      | Variable      | 7.33%                 | No            | 2                  | On Loan: No      |
| Veolia Environnement SA                                      | Veolia Environnement SA                                                    | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EC               | CORP              | FR        |      3587 | NS      | $128062.64    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Boeing Co. (The)                                             | Boeing Co. (The)                                                           | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    321000 | PA      | $282902.67    | 0.04%             | 2034-05-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| FirstEnergy Transmission LLC                                 | FirstEnergy Transmission LLC                                               | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    141000 | PA      | $141070.96    | 0.02%             | 2030-01-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Nomura Bank International plc                                | Coca-Cola Co. (The)                                                        | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      1899 | NS      | $135498.83    | 0.02%             | 2025-07-23      | Fixed         | 15.70%                | 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        |    669489 | PA      | $671584.95    | 0.08%             | 2030-11-29      | Variable      | 7.06%                 | No            | 2                  | On Loan: No      |
| DCC plc                                                      | DCC plc                                                                    | CUSIP: N/A<br>LEI: 213800UPS1QEE4TD3T45       | Long             | EC               | CORP              | IE        |       493 | NS      | $31996.00     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bayer US Finance II LLC                                      | Bayer US Finance II LLC                                                    | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    424000 | PA      | $422806.48    | 0.05%             | 2025-12-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| W.R. Grace Holdings LLC                                      | WR Grace Holdings LLC, 1st Lien Term Loan                                  | CUSIP: 92943HAB5<br>LEI: 549300WNOVFRGYOAEB12 | Long             | LON              | CORP              | US        |    243412 | PA      | $243514.19    | 0.03%             | 2028-09-22      | Variable      | 7.55%                 | No            | 2                  | On Loan: No      |
| BASF SE                                                      | BASF SE                                                                    | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | EC               | CORP              | DE        |      1448 | NS      | $71617.39     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Allegion plc                                                 | Allegion plc                                                               | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |      7803 | NS      | $1124568.36   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Bilfinger SE                                                 | Bilfinger SE                                                               | CUSIP: N/A<br>LEI: 529900H0HULEN2BZ4604       | Long             | EC               | CORP              | DE        |       323 | NS      | $31091.17     | 0.00%             |  |  |  | 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        |    390299 | PA      | $391274.44    | 0.05%             | 2030-06-28      | Variable      | 6.55%                 | No            | 2                  | 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        |     60000 | PA      | $60243.60     | 0.01%             | 2031-10-18      | Variable      | 7.52%                 | No            | 2                  | On Loan: No      |
| Berry Global, Inc.                                           | Berry Global, Inc.                                                         | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    551000 | PA      | $578997.70    | 0.07%             | 2031-06-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                          | Caterpillar, Inc.                                                          | CUSIP: 83371F749<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |       759 | NS      | $286227.28    | 0.04%             | 2025-08-06      | Fixed         | 14.50%                | No            | 2                  | On Loan: No      |
| VICI Properties LP                                           | VICI Properties LP                                                         | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    649000 | PA      | $652559.41    | 0.08%             | 2028-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Arkema SA                                                    | Arkema SA                                                                  | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | EC               | CORP              | FR        |       494 | NS      | $36478.74     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Coca-Cola Co. (The)                                          | Coca-Cola Co. (The)                                                        | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     23993 | NS      | $1697504.75   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Caterpillar, Inc.                                            | Caterpillar, Inc.                                                          | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |        87 | NS      | $33774.27     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| System Energy Resources, Inc.                                | System Energy Resources, Inc.                                              | CUSIP: 871911AV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $79062.22     | 0.01%             | 2034-12-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| CMS Energy Corp.                                             | CMS Energy Corp.                                                           | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     24536 | NS      | $1699854.08   | 0.21%             |  |  |  | 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        |     78000 | PA      | $76138.92     | 0.01%             | 2028-04-28      | Variable      | 6.93%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                              | Goldman Sachs Group, Inc. (The)                                            | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1113820.97   | 0.14%             | 2030-04-25      | Variable      | 5.73%                 | No            | 2                  | On Loan: No      |
| Baxter International, Inc.                                   | Baxter International, Inc.                                                 | CUSIP: 071813BY4<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     63000 | PA      | $61525.04     | 0.01%             | 2030-04-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                       | UBS AG                                                                     | CUSIP: 22550L2M2<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    431000 | PA      | $464946.75    | 0.06%             | 2028-02-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Structured Products BV                           | J.P. Morgan Structured Products BV                                         | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |       471 | NS      | $112851.87    | 0.01%             | 2025-07-30      | Fixed         | 33.25%                | No            | 2                  | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                         | Anheuser-Busch InBev Worldwide, Inc.                                       | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     76000 | PA      | $77369.22     | 0.01%             | 2029-01-23      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| NRG Energy, Inc.                                             | NRG Energy, Inc., 1st Lien Term Loan                                       | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |    219494 | PA      | $219768.21    | 0.03%             | 2031-04-16      | Variable      | 6.03%                 | No            | 2                  | On Loan: No      |
| Welltower, Inc.                                              | Welltower, Inc.                                                            | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |      1315 | NS      | $202154.95    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Barracuda Networks, Inc.                                     | Barracuda Networks, Inc., 1st Lien Term Loan                               | CUSIP: 06832FAB3<br>LEI: 549300CXGRZWNMPU8080 | Long             | LON              | CORP              | US        |    212460 | PA      | $175757.94    | 0.02%             | 2029-08-15      | Variable      | 8.78%                 | No            | 2                  | On Loan: No      |
| Benefit Street Partners CLO VIII Ltd.                        | Benefit Street Partners CLO VIII Ltd., Series 2015-8A, Class A1AR          | CUSIP: 08180XAN2<br>LEI: 549300D98ZLKNSI8CN63 | Long             | ABS-CBDO         | CORP              | KY        |    112900 | PA      | $112908.90    | 0.01%             | 2031-01-20      | Floating      | 5.63%                 | 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        |     86782 | PA      | $85914.68     | 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        |       511 | NS      | $12969.18     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Asurion LLC                                                  | Asurion LLC, 1st Lien Term Loan B12                                        | CUSIP: 04649VBD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     54862 | PA      | $53438.69     | 0.01%             | 2030-09-19      | Variable      | 8.58%                 | No            | 2                  | On Loan: No      |
| Anglo American Capital plc                                   | Anglo American Capital plc                                                 | CUSIP: 034863AU4<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    264000 | PA      | $263424.48    | 0.03%             | 2028-03-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                          | Illinois Tool Works, Inc.                                                  | CUSIP: 83371F673<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |       556 | NS      | $138042.72    | 0.02%             | 2025-07-30      | Fixed         | 12.23%                | No            | 2                  | On Loan: No      |
| DTE Electric Co.                                             | DTE Electric Co.                                                           | CUSIP: 23338VAV8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25529.46     | 0.00%             | 2034-03-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank (The)                                  | Toronto-Dominion Bank (The)                                                | CUSIP: 89115KAD2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    641000 | PA      | $645721.95    | 0.08%             | 2028-06-02      | Fixed         | 4.57%                 | No            | 2                  | On Loan: No      |
| GCAT Trust                                                   | GCAT Trust, Series 2025-NQM3, Class A1                                     | CUSIP: 36171MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1003158.94   | 0.13%             | 2070-05-25      | Variable      | 5.55%                 | No            | 2                  | On Loan: No      |
| Learfield Communications LLC                                 | Learfield Communications LLC                                               | CUSIP: N/A<br>LEI: 549300177GK4LMS8T214       | Long             | EC               | CORP              | US        |       771 | NS      | $68619.00     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Filtration Group Corp.                                       | Filtration Group Corp., 1st Lien Term Loan                                 | CUSIP: 31732FAV8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    552277 | PA      | $554171.08    | 0.07%             | 2028-10-23      | Variable      | 7.33%                 | No            | 2                  | On Loan: No      |
| Allied Universal Holdco LLC                                  | Allied Universal Holdco LLC, 1st Lien Term Loan                            | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    749516 | PA      | $752829.00    | 0.09%             | 2028-05-12      | Variable      | 8.18%                 | No            | 2                  | On Loan: No      |
| Buzzi SpA                                                    | Buzzi SpA                                                                  | CUSIP: N/A<br>LEI: 5299003DX5YLKSVJ6K59       | Long             | EC               | CORP              | IT        |       330 | NS      | $18301.83     | 0.00%             |  |  |  | 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        |    274538 | PA      | $274881.58    | 0.03%             | 2031-07-16      | Variable      | 7.30%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                              | Citigroup, Inc.                                                            | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    301000 | PA      | $299635.62    | 0.04%             | 2030-09-19      | Variable      | 4.54%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                          | Chevron Corp.                                                              | CUSIP: 83371F525<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      1141 | NS      | $162474.27    | 0.02%             | 2025-08-04      | Fixed         | 15.36%                | No            | 2                  | On Loan: No      |
| Amentum Holdings, Inc.                                       | Amentum Holdings, Inc., 1st Lien Term Loan                                 | CUSIP: 02351XAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    268143 | PA      | $267472.97    | 0.03%             | 2031-09-29      | Variable      | 6.58%                 | No            | 2                  | On Loan: No      |
| Wolverine Escrow LLC                                         | Wolverine Escrow LLC                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     92000 | 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        |      1101 | NS      | $224053.50    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Geberit AG                                                   | Geberit AG (Registered)                                                    | CUSIP: N/A<br>LEI: 52990093Z5OHD6T7BS47       | Long             | EC               | CORP              | CH        |        59 | NS      | $46465.15     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                       | IDEXX Laboratories, Inc.                                                   | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |       263 | NS      | $140021.46    | 0.02%             | 2025-08-06      | Fixed         | 14.70%                | No            | 2                  | On Loan: No      |
| SPIE SA                                                      | SPIE SA                                                                    | CUSIP: N/A<br>LEI: 969500TJNS5GSFWJ8X85       | Long             | EC               | CORP              | FR        |       921 | NS      | $51788.31     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| VICI Properties, Inc.                                        | VICI Properties, Inc.                                                      | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      8296 | NS      | $270449.60    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Birch Grove CLO 9 Ltd.                                       | Birch Grove CLO 9 Ltd., Series 2024-9A, Class B                            | CUSIP: 09077WAE8<br>LEI: 254900VS6E4BD1HWHW18 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998904.10    | 0.13%             | 2037-10-22      | Floating      | 5.97%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                            | Ferguson Enterprises, Inc.                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       661 | NS      | $144128.69    | 0.02%             | 2025-07-17      | Fixed         | 18.43%                | No            | 2                  | On Loan: No      |
| Aviation Capital Group LLC                                   | Aviation Capital Group LLC                                                 | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    683000 | PA      | $661050.53    | 0.08%             | 2026-09-20      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| PRKCM Trust                                                  | PRKCM Trust, Series 2022-AFC2, Class A1                                    | CUSIP: 69377TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    715172 | PA      | $712672.08    | 0.09%             | 2057-08-25      | Variable      | 5.33%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                     | PNC Financial Services Group, Inc. (The)                                   | CUSIP: 693475BY0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    156000 | PA      | $157174.20    | 0.02%             | 2027-07-23      | Variable      | 5.10%                 | No            | 2                  | On Loan: No      |
| Centene Corp.                                                | Centene Corp.                                                              | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1417000 | PA      | $1305104.47   | 0.16%             | 2030-02-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| iShares Trust                                                | iShares Broad USD High Yield Corporate Bond ETF                            | CUSIP: 46435U853<br>LEI: 549300X7H67ZLUE3IZ46 | Long             |  | RF                | US        |    743531 | NS      | $27889847.81  | 3.49%             |  |  |  | No            | 1                  | On Loan: No      |
| Swire Pacific Ltd.                                           | Swire Pacific Ltd., Class A                                                | CUSIP: N/A<br>LEI: 549300KZOZHII0DGF611       | Long             | EC               | CORP              | HK        |      2000 | NS      | $17144.22     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Warehouses De Pauw CVA                                       | Warehouses De Pauw CVA                                                     | CUSIP: N/A<br>LEI: 549300HWDYC5JXC85138       | Long             | EC               | CORP              | BE        |      5491 | NS      | $134514.19    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                        | Bank of America Corp.                                                      | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     66000 | PA      | $65311.66     | 0.01%             | 2026-10-24      | Variable      | 1.20%                 | 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        |     31276 | PA      | $31022.33     | 0.00%             | 2030-03-18      | Variable      | 7.30%                 | No            | 2                  | On Loan: No      |
| Zurich Insurance Group AG                                    | Zurich Insurance Group AG                                                  | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |      1575 | NS      | $1102064.02   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Aalberts NV                                                  | Aalberts NV                                                                | CUSIP: N/A<br>LEI: 549300EMP9DT6Q35HZ31       | Long             | EC               | CORP              | NL        |       378 | NS      | $13728.70     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Naked Juice LLC                                              | Naked Juice LLC, 1st Lien Term Loan                                        | CUSIP: 62984CAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    102378 | PA      | $47221.82     | 0.01%             | 2030-01-24      | Variable      | 10.31%                | No            | 2                  | On Loan: No      |
| Mitsui Fudosan Co. Ltd.                                      | Mitsui Fudosan Co. Ltd.                                                    | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | EC               | CORP              | JP        |      6400 | NS      | $61958.92     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| McAfee Corp.                                                 | McAfee Corp., 1st Lien Term Loan B1                                        | CUSIP: 57906HAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    421130 | PA      | $408407.82    | 0.05%             | 2029-03-01      | Variable      | 7.32%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                    | Ford Motor Credit Co. LLC                                                  | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $991807.48    | 0.12%             | 2029-09-06      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| UniCredit SpA                                                | UniCredit SpA                                                              | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |      1513 | NS      | $101497.15    | 0.01%             |  |  |  | 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        |    234513 | PA      | $225543.25    | 0.03%             | 2027-10-01      | Variable      | 8.40%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                           | General Motors Financial Co., Inc.                                         | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    665000 | PA      | $663857.92    | 0.08%             | 2029-10-06      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Caesars Entertainment, Inc.                                  | Caesars Entertainment, Inc., 1st Lien Term Loan B1                         | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    730625 | PA      | $729258.26    | 0.09%             | 2031-02-06      | Variable      | 6.58%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                           | T-Mobile USA, Inc.                                                         | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    240000 | PA      | $233092.27    | 0.03%             | 2030-04-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Americold Realty Trust, Inc.                                 | Americold Realty Trust, Inc.                                               | CUSIP: 03064D108<br>LEI: 894500O3S3W62PQPO460 | Long             | EC               | CORP              | US        |      9804 | NS      | $163040.52    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| BlackRock Liquidity Funds                                    | BlackRock Liquidity Funds, T-Fund, Institutional Class                     | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        |  45051899 | NS      | $45051898.88  | 5.64%             |  |  |  | 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        |     87000 | PA      | $88740.00     | 0.01%             | 2032-11-15      | Variable      | 9.08%                 | No            | 3                  | On Loan: No      |
| Amcor plc                                                    | Amcor plc                                                                  | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | JE        |     10696 | NS      | $98296.24     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Wilsonart LLC                                                | Wilsonart LLC, 1st Lien Term Loan                                          | CUSIP: 97246FAM8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    515108 | PA      | $506577.32    | 0.06%             | 2031-08-05      | Variable      | 8.55%                 | No            | 2                  | On Loan: No      |
| Georgia Power Co.                                            | Georgia Power Co.                                                          | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28555.20     | 0.00%             | 2034-03-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                       | CVS Health Corp.                                                           | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      8390 | NS      | $566224.29    | 0.07%             | 2025-07-31      | Fixed         | 24.50%                | No            | 2                  | On Loan: No      |
| Boeing Co. (The)                                             | Boeing Co. (The)                                                           | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1004000 | PA      | $988329.84    | 0.12%             | 2026-02-04      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| Fiserv, Inc.                                                 | Fiserv, Inc.                                                               | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     47000 | PA      | $48870.14     | 0.01%             | 2033-08-21      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| BlackRock Allocation Target Shares                           | BlackRock Allocation Target Shares - BATS Series A                         | CUSIP: 092480706<br>LEI: 5493001N6IPQ853IL862 | Long             |  | RF                | US        |   4748824 | NS      | $45351266.37  | 5.68%             |  |  |  | No            | N/A                | On Loan: No      |
| Domino's Pizza, Inc.                                         | Domino's Pizza, Inc.                                                       | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |       497 | NS      | $223948.20    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Jungheinrich AG                                              | Jungheinrich AG (Preference)                                               | CUSIP: N/A<br>LEI: 529900PHZORTU6FSXE73       | Long             | EP               | CORP              | DE        |       661 | NS      | $31194.47     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nomura Bank International plc                                | Nomura Bank International plc                                              | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |       788 | NS      | $190058.85    | 0.02%             | 2025-08-22      | Fixed         | 13.03%                | No            | 2                  | On Loan: No      |
| ICON Luxembourg SARL                                         | ICON Luxembourg SARL, 1st Lien Term Loan                                   | CUSIP: L5000DAE7<br>LEI: 635400PUWMHSPI2DDA35 | Long             | LON              | CORP              | LU        |     44943 | PA      | $45203.08     | 0.01%             | 2028-07-03      | Variable      | 6.30%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                          | Societe Generale SA                                                        | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       461 | NS      | $88551.11     | 0.01%             | 2025-07-11      | Fixed         | 21.30%                | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                      | Humana, Inc.                                                               | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      1186 | NS      | $285381.11    | 0.04%             | 2025-07-30      | Fixed         | 35.22%                | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                            | CIFC Funding Ltd., Series 2020-4A, Class A1R                               | CUSIP: 12562RAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003114.60   | 0.13%             | 2040-01-15      | Floating      | 5.56%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                                   | Verus Securitization Trust, Series 2022-INV2, Class A1                     | CUSIP: 924923AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    699178 | PA      | $698876.17    | 0.09%             | 2067-10-25      | Variable      | 6.79%                 | No            | 2                  | On Loan: No      |
| Illuminate Buyer LLC                                         | Illuminate Buyer LLC                                                       | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5024.55      | 0.00%             | 2028-07-01      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Madison IAQ LLC                                              | Madison IAQ LLC, 1st Lien Term Loan                                        | CUSIP: 55759VAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    276000 | PA      | $276582.36    | 0.03%             | 2032-05-06      | Variable      | 7.51%                 | No            | 2                  | On Loan: No      |
| Endesa SA                                                    | Endesa SA                                                                  | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |      1640 | NS      | $51947.12     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| NYC Commercial Mortgage Trust                                | NYC Commercial Mortgage Trust, Series 2025-3BP, Class A                    | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $991875.00    | 0.12%             | 2042-02-15      | Floating      | 5.52%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                           | Energy Transfer LP                                                         | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22634.56     | 0.00%             | 2028-02-15      | Fixed         | 5.55%                 | 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        |     71000 | PA      | $71118.57     | 0.01%             | 2032-02-13      | Variable      | 7.57%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                            | Palo Alto Networks, Inc.                                                   | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       710 | NS      | $143058.93    | 0.02%             | 2025-08-20      | Fixed         | 12.63%                | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International plc                       | Charter Communications, Inc.                                               | CUSIP: 61779N589<br>LEI: 4PQUHN3JPFGFNF3BB653 | Long             | SN               | CORP              | GB        |       559 | NS      | $225736.19    | 0.03%             | 2025-07-28      | Fixed         | 12.70%                | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    112000 | PA      | $323.45       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                      | Domino's Pizza, Inc.                                                       | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       586 | NS      | $266224.30    | 0.03%             | 2025-07-18      | Fixed         | 16.75%                | 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        |    272974 | PA      | $273089.02    | 0.03%             | 2028-04-07      | Variable      | 7.33%                 | No            | 2                  | On Loan: No      |
| HSBC Bank plc                                                | Celanese Corp.                                                             | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | Long             | SN               | CORP              | GB        |      3018 | NS      | $166255.62    | 0.02%             | 2025-08-04      | Fixed         | 28.24%                | No            | 2                  | On Loan: No      |
| Viasat, Inc.                                                 | Viasat, Inc., 1st Lien Term Loan                                           | CUSIP: 92555WAF2<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |     41345 | PA      | $39420.27     | 0.00%             | 2030-05-30      | Variable      | 8.93%                 | No            | 2                  | On Loan: No      |
| Cotiviti, Inc.                                               | Cotiviti, Inc., 1st Lien Term Loan B                                       | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    533977 | PA      | $530976.42    | 0.07%             | 2031-05-01      | Variable      | 7.07%                 | No            | 2                  | On Loan: No      |
| Grupo Televisa SAB                                           | Grupo Televisa SAB                                                         | CUSIP: 40049JAT4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |      8000 | PA      | $8905.84      | 0.00%             | 2032-03-11      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Diameter Capital CLO 3 Ltd.                                  | Diameter Capital CLO 3 Ltd., Series 2022-3A, Class A1R                     | CUSIP: 25255JAL1<br>LEI: 254900L1QJX98W5ORK78 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2508273.25   | 0.31%             | 2038-01-15      | Floating      | 5.59%                 | No            | 2                  | On Loan: No      |
| Hubbell, Inc.                                                | Hubbell, Inc.                                                              | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      2923 | NS      | $1193782.43   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Broadcom, Inc.                                               | Broadcom, Inc.                                                             | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    570000 | PA      | $562219.21    | 0.07%             | 2029-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                               | Morgan Stanley                                                             | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $519355.37    | 0.07%             | 2030-04-18      | Variable      | 5.66%                 | No            | 2                  | On Loan: No      |
| CSC Holdings LLC                                             | CSC Holdings LLC, 1st Lien Term Loan                                       | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |     71228 | PA      | $70160.29     | 0.01%             | 2028-01-18      | Variable      | 8.81%                 | No            | 2                  | On Loan: No      |
| Nordson Corp.                                                | Nordson Corp.                                                              | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |       399 | NS      | $85533.63     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| United Airlines Pass-Through Trust                           | United Airlines Pass-Through Trust, Series 2024-1, Class A                 | CUSIP: 90932WAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    376693 | PA      | $374939.73    | 0.05%             | 2037-02-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                               | Morgan Stanley                                                             | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    419000 | PA      | $408881.61    | 0.05%             | 2027-05-04      | Variable      | 1.59%                 | No            | 2                  | On Loan: No      |
| Chariot Buyer LLC                                            | Chariot Buyer LLC, 1st Lien Term Loan                                      | CUSIP: 15963CAC0<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |    490915 | PA      | $491415.25    | 0.06%             | 2028-11-03      | Variable      | 7.68%                 | No            | 2                  | On Loan: No      |
| ArcelorMittal SA                                             | ArcelorMittal SA                                                           | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | EC               | CORP              | LU        |      1106 | NS      | $35120.27     | 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        |      4219 | NS      | $570947.12    | 0.07%             | 2025-07-16      | Fixed         | 14.81%                | No            | 2                  | On Loan: No      |
| EQT Corp.                                                    | EQT Corp.                                                                  | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    462000 | PA      | $465914.89    | 0.06%             | 2029-01-15      | Fixed         | 5.00%                 | 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        |    510000 | PA      | $516821.40    | 0.06%             | 2039-11-10      | Fixed         | 5.52%                 | 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        |    770000 | PA      | $769518.75    | 0.10%             | 2041-10-15      | Floating      | 6.26%                 | No            | 2                  | On Loan: No      |
| Siemens AG                                                   | Siemens AG (Registered)                                                    | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |       415 | NS      | $106596.15    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| AEGON Funding Co. LLC                                        | AEGON Funding Co. LLC                                                      | CUSIP: 00775VAA2<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | DBT              | CORP              | US        |    586000 | PA      | $593118.12    | 0.07%             | 2027-04-16      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Baxter International, Inc.                                   | Baxter International, Inc.                                                 | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     93000 | PA      | $86578.84     | 0.01%             | 2028-12-01      | Fixed         | 2.27%                 | No            | 2                  | On Loan: No      |
| CommonSpirit Health                                          | CommonSpirit Health                                                        | CUSIP: 20268JAK9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36219.78     | 0.00%             | 2027-11-01      | Fixed         | 6.07%                 | No            | 2                  | On Loan: No      |
| Realty Income Corp.                                          | Realty Income Corp.                                                        | CUSIP: 756109BS2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     83000 | PA      | $84171.94     | 0.01%             | 2028-12-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Poste Italiane SpA                                           | Poste Italiane SpA                                                         | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | EC               | CORP              | IT        |      2309 | NS      | $49610.86     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| First Franklin Mortgage Loan Trust                           | First Franklin Mortgage Loan Trust, Series 2005-FF10, Class A6M            | CUSIP: 32027NWQ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    496152 | PA      | $464395.52    | 0.06%             | 2035-11-25      | Floating      | 5.13%                 | 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        |    789830 | PA      | $789245.80    | 0.10%             | 2032-01-30      | Variable      | 9.33%                 | 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        |      3458 | NS      | $128617.60    | 0.02%             |  |  |  | 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        |    389025 | PA      | $385298.14    | 0.05%             | 2032-03-08      | Variable      | 6.07%                 | No            | 2                  | On Loan: No      |
| System Energy Resources, Inc.                                | System Energy Resources, Inc.                                              | CUSIP: 871911AU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     86000 | PA      | $89532.27     | 0.01%             | 2028-04-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Georgia-Pacific LLC                                          | Georgia-Pacific LLC                                                        | CUSIP: 37331NAR2<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    540000 | PA      | $542709.48    | 0.07%             | 2028-06-30      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                          | Walt Disney Co. (The)                                                      | CUSIP: 83371F467<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      3041 | NS      | $370882.32    | 0.05%             | 2025-08-07      | Fixed         | 14.04%                | No            | 2                  | On Loan: No      |
| J.P. Morgan Structured Products BV                           | J.P. Morgan Structured Products BV, Series EN1Q                            | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |       988 | NS      | $88679.15     | 0.01%             | 2025-07-29      | Fixed         | 28.69%                | No            | 2                  | On Loan: No      |
| PPM CLO 5 Ltd.                                               | PPM CLO 5 Ltd., Series 2021-5A, Class A                                    | CUSIP: 69356TAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1502576.85   | 0.19%             | 2034-10-18      | Floating      | 5.73%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Finance LLC                                   | Morgan Stanley Finance LLC, Series DMTX                                    | CUSIP: 61779N449<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       786 | NS      | $139578.76    | 0.02%             | 2025-07-30      | Fixed         | 13.96%                | No            | 2                  | On Loan: No      |
| BAT International Finance plc                                | BAT International Finance plc                                              | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $241364.69    | 0.03%             | 2029-02-02      | Fixed         | 5.93%                 | No            | 2                  | On Loan: No      |
| ACS Actividades de Construccion y Servicios SA               | ACS Actividades de Construccion y Servicios SA                             | CUSIP: N/A<br>LEI: 95980020140005558665       | Long             | EC               | CORP              | ES        |       901 | NS      | $62626.35     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                                          | Fluor Corp.                                                                | CUSIP: 83371F582<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      5756 | NS      | $280530.82    | 0.04%             | 2025-08-04      | Fixed         | 31.69%                | No            | 2                  | On Loan: No      |
| Derby Buyer LLC                                              | Derby Buyer LLC, 1st Lien Term Loan                                        | CUSIP: 24968CAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    307496 | PA      | $305991.90    | 0.04%             | 2030-11-01      | Variable      | 7.31%                 | No            | 2                  | On Loan: No      |
| AstraZeneca plc                                              | AstraZeneca plc                                                            | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |     14763 | NS      | $2054554.42   | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| Synchrony Financial                                          | Synchrony Financial                                                        | CUSIP: 87165BAG8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     72000 | PA      | $71951.19     | 0.01%             | 2025-07-23      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Rad CLO 12 Ltd.                                              | Rad CLO 12 Ltd., Series 2021-12A, Class C                                  | CUSIP: 75009PAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002461.20   | 0.13%             | 2034-10-30      | Floating      | 6.59%                 | No            | 2                  | On Loan: No      |
| Vistra Operations Co. LLC                                    | Vistra Operations Co. LLC                                                  | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    892000 | PA      | $896360.99    | 0.11%             | 2026-12-30      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| EQT Corp.                                                    | EQT Corp.                                                                  | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    242000 | PA      | $238273.60    | 0.03%             | 2026-05-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| QUALCOMM, Inc.                                               | QUALCOMM, Inc.                                                             | CUSIP: 747525BW2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    419000 | PA      | $421902.02    | 0.05%             | 2035-05-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                            | Arista Networks, Inc.                                                      | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      1855 | NS      | $177115.39    | 0.02%             | 2025-07-30      | Fixed         | 22.31%                | No            | 2                  | On Loan: No      |
| Ally Financial, Inc.                                         | Ally Financial, Inc.                                                       | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178115.53    | 0.02%             | 2029-05-15      | Variable      | 5.74%                 | 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        |    114404 | PA      | $113260.02    | 0.01%             | 2027-08-06      | Variable      | 6.19%                 | No            | 2                  | On Loan: No      |
| EQT Corp.                                                    | EQT Corp.                                                                  | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    119000 | PA      | $117422.58    | 0.01%             | 2027-10-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Paychex, Inc.                                                | Paychex, Inc.                                                              | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      1619 | NS      | $235499.74    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Indicor LLC                                                  | Indicor LLC, 1st Lien Term Loan D                                          | CUSIP: 77669LAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    136296 | PA      | $135913.14    | 0.02%             | 2029-11-22      | Variable      | 7.05%                 | No            | 2                  | On Loan: No      |
| HCA, Inc.                                                    | HCA, Inc.                                                                  | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    835000 | PA      | $856037.27    | 0.11%             | 2030-03-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                         | JPMorgan Chase & Co.                                                       | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     27000 | PA      | $28035.64     | 0.00%             | 2030-04-22      | Variable      | 5.58%                 | No            | 2                  | On Loan: No      |
| Microsoft Corp.                                              | Microsoft Corp.                                                            | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      9260 | NS      | $4606016.60   | 0.58%             |  |  |  | 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        |    930000 | PA      | $928205.47    | 0.12%             | 2039-12-15      | Floating      | 5.85%                 | 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        |    221000 | PA      | $221221.00    | 0.03%             | 2031-11-25      | Variable      | 7.58%                 | No            | 2                  | On Loan: No      |
| Ryder System, Inc.                                           | Ryder System, Inc.                                                         | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    135000 | PA      | $131493.16    | 0.02%             | 2027-03-01      | Fixed         | 2.85%                 | 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        |    411703 | PA      | $413847.68    | 0.05%             | 2028-10-27      | Variable      | 6.58%                 | No            | 2                  | On Loan: No      |
| FirstEnergy Corp.                                            | FirstEnergy Corp., Series B                                                | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    703000 | PA      | $695118.02    | 0.09%             | 2027-07-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                            | Synchrony Financial                                                        | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      4198 | NS      | $264580.55    | 0.03%             | 2025-07-17      | Fixed         | 16.65%                | No            | 2                  | On Loan: No      |
| Trident TPI Holdings, Inc.                                   | Trident TPI Holdings, Inc., 1st Lien Term Loan B7                          | CUSIP: 00216EAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    152923 | PA      | $150037.58    | 0.02%             | 2028-09-15      | Variable      | 8.05%                 | No            | 2                  | On Loan: No      |
| Caesars Entertainment, Inc.                                  | Caesars Entertainment, Inc., 1st Lien Term Loan B                          | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |     81750 | PA      | $81586.50     | 0.01%             | 2030-02-06      | Variable      | 6.58%                 | No            | 2                  | On Loan: No      |
| AbbVie, Inc.                                                 | AbbVie, Inc.                                                               | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    133000 | PA      | $127214.82    | 0.02%             | 2029-11-21      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Cubic Corp.                                                  | Cubic Corp., 1st Lien Term Loan B                                          | CUSIP: 04921TAB0<br>LEI: 6HHLXIOGCDNZ4IRAIW26 | Long             | LON              | CORP              | US        |    418750 | PA      | $216853.63    | 0.03%             | 2028-05-25      | Variable      | 8.84%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International plc                       | Westinghouse Air Brake Technologies Corp.                                  | CUSIP: 61779N548<br>LEI: 4PQUHN3JPFGFNF3BB653 | Long             | SN               | CORP              | GB        |       674 | NS      | $140091.84    | 0.02%             | 2025-07-24      | Fixed         | 11.81%                | No            | 2                  | On Loan: No      |
| Travelport Finance                                           | Travelport Technology Ltd.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |        30 | NS      | $80610.60     | 0.01%             |  |  |  | No            | 3                  | 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        |    201767 | PA      | $201137.11    | 0.03%             | 2030-05-18      | Variable      | 6.33%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                        | Bank of America Corp.                                                      | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      5969 | NS      | $282453.08    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley Finance LLC                                   | Morgan Stanley Finance LLC, Series DMMj                                    | CUSIP: 61779N399<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       119 | NS      | $84392.27     | 0.01%             | 2025-08-07      | Fixed         | 12.97%                | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                         | Charter Communications Operating LLC, 1st Lien Term Loan B4                | CUSIP: 16117LCB3<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |     85063 | PA      | $84995.41     | 0.01%             | 2030-12-09      | Variable      | 6.30%                 | No            | 2                  | On Loan: No      |
| Blue Owl Credit Income Corp.                                 | Blue Owl Credit Income Corp.                                               | CUSIP: 09581CAD3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    106000 | PA      | $106172.76    | 0.01%             | 2030-03-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Public Storage                                               | Public Storage                                                             | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |       846 | NS      | $248233.32    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| VMware LLC                                                   | VMware LLC                                                                 | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    296000 | PA      | $286285.72    | 0.04%             | 2026-08-15      | Fixed         | 1.40%                 | No            | 2                  | On Loan: No      |
| Johnson Controls International plc                           | Johnson Controls International plc                                         | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |       167 | NS      | $17638.54     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ventas Realty LP                                             | Ventas Realty LP                                                           | CUSIP: 92277GAM9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     82000 | PA      | $81237.95     | 0.01%             | 2028-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                       | Hyatt Hotels Corp.                                                         | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      1246 | NS      | $171803.68    | 0.02%             | 2025-08-06      | Fixed         | 20.20%                | 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        |    257694 | PA      | $257855.89    | 0.03%             | 2029-08-16      | Variable      | 7.32%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     38000 | PA      | $330.66       | 0.00%             |  |  |  | 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        |    125260 | PA      | $125103.51    | 0.02%             | 2028-09-29      | Variable      | 8.33%                 | No            | 2                  | On Loan: No      |
| Evergy, Inc.                                                 | Evergy, Inc.                                                               | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |       182 | NS      | $12545.26     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Truist Financial Corp.                                       | Truist Financial Corp.                                                     | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    223000 | PA      | $241216.24    | 0.03%             | 2029-10-30      | Variable      | 7.16%                 | No            | 2                  | On Loan: No      |
| Prologis, Inc.                                               | Prologis, Inc.                                                             | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      1648 | NS      | $173237.76    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Broadcom, Inc.                                               | Broadcom, Inc.                                                             | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    581000 | PA      | $526925.57    | 0.07%             | 2033-04-15      | Fixed         | 3.42%                 | No            | 2                  | On Loan: No      |
| Tritax Big Box REIT plc                                      | Tritax Big Box REIT plc                                                    | CUSIP: N/A<br>LEI: 213800L6X88MIYPVR714       | Long             | EC               | CORP              | GB        |     67622 | NS      | $137688.74    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                           | Energy Transfer LP                                                         | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399962.69    | 0.05%             | 2027-03-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Brand Industrial Services, Inc.                              | Brand Industrial Services, Inc., 1st Lien Term Loan C                      | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |    609929 | PA      | $508070.55    | 0.06%             | 2030-08-01      | Variable      | 8.78%                 | No            | 2                  | On Loan: No      |
| Honeywell International, Inc.                                | Honeywell International, Inc.                                              | CUSIP: 438516CR5<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    255000 | PA      | $261865.03    | 0.03%             | 2031-09-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Reynolds Consumer Products LLC                               | Reynolds Consumer Products LLC, 1st Lien Term Loan                         | CUSIP: 76171JAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     55182 | PA      | $55365.67     | 0.01%             | 2032-03-04      | Variable      | 6.08%                 | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                        | Elevance Health, Inc.                                                      | CUSIP: 28622HAB7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26830.61     | 0.00%             | 2033-02-15      | Fixed         | 4.75%                 | 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        |    757082 | PA      | $757597.13    | 0.09%             | 2029-03-30      | Variable      | 7.80%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                          | Societe Generale SA                                                        | CUSIP: 83371M462<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |       832 | NS      | $113601.44    | 0.01%             | 2025-07-16      | Fixed         | 12.50%                | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                              | Citigroup, Inc.                                                            | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     53000 | PA      | $46953.70     | 0.01%             | 2032-05-01      | Variable      | 2.56%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                        | Bank of America Corp.                                                      | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     63000 | PA      | $61581.48     | 0.01%             | 2028-12-20      | Variable      | 3.42%                 | No            | 2                  | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                      | Citigroup Global Markets Holdings, Inc., Series 0MTJ                       | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |      3094 | NS      | $853752.05    | 0.11%             | 2025-07-15      | Fixed         | 14.35%                | No            | 2                  | On Loan: No      |
| Morgan Stanley                                               | Morgan Stanley                                                             | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37821.47     | 0.00%             | 2028-04-13      | Variable      | 5.65%                 | No            | 2                  | On Loan: No      |
| Trend Micro, Inc.                                            | Trend Micro, Inc.                                                          | CUSIP: N/A<br>LEI: 3538005O5UJ5RNAGVE16       | Long             | EC               | CORP              | JP        |       700 | NS      | $48416.10     | 0.01%             |  |  |  | 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        |    203553 | PA      | $203426.57    | 0.03%             | 2027-04-15      | Variable      | 7.32%                 | No            | 2                  | On Loan: No      |
| Imperial Brands Finance plc                                  | Imperial Brands Finance plc                                                | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    755000 | PA      | $754909.72    | 0.09%             | 2028-06-30      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    163000 | PA      | $-451.59      | -0.00%            |  |  |  | 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        |    160320 | PA      | $158028.72    | 0.02%             | 2028-05-12      | Variable      | 8.08%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                            | Netflix, Inc.                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       452 | NS      | $575684.51    | 0.07%             | 2025-07-18      | Fixed         | 14.14%                | 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        |    579470 | PA      | $580912.75    | 0.07%             | 2031-10-01      | Variable      | 7.08%                 | 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        |       367 | NS      | $33437.37     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Comcast Corp.                                                | Comcast Corp.                                                              | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     84000 | PA      | $88235.55     | 0.01%             | 2032-11-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                          | Societe Generale SA                                                        | CUSIP: 83371F301<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      1059 | NS      | $83463.79     | 0.01%             | 2025-07-17      | Fixed         | 31.15%                | 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        |    176255 | PA      | $173898.81    | 0.02%             | 2029-04-16      | Variable      | 6.79%                 | No            | 2                  | On Loan: No      |
| APi Group DE, Inc.                                           | APi Group DE, Inc., 1st Lien Term Loan                                     | CUSIP: 00186XAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    429489 | PA      | $429467.35    | 0.05%             | 2029-01-03      | Variable      | 6.08%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | Service King Midas International                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       394 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| American Tower Corp.                                         | American Tower Corp.                                                       | CUSIP: 03027XCM0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    476000 | PA      | $485921.29    | 0.06%             | 2035-01-31      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                    | Ford Motor Credit Co. LLC                                                  | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    222000 | PA      | $233631.80    | 0.03%             | 2030-06-10      | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| Emerson Electric Co.                                         | Emerson Electric Co.                                                       | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       208 | NS      | $27732.64     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MFA Trust                                                    | MFA Trust, Series 2022-CHM1, Class A1                                      | CUSIP: 552758AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    573540 | PA      | $561004.42    | 0.07%             | 2056-09-25      | Variable      | 4.88%                 | No            | 2                  | On Loan: No      |
| Extra Space Storage LP                                       | Extra Space Storage LP                                                     | CUSIP: 30225VAT4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    104000 | PA      | $104694.26    | 0.01%             | 2035-01-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Glencore Funding LLC                                         | Glencore Funding LLC                                                       | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    163000 | PA      | $161666.28    | 0.02%             | 2027-03-27      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                        | NextEra Energy Capital Holdings, Inc.                                      | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19286.84     | 0.00%             | 2027-01-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Centene Corp.                                                | Centene Corp.                                                              | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    187000 | PA      | $161004.53    | 0.02%             | 2031-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fidelity National Information Services, Inc.                 | Fidelity National Information Services, Inc.                               | CUSIP: 31620MBJ4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82575.33     | 0.01%             | 2029-05-21      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Expand Energy Corp.                                          | Expand Energy Corp.                                                        | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    243000 | PA      | $236289.77    | 0.03%             | 2032-02-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| PG&E Corp.                                                   | PG&E Corp.                                                                 | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    199000 | PA      | $188457.01    | 0.02%             | 2055-03-15      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| Daimler Truck Finance North America LLC                      | Daimler Truck Finance North America LLC                                    | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156490.96    | 0.02%             | 2027-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Skanska AB                                                   | Skanska AB, Class B                                                        | CUSIP: N/A<br>LEI: 549300UINV5RINHGMG07       | Long             | EC               | CORP              | SE        |       955 | NS      | $22246.34     | 0.00%             |  |  |  | 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        |    833234 | PA      | $834967.32    | 0.10%             | 2031-01-31      | Variable      | 6.30%                 | No            | 2                  | On Loan: No      |
| Motorola Solutions, Inc.                                     | Motorola Solutions, Inc.                                                   | CUSIP: 620076CA5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    333000 | PA      | $336587.78    | 0.04%             | 2030-08-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                           | VICI Properties LP                                                         | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $36350.20     | 0.00%             | 2029-12-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| PPL Capital Funding, Inc.                                    | PPL Capital Funding, Inc.                                                  | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110884.48    | 0.01%             | 2034-09-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| TotalEnergies SE                                             | TotalEnergies SE                                                           | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |      4654 | NS      | $284464.87    | 0.04%             |  |  |  | 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        |    470710 | PA      | $472253.74    | 0.06%             | 2031-11-21      | Variable      | 6.57%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                          | Societe Generale SA                                                        | CUSIP: 83370RAA6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $182955.74    | 0.02%             | 2030-11-18      | Variable      | 5.38%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                     | UnitedHealth Group, Inc.                                                   | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    606000 | PA      | $613753.80    | 0.08%             | 2032-01-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Hyperion Refinance S.a.r.l.                                  | Hyperion Refinance SARL, 1st Lien Term Loan B                              | CUSIP: G4712JAY8<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     32000 | PA      | $32151.04     | 0.00%             | 2030-04-18      | Variable      | 7.83%                 | No            | 2                  | On Loan: No      |
| Amgen, Inc.                                                  | Amgen, Inc.                                                                | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     57000 | PA      | $58731.77     | 0.01%             | 2030-03-02      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Hewlett Packard Enterprise Co.                               | Hewlett Packard Enterprise Co.                                             | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    674000 | PA      | $653792.39    | 0.08%             | 2034-10-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Foundry JV Holdco LLC                                        | Foundry JV Holdco LLC                                                      | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1222000 | PA      | $1276966.26   | 0.16%             | 2030-01-25      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| VS Buyer LLC                                                 | VS Buyer LLC, 1st Lien Term Loan                                           | CUSIP: 91834WAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    531704 | PA      | $533697.74    | 0.07%             | 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        |      1789 | NS      | $117860.61    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BXP, Inc.                                                    | BXP, Inc.                                                                  | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |      3505 | NS      | $236482.35    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Bank plc                                            | Barclays Bank plc                                                          | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       792 | NS      | $83897.54     | 0.01%             | 2025-07-24      | Fixed         | 10.31%                | No            | 2                  | On Loan: No      |
| United States Cellular Corp.                                 | United States Cellular Corp.                                               | CUSIP: 911684AD0<br>LEI: 549300B164AZXESI6E03 | Long             | DBT              | CORP              | US        |     91000 | PA      | $95557.10     | 0.01%             | 2033-12-15      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding XXXIII Ltd.                             | Madison Park Funding XXXIII Ltd., Series 2019-33A, Class CR                | CUSIP: 55819JAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002276.00   | 0.13%             | 2032-10-15      | Floating      | 6.46%                 | No            | 2                  | On Loan: No      |
| Healthpeak OP LLC                                            | Healthpeak OP LLC                                                          | CUSIP: 42250PAE3<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     67000 | PA      | $68182.94     | 0.01%             | 2032-12-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Nestle SA                                                    | Nestle SA (Registered)                                                     | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |      2951 | NS      | $293407.22    | 0.04%             |  |  |  | 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        |    710134 | PA      | $708891.15    | 0.09%             | 2029-01-29      | Variable      | 7.83%                 | No            | 2                  | On Loan: No      |
| Admiral Group plc                                            | Admiral Group plc                                                          | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | EC               | CORP              | GB        |      1315 | NS      | $59052.17     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                              | Goldman Sachs Group, Inc. (The)                                            | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73805.66     | 0.01%             | 2029-04-23      | Variable      | 3.81%                 | No            | 2                  | On Loan: No      |
| Coles Group Ltd.                                             | Coles Group Ltd.                                                           | CUSIP: N/A<br>LEI: 549300OHQRG2HN8LZ793       | Long             | EC               | CORP              | AU        |      6875 | NS      | $94270.82     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Canadian Tire Corp. Ltd.                                     | Canadian Tire Corp. Ltd., Class A                                          | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               | CORP              | CA        |       277 | NS      | $37711.06     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Penske Truck Leasing Co. LP                                  | Penske Truck Leasing Co. LP                                                | CUSIP: 709599BR4<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25738.52     | 0.00%             | 2027-11-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International plc                       | Schlumberger NV                                                            | CUSIP: 61779N605<br>LEI: 4PQUHN3JPFGFNF3BB653 | Long             | SN               | CORP              | GB        |      6546 | NS      | $221668.09    | 0.03%             | 2025-07-21      | Fixed         | 17.64%                | 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        |    441887 | PA      | $442421.47    | 0.06%             | 2031-03-14      | Variable      | 6.33%                 | No            | 2                  | On Loan: No      |
| Hyundai Capital America                                      | Hyundai Capital America                                                    | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    445000 | PA      | $447567.06    | 0.06%             | 2027-06-23      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    149000 | PA      | $430.45       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Perrigo Investments LLC                                      | Perrigo Investments LLC, 1st Lien Term Loan B                              | CUSIP: 71429TAF7<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |    151639 | PA      | $151575.15    | 0.02%             | 2029-04-20      | Variable      | 6.33%                 | No            | 2                  | On Loan: No      |
| Constellation Renewables LLC                                 | Constellation Renewables LLC, 1st Lien Term Loan                           | CUSIP: 30204KAD8<br>LEI: 5493004JBPWTPTK8LB51 | Long             | LON              | CORP              | US        |    135827 | PA      | $136166.45    | 0.02%             | 2027-12-15      | Variable      | 6.58%                 | No            | 2                  | On Loan: No      |
| Truist Bank                                                  | Truist Bank                                                                | CUSIP: 89788JAE9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1064000 | PA      | $1065585.57   | 0.13%             | 2027-05-20      | Variable      | 4.67%                 | No            | 2                  | On Loan: No      |
| BRAVO Residential Funding Trust                              | BRAVO Residential Funding Trust, Series 2025-NQM6, Class A1                | CUSIP: 10570MAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $999998.20    | 0.13%             | 2065-06-25      | Variable      | 5.33%                 | No            | 2                  | On Loan: No      |
| Graham Packaging Co., Inc.                                   | Graham Packaging Co., Inc.                                                 | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9981.53      | 0.00%             | 2028-08-15      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Star Parent, Inc.                                            | Star Parent, Inc., 1st Lien Term Loan                                      | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |    172474 | PA      | $170696.24    | 0.02%             | 2030-09-27      | Variable      | 8.30%                 | No            | 2                  | On Loan: No      |
| HCA, Inc.                                                    | HCA, Inc.                                                                  | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    987000 | PA      | $966393.13    | 0.12%             | 2027-03-15      | Fixed         | 3.12%                 | 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        |    277344 | PA      | $278353.27    | 0.03%             | 2029-08-01      | Variable      | 7.28%                 | No            | 2                  | On Loan: No      |
| Altice Financing SA                                          | Altice Financing SA, 1st Lien Term Loan                                    | CUSIP: L0178UAK2<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     81251 | PA      | $75157.20     | 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        |    223419 | PA      | $223246.72    | 0.03%             | 2029-03-19      | Variable      | 6.58%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     20000 | PA      | $194.46       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Pinnacle West Capital Corp.                                  | Pinnacle West Capital Corp.                                                | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |       110 | NS      | $9841.70      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays plc                                                 | Barclays plc                                                               | CUSIP: 06738ECN3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    430000 | PA      | $477604.44    | 0.06%             | 2029-12-15      | Variable      | 9.62%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                              | Citigroup, Inc.                                                            | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    351000 | PA      | $358147.91    | 0.04%             | 2035-02-13      | Variable      | 5.83%                 | No            | 2                  | On Loan: No      |
| Ryan Specialty Group LLC                                     | Ryan Specialty Group LLC, 1st Lien Term Loan B1                            | CUSIP: 78350UAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    389593 | PA      | $388942.54    | 0.05%             | 2031-09-15      | Variable      | 6.58%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                              | Goldman Sachs Group, Inc. (The)                                            | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    460000 | PA      | $450063.07    | 0.06%             | 2027-03-09      | Variable      | 1.43%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     79000 | PA      | $390.56       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                              | Goldman Sachs Group, Inc. (The)                                            | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    239000 | PA      | $236109.08    | 0.03%             | 2035-10-23      | Variable      | 5.02%                 | No            | 2                  | On Loan: No      |
| Aon Corp.                                                    | Aon Corp.                                                                  | CUSIP: 03740LAC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    104000 | PA      | $92171.19     | 0.01%             | 2031-12-02      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| NEW AMI I LLC                                                | NEW AMI I LLC, 1st Lien Term Loan                                          | CUSIP: 88607CAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     89558 | PA      | $80938.46     | 0.01%             | 2029-03-08      | Variable      | 10.33%                | No            | 2                  | On Loan: No      |
| Southern Co. (The)                                           | Southern Co. (The), Series 21-B                                            | CUSIP: 842587DH7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140598.60    | 0.02%             | 2028-03-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Anheuser-Busch Cos. LLC                                      | Anheuser-Busch Cos. LLC                                                    | CUSIP: 03522AAH3<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35126.99     | 0.00%             | 2036-02-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| State Street Corp.                                           | State Street Corp.                                                         | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      2509 | NS      | $266807.06    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Group 1 Automotive, Inc.                                     | Group 1 Automotive, Inc.                                                   | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13513.67     | 0.00%             | 2028-08-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Eaton Corp. plc                                              | Eaton Corp. plc                                                            | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |        86 | NS      | $30701.14     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Penske Truck Leasing Co. LP                                  | Penske Truck Leasing Co. LP                                                | CUSIP: 709599BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    241000 | PA      | $247772.76    | 0.03%             | 2028-02-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| MP Midco Holdings LLC                                        | MP Midco Holdings LLC, 1st Lien Term Loan                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12804 | PA      | $12921.40     | 0.00%             | 2030-03-29      | Variable      | 10.83%                | 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        |    293212 | PA      | $293188.36    | 0.04%             | 2031-01-27      | Variable      | 6.57%                 | 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        |    441658 | PA      | $443987.83    | 0.06%             | 2029-08-15      | Floating      | 6.30%                 | No            | 2                  | On Loan: No      |
| AbbVie, Inc.                                                 | AbbVie, Inc.                                                               | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      6481 | NS      | $1203003.22   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Omnicom Group, Inc.                                          | Omnicom Group, Inc.                                                        | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      2946 | NS      | $211935.24    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| xAI Corp.                                                    | x.AI Corp., 1st Lien Term Loan B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    117000 | PA      | $111393.36    | 0.01%             | 2030-06-28      | Variable      | 11.32%                | 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        |    640000 | PA      | $638600.00    | 0.08%             | 2037-04-15      | Floating      | 6.05%                 | No            | 2                  | On Loan: No      |
| Sabine Pass Liquefaction LLC                                 | Sabine Pass Liquefaction LLC                                               | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     96000 | PA      | $95839.40     | 0.01%             | 2030-05-15      | Fixed         | 4.50%                 | 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        |   1000000 | PA      | $1003472.00   | 0.13%             | 2037-07-23      | Floating      | 5.70%                 | No            | 2                  | On Loan: No      |
| BOC Hong Kong Holdings Ltd.                                  | BOC Hong Kong Holdings Ltd.                                                | CUSIP: N/A<br>LEI: 254900JB98W77JDJMW15       | Long             | EC               | CORP              | HK        |     19000 | NS      | $82711.61     | 0.01%             |  |  |  | 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        |    336753 | PA      | $335123.09    | 0.04%             | 2028-08-31      | Variable      | 6.08%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                          | Emerson Electric Co.                                                       | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      1489 | NS      | $196104.40    | 0.02%             | 2025-08-07      | Fixed         | 14.28%                | No            | 2                  | On Loan: No      |
| Algonquin Power & Utilities Corp.                            | Algonquin Power & Utilities Corp.                                          | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    587000 | PA      | $590125.46    | 0.07%             | 2026-06-15      | Variable      | 5.37%                 | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                        | Elevance Health, Inc.                                                      | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    111000 | PA      | $110694.15    | 0.01%             | 2028-03-01      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Symphony CLO 40 Ltd.                                         | Symphony CLO 40 Ltd., Series 2023-40A, Class AR                            | CUSIP: 871989AP4<br>LEI: 25490001HYY3IX1I5Z32 | Long             | ABS-CBDO         | CORP              | BM        |   1500000 | PA      | $1504850.40   | 0.19%             | 2038-01-05      | Floating      | 5.55%                 | 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        |    290550 | PA      | $290892.96    | 0.04%             | 2031-11-17      | Variable      | 7.33%                 | No            | 2                  | On Loan: No      |
| Viasat, Inc.                                                 | Viasat, Inc., 1st Lien Term Loan                                           | CUSIP: 92555WAD7<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |     36948 | PA      | $35423.47     | 0.00%             | 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        |    103924 | PA      | $104010.35    | 0.01%             | 2029-06-22      | Variable      | 8.05%                 | No            | 2                  | On Loan: No      |
| Ares Capital Corp.                                           | Ares Capital Corp.                                                         | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    159000 | PA      | $162125.54    | 0.02%             | 2029-03-01      | Fixed         | 5.88%                 | 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        |     20879 | PA      | $20914.31     | 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        |    400000 | PA      | $399503.16    | 0.05%             | 2038-09-15      | Floating      | 5.48%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corp.                                          | Union Pacific Corp.                                                        | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      3492 | NS      | $803439.36    | 0.10%             |  |  |  | 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        |    200000 | PA      | $199247.58    | 0.02%             | 2041-08-15      | Floating      | 5.95%                 | No            | 2                  | 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        |     58237 | PA      | $58163.96     | 0.01%             | 2030-08-30      | Variable      | 7.83%                 | No            | 2                  | On Loan: No      |
| WEC Energy Group, Inc.                                       | WEC Energy Group, Inc.                                                     | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |       168 | NS      | $17505.60     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Expand Energy Corp.                                          | Expand Energy Corp.                                                        | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   1907000 | PA      | $1912347.23   | 0.24%             | 2030-03-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                            | Wells Fargo & Co.                                                          | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     18000 | PA      | $19023.98     | 0.00%             | 2029-10-23      | Variable      | 6.30%                 | No            | 2                  | On Loan: No      |
| Philip Morris International, Inc.                            | Philip Morris International, Inc.                                          | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    365000 | PA      | $364285.94    | 0.05%             | 2028-04-28      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| RR15 Ltd.                                                    | RR15 Ltd., Series 2021-15A, Class A2                                       | CUSIP: 74980XAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002744.40   | 0.25%             | 2036-04-15      | Floating      | 5.97%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                          | Cigna Group (The)                                                          | CUSIP: 83371F558<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |       700 | NS      | $224962.34    | 0.03%             | 2025-07-31      | Fixed         | 13.35%                | 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        |     79711 | PA      | $80186.19     | 0.01%             | 2032-04-30      | Variable      | 7.28%                 | No            | 2                  | On Loan: No      |
| Prologis LP                                                  | Prologis LP                                                                | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     56000 | PA      | $56680.88     | 0.01%             | 2034-01-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Phoenix Newco, Inc.                                          | Phoenix Newco, Inc., 1st Lien Term Loan                                    | CUSIP: 71911KAE4<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |    410015 | PA      | $409986.41    | 0.05%             | 2028-11-15      | Variable      | 6.83%                 | No            | 2                  | On Loan: No      |
| Rogers Communications, Inc.                                  | Rogers Communications, Inc., Series NC5                                    | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    107000 | PA      | $109392.26    | 0.01%             | 2055-04-15      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                            | Amphenol Corp.                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      2391 | NS      | $229030.44    | 0.03%             | 2025-07-23      | Fixed         | 15.68%                | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                      | Teradyne, Inc.                                                             | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      1560 | NS      | $140570.09    | 0.02%             | 2025-07-24      | Fixed         | 22.62%                | No            | 2                  | On Loan: No      |
| LYB Finance Co. BV                                           | LYB Finance Co. BV                                                         | CUSIP: 61238QAA6<br>LEI: 549300BBGA3CFHX0KS75 | Long             | DBT              | CORP              | NL        |    171000 | PA      | $180441.49    | 0.02%             | 2027-03-15      | Fixed         | 8.10%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                               | BNP Paribas SA                                                             | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $210355.00    | 0.03%             | 2029-08-16      | Variable      | 7.75%                 | No            | 2                  | On Loan: No      |
| LS Group OpCo Acquistion LLC                                 | LS Group OpCo Acquistion LLC, 1st Lien Term Loan B                         | CUSIP: 50220KAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    168318 | PA      | $168003.30    | 0.02%             | 2031-04-23      | Variable      | 6.81%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                       | Carrier Global Corp.                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      1902 | NS      | $139292.39    | 0.02%             | 2025-07-25      | Fixed         | 17.40%                | No            | 2                  | On Loan: No      |
| Rogers Communications, Inc.                                  | Rogers Communications, Inc.                                                | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    132000 | PA      | $122661.96    | 0.02%             | 2032-03-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Apple Bidco LLC                                              | Apple Bidco LLC, 1st Lien Term Loan                                        | CUSIP: 48254EAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    646397 | PA      | $644729.32    | 0.08%             | 2031-09-23      | Variable      | 6.83%                 | No            | 2                  | On Loan: No      |
| OHA Credit Funding 6 Ltd.                                    | OHA Credit Funding 6 Ltd., Series 2020-6A, Class AR2                       | CUSIP: 67098UAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1504955.70   | 0.19%             | 2037-10-20      | Floating      | 5.60%                 | No            | 2                  | On Loan: No      |
| Baker Hughes Co.                                             | Baker Hughes Co., Class A                                                  | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20965 | NS      | $803798.10    | 0.10%             |  |  |  | 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        |    149992 | PA      | $140187.19    | 0.02%             | 2029-08-13      | Variable      | 9.07%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                            | Crown Holdings, Inc.                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       825 | NS      | $83971.10     | 0.01%             | 2025-07-23      | Fixed         | 10.50%                | 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        |    318823 | PA      | $319121.66    | 0.04%             | 2039-12-15      | Floating      | 5.60%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                          | American International Group, Inc.                                         | CUSIP: 83371F533<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      1314 | NS      | $111133.08    | 0.01%             | 2025-07-31      | Fixed         | 12.60%                | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                            | Ameriprise Financial, Inc.                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       434 | NS      | $226977.98    | 0.03%             | 2025-07-25      | Fixed         | 13.90%                | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                      | International Paper Co.                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      2346 | NS      | $109970.83    | 0.01%             | 2025-07-31      | Fixed         | 14.82%                | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International plc                       | Thermo Fisher Scientific, Inc.                                             | CUSIP: 61779N555<br>LEI: 4PQUHN3JPFGFNF3BB653 | Long             | SN               | CORP              | GB        |      1360 | NS      | $551531.43    | 0.07%             | 2025-07-24      | Fixed         | 18.05%                | No            | 2                  | On Loan: No      |
| Public Service Electric & Gas Co.                            | Public Service Electric & Gas Co.                                          | CUSIP: 74456QCK0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213759.69    | 0.03%             | 2032-12-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Cellnex Telecom SA                                           | Cellnex Telecom SA                                                         | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |      2066 | NS      | $80446.40     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank plc                                                | Marathon Petroleum Corp.                                                   | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | Long             | SN               | CORP              | GB        |       971 | NS      | $162947.16    | 0.02%             | 2025-08-06      | Fixed         | 16.84%                | No            | 2                  | On Loan: No      |
| Steel Dynamics, Inc.                                         | Steel Dynamics, Inc.                                                       | CUSIP: 858119BK5<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    435000 | PA      | $413802.18    | 0.05%             | 2030-04-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     35000 | PA      | $175.86       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                        | Bank of America Corp., Series TT                                           | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    322000 | PA      | $327203.88    | 0.04%             | 2027-04-27      | Variable      | 6.12%                 | No            | 2                  | On Loan: No      |
| Duke Energy Carolinas LLC                                    | Duke Energy Carolinas LLC                                                  | CUSIP: 26442CBM5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     56000 | PA      | $55912.15     | 0.01%             | 2034-01-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Sempra                                                       | Sempra                                                                     | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |       204 | NS      | $15457.08     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Edison International                                         | Edison International, Series A                                             | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    597000 | PA      | $562088.40    | 0.07%             | 2026-03-09      | Variable      | 5.38%                 | No            | 2                  | On Loan: No      |
| Tractor Supply Co.                                           | Tractor Supply Co.                                                         | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      1606 | NS      | $84748.62     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| EQT Corp.                                                    | EQT Corp.                                                                  | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $231722.57    | 0.03%             | 2031-05-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDI                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     79410 | PA      | $-315.61      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Extra Space Storage LP                                       | Extra Space Storage LP                                                     | CUSIP: 30225VAU1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    302000 | PA      | $303631.21    | 0.04%             | 2035-06-15      | Fixed         | 5.40%                 | 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        |     18666 | PA      | $16565.91     | 0.00%             | 2030-07-01      | Variable      | 8.08%                 | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                         | Mitsubishi UFJ Financial Group, Inc.                                       | CUSIP: 606822BZ6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $193065.11    | 0.02%             | 2027-10-13      | Variable      | 1.64%                 | No            | 2                  | On Loan: No      |
| Kaman Corp.                                                  | Kaman Corp., 1st Lien Term Loan                                            | CUSIP: 48354VAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    114332 | PA      | $114153.44    | 0.01%             | 2032-02-26      | Variable      | 7.05%                 | No            | 2                  | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                      | Citigroup Global Markets Holdings, Inc., Series 0MTK                       | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |      4446 | NS      | $344189.21    | 0.04%             | 2025-07-15      | Fixed         | 13.49%                | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                            | Wells Fargo & Co.                                                          | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    414000 | PA      | $424564.38    | 0.05%             | 2035-01-23      | Variable      | 5.50%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group plc                                     | Lloyds Banking Group plc                                                   | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205619.82    | 0.03%             | 2036-06-13      | Variable      | 6.07%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                       | Cheesecake Factory, Inc. (The)                                             | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      1913 | NS      | $117341.73    | 0.01%             | 2025-07-31      | Fixed         | 20.50%                | No            | 2                  | On Loan: No      |
| MH Sub I LLC                                                 | MH Sub I LLC, 1st Lien Term Loan                                           | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |     90460 | PA      | $78399.04     | 0.01%             | 2031-12-31      | Variable      | 8.58%                 | No            | 2                  | On Loan: No      |
| COLT Mortgage Loan Trust                                     | COLT Mortgage Loan Trust, Series 2022-9, Class A1                          | CUSIP: 19688PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    516569 | PA      | $517328.01    | 0.06%             | 2067-12-25      | Variable      | 6.79%                 | No            | 2                  | On Loan: No      |
| 3M Co.                                                       | 3M Co.                                                                     | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    720000 | PA      | $726406.35    | 0.09%             | 2035-03-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Welltower OP LLC                                             | Welltower OP LLC                                                           | CUSIP: 95040QAR5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    276000 | PA      | $261677.47    | 0.03%             | 2032-06-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| KeyCorp                                                      | KeyCorp                                                                    | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    972000 | PA      | $1036836.77   | 0.13%             | 2035-03-06      | Variable      | 6.40%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences, Inc.                                        | Gilead Sciences, Inc.                                                      | CUSIP: 375558BG7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     79000 | PA      | $76740.42     | 0.01%             | 2035-09-01      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| iShares Trust                                                | iShares Core Dividend Growth ETF                                           | CUSIP: 46434V621<br>LEI: 549300KH155G8BRZXD37 | Long             |  | RF                | US        |     47151 | NS      | $3014834.94   | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Structured Products BV                           | Salesforce, Inc., Series EMUO                                              | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      1048 | NS      | $285966.54    | 0.04%             | 2025-07-14      | Fixed         | 15.93%                | No            | 2                  | 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        |    270127 | PA      | $267004.36    | 0.03%             | 2031-01-31      | Variable      | 7.08%                 | No            | 2                  | On Loan: No      |
| Heidelberg Materials AG                                      | Heidelberg Materials AG                                                    | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |       207 | NS      | $48747.84     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                            | Moody's Corp.                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       341 | NS      | $168784.78    | 0.02%             | 2025-07-23      | Fixed         | 13.81%                | No            | 2                  | On Loan: No      |
| Duke Energy Corp.                                            | Duke Energy Corp.                                                          | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       268 | NS      | $31624.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hertz Corp.                                                  | Hertz Corp. (The), 1st Lien Term Loan B                                    | CUSIP: 42804VBB6<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |    194517 | PA      | $161206.08    | 0.02%             | 2028-06-30      | Variable      | 8.04%                 | No            | 2                  | On Loan: No      |
| KeyCorp                                                      | KeyCorp                                                                    | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    946000 | PA      | $873483.95    | 0.11%             | 2029-10-01      | Fixed         | 2.55%                 | 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        |    219469 | PA      | $219177.14    | 0.03%             | 2028-12-21      | Variable      | 6.58%                 | No            | 2                  | On Loan: No      |
| Penske Truck Leasing Co. LP                                  | Penske Truck Leasing Co. LP                                                | CUSIP: 709599BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    111000 | PA      | $113823.09    | 0.01%             | 2029-03-30      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                     | UnitedHealth Group, Inc.                                                   | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      4436 | NS      | $1383898.92   | 0.17%             |  |  |  | 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        |    550182 | PA      | $550066.25    | 0.07%             | 2028-04-28      | Variable      | 6.08%                 | No            | 2                  | On Loan: No      |
| Vestis Corp.                                                 | Vestis Corp., 1st Lien Term Loan B1                                        | CUSIP: 92550HAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    141348 | PA      | $135163.95    | 0.02%             | 2031-02-24      | Variable      | 6.58%                 | No            | 2                  | On Loan: No      |
| ROCKWOOL A/S                                                 | ROCKWOOL A/S, Class B                                                      | CUSIP: N/A<br>LEI: 213800QRC7LNX935OZ09       | Long             | EC               | CORP              | DK        |       388 | NS      | $18186.45     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CHG Healthcare Services, Inc.                                | CHG Healthcare Services, Inc., 1st Lien Term Loan                          | CUSIP: 12541HAW3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    134438 | PA      | $134848.99    | 0.02%             | 2028-09-29      | Variable      | 7.31%                 | 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        |    572735 | PA      | $476858.85    | 0.06%             | 2029-07-06      | Variable      | 7.55%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     58000 | PA      | $611.93       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                        | Bank of America Corp.                                                      | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    323000 | PA      | $336474.88    | 0.04%             | 2029-09-15      | Variable      | 5.82%                 | No            | 2                  | On Loan: No      |
| Warnermedia Holdings, Inc.                                   | Warnermedia Holdings, Inc.                                                 | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    909000 | PA      | $846016.04    | 0.11%             | 2027-03-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| CaixaBank SA                                                 | CaixaBank SA                                                               | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |     20288 | NS      | $175791.66    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Exelon Corp.                                                 | Exelon Corp.                                                               | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204427.55    | 0.03%             | 2028-03-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Air Lease Corp.                                              | Air Lease Corp.                                                            | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     46000 | PA      | $47575.90     | 0.01%             | 2027-12-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| Amgen, Inc.                                                  | Amgen, Inc.                                                                | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    108000 | PA      | $110594.45    | 0.01%             | 2033-03-02      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Deutsche Telekom AG                                          | Deutsche Telekom AG (Registered)                                           | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |       737 | NS      | $26976.86     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Santander UK Group Holdings plc                              | Santander UK Group Holdings plc                                            | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $206284.97    | 0.03%             | 2031-04-15      | Variable      | 5.69%                 | No            | 2                  | On Loan: No      |
| Concentra Health Services, Inc.                              | Concentra Health Services, Inc., 1st Lien Term Loan B1                     | CUSIP: 20602RAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    110570 | PA      | $110846.81    | 0.01%             | 2031-07-28      | Variable      | 6.33%                 | No            | 2                  | On Loan: No      |
| Prologis LP                                                  | Prologis LP                                                                | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26910.14     | 0.00%             | 2033-06-15      | Fixed         | 4.75%                 | 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        |    109850 | PA      | $100993.79    | 0.01%             | 2026-08-19      | Variable      | 7.84%                 | 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        |    651000 | PA      | $651201.81    | 0.08%             | 2032-03-24      | Variable      | 7.33%                 | 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        |    222029 | PA      | $221473.85    | 0.03%             | 2028-10-02      | Variable      | 7.83%                 | No            | 2                  | On Loan: No      |
| Chart Industries, Inc.                                       | Chart Industries, Inc., 1st Lien Term Loan                                 | CUSIP: 16115EAT4<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | LON              | CORP              | US        |     81887 | PA      | $81963.67     | 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        |    109000 | PA      | $108829.96    | 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        |    332550 | PA      | $332895.59    | 0.04%             | 2028-08-02      | Variable      | 7.33%                 | 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        |    754958 | PA      | $757320.52    | 0.09%             | 2031-07-31      | Variable      | 7.33%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                         | JPMorgan Chase & Co.                                                       | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150448.61    | 0.02%             | 2028-10-22      | Variable      | 4.50%                 | No            | 2                  | On Loan: No      |
| Expand Energy Corp.                                          | Expand Energy Corp.                                                        | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   1254000 | PA      | $1255167.07   | 0.16%             | 2029-02-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| AIB Group plc                                                | AIB Group plc                                                              | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    580000 | PA      | $590173.93    | 0.07%             | 2031-05-15      | Variable      | 5.32%                 | 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        |     13017 | PA      | $12994.42     | 0.00%             | 2031-06-02      | Variable      | 7.08%                 | No            | 2                  | On Loan: No      |
| Macquarie Bank Ltd.                                          | Macquarie Bank Ltd.                                                        | CUSIP: 55608PBX1<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    644000 | PA      | $647311.79    | 0.08%             | 2028-06-12      | Fixed         | 4.33%                 | No            | 2                  | On Loan: No      |
| Core & Main LP                                               | Core & Main LP, 1st Lien Term Loan E                                       | CUSIP: 40416VAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    416479 | PA      | $416653.87    | 0.05%             | 2031-02-10      | Variable      | 6.27%                 | No            | 2                  | On Loan: No      |
| Public Service Electric & Gas Co.                            | Public Service Electric & Gas Co.                                          | CUSIP: 74456QCB0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     39000 | PA      | $36042.04     | 0.00%             | 2030-01-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Air Canada                                                   | Air Canada, 1st Lien Term Loan                                             | CUSIP: C0102MAS4<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    270622 | PA      | $270538.19    | 0.03%             | 2031-03-21      | Variable      | 6.32%                 | No            | 2                  | On Loan: No      |
| Invitation Homes Operating Partnership LP                    | Invitation Homes Operating Partnership LP                                  | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    191000 | PA      | $178828.18    | 0.02%             | 2028-11-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Interpublic Group of Cos., Inc. (The)                        | Interpublic Group of Cos., Inc. (The)                                      | CUSIP: 460690BR0<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26239.59     | 0.00%             | 2030-03-30      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Epicor Software Corp.                                        | Epicor Software Corp., 1st Lien Term Loan E                                | CUSIP: 29426NAZ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    569661 | PA      | $570806.08    | 0.07%             | 2031-05-30      | Variable      | 7.08%                 | No            | 2                  | On Loan: No      |
| Amrize Ltd.                                                  | Amrize Ltd.                                                                | CUSIP: N/A<br>LEI: 529900SLCCO6K43P8146       | Long             | EC               | CORP              | CH        |      3256 | NS      | $162420.42    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| OHA Loan Funding Ltd.                                        | OHA Loan Funding Ltd., Series 2013-1A, Class B1R3                          | CUSIP: 67706HBW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003381.10   | 0.13%             | 2037-04-23      | Floating      | 6.18%                 | No            | 2                  | On Loan: No      |
| TELUS Corp.                                                  | TELUS Corp.                                                                | CUSIP: 87971M103<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | EC               | CORP              | CA        |     69638 | NS      | $1118401.37   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| WEX, Inc.                                                    | WEX, Inc., 1st Lien Term Loan B3                                           | CUSIP: 96208UAX9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99750 | PA      | $99438.78     | 0.01%             | 2032-03-05      | Variable      | 6.08%                 | No            | 2                  | On Loan: No      |
| Parker-Hannifin Corp.                                        | Parker-Hannifin Corp.                                                      | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      1750 | NS      | $1222322.50   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Hayward Industries, Inc.                                     | Hayward Industries, Inc., 1st Lien Term Loan                               | CUSIP: 421300AL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     49180 | PA      | $49286.73     | 0.01%             | 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        |       171 | NS      | $3849.08      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Innio North America Holding, Inc.                            | Innio North America Holding, Inc., Facility 1st Lien Term Loan B           | CUSIP: A2838LAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    148496 | PA      | $148681.86    | 0.02%             | 2028-11-02      | Variable      | 6.76%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                              | Goldman Sachs Group, Inc. (The)                                            | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1509000 | PA      | $1546983.72   | 0.19%             | 2031-04-23      | Variable      | 5.22%                 | No            | 2                  | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                      | Pfizer Investment Enterprises Pte. Ltd.                                    | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    187000 | PA      | $188498.19    | 0.02%             | 2028-05-19      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| STAG Industrial, Inc.                                        | STAG Industrial, Inc.                                                      | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |      4925 | NS      | $178679.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Synopsys, Inc.                                               | Synopsys, Inc.                                                             | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    659000 | PA      | $667523.52    | 0.08%             | 2032-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Rogers Communications, Inc.                                  | Rogers Communications, Inc.                                                | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     58000 | PA      | $58789.01     | 0.01%             | 2055-04-15      | Variable      | 7.12%                 | No            | 2                  | On Loan: No      |
| Restaurant Brands International, Inc.                        | Restaurant Brands International, Inc.                                      | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |      1620 | NS      | $107460.69    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Invesco CLO Ltd.                                             | Invesco CLO Ltd., Series 2021-2A, Class A                                  | CUSIP: 46149MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001463.60   | 0.13%             | 2034-07-15      | Floating      | 5.64%                 | No            | 2                  | On Loan: No      |
| Asurion LLC                                                  | Asurion LLC, 2nd Lien Term Loan B4                                         | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    129000 | PA      | $119425.62    | 0.01%             | 2029-01-19      | Variable      | 9.69%                 | No            | 2                  | On Loan: No      |
| Amphenol Corp.                                               | Amphenol Corp.                                                             | CUSIP: 032095AT8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    642000 | PA      | $646470.44    | 0.08%             | 2028-06-12      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     48000 | PA      | $-295.14      | -0.00%            |  |  |  | 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        |    770000 | PA      | $769364.13    | 0.10%             | 2029-12-17      | Floating      | 5.70%                 | No            | 2                  | On Loan: No      |
| VMware LLC                                                   | VMware LLC                                                                 | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    308000 | PA      | $267324.92    | 0.03%             | 2031-08-15      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy Partners LP                                  | Cheniere Energy Partners LP                                                | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     57000 | PA      | $59498.61     | 0.01%             | 2033-06-30      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Arthur J Gallagher & Co.                                     | Arthur J Gallagher & Co.                                                   | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50734.75     | 0.01%             | 2029-12-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International plc                       | Republic Services, Inc.                                                    | CUSIP: 61779N597<br>LEI: 4PQUHN3JPFGFNF3BB653 | Long             | SN               | CORP              | GB        |      1088 | NS      | $269227.69    | 0.03%             | 2025-07-25      | Fixed         | 9.32%                 | No            | 2                  | On Loan: No      |
| Southern Co. (The)                                           | Southern Co. (The)                                                         | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     94000 | PA      | $95639.98     | 0.01%             | 2033-06-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| GE Aerospace                                                 | GE Aerospace                                                               | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      5626 | NS      | $1448076.14   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Element Fleet Management Corp.                               | Element Fleet Management Corp.                                             | CUSIP: 286181201<br>LEI: 5493000PGBS1C22ELQ16 | Long             | EC               | CORP              | CA        |      2060 | NS      | $51600.22     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Bank plc                                            | Danaher Corp.                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      1717 | NS      | $337107.51    | 0.04%             | 2025-07-23      | Fixed         | 15.57%                | No            | 2                  | On Loan: No      |
| Kinder Morgan, Inc.                                          | Kinder Morgan, Inc.                                                        | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      1188 | NS      | $34927.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| American Healthcare REIT, Inc.                               | American Healthcare REIT, Inc.                                             | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               | CORP              | US        |      6314 | NS      | $231976.36    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Singapore Technologies Engineering Ltd.                      | Singapore Technologies Engineering Ltd.                                    | CUSIP: N/A<br>LEI: 254900OEXGGWCR24DG90       | Long             | EC               | CORP              | SG        |      8100 | NS      | $49666.66     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| American Express Co.                                         | American Express Co.                                                       | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    220000 | PA      | $222718.36    | 0.03%             | 2035-07-26      | Variable      | 5.28%                 | No            | 2                  | On Loan: No      |
| Dell International LLC                                       | Dell International LLC                                                     | CUSIP: 24703TAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    153000 | PA      | $155447.96    | 0.02%             | 2030-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Vistra Operations Co. LLC                                    | Vistra Operations Co. LLC                                                  | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1047000 | PA      | $1020414.89   | 0.13%             | 2029-05-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Finance LLC                                   | Morgan Stanley Finance LLC, Series N11P                                    | CUSIP: 61779N415<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |      9282 | NS      | $223416.66    | 0.03%             | 2025-07-31      | Fixed         | 28.16%                | 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        |    185256 | PA      | $184019.85    | 0.02%             | 2030-07-22      | Variable      | 8.04%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                 | Oracle Corp.                                                               | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52829.20     | 0.01%             | 2036-07-15      | Fixed         | 3.85%                 | 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        |     64000 | PA      | $62704.00     | 0.01%             | 2032-06-07      | Variable      | 9.58%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                    | Ford Motor Credit Co. LLC                                                  | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    208000 | PA      | $208610.45    | 0.03%             | 2029-11-07      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Leidos Holdings, Inc.                                        | Leidos Holdings, Inc.                                                      | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      1355 | NS      | $213764.80    | 0.03%             |  |  |  | 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        |    303478 | PA      | $288115.97    | 0.04%             | 2029-11-13      | Variable      | 7.80%                 | No            | 2                  | On Loan: No      |
| American Express Co.                                         | American Express Co.                                                       | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    299000 | PA      | $303083.96    | 0.04%             | 2028-07-26      | Variable      | 5.04%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                 | Oracle Corp.                                                               | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     42000 | PA      | $39890.07     | 0.00%             | 2034-07-08      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Mitsui Fudosan Logistics Park, Inc.                          | Mitsui Fudosan Logistics Park, Inc.                                        | CUSIP: N/A<br>LEI: 353800DN63EIYS760S59       | Long             | EC               | CORP              | JP        |       127 | NS      | $92199.38     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Cheniere Energy, Inc.                                        | Cheniere Energy, Inc.                                                      | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    497000 | PA      | $496313.88    | 0.06%             | 2028-10-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                              | Citigroup, Inc.                                                            | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    147000 | PA      | $133315.98    | 0.02%             | 2031-06-03      | Variable      | 2.57%                 | No            | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                                     | Angel Oak Mortgage Trust, Series 2025-7, Class A1                          | CUSIP: 03466TAA5<br>LEI: 254900QTRHHMG5RQ9X60 | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $753687.52    | 0.09%             | 2070-06-25      | Variable      | 5.51%                 | No            | 2                  | On Loan: No      |
| Tryg A/S                                                     | Tryg A/S                                                                   | CUSIP: N/A<br>LEI: 213800ZRS8AC4LSTCE39       | Long             | EC               | CORP              | DK        |      1859 | NS      | $48057.39     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                            | Wells Fargo & Co.                                                          | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    353000 | PA      | $385839.98    | 0.05%             | 2034-10-23      | Variable      | 6.49%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     20000 | PA      | $-133.53      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TER Finance Jersey Ltd.                                      | TER Finance Jersey Ltd., Series 22                                         | CUSIP: 880942AA5<br>LEI: 213800GREUULZ8RPOM16 | Long             | SN               | CORP              | JE        |    926000 | PA      | $905165.00    | 0.11%             | 2025-10-02      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| United Mexican States                                        | United Mexican States                                                      | CUSIP: 91087BBB5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    544000 | PA      | $564536.00    | 0.07%             | 2030-05-13      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                | Comcast Corp.                                                              | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     62000 | PA      | $54347.07     | 0.01%             | 2031-01-15      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| Zelis Payments Buyer, Inc.                                   | Zelis Payments Buyer, Inc., 1st Lien Term Loan                             | CUSIP: 98932TAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    361095 | PA      | $358787.60    | 0.04%             | 2031-11-26      | Variable      | 7.58%                 | No            | 2                  | On Loan: No      |
| Bank of Nova Scotia (The)                                    | Bank of Nova Scotia (The)                                                  | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $212092.20    | 0.03%             | 2084-01-27      | Variable      | 8.00%                 | No            | 2                  | On Loan: No      |
| Accenture plc                                                | Accenture plc, Class A                                                     | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |      4608 | NS      | $1377285.12   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| AS Mileage Plan IP Ltd.                                      | AS Mileage Plan IP Ltd.                                                    | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    311000 | PA      | $305963.34    | 0.04%             | 2031-10-20      | Fixed         | 5.31%                 | No            | 2                  | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                    | Aptiv Swiss Holdings Ltd.                                                  | CUSIP: 03837AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    400000 | PA      | $398957.07    | 0.05%             | 2029-09-13      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Siemens Energy AG                                            | Siemens Energy AG                                                          | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               | CORP              | DE        |       718 | NS      | $83920.50     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Workday, Inc.                                                | Workday, Inc.                                                              | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19741.18     | 0.00%             | 2027-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Lehman Brothers Holdings, Inc.                               | Lehman Brothers Holdings, Inc.                                             | CUSIP: N/A<br>LEI: 549300FDK6ZP3YIHRJ47       | Long             | DBT              | CORP              | US        |    203000 | PA      | $0.02         | 0.00%             | 2037-07-17      | Fixed         | 6.88%                 | No            | 3                  | On Loan: No      |
| Deerfield Dakota Holding LLC                                 | Deerfield Dakota Holding LLC, 1st Lien Term Loan                           | CUSIP: 24440EAB3<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |    466944 | PA      | $452986.90    | 0.06%             | 2027-04-09      | Variable      | 8.05%                 | No            | 2                  | On Loan: No      |
| Boxer Parent Co., Inc.                                       | Boxer Parent Co., Inc., 1st Lien Term Loan                                 | CUSIP: 05988HAQ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    584535 | PA      | $580478.33    | 0.07%             | 2031-07-30      | Variable      | 7.33%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                 | Oracle Corp.                                                               | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    783000 | PA      | $714111.31    | 0.09%             | 2031-03-25      | Fixed         | 2.88%                 | 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        |    258290 | PA      | $257716.16    | 0.03%             | 2031-04-14      | Variable      | 6.58%                 | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                     | Chipotle Mexican Grill, Inc.                                               | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |      4155 | NS      | $228089.26    | 0.03%             | 2025-07-24      | Fixed         | 15.37%                | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                           | T-Mobile USA, Inc.                                                         | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    246000 | PA      | $213302.26    | 0.03%             | 2031-11-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                              | Goldman Sachs Group, Inc. (The)                                            | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     85000 | PA      | $75110.28     | 0.01%             | 2032-10-21      | Variable      | 2.65%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                            | W R Berkley Corp.                                                          | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      2955 | NS      | $218631.32    | 0.03%             | 2025-07-23      | Fixed         | 15.20%                | No            | 2                  | On Loan: No      |
| Dominion Energy, Inc.                                        | Dominion Energy, Inc.                                                      | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |       398 | NS      | $22494.96     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Rio Tinto Finance USA plc                                    | Rio Tinto Finance USA plc                                                  | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    215000 | PA      | $218754.90    | 0.03%             | 2032-03-14      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Benefit Street Partners CLO XII-B Ltd.                       | Benefit Street Partners CLO XII-B Ltd., Series 2017-12BRA, Class B         | CUSIP: 081917AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1350000 | PA      | $1351814.27   | 0.17%             | 2037-10-15      | Floating      | 5.96%                 | No            | 2                  | On Loan: No      |
| Uber Technologies, Inc.                                      | Uber Technologies, Inc.                                                    | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     49000 | PA      | $48129.58     | 0.01%             | 2034-09-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Penske Truck Leasing Co. LP                                  | Penske Truck Leasing Co. LP                                                | CUSIP: 709599CB8<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29675.10     | 0.00%             | 2030-02-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Nomad Foods US LLC                                           | Nomad Foods US LLC, Facility 1st Lien Term Loan B4                         | CUSIP: G6562AAP2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    104121 | PA      | $103990.75    | 0.01%             | 2029-11-13      | Variable      | 6.54%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                   | Australia & New Zealand Banking Group Ltd.                                 | CUSIP: 052528AV8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    224000 | PA      | $227514.84    | 0.03%             | 2036-06-18      | Variable      | 5.82%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                         | Royal Bank of Canada                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       798 | NS      | $517870.03    | 0.06%             | 2025-07-16      | Fixed         | 16.82%                | No            | 2                  | On Loan: No      |
| UBS AG                                                       | Global Payments, Inc.                                                      | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      2153 | NS      | $168455.33    | 0.02%             | 2025-08-08      | Fixed         | 18.10%                | No            | 2                  | On Loan: No      |
| Societe Generale SA                                          | Ingersoll Rand, Inc.                                                       | CUSIP: 83371F541<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      1723 | NS      | $140127.76    | 0.02%             | 2025-07-31      | Fixed         | 15.69%                | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                              | Citigroup, Inc., Series FF                                                 | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    302000 | PA      | $308438.37    | 0.04%             | 2030-02-15      | Variable      | 6.95%                 | 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        |     11198 | PA      | $11262.58     | 0.00%             | 2028-07-03      | Variable      | 6.30%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy Partners LP                                  | Cheniere Energy Partners LP                                                | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85668.28     | 0.01%             | 2035-10-30      | Fixed         | 5.55%                 | 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        |    495585 | PA      | $496516.78    | 0.06%             | 2029-10-09      | Variable      | 7.33%                 | 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        |     87000 | PA      | $86804.25     | 0.01%             | 2032-04-16      | Variable      | 6.08%                 | No            | 2                  | On Loan: No      |
| Seiko Epson Corp.                                            | Seiko Epson Corp.                                                          | CUSIP: N/A<br>LEI: 549300NIOFQDR749W206       | Long             | EC               | CORP              | JP        |      1500 | NS      | $19713.95     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Boeing Co. (The)                                             | Boeing Co. (The)                                                           | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    966000 | PA      | $993835.65    | 0.12%             | 2027-05-01      | Fixed         | 6.26%                 | No            | 2                  | On Loan: No      |
| Radiate Holdco LLC                                           | Radiate Holdco LLC                                                         | CUSIP: 75026JAC4<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | DBT              | CORP              | US        |     47000 | PA      | $40185.00     | 0.01%             | 2026-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Novelis, Inc.                                                | Novelis, Inc., 1st Lien Term Loan                                          | CUSIP: 67000LAB8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    443888 | PA      | $444442.36    | 0.06%             | 2032-03-11      | Variable      | 6.30%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                            | CIFC Funding Ltd., Series 2019-5A, Class A2RS                              | CUSIP: 12554XAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1506060.90   | 0.19%             | 2035-01-15      | Floating      | 6.27%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                      | Labcorp Holdings, Inc.                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       958 | NS      | $250206.81    | 0.03%             | 2025-08-01      | Fixed         | 11.71%                | No            | 2                  | On Loan: No      |
| Entergy Corp.                                                | Entergy Corp.                                                              | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |       226 | NS      | $18785.12     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Occidental Petroleum Corp.                                   | Occidental Petroleum Corp.                                                 | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130418.08    | 0.02%             | 2029-08-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Playtika Holding Corp.                                       | Playtika Holding Corp., Facility 1st Lien Term Loan B1                     | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |    135804 | PA      | $133317.54    | 0.02%             | 2028-03-13      | Variable      | 7.19%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Finance LLC                                   | Morgan Stanley Finance LLC, Series 001E                                    | CUSIP: 61779N472<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |      6755 | NS      | $79430.52     | 0.01%             | 2025-07-11      | Fixed         | 29.75%                | No            | 2                  | On Loan: No      |
| Amgen, Inc.                                                  | Amgen, Inc.                                                                | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    275000 | PA      | $263951.69    | 0.03%             | 2033-03-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| MasTec, Inc.                                                 | MasTec, Inc.                                                               | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |        73 | NS      | $12441.39     | 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        |    138031 | PA      | $137800.36    | 0.02%             | 2032-04-01      | Variable      | 7.30%                 | No            | 2                  | On Loan: No      |
| CHNGE Mortgage Trust                                         | CHNGE Mortgage Trust, Series 2022-2, Class A1                              | CUSIP: 12546YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    653309 | PA      | $635607.55    | 0.08%             | 2067-03-25      | Variable      | 3.76%                 | No            | 2                  | On Loan: No      |
| Sabre GLBL, Inc.                                             | Sabre GLBL, Inc., 1st Lien Term Loan B1                                    | CUSIP: 78571YBK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    151554 | PA      | $150871.70    | 0.02%             | 2029-11-15      | Variable      | 10.43%                | No            | 2                  | On Loan: No      |
| Verde Purchaser LLC                                          | Verde Purchaser LLC, 1st Lien Term Loan                                    | CUSIP: 92338TAB2<br>LEI: 2549004HFEKMUGBG3Z35 | Long             | LON              | CORP              | US        |     90544 | PA      | $90792.86     | 0.01%             | 2030-11-30      | Variable      | 8.30%                 | No            | 2                  | On Loan: No      |
| Regency Centers LP                                           | Regency Centers LP                                                         | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36524.19     | 0.00%             | 2034-01-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| HB Fuller Co.                                                | HB Fuller Co., 1st Lien Term Loan B                                        | CUSIP: 40409VAW4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    203562 | PA      | $204198.98    | 0.03%             | 2030-02-15      | Variable      | 6.08%                 | No            | 2                  | On Loan: No      |
| FirstEnergy Transmission LLC                                 | FirstEnergy Transmission LLC                                               | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    153000 | PA      | $151353.37    | 0.02%             | 2035-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| QUALCOMM, Inc.                                               | QUALCOMM, Inc.                                                             | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |       452 | NS      | $71985.52     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Nomura Bank International plc                                | Host Hotels & Resorts, Inc.                                                | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |     10509 | NS      | $163535.61    | 0.02%             | 2025-07-31      | Fixed         | 23.15%                | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                     | UnitedHealth Group, Inc.                                                   | CUSIP: 91324PEZ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    195000 | PA      | $197195.54    | 0.02%             | 2029-04-15      | Fixed         | 4.70%                 | 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        |    875790 | PA      | $860906.85    | 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        |    261149 | PA      | $261746.57    | 0.03%             | 2028-11-24      | Variable      | 6.08%                 | No            | 2                  | On Loan: No      |
| Southern Co. (The)                                           | Southern Co. (The)                                                         | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    281000 | PA      | $292528.46    | 0.04%             | 2029-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                    | Ford Motor Credit Co. LLC                                                  | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    400000 | PA      | $415420.77    | 0.05%             | 2027-11-04      | Fixed         | 7.35%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                            | HSBC Holdings plc                                                          | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |     26314 | NS      | $318299.18    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                            | CIFC Funding Ltd., Series 2019-4A, Class A2R                               | CUSIP: 17182XAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002012.40   | 0.13%             | 2034-10-15      | Floating      | 6.17%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                            | TransUnion                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      1910 | NS      | $166982.16    | 0.02%             | 2025-07-28      | Fixed         | 17.26%                | No            | 2                  | On Loan: No      |
| American Homes 4 Rent LP                                     | American Homes 4 Rent LP                                                   | CUSIP: 02666TAB3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     91000 | PA      | $92025.13     | 0.01%             | 2029-02-15      | Fixed         | 4.90%                 | 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        |    222442 | PA      | $222053.23    | 0.03%             | 2032-02-10      | Variable      | 6.58%                 | No            | 2                  | On Loan: No      |
| Foundry JV Holdco LLC                                        | Foundry JV Holdco LLC                                                      | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    394000 | PA      | $410109.19    | 0.05%             | 2037-01-25      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                          | Western Digital Corp.                                                      | CUSIP: 83371F657<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      2488 | NS      | $147337.66    | 0.02%             | 2025-07-31      | Fixed         | 21.27%                | No            | 2                  | On Loan: No      |
| HSBC Bank plc                                                | Veeva Systems, Inc.                                                        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | Long             | SN               | CORP              | GB        |       986 | NS      | $284694.10    | 0.04%             | 2025-07-14      | Fixed         | 12.65%                | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                           | T-Mobile USA, Inc.                                                         | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11637.95     | 0.00%             | 2031-02-15      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                 | Oracle Corp.                                                               | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    413000 | PA      | $400987.96    | 0.05%             | 2034-09-27      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                           | VICI Properties LP                                                         | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $53204.63     | 0.01%             | 2029-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Eversource Energy                                            | Eversource Energy                                                          | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    210000 | PA      | $210991.08    | 0.03%             | 2027-07-01      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                           | Crown Castle, Inc.                                                         | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     37000 | PA      | $38309.13     | 0.00%             | 2034-03-01      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Nordea Bank Abp                                              | Nordea Bank Abp                                                            | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |      3121 | NS      | $46308.50     | 0.01%             |  |  |  | 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        |    778119 | PA      | $768882.51    | 0.10%             | 2031-09-30      | Variable      | 6.74%                 | No            | 2                  | On Loan: No      |
| Buckhorn Park CLO Ltd.                                       | Buckhorn Park CLO Ltd., Series 2019-1A, Class B1RR                         | CUSIP: 118382BC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000593.10   | 0.13%             | 2034-07-18      | Floating      | 5.87%                 | No            | 2                  | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands IV BV                | Teva Pharmaceutical Finance Netherlands IV BV                              | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |    365000 | PA      | $369000.40    | 0.05%             | 2030-12-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp.                                             | CVS Health Corp.                                                           | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    146000 | PA      | $150258.18    | 0.02%             | 2029-06-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Propulsion BC Newco LLC                                      | Propulsion BC Newco LLC, 1st Lien Term Loan                                | CUSIP: 74347UAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     21724 | PA      | $21761.80     | 0.00%             | 2029-09-14      | Variable      | 7.55%                 | No            | 2                  | On Loan: No      |
| Ventas Realty LP                                             | Ventas Realty LP                                                           | CUSIP: 92277GAL1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     94000 | PA      | $93096.76     | 0.01%             | 2027-04-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Lockheed Martin Corp.                                        | Lockheed Martin Corp.                                                      | CUSIP: 539830CD9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54810.96     | 0.01%             | 2034-08-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                         | Royal Bank of Canada                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       626 | NS      | $194535.55    | 0.02%             | 2025-07-24      | Fixed         | 11.72%                | No            | 2                  | On Loan: No      |
| Humana, Inc.                                                 | Humana, Inc.                                                               | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16108.23     | 0.00%             | 2030-04-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| OBX Trust                                                    | OBX Trust, Series 2022-NQM8, Class A1                                      | CUSIP: 67117YAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    144054 | PA      | $143657.16    | 0.02%             | 2062-09-25      | Variable      | 6.10%                 | No            | 2                  | On Loan: No      |
| Nomura Bank International plc                                | Deere & Co.                                                                | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |       656 | NS      | $332783.90    | 0.04%             | 2025-08-14      | Fixed         | 16.72%                | No            | 2                  | On Loan: No      |
| Isuzu Motors Ltd.                                            | Isuzu Motors Ltd.                                                          | CUSIP: N/A<br>LEI: 529900C0QSXVCC7AR494       | Long             | EC               | CORP              | JP        |      2900 | NS      | $36737.02     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| M&T Bank Corp.                                               | M&T Bank Corp.                                                             | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      4704 | NS      | $912528.96    | 0.11%             |  |  |  | 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        |     84042 | PA      | $50425.42     | 0.01%             | 2029-06-29      | Variable      | 9.58%                 | No            | 3                  | On Loan: No      |
| Morgan Stanley                                               | Morgan Stanley                                                             | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    348000 | PA      | $343031.61    | 0.04%             | 2029-01-24      | Variable      | 3.77%                 | No            | 2                  | On Loan: No      |
| GCAT Trust                                                   | GCAT Trust, Series 2022-NQM3, Class A1                                     | CUSIP: 36168MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    717690 | PA      | $715151.71    | 0.09%             | 2067-04-25      | Variable      | 4.35%                 | No            | 2                  | On Loan: No      |
| Cencora, Inc.                                                | Cencora, Inc.                                                              | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       494 | NS      | $148125.90    | 0.02%             |  |  |  | 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        |     45239 | PA      | $44826.73     | 0.01%             | 2031-02-03      | Variable      | 8.08%                 | 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        |     32518 | PA      | $32029.74     | 0.00%             | 2030-03-11      | Variable      | 11.93%                | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                            | HSBC Holdings plc                                                          | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    805000 | PA      | $815748.37    | 0.10%             | 2031-03-03      | Variable      | 5.13%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                              | Citigroup, Inc.                                                            | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    662000 | PA      | $679819.35    | 0.09%             | 2036-01-24      | Variable      | 6.02%                 | No            | 2                  | On Loan: No      |
| Realty Income Corp.                                          | Realty Income Corp.                                                        | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     69000 | PA      | $60388.39     | 0.01%             | 2032-12-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| Realty Income Corp.                                          | Realty Income Corp.                                                        | CUSIP: 756109CF9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    106000 | PA      | $107164.30    | 0.01%             | 2029-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Barclays plc                                                 | Barclays plc                                                               | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $404970.90    | 0.05%             | 2029-02-25      | Variable      | 5.09%                 | No            | 2                  | On Loan: No      |
| DCP Midstream Operating LP                                   | DCP Midstream Operating LP                                                 | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    783000 | PA      | $691938.63    | 0.09%             | 2032-02-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Asurion LLC                                                  | Asurion LLC, 1st Lien Term Loan B11                                        | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    220181 | PA      | $217625.02    | 0.03%             | 2028-08-21      | Variable      | 8.68%                 | No            | 2                  | On Loan: No      |
| CenterPoint Energy, Inc.                                     | CenterPoint Energy, Inc.                                                   | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |       399 | NS      | $14659.26     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| United Mexican States                                        | United Mexican States                                                      | CUSIP: 91087BAY6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $201026.00    | 0.03%             | 2029-05-07      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Citizens Financial Group, Inc.                               | Citizens Financial Group, Inc.                                             | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     21045 | NS      | $941763.75    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Emera, Inc.                                                  | Emera, Inc.                                                                | CUSIP: 290876101<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | EC               | CORP              | CA        |      1549 | NS      | $70957.68     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Sirva-Bgrs Holdings, Inc.                                    | Sirva-Bgrs Holdings, Inc.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |        13 | NS      | $2329.25      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nomura Bank International plc                                | Cardinal Health, Inc.                                                      | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      2422 | NS      | $398654.52    | 0.05%             | 2025-08-14      | Fixed         | 12.48%                | No            | 2                  | On Loan: No      |
| Bouygues SA                                                  | Bouygues SA                                                                | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |       958 | NS      | $43325.28     | 0.01%             |  |  |  | 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        |    377564 | PA      | $375517.77    | 0.05%             | 2030-09-20      | Variable      | 6.08%                 | No            | 2                  | On Loan: No      |
| BAT Capital Corp.                                            | BAT Capital Corp.                                                          | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1511000 | PA      | $1490015.84   | 0.19%             | 2026-09-06      | Fixed         | 3.21%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                         | JPMorgan Chase & Co.                                                       | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71740.17     | 0.01%             | 2028-07-25      | Variable      | 4.85%                 | No            | 2                  | On Loan: No      |
| Ohio Power Co.                                               | Ohio Power Co.                                                             | CUSIP: 677415CW9<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25673.94     | 0.00%             | 2034-06-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                     | Skyworks Solutions, Inc.                                                   | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |      1908 | NS      | $140286.37    | 0.02%             | 2025-07-30      | Fixed         | 22.52%                | No            | 2                  | On Loan: No      |
| Boeing Co. (The)                                             | Boeing Co. (The)                                                           | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    450000 | PA      | $437374.13    | 0.05%             | 2027-02-01      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                            | Zebra Technologies Corp.                                                   | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      1109 | NS      | $337369.35    | 0.04%             | 2025-08-06      | Fixed         | 17.82%                | No            | 2                  | On Loan: No      |
| Equinix, Inc.                                                | Equinix, Inc.                                                              | CUSIP: 29444UBR6<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    148000 | PA      | $138478.33    | 0.02%             | 2028-05-15      | 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        |     39488 | PA      | $39340.05     | 0.00%             | 2029-12-19      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Carnival Corp.                                               | Carnival Corp., 1st Lien Term Loan                                         | CUSIP: P2121YAX6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | US        |     22811 | PA      | $22789.93     | 0.00%             | 2027-08-09      | Variable      | 6.31%                 | 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        |    770000 | PA      | $769759.38    | 0.10%             | 2039-12-15      | Floating      | 5.55%                 | No            | 2                  | On Loan: No      |
| NatWest Group plc                                            | NatWest Group plc                                                          | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |     39167 | NS      | $275068.05    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| IMI plc                                                      | IMI plc                                                                    | CUSIP: N/A<br>LEI: 2138002W9Q21PF751R30       | Long             | EC               | CORP              | GB        |      1478 | NS      | $42529.67     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Building Solutions, Inc.                            | Standard Building Solutions, Inc., 1st Lien Term Loan                      | CUSIP: 85350EAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     45088 | PA      | $45146.26     | 0.01%             | 2028-09-22      | Variable      | 6.07%                 | No            | 2                  | On Loan: No      |
| Diamondback Energy, Inc.                                     | Diamondback Energy, Inc.                                                   | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    384000 | PA      | $351722.91    | 0.04%             | 2031-03-24      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Republic Services, Inc.                                      | Republic Services, Inc.                                                    | CUSIP: 760759AV2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     57000 | PA      | $52144.82     | 0.01%             | 2030-03-01      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| FUCHS SE                                                     | FUCHS SE (Preference)                                                      | CUSIP: N/A<br>LEI: 529900SNF9E1P5ZO4P98       | Long             | EP               | CORP              | DE        |       241 | NS      | $13319.48     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MH Sub I LLC                                                 | MH Sub I LLC, 1st Lien Term Loan                                           | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    117837 | PA      | $110436.03    | 0.01%             | 2028-05-03      | Variable      | 8.58%                 | No            | 2                  | On Loan: No      |
| EMCOR Group, Inc.                                            | EMCOR Group, Inc.                                                          | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |        26 | NS      | $13907.14     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| VICI Properties LP                                           | VICI Properties LP                                                         | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    740000 | PA      | $710266.05    | 0.09%             | 2030-08-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                               | BNP Paribas SA                                                             | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    855000 | PA      | $859365.89    | 0.11%             | 2029-05-09      | Variable      | 4.79%                 | No            | 2                  | On Loan: No      |
| Duke Energy Florida LLC                                      | Duke Energy Florida LLC                                                    | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    104000 | PA      | $91734.01     | 0.01%             | 2030-06-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     58028 | PA      | $210.21       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    138000 | PA      | $1650.03      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Iron Mountain, Inc.                                          | Iron Mountain, Inc.                                                        | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |      2776 | NS      | $284734.32    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Netflix, Inc.                                                | Netflix, Inc.                                                              | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     43000 | PA      | $45327.64     | 0.01%             | 2028-11-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Bridgestone Corp.                                            | Bridgestone Corp.                                                          | CUSIP: N/A<br>LEI: 549300DHPOF90OYYD780       | Long             | EC               | CORP              | JP        |      3000 | NS      | $122676.59    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Wellness Pet LLC                                             | Wellness Pet LLC, 1st Lien Term Loan B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11845 | PA      | $6514.52      | 0.00%             | 2029-12-31      | Variable      | 8.33%                 | 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        |      9737 | PA      | $8714.70      | 0.00%             | 2028-12-01      | Variable      | 8.43%                 | No            | 2                  | On Loan: No      |
| Canyon CLO Ltd.                                              | Canyon CLO Ltd., Series 2021-4A, Class B                                   | CUSIP: 13877PAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    450000 | PA      | $450770.72    | 0.06%             | 2034-10-15      | Floating      | 6.22%                 | 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        |   1220000 | PA      | $1220760.55   | 0.15%             | 2039-06-15      | Floating      | 5.90%                 | No            | 2                  | On Loan: No      |
| Salesforce, Inc.                                             | Salesforce, Inc.                                                           | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      4069 | NS      | $1109575.61   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     48000 | PA      | $-392.18      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     43000 | PA      | $-236.34      | -0.00%            |  |  |  | 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        |     36089 | PA      | $35773.62     | 0.00%             | 2030-03-11      | Variable      | 9.93%                 | No            | 2                  | On Loan: No      |
| DR Horton, Inc.                                              | DR Horton, Inc.                                                            | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    186000 | PA      | $189395.42    | 0.02%             | 2035-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Garmin Ltd.                                                  | Garmin Ltd.                                                                | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |       232 | NS      | $48423.04     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Ford Motor Co.                                               | Ford Motor Co.                                                             | CUSIP: 345370CX6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     22000 | PA      | $25300.03     | 0.00%             | 2030-04-22      | Fixed         | 9.62%                 | No            | 2                  | On Loan: No      |
| CIM Trust                                                    | CIM Trust, Series 2023-I2, Class A1                                        | CUSIP: 12570HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    262904 | PA      | $264669.25    | 0.03%             | 2067-12-25      | Variable      | 6.64%                 | No            | 2                  | On Loan: No      |
| Core & Main LP                                               | Core & Main LP, 1st Lien Term Loan D                                       | CUSIP: 40416VAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    262706 | PA      | $262542.70    | 0.03%             | 2028-07-27      | Variable      | 6.27%                 | 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        |     50320 | PA      | $50382.90     | 0.01%             | 2031-06-17      | Variable      | 7.30%                 | No            | 2                  | On Loan: No      |
| Embraer Netherlands Finance BV                               | Embraer Netherlands Finance BV                                             | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |     18000 | PA      | $18486.90     | 0.00%             | 2035-02-11      | Fixed         | 5.98%                 | No            | 2                  | On Loan: No      |
| Hearthside Bank Corp.                                        | Hearthside Bank Corp.                                                      | CUSIP: N/A<br>LEI: 2549001XVX1R2ITF6935       | Long             | EC               | CORP              | US        |       737 | NS      | $14076.70     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Finance LLC                                   | Morgan Stanley Finance LLC, Series 0002                                    | CUSIP: 61779N480<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |      1778 | NS      | $476671.73    | 0.06%             | 2025-07-16      | Fixed         | 11.72%                | No            | 2                  | On Loan: No      |
| Met Tower Global Funding                                     | Met Tower Global Funding                                                   | CUSIP: 58989V2H6<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    758000 | PA      | $780207.35    | 0.10%             | 2029-04-12      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Glencore Canada Corp.                                        | Glencore Canada Corp.                                                      | CUSIP: 655422AV5<br>LEI: 549300ED6C93BGYAS129 | Long             | DBT              | CORP              | CA        |     73000 | PA      | $75600.68     | 0.01%             | 2035-06-15      | Fixed         | 6.20%                 | 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        |     75617 | PA      | $68584.73     | 0.01%             | 2028-01-31      | Variable      | 9.44%                 | No            | 2                  | On Loan: No      |
| Colossus Acquireco LLC                                       | Colossus Acquireco LLC, 1st Lien Term Loan B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    226000 | PA      | $224361.50    | 0.03%             | 2032-06-14      | Variable      | 5.53%                 | No            | 2                  | On Loan: No      |
| Kaman Corp.                                                  | Kaman Corp., Delayed Draw 1st Lien Term Loan                               | CUSIP: 48354VAN2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10786 | PA      | $10769.19     | 0.00%             | 2032-02-26      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                            | Wells Fargo & Co.                                                          | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    158000 | PA      | $152219.49    | 0.02%             | 2028-06-02      | Variable      | 2.39%                 | No            | 2                  | On Loan: No      |
| Truist Financial Corp.                                       | Truist Financial Corp.                                                     | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    467000 | PA      | $473274.07    | 0.06%             | 2027-06-08      | Variable      | 6.05%                 | No            | 2                  | On Loan: No      |
| Uber Technologies, Inc.                                      | Uber Technologies, Inc.                                                    | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    696000 | PA      | $692790.33    | 0.09%             | 2030-01-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Kinder Morgan, Inc.                                          | Kinder Morgan, Inc.                                                        | CUSIP: 49456BBC4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    115000 | PA      | $119207.23    | 0.01%             | 2035-06-01      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| DNB Bank ASA                                                 | DNB Bank ASA                                                               | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |      4698 | NS      | $129921.21    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                 | Oracle Corp.                                                               | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    390000 | PA      | $381222.84    | 0.05%             | 2027-11-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Bayview Financial Revolving Asset Trust                      | Bayview Financial Revolving Asset Trust, Series 2005-A, Class A1           | CUSIP: 073250BM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    456685 | PA      | $410532.44    | 0.05%             | 2040-02-28      | Floating      | 5.44%                 | 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        |     67843 | PA      | $15717.15     | 0.00%             | 2028-07-27      | Variable      | 11.54%                | 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        |    770000 | PA      | $803445.72    | 0.10%             | 2041-12-10      | Variable      | 7.77%                 | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                           | Crown Castle, Inc.                                                         | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     57000 | PA      | $49588.04     | 0.01%             | 2031-01-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Bausch & Lomb, Inc.                                          | Bausch + Lomb Corp., 1st Lien Term Loan                                    | CUSIP: C0787FAB8<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    454031 | PA      | $453049.90    | 0.06%             | 2027-05-10      | Variable      | 7.68%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     39000 | PA      | $239.20       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| President and Fellows of Harvard College                     | President and Fellows of Harvard College                                   | CUSIP: 740816AS2<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    465000 | PA      | $477688.50    | 0.06%             | 2030-03-15      | Fixed         | 4.89%                 | No            | 2                  | On Loan: No      |
| Humana, Inc.                                                 | Humana, Inc.                                                               | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    149000 | PA      | $153981.97    | 0.02%             | 2033-03-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Realty Income Corp.                                          | Realty Income Corp.                                                        | CUSIP: 756109AU8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    136000 | PA      | $134326.09    | 0.02%             | 2028-01-15      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Murata Manufacturing Co. Ltd.                                | Murata Manufacturing Co. Ltd.                                              | CUSIP: N/A<br>LEI: 529900QZG6DL8ZRI7140       | Long             | EC               | CORP              | JP        |      8600 | NS      | $127113.93    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                            | Norfolk Southern Corp.                                                     | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       665 | NS      | $168861.48    | 0.02%             | 2025-07-25      | Fixed         | 14.07%                | No            | 2                  | On Loan: No      |
| BEACH ACQUISITION BIDCO LLC                                  | Beach Acquisition Bidco LLC, 1st Lien Term Loan B                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     59000 | PA      | $59295.00     | 0.01%             | 2032-06-25      | Variable      | 7.32%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                          | Johnson Controls International plc                                         | CUSIP: 83371F459<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      1854 | NS      | $194944.44    | 0.02%             | 2025-07-31      | Fixed         | 16.43%                | 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        |    353587 | PA      | $354944.68    | 0.04%             | 2028-05-05      | Variable      | 6.58%                 | No            | 2                  | On Loan: No      |
| EQT Corp.                                                    | EQT Corp.                                                                  | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    609000 | PA      | $629686.16    | 0.08%             | 2034-02-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Ally Financial, Inc.                                         | Ally Financial, Inc., Series B                                             | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    132000 | PA      | $127447.71    | 0.02%             | 2026-05-15      | Variable      | 4.70%                 | No            | 2                  | On Loan: No      |
| Georgia Power Co.                                            | Georgia Power Co.                                                          | CUSIP: 373334KY6<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    795000 | PA      | $802525.92    | 0.10%             | 2030-03-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corp.                                   | Occidental Petroleum Corp.                                                 | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     47000 | PA      | $49715.78     | 0.01%             | 2027-07-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Nomura Bank International plc                                | Hilton Worldwide Holdings, Inc.                                            | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |       652 | NS      | $169118.51    | 0.02%             | 2025-08-07      | Fixed         | 14.96%                | No            | 2                  | On Loan: No      |
| Cheniere Energy Partners LP                                  | Cheniere Energy Partners LP                                                | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    154000 | PA      | $138051.18    | 0.02%             | 2032-01-31      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| ASR Nederland NV                                             | ASR Nederland NV                                                           | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | EC               | CORP              | NL        |       855 | NS      | $56810.96     | 0.01%             |  |  |  | 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        |   2000000 | PA      | $2002825.20   | 0.25%             | 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        |    410334 | PA      | $399271.40    | 0.05%             | 2027-04-15      | Variable      | 9.00%                 | No            | 2                  | On Loan: No      |
| Lowe's Cos., Inc.                                            | Lowe's Cos., Inc.                                                          | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | SN               | CORP              | US        |      1205 | NS      | $267820.61    | 0.03%             | 2025-07-07      | Fixed         | 11.74%                | No            | 2                  | On Loan: No      |
| UKG, Inc.                                                    | UKG, Inc., 1st Lien Term Loan                                              | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    794165 | PA      | $796960.60    | 0.10%             | 2031-02-10      | Variable      | 7.31%                 | No            | 2                  | On Loan: No      |
| United Overseas Bank Ltd.                                    | United Overseas Bank Ltd.                                                  | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | EC               | CORP              | SG        |      6800 | NS      | $192465.26    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| CareTrust REIT, Inc.                                         | CareTrust REIT, Inc.                                                       | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |      7473 | NS      | $228673.80    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Motorola Solutions, Inc.                                     | Motorola Solutions, Inc.                                                   | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    447000 | PA      | $400759.08    | 0.05%             | 2031-05-24      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Taylor Wimpey plc                                            | Taylor Wimpey plc                                                          | CUSIP: N/A<br>LEI: 21380089BTRXTD8S3R66       | Long             | EC               | CORP              | GB        |    512370 | NS      | $835528.67    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Trustees of Princeton University (The)                       | Trustees of Princeton University (The)                                     | CUSIP: 89837LAJ4<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |    195000 | PA      | $199570.48    | 0.02%             | 2030-07-01      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Truist Insurance Holdings LLC                                | Truist Insurance Holdings LLC, 1st Lien Term Loan B                        | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    555024 | PA      | $554907.63    | 0.07%             | 2031-05-06      | Variable      | 7.05%                 | No            | 2                  | On Loan: No      |
| Monolithic Power Systems, Inc.                               | Monolithic Power Systems, Inc.                                             | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       371 | NS      | $271341.98    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America Corp.                                        | Bank of America Corp.                                                      | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    312000 | PA      | $292447.20    | 0.04%             | 2029-06-14      | Variable      | 2.09%                 | No            | 2                  | On Loan: No      |
| OCP CLO Ltd.                                                 | OCP CLO Ltd., Series 2025-40A, Class A                                     | CUSIP: 67570FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $998504.30    | 0.13%             | 2038-04-16      | Floating      | 5.46%                 | No            | 2                  | On Loan: No      |
| Yale University                                              | Yale University, Series 2025                                               | CUSIP: 98459LAD5<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96343.68     | 0.01%             | 2032-04-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Origin Energy Ltd.                                           | Origin Energy Ltd.                                                         | CUSIP: N/A<br>LEI: ZSN2LWNPYW6ISMRUC664       | Long             | EC               | CORP              | AU        |      8777 | NS      | $62386.35     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                         | Charter Communications Operating LLC                                       | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    767000 | PA      | $803006.18    | 0.10%             | 2029-06-01      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| Celestica, Inc.                                              | Celestica, Inc., 1st Lien Term Loan B                                      | CUSIP: C2348CAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    274901 | PA      | $274901.42    | 0.03%             | 2031-06-20      | Variable      | 6.07%                 | No            | 3                  | On Loan: No      |
| Ventas Realty LP                                             | Ventas Realty LP                                                           | CUSIP: 92277GBA4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    255000 | PA      | $250636.85    | 0.03%             | 2035-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                             | Deutsche Bank AG (Registered)                                              | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |      2255 | NS      | $66850.45     | 0.01%             |  |  |  | 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        |    758645 | PA      | $759119.56    | 0.10%             | 2041-10-15      | Floating      | 6.15%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                   | Pacific Gas & Electric Co.                                                 | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    228000 | PA      | $215937.85    | 0.03%             | 2027-08-01      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Equinix, Inc.                                                | Equinix, Inc.                                                              | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       624 | NS      | $496373.28    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| AES Corp. (The)                                              | AES Corp. (The)                                                            | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    211000 | PA      | $215618.83    | 0.03%             | 2028-06-01      | Fixed         | 5.45%                 | 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        |    147548 | PA      | $147751.33    | 0.02%             | 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        |    342000 | PA      | $340717.50    | 0.04%             | 2032-03-04      | Variable      | 6.07%                 | No            | 2                  | On Loan: No      |
| Trans Union LLC                                              | Trans Union LLC, 1st Lien Term Loan B8                                     | CUSIP: 89334GBF0<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |    218409 | PA      | $218583.37    | 0.03%             | 2031-06-24      | Variable      | 6.08%                 | 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        |    520000 | PA      | $521300.00    | 0.07%             | 2041-08-15      | Floating      | 6.23%                 | 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        |    415060 | PA      | $416877.97    | 0.05%             | 2031-11-13      | Variable      | 7.55%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                            | Allegion plc                                                               | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       987 | NS      | $141186.95    | 0.02%             | 2025-07-24      | Fixed         | 11.38%                | No            | 2                  | On Loan: No      |
| VOYAGER PARENT LLC                                           | Voyager Parent LLC, 1st Lien Term Loan B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    180000 | PA      | $177949.80    | 0.02%             | 2032-05-10      | Variable      | 8.80%                 | 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        |    255379 | PA      | $255470.95    | 0.03%             | 2029-08-03      | Variable      | 8.18%                 | No            | 2                  | On Loan: No      |
| EOG Resources, Inc.                                          | EOG Resources, Inc.                                                        | CUSIP: 26875PAU5<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14992.56     | 0.00%             | 2030-04-15      | Fixed         | 4.38%                 | 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        |    513000 | PA      | $512574.21    | 0.06%             | 2032-03-03      | Variable      | 6.82%                 | No            | 2                  | On Loan: No      |
| Symphony CLO XXVIII Ltd.                                     | Symphony CLO XXVIII Ltd., Series 2021-28A, Class A                         | CUSIP: 87168BAC4<br>LEI: 54930054F3QGDZOYIH14 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001170.40   | 0.13%             | 2034-10-23      | Floating      | 5.68%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                      | GE HealthCare Technologies, Inc.                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      3010 | NS      | $221325.96    | 0.03%             | 2025-07-31      | Fixed         | 14.64%                | No            | 2                  | On Loan: No      |
| Hensoldt AG                                                  | Hensoldt AG                                                                | CUSIP: N/A<br>LEI: 894500686FYLLZD3M624       | Long             | EC               | CORP              | DE        |       302 | NS      | $34690.37     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Southern Co. (The)                                           | Southern Co. (The)                                                         | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    349000 | PA      | $341169.51    | 0.04%             | 2035-03-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Lendlease Corp. Ltd.                                         | Lendlease Corp. Ltd.                                                       | CUSIP: N/A<br>LEI: 549300MQ0F0TIIEK5592       | Long             | EC               | CORP              | AU        |     13957 | NS      | $49459.58     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Iron Mountain, Inc.                                          | Iron Mountain, Inc.                                                        | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51410.30     | 0.01%             | 2033-01-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| AlixPartners LLP                                             | AlixPartners LLP, 1st Lien Term Loan                                       | CUSIP: 01642PBB1<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |    276456 | PA      | $277390.50    | 0.03%             | 2028-02-04      | Variable      | 6.94%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2025-06-30

**Name of Applicant:** BlackRock Funds II

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer